Localization of Optimal Strategies in Certain Games
Document Type
Article
Department
Mathematics (HMC)
Publication Date
8-1994
Abstract
Assume the payoffs of a matrix game are concave in the index of the maximizing player. That player is shown to have an optimal strategy which uses at most two consecutive pure strategies, identifiable through approximate solution of a related continuous game. Generalizations are given, and the results are applied to a motivating hidden-target model due to Shapley.
Rights Information
© 1994 John Wiley & Sons, Inc.
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Recommended Citation
Benjamin, Arthur T., & Goldman, Alan J. (1994). Localization of optimal strategies in certain games. Naval Research Logistics, 41: 669–676.