Title: Two-Person Zero-Sum Games with Unbounded Payoff Functions and Uncertain Expected Payoffs,
Abstract: This paper provides sufficient conditions for the existence of values and
solutions for two-person zero-sum one-step games with possibly noncompact
action sets for both players and possibly unbounded payoff functions, which may
be neither convex nor concave. For such games payoffs may not be defined for
some pairs of strategies. In addition to the existence of values and solutions,
this paper investigates continuity properties of the value functions and
solution multifunctions for families of games with possibly noncompact action
sets and unbounded payoff functions, when action sets and payoffs depend on a
parameter.