An Analog of the Minimax Theorem for Vector Payoffs

@inproceedings{Blackwell2004AnAO,
  title={An Analog of the Minimax Theorem for Vector Payoffs},
  author={David Blackwell},
  year={2004}
}
for all i, j . Thus in the (two-person, zero-sum) game with matrix Λf, player I has a strategy insuring an expected gain of at least v, and player II has a strategy insuring an expected loss of at most v. An alternative statement, which follows from the von Neumann theorem and an appropriate law of large numbers is that, for any ε>0, I can, in a long series of plays of the game with matrix M, guarantee, with probability approaching 1 as the number of plays becomes infinite, that his average… CONTINUE READING

Topics

Statistics

0102030'03'05'07'09'11'13'15'17
Citations per Year

358 Citations

Semantic Scholar estimates that this publication has 358 citations based on the available data.

See our FAQ for additional information.