Article ID Journal Published Year Pages File Type
4619387 Journal of Mathematical Analysis and Applications 2010 4 Pages PDF
Abstract

In this note we consider the upper value of a zero-sum game with payoff function depending on a state variable. We provide a new and much simpler proof of a measurable minimax selection theorem established 25 years ago by the author in Nowak (1985) [19]. A discussion of the basic assumptions and relations with the literature on stochastic games and (minimax) control models is also included.

Related Topics
Physical Sciences and Engineering Mathematics Analysis