An Introduction to Complex Game Theory

Abstract

The known results regarding two-player zero-sum games are naturally generalized in complex space and are presented through a complete compact theory. The payoff function is defined by the real part of the payoff function in the real case, and pure complex strategies are defined by the extreme points of the convex polytope $S_\alpha^m:=\{z\in\mathbb{C}^m:$ $|argz|\leqq\alpha,\;\sum_{i=1}^{m}z_i=1\}$ for "strategy argument" $\alpha$ in $(0,\frac{\pi}{2})e$. These strategies allow definitions and results regarding Nash equilibria, security levels of players and their relations to be extended in $\mathbb{C}^{m}$. A new constructive proof of the Minimax Theorem in complex space is given, which indicates a method for precisely calculating the equilibria of two-player zero-sum complex games. A simpler solution method of such games, based on the solutions of complex linear systems of the form $Bz=b$, is also obtained.