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In game theory, and in particular the study of zero-sum continuous games, it is commonly assumed that a game has a minimax value. This is the expected value to one of the players when both play a perfect strategy (which is to choose from a particular PDF). This article gives an example of a zero sum game that has no value. It is due to Sion and Wolfe.〔 〕 Zero sum games with a finite number of pure strategies are known to have a minimax value (originally proved by John von Neumann) but this is not necessarily the case if the game has an infinite set of strategies. There follows a simple example of a game with no minimax value. The existence of such zero-sum games is interesting because many of the results of game theory become inapplicable if there is no minimax value. ==The game== Players I and II each choose a number, and respectively, with ; the payoff to I is : (i.e. player II pays to player I;the game is zero-sum). Sometimes player I is referred to as the ''maximizing player'' and player II the ''minimizing player''. If is interpreted as a point on the unit square, the figure shows the payoff to player I. Now suppose that player I adopts a mixed strategy: choosing a number from probability density function (pdf) ; player II chooses from . Player I seeks to maximize the payoff, player II to minimize the payoff. Note that each player is aware of the other's objective. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Example of a game without a value」の詳細全文を読む スポンサード リンク
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