T1 vs. T2 : on the definition of mixed strategies in noncooperative games

This paper identifies a central role of the topological separation axiom T1 in the definition of mixed strategies in noncooperative games with arbitrary pure strategy spaces. Our main result says that a pure strategy space is topologically T1 if and only if (i) all singleton strategy sets are Borel, (ii) all Dirac measures are regular, and (iii) the canonical mapping from pure strategies to Dirac measures is one-to-one. The analysis therefore suggests that the T1 separation axiom is a minimum requirement on the topology of a pure strategy space when randomization is allowed for. Using an example, we show that the T1 assumption is indeed missing from the minimax theorem of Mertens (1986).