A Minmax Theorem for Concave-convex Mappings with no Regularity Assumptions
Journal of convex analysis, Tome 22 (2015) no. 2, pp. 537-54
We prove that zero-sum games with a concave-convex payoff mapping defined on a product of convex sets have a value as soon as the payoff mapping is bounded and one of the set is bounded and finite dimensional. In particular, no additional regularity assumption is required, such as lower or upper semicontinuity of the function or compactness of the sets. We provide several examples that show that our assumptions are minimal.
@article{JCA_2015_22_2_JCA_2015_22_2_a10,
author = {V. Perchet and G. Vigeral},
title = {A {Minmax} {Theorem} for {Concave-convex} {Mappings} with no {Regularity} {Assumptions}},
journal = {Journal of convex analysis},
pages = {537--54},
year = {2015},
volume = {22},
number = {2},
url = {http://geodesic.mathdoc.fr/item/JCA_2015_22_2_JCA_2015_22_2_a10/}
}
TY - JOUR AU - V. Perchet AU - G. Vigeral TI - A Minmax Theorem for Concave-convex Mappings with no Regularity Assumptions JO - Journal of convex analysis PY - 2015 SP - 537 EP - 54 VL - 22 IS - 2 UR - http://geodesic.mathdoc.fr/item/JCA_2015_22_2_JCA_2015_22_2_a10/ ID - JCA_2015_22_2_JCA_2015_22_2_a10 ER -
V. Perchet; G. Vigeral. A Minmax Theorem for Concave-convex Mappings with no Regularity Assumptions. Journal of convex analysis, Tome 22 (2015) no. 2, pp. 537-54. http://geodesic.mathdoc.fr/item/JCA_2015_22_2_JCA_2015_22_2_a10/