Prove equilibrium payoff to each player equals his max value

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Consider a two-player non-zero-sum game on the unit square in which Player I's strategy set is X = [0, 1], and Player II's strategy set is Y = [0, 1], which has a unique equilibrium (x∗, y∗), where x∗, y∗ ∈ (0, 1).

Prove that the equilibrium payoff to each player equals his maxmin value.

Reference no: EM131330232

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