By the von Neumann min-max theorem, a two person zero sum game with finitely many pure strategies has a unique value for each player (summing to zero) and each player has a non-empty set of optimal mixed strategies. If the payoffs are independent, identically distributed (iid) uniform (0,1) random variables, then with probability one, both players have unique optimal mixed strategies utilizing the same number of pure strategies with positive probability (Jonasson 2004). The pure strategies with positive probability in the unique optimal mixed strategies are called saddle squares.
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- Partial requirement for: Ph.D., Arizona State University, 2011Note typethesis
- Includes bibliographical references (p. 96-97)Note typebibliography
- Field of study: Mathematics