In the study of zero sum games, Glicksberg's theorem (also Glicksberg's existence theorem) is a result that shows certain games have a minimax value:[1] .
The theorem is useful if f and g are interpreted as mixed strategies of two players in the context of a continuous game.
If the payoff function K is upper semicontinuous, then the game has a value.
The continuity condition may not be dropped: see example of a game with no value.
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