Minimax theorem

极小极大定理，极大极小定理

转载自http://www.stat.yale.edu/~pollard/Courses/602.spring07/MmaxThm.pdf

Sion's minimax theorem

From Wikipedia, the free encyclopedia

In mathematics, and in particular game theory, Sion's minimax theorem is a generalization of John von Neumann's minimax theorem, named after Maurice Sion.

It states:

Let  be a compact convex subset of a linear topological space and  a convex subset of a linear topological space. If  is a real-valued function on  with

  upper semicontinuous and  quasiconcave on  ,  , and

 is lower semicontinuous and quasi-convex on  , 

then,