On equivalent results in minimax theory

On equivalent results in minimax theory

0.00 Avg rating0 Votes
Article ID: iaor20052273
Country: Netherlands
Volume: 157
Issue: 1
Start Page Number: 46
End Page Number: 58
Publication Date: Aug 2004
Journal: European Journal of Operational Research
Authors: , ,
Keywords: programming: convex
Abstract:

In this paper we review known minimax theorems with applications in game theory and show that these theorems can be proved using the first minimax theorem for a two-person zero-sum game with finite strategy sets published by von Neumann in 1928. Among these results are the well known minimax theorems of Wald, Ville and Kneser and their generalizations due to Kakutani, Ky Fan, König, Neumann and Gwinner–Oettli. Actually, it is shown that these results form an equivalent chain and this chain includes the strong separation result in finite dimensional spaces between two disjoint closed convex sets of which one is compact. To show the implications the authors only use simple properties of compact sets and the well-known Weierstrass–Lebesgue lemma.

Reviews

Required fields are marked *. Your email address will not be published.