The space of distributions with discontinuous test functions and a family of zero-sum games with discontinuous payoffs

Abstract

In the present paper we consider one class of zero-sum games with discontinuous payoffs which may have no solutions in the sets of pure or mixed strategies. We show that, however, the solution always exists in the set of so-called $\mathcal R'$-mixed strategies which are the elements of the space $\mathcal R'$ of distributions with discontinuous test functions. The advantages of the new space of distributions (in comparison with the classical space $\mathcal D'$ of distributions with continuous or smooth test functions), that is, the possibility to define in $\mathcal R'$ the operations of integrations of distributions and multiplication of distributions by discontinuous functions, which are correct in the sense that they are everywhere defined, continuous and coincide with the ordinary operations for regular distributions, are crucial for our proof of existence of solution.