Govindan, Srihari; McLennan, Andrew - In: Econometrica 69 (2001) 2, pp. 455-71
Consider nonempty finite pure strategy sets S[subscript 1], . . . , S[subscript n], let S = S[subscript 1] times . . . times S[subscript n], let Omega be a finite space of "outcomes," let Delta(Omega) be the set of probability distributions on Omega, and let theta: S approaches Delta(Omega) be a...