On the solution of games with arbitrary payoffs: An application to an over‐the‐counter financial market
用软集理论定义多种博弈解概念，包括纯策略和混合策略纳什均衡，并应用于场外金融市场，附有数值例子。
Abstract This paper defines a variety of game theoretic solution concepts in the language of soft set theory. We begin by defining the Nash equilibrium in pure strategies. We assume that the gains of the players are totally ordered and non‐desirable alternatives are absent. Moreover, we introduce the notions of strong and semi‐strong utility. These two completely new notions, serve as a mechanism for converting non‐ordered gains into totally ordered ones. We define the Nash equilibrium in mixed strategies in a general framework by introducing the notion of an extended game and strategy space. We finally define the Nash solution to cooperative bargaining games within the framework of soft set theory, illustrate a practical application to an over‐the‐counter financial market, and provide a detailed numerical example.