Regularity of the minmax value and equilibria in multiplayer Blackwell games

Abstract

A real-valued function $\phi$ that is defined over all Borel sets of a topological space is \emph{regular} if for every Borel set $W$, $\phi (W)$ is the supremum of $\phi (C)$, over all closed sets $C$ that are contained in $W$, and the infimum of $\phi (O)$, over all open sets $O$ that contain $W$. We study Blackwell games with finitely many players. We show that when each player has a countable set of actions and the objective of a certain player is represented by a Borel winning set, that player's minmax value is regular. We then use the regularity of the minmax value to establish the existence of $\epsilon$-equilibria in two distinct classes of Blackwell games. One is the class of $n$-player Blackwell games where each player has a finite action space and an analytic winning set, and the sum of the minmax values over the players exceeds $n-1$. The other class is that of Blackwell games with bounded upper semi-analytic payoff functions, history-independent finite action spaces, and history-independent minmax values. For the latter class, we obtain a characterization of the set of equilibrium payoffs.