The value in mixed strategies of the game

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Let Mn,m be the space of matrices of order n × m representing two-player zero-sum games in which Player I has n pure strategies and Player II has m pure strategies.

Prove that the function that associates with every matrix A = (aij ) ∈ Mn,m the value in mixed strategies of the game that it represents is continuous in (aij ).

Remark: The sequence of matrices (Ak)k∈N in Mn,m, where to A = (aij ), if

aij = limk→∞ akij, ∀i,j.

Reference no: EM131332113

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