Abstract:
An abstract algebraic approach to the formation of high-dimensional matrix games is proposed. The considered class of games includes, in particular, statistical games. A general method for constructing randomized decision rules for the problem of estimating the parameter of a discrete random variable is discussed. For economically significant tasks, the cost of additional observation is calculated.
Keywords:zero-sum game, matrix game, non-cooperative game, large payoff matrices, partial sum games.
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