On game-theoretic characterisation of stochastic independence
Diskretnaya Matematika, Tome 22 (2010) no. 1, pp. 115-125
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Dropping the assumption of the stochastic independence of players' randomised choices in non-cooperative games, we introduce the notion of a type of dependence. It is proved that the stochastic independence is the unique type of dependence for which any finite non-cooperative game has a Nash equilibrium in mixed strategies.
@article{DM_2010_22_1_a8,
author = {V. L. Kreps},
title = {On game-theoretic characterisation of stochastic independence},
journal = {Diskretnaya Matematika},
pages = {115--125},
publisher = {mathdoc},
volume = {22},
number = {1},
year = {2010},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/DM_2010_22_1_a8/}
}
V. L. Kreps. On game-theoretic characterisation of stochastic independence. Diskretnaya Matematika, Tome 22 (2010) no. 1, pp. 115-125. http://geodesic.mathdoc.fr/item/DM_2010_22_1_a8/