The sequence method for finding solutions to infinite games: A first demonstrating example (Q795757)

A noncooperative infinite game can be approached by a sequence of discrete games. For each game in the sequence, a Nash solution can be found as well as their limit. This idea and procedure was used before as a theoretical device to prove existence of solutions to games with continuous payoffs and recently even for a class of games with discontinuous ones [see \textit{P. Dasgupta} and \textit{E. Maskin}, ''The existence of equilibrium in discontinuous economic games, I: Theory'', ICERD Discussion Paper, London (1982)]. No one, however, used the method for the actual solution of a game. Here, an example demonstrates the methods' usefulness in finding a solution to a two-person game on the unit square with discontinuous payoff functions.