English

Regularity of the minmax value and equilibria in multiplayer Blackwell games

Optimization and Control 2022-01-14 v1

Abstract

A real-valued function φ\varphi that is defined over all Borel sets of a topological space is \emph{regular} if for every Borel set WW, φ(W)\varphi(W) is the supremum of φ(C)\varphi(C), over all closed sets CC that are contained in WW, and the infimum of φ(O)\varphi(O), over all open sets OO that contain WW. 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 ε\varepsilon-equilibria in two distinct classes of Blackwell games. One is the class of nn-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 n1n-1. 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.

Keywords

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}
}