Regularity of the minmax value and equilibria in multiplayer Blackwell games
Abstract
A real-valued function that is defined over all Borel sets of a topological space is \emph{regular} if for every Borel set , is the supremum of , over all closed sets that are contained in , and the infimum of , over all open sets that contain . We study Blackwell games with finitely many players. We show that when each player has a countable set of actions and the objective of a certain player is represented by a Borel winning set, that player's minmax value is regular. We then use the regularity of the minmax value to establish the existence of -equilibria in two distinct classes of Blackwell games. One is the class of -player Blackwell games where each player has a finite action space and an analytic winning set, and the sum of the minmax values over the players exceeds . The other class is that of Blackwell games with bounded upper semi-analytic payoff functions, history-independent finite action spaces, and history-independent minmax values. For the latter class, we obtain a characterization of the set of equilibrium payoffs.
Cite
@article{arxiv.2201.05148,
title = {Regularity of the minmax value and equilibria in multiplayer Blackwell games},
author = {Galit Ashkenazi-Golan and János Flesch and Arkadi Predtetchinski and Eilon Solan},
journal= {arXiv preprint arXiv:2201.05148},
year = {2022}
}