The value of random zero-sum games

Romain Cosson, Laurent Massoulié

We study the value of a two-player zero-sum game on a random matrix $M\in {\mathbb{R}}^{n\times m}$, defined by $v(M)={\min }_{x\in {\Delta }_n}{\max }_{y\in {\Delta }_m}{x}^{T}My$. In the setting where $n…