Each finite zero-sum two-person game is defined by the numbers,
m and
n, of possible strategies of two players, and the payoff
aij (from the second player
P2 to the first player
P1) corresponding to the strategies
i and
j chosen respectively by
P1 and
P2. In this paper, we consider the case where each element
aij is a random variable and discuss stability of the value of the game denoted by {
vmn} as
m → ∞ and
n → ∞. The main stability result is derived from the law of large numbers for random linear programming problems. An upper bound of game values is also obtained as the maximum loss of player
P2 by choosing a uniform, purely random strategy.
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