Regularity of the minmax value and equilibria in multiplayer Blackwell games

Abstract

A real-valued function φ that is defined over all Borel sets of a topological space is regular if for every Borel set W, φ(W) is the supremum of φ(C), over all closed sets C that are contained in W, and the infimum of φ(O), over all open sets O that contain W.We study Blackwell games with finitely many players. We show that when each player has a countable set of actions and the objective of a certain player is represented by a Borel winning set, that player’s minmax value is regular.We then use the regularity of the minmax value to establish the existence of ε-equilibria in two distinct classes of Blackwell games. One is the class of n-player Blackwell games where each player has a finite action space and an analytic winning set, and the sum of the minmax values over the players exceeds n − 1. The other class is that of Blackwell games with bounded upper semi-analytic payoff functions, history-independent finite action spaces, and history-independent minmax values. For the latter class, we obtain a characterization of the set of equilibrium payoffs.