In game theory, the concept of Nash equilibrium reflects the collective
stability of some individual strategies chosen by selfish agents. The concept
pertains to different classes of games, e.g. the sequential games, where the
agents play in turn. Two existing results are relevant here: first, all finite
such games have a Nash equilibrium (w.r.t. some given preferences) iff all the
given preferences are acyclic; second, all infinite such games have a Nash
equilibrium, if they involve two agents who compete for victory and if the
actual plays making a given agent win (and the opponent lose) form a
quasi-Borel set. This article generalises these two results via a single
result. More generally, under the axiomatic of Zermelo-Fraenkel plus the axiom
of dependent choice (ZF+DC), it proves a transfer theorem for infinite
sequential games: if all two-agent win-lose games that are built using a
well-behaved class of sets have a Nash equilibrium, then all multi-agent
multi-outcome games that are built using the same well-behaved class of sets
have a Nash equilibrium, provided that the inverse relations of the agents'
preferences are strictly well-founded.Comment: 14 pages, will be published in LMCS-2011-65
