About Optimum on Risks and Regrets Situations in Game of Two Persons

Abstract

Non-cooperative game of two persons is considered. Quality of functioning of players is estimated by four-component vector criterion. Here an outcome (payoff), risk and regrets of players are considered. Concepts of optimum situations of non-cooperative game from the point of view of the stated vector estimates are considered. The example is given. Solution of game is based on the principle of  guaranteed result and function of regret used by Savage. Existence of this solution is established.