Rationalizability, Iterated Dominance, and the Theorems of Radon and Carathéodory
Stanford Economic Review 2024 )
Abstract
The game theoretic concepts of rationalizability and iterated dominance are closely related and provide characterizations of each other. Indeed, the equivalence between them implies that in a two player finite game, the remaining set of actions available to players after iterated elimination of strictly dominated strategies coincides with the rationalizable actions. I prove a dimensionality result following from these ideas. I show that for two player games, the number of actions available to the opposing player provides a (tight) upper bound on how a player’s pure strategies may be strictly dominated by mixed strategies. I provide two different frameworks and interpretations of dominance to prove this result, and in doing so relate it to Radon’s Theorem and Carathéodory’s Theorem from convex geometry. These approaches may be seen as following from point—line duality. A new proof of the classical equivalence between these solution concepts is also given.
1 Introduction
Strategic dominance is a standard concept in game theory. It encapsulates the intuition that in a strategic environment, one should never take some action if in all possible scenarios (formally, all profiles of the other players’ actions), another action does strictly better.
In this section, we review the concepts of dominance and rationalizability, and summarize the content of the paper.
We consider finite, two player strategic games. For , player ’s (pure) strategies is the set of actions .
Definition: A pure strategy for player , is strictly dominated by another pure strategy if for any
Dominance can be generalized to mixed strategies, where players randomize over actions. In this case, the expected payoff is compared.
Definition: A (pure) strategy is strictly dominated by a mixed strategy over the set if for all where is a probability distribution over specified by
If the game is finite, the iterated elimination of strictly dominated strategies may be performed. The simple algorithm is to repeatedly remove strategies (for either player) which are strictly dominated by some mixed strategy from the game, until no such strategies are left. It is easy to show that the set of remaining strategies are those that were not strictly dominated in the original game, and any strictly dominated strategy is removed by this process.
More recently, the solution concept of rationalizability was developed. For two player games the definition is as follows:
Definition: An action is not rationalizabile if for any belief player has about player ’s strategy there exists some other action (which may depend on ) such that
One can also give a recursive definition of -level rationalizability (), and repeatedly remove strategies that are not rationalizable until all remaining actions are rationalizable.
It is easy to show that any strictly dominated strategy is not rationalizable, as one intuitively expects. It turns out that the converse is true as well, which was first shown in 1984 independently by both Bernheim [1] and Pearce [2].
Theorem 1.1.
(Pearce, Bernheim). Given a finite, two player strategic game the set of (pure) strategies that remain after iterated elimination of strictly dominated strategies are precisely the strategies that are rationalizable in
Proof.
See Appendix. ∎
Bernheim’s proof represents strategies as payoff vectors in and uses the separating hyperplane theorem. Pearce’s proof uses the minimax theorem for zero sum games. See Fudenberg [3] or Yildiz [4] for a presentation of the former and Obara [5] for the latter.
The central result of this paper is We prove a tight bound on the minimum number of strategies needed to form a mixed strategy that strictly dominates another strategy. There is a rich connection to convex geometry in our analysis, and there are several representations of dominance and rationalizability that lead to classical results in this area of mathematics.
The methods in section 2 also yield a new proof of Theorem 1.1, mirroring the separating hyperplane proof of the equivalence. We defer our proof to the appendix.
In section 2, we provide a proof of Theorem 2.1 using Radon’s Theorem motivated by a natural view of the equivalence between rationalizability and dominance. We also show that the bound still holds when a player can have infinitely many actions.
In section 3, we represent dominance using vectors in We give another proof of and discuss the mathematical connections between the two proofs.
We may also the two approaches as resulting from a kind of point—line duality. In section 3, we view strategies as payoff vectors (or points), while in section 2, strategies are represented by hyperplanes.
2 Connections to Convex Geometry
We study the following question: Given a two player finite strategic game with action sets suppose some player’s (without loss of generality player 1) pure strategy is strictly dominated by a mixed strategy on a set of actions Can we bound the size of the support of this mixed strategy, ?
An obvious bound is and furthermore as if then is still dominated by some mix on
Interestingly, it turns out that we actually can bound by the number of actions available to player 2, i.e.
This is not at all obvious.
More precisely, we have the following result:
Theorem 2.1.
Let be a finite two player game, where player ’s set of actions is and player ’s set of actions is If is strictly dominated by a mix of strategies over then in fact is strictly dominated by a mixed strategy consisting of at most actions. An analogous bound holds for player
Remark 2.2.
The bound for player 1 can be improved to based on the simple observation above. In fact, we will show that this bound is tight.
Now the result for player 1 is trivial if but it is not immediately clear why such a result should be true otherwise. Why does the number of actions the opponent has affect (and moreover provides a bound on) how a player’s pure strategies are dominated by mixes of their own strategies?
For example, if player has available actions and player has available actions, then this tell us that if some action of player is strictly dominated, it’s in fact dominated by some set of just of player ’s available actions.
When , it is trivial, as player only has one action that she must play. When this tells us that if a pure strategy is strictly dominated, either it is dominated by another pure strategy or by a mix of two strategies.
Henceforth, we assume von Neumann Morgenstern preferences, i.e. preferences over strategies are compared based on their expected payoffs.
To motivate this theorem, we start by first examining the case for Consider the simple game, with the payoffs as listed, where rows are player actions and columns are player actions.
1 2 | L | R |
---|---|---|
U | (6,1) | (0,3) |
M | (2,1) | (5,0) |
D | (3,2) | (3,1) |
Then if player has belief over about player ’s strategy, then player ’s expected payoffs by playing are, respectively:
By plotting these as graphs on the domain we can see that for every the is less than at least one of and rationalizability then tells us that is strictly dominated by some mixed strategy of and
Let for ease of notation. Since these functions are all linear and therefore convex, their maximum is also convex. So by taking the upper convex hull of the lines, ie. the graph of lies entirely below the upper convex hull and is strictly dominated by it.
Now let’s look at a different game, where player again has two actions , and suppose player has five actions corresponding to the following expected payoffs for player 1, if she has belief over :
The graph below shows the expected payoffs of these strategies as a function of the belief where the black curve is the green curve is the horizontal purple curve is the positive sloping purple curve is and the blue curve is

We can see that and are strictly dominated by as
for all
For example, is strictly dominated by a mix over with mixed strategy which results in an expected payoff of for all , and is strictly dominated by a mix over with mixed strategy which results in an expected payoff of for all
Notice that in both cases, we only need to choose two out of the three to guarantee a mixed strategy that strictly dominates them. For example, if we consider a mix over with with probability distribution then the expected payoff is for all Similarly, can be dominated by mixes over just as well as a mix of Graphically, we see that for a strictly dominated action, we can choose just two of the graphs of other functions such that the maximum of them lies strictly above the dominated strategies’ graph.
Unfortunately, there are some edge cases where strict dominance never happens and the graph of every is part of the upper convex hull at some point.
Thus, the equivalence of rationalizability and elimination of dominated strategies gives us the following result:
Proposition 2.3.
(Theorem 2.1 for ) Let be linear, i.e. for all and Suppose is also linear and satisfies: for all the Then there exists weights such that and for all In fact, it is possible to choose the such that all but at most two of them are
In other words, if the graph of an action’s expected payoff lies strictly below the upper convex hull (i.e. it’s strictly dominated), it is in fact strictly dominated by a mix over a set of at most two actions.
Proof.
The first part of the statement follows from the equivalence of rationalizability and iterated dominance, so we show the second part. First, note that we may assume that for as we consider for all which are still linear functions and the condition becomes with
First, remove all functions where for all , as they will never be part of the upper convex hull.
Now, for the graphs of the remaining functions, either they intersect the graph of or they don’t.
If they don’t, then they lie entirely above i.e. for all , and we can just let and all other
Otherwise, they have a unique intersection point.
For simplicity, as we noted above, we may assume is zero.
Then, we can look at where each intersects on the -axis.
Let be the leftmost -intercept in such that the corresponding has positive slope, and be the rightmost -intercept in such that the corresponding has negative slope. Then, it’s easy to see that because otherwise is not greater than zero at points between and ,
so it reduces to only having two functions
where and where and
Then, we have , and by setting , we just get a constant function which is greater than zero ( goes through the intersection point of which lies above the -axis.)
∎
Notice that in the last step of the previous proof, we didn’t need to explicitly construct the function In fact, the equivalence of rationalizability and iterated strict dominance tells us if the graph of is strictly below the upper convex hull formed by some set of then is strictly dominated by those so in particular, we’re guaranteed that such exists for the corresponding that make the weighted sum greater than The main result of the previous proof was that we only needed to choose two of the and it would be sufficient that the over those two functions would be greater than zero at all points.
Now, we generalize the preceding intuition to higher dimensions, i.e. when player has more than two actions.
In essence, what we did in the previous proof was this: after subtracting from all the we were left with graphs of linear functions whose overall maximum is strictly greater than i.e. their upper convex hull lies strictly the -axis. Then, we looked at all linear functions that intersected We can assume this because if the linear function had an -intercept outside of then its restriction to will clearly be positive. Thus, we only needed to consider the cases of positive and negative slope that intersected
Then, if a positive sloped line intersected at the for all and if a negative sloped line intersected at we know for all
Thus, the problem is reduced to: given a set of -dimensional rays or half lines that cover we want to show that there exists a subset of at most two of them that also covers
In general, a belief player can have about player where player can choose from possible actions is an -tuple where
Letting the set of possible beliefs is represented by the -dimensional simplex (including its interior) of points where
For example, when this is just the line segment When this is the closed triangle region bounded by the -axis, the -axis, and the line When it is a tetrahedron with vertices at and so forth.
Let us examine this for the case. We can plot the mixed strategies (beliefs) of player in - space, which is the right isosceles triangle in bounded by Then, the expected payoff for player by choosing action with belief is a function defined by Thus, the graph of is the restriction of a plane to
Finally, we have the graph of which is also a plane. Again, we can consider and the resulting functions are still planes, so we have for all
Now, each of the planes will intersect the plane at some line in the - plane. First, if any is parallel to , then clearly it is constant and strictly greater than zero, and so that single function for all . This means that the pure strategy strictly dominates so we may ignore this case.
The cross sections will be lines that intersect the closed simplex (i.e. the closed triangle with vertices ) and we will have open half planes that cover
So in the general case, each action has an expected utility whose graph is a dimensional hyperplane in restricted to the domain After taking a transformation the condition turns into Then, each hyperplane intersects , which cuts into two half spaces, where one of the (open) half spaces represents the set of points where , and the other (closed) half space represents the set of points where Of course, we only care about the intersection of the half spaces with the domain
We are thus left with the following problem:
Proposition 2.4.
(Theorem 2.1, geometric form) Let be a -dimensional convex polytope (including its boundary and interior). Suppose a set of open half spaces covers Then, there exists a subset of at most of these that also cover
The key observation is that we want to remove redundant half spaces. If a half space covers a region that is also covered by another set of half planes, then we can remove the first half plane and the covered region will be the same. A half space being covered by another half space corresponds to dominance by a pure strategy. Being covered by a set of half spaces corresponds to being dominated by a mixed strategy. We define a minimal configuration to be one where no half plane can be removed and the remaining half planes still cover the polytope, i.e. each half plane contains a point that is uniquely covered by it.
First, we gain some intuition for this result by showing it for i.e. a covering of with half planes.
Proposition 2.5.
(Theorem 2.1 for ) Let be a closed convex polygon including its interior. Suppose open half planes covers Then, there exists a subset of at most half planes that cover
Proof.
Suppose for contradiction that there exists a covering of the polygon with half planes such that any subset of that also coves contains at least four planes. Consider any minimal configuration that covers By assumption,
Since is minimal, we cannot remove any to get a smaller subset of half planes that also covers Thus, for every there exists some point that is only covered by
Thus, we have four points such that is uniquely covered by for all
There are a few possible configurations. We check the cases based on the convex hull of
Suppose is a line segment, i.e. are collinear, in that order. Then, we’ve just reduced it to the one dimensional case, as each plane bisects the line at some intersection point and covers everything to one side. So we see that there must be some plane that covers at least two points as there are more than two planes.
Now suppose is a triangle, say Then lies in
If lies strictly in the interior of then clearly any half planes that cover also intersect and we see that one of those vertices are necessarily covered as well. (If the plane doesn’t cover any of the three vertices, then the entire triangle lies on the other side of the plane and is also not covered so is not covered, which can’t happen.)
If lies on the boundary (one of the sides) of then we need to be a bit careful but the same result holds as in the previous subcase.
Finally, suppose contains all four points so the points form a non-degenerate convex quadrilateral, without loss of generality in clockwise order. Then, note that intersects at some point inside and again we see that any point that covers also covers at least two of the vertices of so this case is covered.
The result follows, i.e. any covering of with half planes contains a subcover using at most three half planes.
∎
For the general case in we utilize Radon’s Theorem, which states:
Theorem 2.6.
(Radon) Let be a set of distinct points in Then, can be partitioned into two nonempty subsets and such that the convex hulls of and intersect.
Proof.
See appendix. ∎
For the general case in let be a convex polytope (i.e. including the boundary and interior).
Suppose there are half spaces which cover such that each half space contains a point that is only covered by
By Radon’s Theorem (as ), we can partition into two sets and such that their convex hulls intersect. Consider a point in this intersection, which lies in the original polytope by convexity: as we have
However, cannot be covered by any with corresponding in as is in and so any such would have to intersect and contain some other point in Analogously cannot be covered by any with in So is not covered by which is a contradiction.
This uses the fact that for an open half space, if a set of points all lie on the other side, then their convex hull also lies entirely on the other side.
So letting the -dimensional simplex, we have proven Theorem 2.1.
An immediate result of Theorem 2.1 is that it gives us a characterization of which actions can be removed by iterated strict dominance, i.e. which ones are rationalizable. Indeed, as we’ve shown, if lies under the upper convex hull of then is strictly dominated. In practice, we should be able to solve this with linear programming. If is part of the upper convex hull at any point then for all so no mixed strategy beats with belief Finally, we point out the case of weak dominance. When it’s easy to see that either the graph of the function lies strictly below the upper convex hull, coincides with the upper convex hull on some set that contains an interval, or intersects the upper convex hull exactly at a single point. The last case is when the action is weakly dominated. For we see that weak dominance can result in a weak set (where the graph of the function coincides with the upper convex hull) of a point or a line, and so forth.
We also note that Theorem 2.1 still holds even if one player has infinitely many actions.
Corollary 2.7.
Let be a two player game where player has a finite number of actions , and player has infinitely many actions for some index set Then, if some action is strictly dominated by a mixed strategy over a set of actions in fact is strictly dominated by a mixed strategy over a finite set of at most actions.
Proof.
We simply note that we are covering with open half spaces and since is compact (closed and bounded), forms an open cover of so there exists a finite subcollection such that also covers Then by the previous result, we again know that there exists a subset of at most of these that covers and we are done. ∎
3 A Linear Algebra Perspective
Now, let us turn to a completely different representation of dominance. This approach yields a more natural, geometric, interpretation of Theorem 2.1, which can be seen fundamentally as a dimensionality result.
Again suppose player has actions
We view the payoffs for player as a matrix (linear transformation), and each action as a row vector
Assuming von-Neumann Morgenstern Preferences, by taking a positive affine transformation, we may first transform the matrix to , where is the matrix with all ’s and is a positive constant, so that all coordinates are strictly positive.
We view each payoff action as a vector in Then, if we play a mixed strategy over some actions with probabilities then in vector form this represents where
In other words, if we take the convex hull of all the along with the origin, the possible mixed strategies over these vectors is represented by the outer boundary of the convex hull
Similarly, we see that the convex polytope formed by taking the convex hull of the vectors is exactly the region
i.e. the region contained by the affine hull of the vectors
The natural connection here is that the characterization of probability distributions over elements using the simplex and the linear algebra formulation of convex hull of points using linear combinations are very similar, which leads to a re-interpretation of the probabilities/weights as coefficients of vectors.
With this formulation in mind, we now prove several preliminary results about strict dominance.
Proposition 3.1.
A pure strategy is strictly dominated by another pure strategy if and only if the th component of is strictly less than the th component of for all
Proof.
First, suppose that for some strategies that for all components
Clearly for any belief we have because each term is less than or equal to zero and not all of them are zero, so i.e. and is strictly dominated by
Now, suppose is strictly dominated by Then, for all possible beliefs we must have so
By letting we see that for all
∎
It turns out that more generally, if we consider strict dominance by a mixed strategy, we can treat the mixed strategy as a pure strategy vector and compare them as if we were comparing two pure strategies’ vectors. This leads us to the following proposition.
Proposition 3.2.
Consider a mixed strategy over actions with probability distribution which we represent as Then, a pure strategy is strictly dominated by the mixed strategy over if and only if the th component of is strictly less than the th component of i.e. is strictly dominated by the pure strategy vector representation of with lottery
Proof.
Let be any belief player can have about player ’s possible strategy. Then, the expected payoff with the pure strategy is simply the dot product and the expected payoff by playing the mixed strategy is
as with probability player plays action in which case the expected payoff is Thus, we see that if and only if for all possible beliefs which from the previous claim is equivalent to the components of being strictly less than the components of ∎
Now, we can start classifying which types of pure strategies are dominated by a mix over other strategies. Let’s look at a set of pure strategies with corresponding vectors For example, consider the four vectors in as below. Then, a good geometric intuition for whether a vector is strictly dominated by some mix over is if the vector is contained in the convex hull formed.
For example, consider the following payoffs for player in a game where player has two actions and player has three actions.
A =
We see that is strictly dominated by a mix of over with equal probability for both actions, i.e. the mixed vector is which strictly dominates
If we graph them, we see that lies between (inside) the vectors and i.e. the point lies inside the convex hull or triangle with vertices So a good intuitive guess is that points that lie within the convex hull formed by the vectors will be dominated by some mix of the two.
And indeed, this easily follows from the previous claims.
Proposition 3.3.
If a strategy vector lies inside the convex hull (affine hull) of the vectors (but not on the outer faces/boundary), then the corresponding strategy is strictly dominated by a mix over
Proof.
By the linear combination definition of convex hull, this means that we can write where . Remove all vectors that have trivial contribution so we may assume that all Note that as the the vector does not lie on the outer boundary of the convex hull, so we may extend to a vector with that intersects the outer boundary of the convex hull.
In particular, let which represents a mixed strategy of with probability distribution as Note that for all terms in the sum. Then have
and is dominated by this mix over as claimed. ∎
Proposition 3.4.
(Characterization of strategies that are strictly dominated by a mix over a given set)
Let be a set of pure strategy vectors corresponding to the actions
Consider the boundary or the affine hull of the defined by
which represents the set of all possible mixed strategies over Then the set
defines the set of pure strategies that are strictly dominated by some mix of i.e. is strictly dominated by a mix over if and only if

Before using this characterization to provide another proof of Theorem 2.1, let us return to the case of points that lie strictly within the convex hull of some set of actions’ vectors. We will use this to find an elegant and natural interpretation of Theorem 2.1. For now, we work with the closed convex hull (i.e. including the boundary ). The result is the same for open hull in the case of points that lie strictly within
Let’s look at four points as shown below.
Then, the region of vectors that are strictly dominated by a mix of is the region on the following page.
We can also look at the pairs of vectors, which bound triangular regions (above right).
These triangular regions represent the regions that are strictly dominated by two vectors. More specifically, the convex hulls are a subset of what points are strictly dominated by that set of vectors.
Now, the motivation for Theorem 2.1 becomes clear: the polygon region formed by the convex hull of the vectors is equal to the union of the convex hulls of pairs of the vectors.

Formally, if denotes the convex hull of a set of points then our preceding observation is:
Similarly, if we have have points in i.e. in it’s easy to see that taking the union over all triples of points, i.e. yields the entire convex hull.
This is very intuitively clear. We are essentially considering all tetrahedrons with a fixed vertex , and by shifting the vertices around, we use these tetrahedra to cover the entire interior of the polyhedra.
More generally, a non-degenerate set of points in should determine a -dimensional figure, and by varying across different points in the set, we should be able to cover all -dimensional points in the convex hull, which is the following statement:
Given nonzero points in representing vectors extending from then we have:
where varies over all subsets of
with elements.
It is now easy to show that the generalization of our intuitive observation follows from
Theorem 3.5.
(Carathéodory) If a point lies in the convex hull of a set then can be written as the convex combination of at most d + 1 points in i.e. there is a subset consisting of or fewer points such that
Proof.
See appendix. ∎
For our proof, we need a variant known as Conical Carathéodory’s Theorem
Theorem 3.6.
(Carathéodory’s Theorem for Conical Hull) Let and be distinct nonzero vectors in Consider the conical hull formed by this set. Then, if a nonzero point is in the conical hull, can be written as the conical combination of at most of the
Proof.
See appendix. ∎
Corollary 3.7.
Furthermore, if also lies in the convex hull i.e. is a convex combination of the (and so sum of coefficients of the is less than or equal to one), then can be written as the convex combination of at most of the and
Proof.
See appendix. ∎
Finally, we can finish the second proof of
Let be the vector payoffs for player Let be the convex hull of the set of vectors, and let be the outer boundary of
From the characterization of these points, we know that a vector is strictly dominated by a mix over a subset of if and only if there exists some such that for all components
But and we know from the corollary following Carathéodory’s Theorem that all points in can be represented as the affine sum of at most distinct vectors. Thus, if is strictly dominated by some such we can write as the affine linear combination of at most of the which means that is strictly dominated by a mix over those and in particular, is dominated by at most of the other vectors as claimed.
We conclude by showing that the bound in Theorem 2.1 is tight in the following sense:
Proposition 3.8.
For every pair there exists a game with and and a strategy that is strictly dominated by a mixed strategy over a set of size and is not strictly dominated by a mixed strategy over any smaller set of actions. An analogous statement holds for player 2.
Proof.
We again represent pure strategies in their vector forms, with a pure strategy is associated to a vector and a mixed strategy over associated to a convex combination
First suppose Then, consider
where the -th coordinate of is and the -th coordinate is zero for and is one for for each and the first coordinates of are zero. Then, we see that is strictly dominated by the mixed strategy
but is clearly not strictly dominated by a mixed strategy over any smaller set as each for is needed in the mixed strategy.
Now, suppose that Then, consider
We see that is strictly dominated by the mixed strategy
but is clearly not strictly dominated by any mixed strategy over a set of or fewer actions, as for are all zero vectors, and each for is needed as is the only vector that has a positive -th coordinate.
∎
4 Appendix
The appendix provides proofs of Caratheodory’s and Radon’s Theorems, as well as a new proof of Theorem 1.1 using the representation of dominance in section 2 and half-spaces.
We begin the proof of Theorem 1.1 with the following covering lemma.
Lemma 4.1.
(Rotation covering) Suppose two half spaces () and () together cover a compact convex set in . Then there exists such that the half space given by also covers
Proof.
Suppose neither nor covers by itself so Also assume that and are not parallel (linearly dependent) as that case can be easily handled.
Thus the hyperplanes and intersect at an dimensional subspace Note that lies entirely outside of
These two hyperplanes divide into four quadrant regions based on the signs of and For the region where and clearly So consider the other two regions. The parts of in them are and which lie in two different quadrants. By assumption that neither nor alone cover both are nonempty. Also are compact and convex.
Consider the plane : as increases from zero to one. Note that intersects and intersects Suppose for contradiction that always intersects at least one of and As are both closed, this means for some the plane intersects both and say at points and
We claim that the line segment intersects Note that where and where we used Since as as we move from to along the segment, the signs of and each change (from nonnegative to negative, or vice versa). But this can only happen at , which means that intersects at some point
However as , by convexity, this means This contradicts the fact that does not intersect ∎
Theorem 4.2.
(Equivalence of rationalizability and dominance) Given a finite, two player strategic game the set of (pure) strategies that remain after iterated elimination of strictly dominated strategies are precisely the strategies that are rationalizable in
Proof.
It is easy to show that any strictly dominated strategy is not rationalizable, so we focus on the reverse implication. As before, let player 1 have strategies and we denote by the dimensional simplex of probability vectors where is the number of actions of player 2. Thus, a belief player 1 has about player 2 is some
As in the framework of section 2, we can represent each pure strategy as a linear function whose image is a restricted hyperplane in . Suppose the pure strategy represented by is not rationalizable. Again by taking for all we may assume that is identically on . For a slight abuse of notation, in the following we write to mean the payoff vector , so the expected payoff of playing the -th action under belief is .
For a given the set of beliefs for which yields strictly higher payoff than are those that satisfy , ie. the intersection of an open half-space in with Let this half-space be .
If is a never best response, then the union of these over all must cover entirely. Similarly, for a mixed strategy , the beliefs for which yields higher payoff than are those satisfying , which is also a half-space . Then, strictly dominates iff the half-space covers .
The proof of the theorem follows from Lemma 4.2, which allows us to repeatedly replace a pair of (pure or mixed) strategies with a single mixed strategy, such that the union of the remaining half-spaces still covers . This reduces the number of strategies while maintaining the covering invariant. Eventually, the process terminates with a single half-space that covers by itself, which corresponds to a mixed strategy that dominates .
Indeed, suppose we have half spaces for in each representing a pure strategy , and their union covers the compact convex set of probability vectors . We can now take two half spaces and and since covers the convex compact set , there exists some such that the half space covers and we can replace with this halfspace instead. Thus, we have reduced the total number of half spaces while still covering Iterating this process, we eventually have a single half space of the form which covers Since we take convex combinations in each step, the weights are such that with all , so this defines a mixed strategy which strictly dominates .
∎
Theorem 4.3.
(Radon) Let be a set of distinct points in Then, can be partitioned into two nonempty subsets and such that the convex hulls of and intersect.
Proof.
Consider any set of points.
Then there exists multipliers , not all zero, such that:
Take some particular nontrivial solution . Let be the set of points with positive multipliers and be the set of points with negative or zero multiplier. Observe that and forms a partition of into two subsets with intersecting convex hulls.
Indeed, and necessarily intersect because they each contain the point
where . So we have expressed as convex combination of points in and also as a convex combination of points in , which means that lies in the intersection of the convex hulls.
∎
Theorem 4.4.
(Carathéodory) If a point lies in the convex hull of a set then can be written as the convex combination of at most d + 1 points in i.e. there is a subset consisting of or fewer points such that
Proof.
Suppose can be written as a convex combination of of the points Without loss of generality, they are Thus, we can write where and
Then, consider which is a linearly dependent set, so there exists for not all zero such that and not all are zero. Then, if we set this means that as well as and not all of the are equal to zero, so there exists some
Now let Note that Then, we have
.
Since then for all
Also,
However, by definition,
Thus, where every is non-negative and their sum is one.
In other words, is a convex combination of points in Repeating this process, we can write as a convex combination of at most points in as desired.
∎
Theorem 4.5.
(Carathéodory’s Theorem for Conical Hull) Let and be distinct nonzero vectors in Consider the conical hull formed by this set. Then, if a nonzero point is in the conical hull, can be written as the conical combination of at most of the
Proof.
Suppose is expressed as the conical combination of of the without loss of generality, Then, where for all Since then is linearly dependent, so there exists not all equal to zero, such that By multiplying each by if necessary, we can ensure that at least one of these must be positive. Without loss of generality, we may also assume that because if the sum were less than zero (then there would exist some negative we could multiply each by Now, note that for any we have We want to choose some such that for some and all
Indeed, if we let then we do have for all If then since we have And if we have and again Thus, represents a conical combination using at most of the as all and We can repeat this process until we are left with at most of the and so is the conical combination of at most of the as desired. ∎
Corollary 4.6.
Furthermore, if also lies in the convex hull i.e. is a convex combination of the (and so sum of coefficients of the is less than or equal to one), then can be written as the convex combination of at most of the and
Proof.
If lies in the convex hull , that means that where and Since this is the same as saying that
Again, if then we can write where we can assume that
But then in the preceding proof, we have that as and Again, recall that and each of the
Thus, lies in the convex hull of Like before, by repeating this process, we can show that lies in the convex hull of at most of the nonzero along with i.e. ∎
Acknowledgements
I would like to thank Scott Gehlbach at the University of Chicago Political Science department (and Harris’ Political Economy program) for teaching me game theory during my first year SSI Formal Theory class. Prof. Gehlbach introduced the concepts of iterated dominance and rationalizability to me, and this paper grew out of some observations I made from examples in his class. I would also like to thank various UChicago economics and computer science professors for kindly taking a look at the paper and giving feedback during Winter/Spring 2022. Roger Myerson also provided some important suggestions about improving the details of the paper, and the last proposition showing the bound is tight is partly motivated by his observation.
References
[1] Bernheim, D. (1984) Rationalizable Strategic Behavior. Econometrica 52: 1007-1028.
[2] Pearce, D. (1984) Rationalizable Strategic Behavior and the Problem of Perfection. Econometrica 52: 1029-1050.
[3] Fudenberg, D. and Tirole, J. (1993) Game Theory. Cambridge: MIT Press.
[4] Yildiz, M. Rationalizability lecture notes. https://dspace.mit.edu/handle/1721.1/99213
[5] Obara, I. Rationalizability and Iterated Elimination of Dominated Strategies
http://www.econ.ucla.edu/iobara/Rationalizability201B.pdf