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Consider a game G = ( : N , ( S i ) { i i n N } , ( u i ) {

Consider a game G=(:N,(Si){iinN},(ui){iinN}:) where Si is finite for all iinN. Stppose the players are pessimistic and the utility of player i for a mixed strategy profile is defined as follows:
hat(u)i()=min{ui(s)|sinSupp()}
where |>0 for all {:iinN}. Either prove or disprove the following: The game G has a mixed strategy NE when players are pessimistic.
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