Equilibrium and Pareto-optimality in noisy discrete duels with an arbitrary number of actions

Abstract

We study a nonzero-sum game of two players that is a generalization of the antagonistic noisy duel of discrete type. The game is considered from the point of view of various criteria of optimality. We prove the existence of e-equilibrium situations and show that the e-equilibrium strategies that we found are e-maxmin. Conditions under which the equilibrium plays are Pareto-optimal are given.