Abstract
This paper deals with two-person zero-sum rectangular games with random payoffs. It is assumed that each player knows the distribution functions of the random entries and that players must select their strategies before any observations of the random entries are made. In such a case, several models are considered and relations among the optimal values are obtained. A special case, in which these random entries are linear functions of a random variable is also treated and some properties of the optimal strategies are given. In the final section, illustrative examples are shown.
