View source for Game on the unit square

A [[Two-person zero-sum game|two-person zero-sum game]] in which the set of pure strategies of the players <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g0432501.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g0432502.png" /> is the segment <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g0432503.png" />. With a suitable normalization, any two-person zero-sum game for which the set of strategies for each player is a continuum can be reduced to a game on the unit square. Games on the unit square are given by pay-off functions <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g0432504.png" /> defined on the unit square. Mixed strategies for the players are distribution functions on the unit interval. If the pay-off function is bounded and measurable in both arguments, the pay-off of player <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g0432505.png" /> when players <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g0432506.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g0432507.png" /> apply mixed strategies <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g0432508.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g0432509.png" />, respectively, is, by definition,

<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g04325010.png" /></td> </tr></table>

If <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g04325011.png" /> is continuous in both arguments, then

<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g04325012.png" /></td> </tr></table>

that is, for such a game the [[Minimax principle|minimax principle]] is valid and there exist a value for the game, denoted by <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g04325013.png" />, and optimal strategies for both players. Theorems on the existence of values of games (minimax theorems) have been proved under weaker assumptions on the pay-off functions. It follows from general minimax theorems, for example, that there exists a value for games on the unit square with bounded pay-off functions that are upper semi-continuous in <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g04325014.png" /> or lower semi-continuous in <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g04325015.png" />. Existence theorems have been proved for the value of a game in certain special classes of discontinuous pay-off functions (for example, for a game of timing, cf. [[Game involving the choice of the moment of time|Game involving the choice of the moment of time]]). However, not all games on the unit square have values. Thus, for the function <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g04325016.png" /> defined by

<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g04325017.png" /></td> </tr></table>

the following equality holds:

<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g04325018.png" /></td> </tr></table>

The structure of the set of games with a unique solution (cf. [[Solution in game theory|Solution in game theory]]) has been determined for games on the unit square with continuous pay-off functions. Indeed, the set of continuous functions in two variables for which the corresponding game on the unit square has a unique solution, for which the optimal strategies of both players are continuous and their supports (see [[Support of a measure|Support of a measure]]) are nowhere-dense perfect closed sets of Lebesgue measure zero contains an everywhere-dense subset of type <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043250/g04325019.png" />.

There are no general methods for solving games on the unit square. Nevertheless, for some classes of games on the unit square it is possible either to find a solution analytically (for example, for games of timing, games with pay-off functions depending only on the difference of the strategies of the two players and having optimal equalizing strategies), or else to prove the existence for such games of optimal strategies with finite support (for example, for a [[Convex game|convex game]]; a [[Degenerate game|degenerate game]]; or a [[Bell-shaped game|bell-shaped game]]) and thus to obtain the possibility of reducing the problem of finding a solution for a game on the unit square to the solution of some [[Matrix game|matrix game]]. Approximate methods may be applied to solve games with continuous pay-off functions.

====References====
<table><TR><TD valign="top">[1]</TD> <TD valign="top">  S. Karlin,   "Mathematical methods and theory in games, programming and economics" , Addison-Wesley  (1959)</TD></TR></table>



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====References====
<table><TR><TD valign="top">[a1]</TD> <TD valign="top">  R.D. Luce,   H. Raiffa,   "Games and decisions. Introduction and critical survey" , Wiley  (1957)</TD></TR></table>