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Respond to the question: Best strategies in rectangular games?

01/02/2014 12:03 PM by Danio Quartullo; Best strategies in rectangular games

Hello, I'm a mathematician interested in game theory. I can't solve the following exercise found in Mc Kinsey's book "Introduction to the theory of games":

Show that the set of all best strategies for a given player is closed.

This exercise refers to rectangular games, i.e. two players zero sum games; we call X a best strategy if it is optimal and is not dominated by any other strategy.

Thank you for your help,

Danilo



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