Title :
Mixed versus pure strategies in many-person decision problems
Author :
Kastner, Marcia P.
Author_Institution :
Harvard University, Cambridge, MA, USA
fDate :
8/1/1977 12:00:00 AM
Abstract :
In many-person decision problems, the optimal strategy has been searched for among the class of pure, as opposed to mixed, strategies. It is proved that if the payoff functions satisfy certain convexity conditions, optimal pure strategies are also optimal in the expanded class of mixed strategies.
Keywords :
Decentralized control; Decision making; Differential games; Games; Optimal control; Bayesian methods; Decision theory; Delay; Delta modulation; Game theory; Minimax techniques; Nash equilibrium; Physics; Random variables; Stochastic processes;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1977.1101542
