A Solution for a Two-Person Zero-Sum Concave Game with a Finite and a Continuous Strategies

HOHZAKI Ryusuke, IIDA Koji

Bibliographic Information

Other Title

連続無限戦略と有限戦略の2人ゼロ和凹ゲームの解法について

Description

This paper deals with a two-person zero-sum game where the maximizer has an infinite number of continuous strategies and the minimizer has a finite number of strategies. If a payoff function of the game is concave for the maximizer's strategy to every minimizer's strategy, this problem is formulated as a mini-max problem for an objective function which is linear for the minimizer's mixed strategy and is concave for the maximizer's pure strategy. In this paper, a numerical method of solving the game is proposed, which is the procedure of repeatedly solving a one-sided maximizing problem each time the minimizer's strategy varies.

Journal

IPSJ SIG Notes

IPSJ SIG Notes 18 37-42, 1998-03-20

Information Processing Society of Japan (IPSJ)

Details 詳細情報について

CRID: 1573950401828986240

NII Article ID: 110002942860

NII Book ID: AN10505667

ISSN: 09196072

Text Lang: ja

Data Source

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