On equivalent results in minimax theory

被引:27
|
作者
Frenk, JBG
Kassay, G
Kolumbán, J
机构
[1] Erasmus Univ, Inst Econometr, NL-3000 DR Rotterdam, Netherlands
[2] Eastern Mediterranean Univ, Dept Math, Gazimagusa, TRNC, Turkey
[3] Univ Babes Bolyai, Fac Math & Comp Sci, R-3400 Cluj Napoca, Romania
关键词
game theory; convex programming;
D O I
10.1016/j.ejor.2003.08.013
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
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, Konig, 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. (C) 2003 Elsevier B.V. All rights reserved.
引用
收藏
页码:46 / 58
页数:13
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