Uniform Continuity of the Value of Zero-Sum Games with Differential Information
Published Online:1 Aug 2008https://doi.org/10.1287/moor.1080.0314
Abstract
We establish uniform continuity of the value for zero-sum games with differential information, when the distance between changing information fields of each player is measured by the Boylan pseudometric. We also show that the optimal strategy correspondence is upper semicontinuous when the information fields of players change (even with the weak topology on players' strategy sets), and is approximately lower semicontinuous.
