It has been shown that every n-person, perfect information game with no chance moves and bounded, lower semicontinuous payoffs has a subgame perfect ϵ-equilibrium in pure strategies. Here the same is proved when the payoffs are bounded and upper semicontinuous.
Roger A. Purves, William D. Sudderth, (2011) Perfect Information Games with Upper Semicontinuous Payoffs. Mathematics of Operations Research 36(3):468-473.
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