Ayala Mashiah-Yaakovi

Borel Games with Lower-Semi-Continuous Payoffs

We prove that every two-player non-zero-sum Borel game with lower-semi-continuous payoffs admits a subgame-perfect $\ep$-equilibrium. This result complements Example 3 in Solan and Vieille (2003), which shows that a subgame-perfect $\ep$-equilibrium need not exists when the payoffs are not lower-semi-continuous.