Parthasarathy's theorem

Parthasarathy's theorem This article relies largely or entirely on a single source. Relevant discussion may be found on the talk page. Please help improve this article by introducing citations to additional sources. Encontrar fontes: "Parthasarathy's theorem" – notícias · jornais · livros · acadêmico · JSTOR (Fevereiro 2016) In mathematics – and in particular the study of games on the unit square – Parthasarathy's theorem is a generalization of Von Neumann's minimax theorem. It states that a particular class of games has a mixed value, provided that at least one of the players has a strategy that is restricted to absolutely continuous distributions with respect to the Lebesgue measure (em outras palavras, one of the players is forbidden to use a pure strategy).

The theorem is attributed to the Indian mathematician Thiruvenkatachari Parthasarathy.

Theorem Let {estilo de exibição X} e {estilo de exibição Y} stand for the unit interval {estilo de exibição [0,1]} ; {estilo de exibição {matemática {M}}_{X}} denote the set of probability distributions on {estilo de exibição X} (com {estilo de exibição {matemática {M}}_{S}} defined similarly); e {estilo de exibição A_{X}} denote the set of absolutely continuous distributions on {estilo de exibição X} (com {estilo de exibição A_{S}} defined similarly).

Suponha que {estilo de exibição k(x,y)} is bounded on the unit square {displaystyle Xtimes Y={(x,y):0leq x,yleq 1}} and that {estilo de exibição k(x,y)} is continuous except possibly on a finite number of curves of the form {displaystyle y=phi _{k}(x)} (com {displaystyle k=1,2,ldots ,n} ) onde o {estilo de exibição phi _{k}(x)} are continuous functions. Por {displaystyle mu in M_{X},lambda in M_{S}} , definir {estilo de exibição k(dentro ,lambda )=int_{y=0}^{1}int_{x=0}^{1}k(x,y),dmu (x),dlambda (y)=int_{x=0}^{1}int_{y=0}^{1}k(x,y),dlambda (y),dmu (x).} Então {estilo de exibição max _{mu in {matemática {M}}_{X}},inf _{lambda in A_{S}}k(dentro ,lambda )=inf _{lambda in A_{S}},máximo _{mu in {matemática {M}}_{X}}k(dentro ,lambda ).} This is equivalent to the statement that the game induced by {estilo de exibição k(cdot ,cdot )} has a value. Note that one player (WLOG {estilo de exibição Y} ) is forbidden from using a pure strategy.

Parthasarathy goes on to exhibit a game in which {estilo de exibição max _{mu in {matemática {M}}_{X}},inf _{lambda in {matemática {M}}_{S}}k(dentro ,lambda )neq inf _{lambda in {matemática {M}}_{S}},máximo _{mu in {matemática {M}}_{X}}k(dentro ,lambda )} which thus has no value. There is no contradiction because in this case neither player is restricted to absolutely continuous distributions (and the demonstration that the game has no value requires both players to use pure strategies).

References T. Parthasarathy 1970. On Games over the unit square, SIAM, volume 19, número 2.

Este artigo sobre teoria dos jogos é um esboço. Você pode ajudar a Wikipédia expandindo-a.

Categorias: Game theoryTheorems in discrete mathematicsTheorems in measure theoryMicroeconomics stubsEconomic theories stubs