Existence of equilibria in infinite two players zero sum extensive form games with perfect information I am looking for a study that has examined whether and under which conditions (if any), an infinite and of possibly infinite horizon two person zero sum extensive form game with perfect information and finite discrete action space, has a value. I would appreciate very much any tips.
By the Ky Fan minimax theorem, if you can identify the strategy spaces of the two players with convex compact subsets of a locally convex topological vector space, and the payoff function $M(x, y)$ is convex and continuous in $y$ for any $x$, and also concave and continuous in $x$ for any $y$, then the minimax theorem holds.