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系统科学与数学 2008
Strategy Density Solutions with Greatest Entropy of a Continuous Game
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Abstract:
For a continuous game on a square 0,2]\times 0,2], derivative of a player's non-pure strategy (a probability distribution function) is called the player's strategy density (a probability density function). In this paper studies, the theory of greatest entropy of the continuous game is considered. It is proved that if each player has no optimal pure strategy, then set of optimal strategy densities is a nonempty compact convex set. The greatest entropy of optimal strategy densities is studied, and a continuous game with the greatest entropy is given.