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Sion's minimax theorem : ウィキペディア英語版
Sion's minimax theorem
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 X be a compact convex subset of a linear topological space and Y a convex subset of a linear topological space. If f is a real-valued function on X\times Y with
: f(x,\cdot) upper semicontinuous and quasiconcave on Y, \forall x\in X, and
: f(\cdot,y) lower semicontinuous and quasi-convex on X, \forall y\in Y
then,
: \min_\sup_ f(x,y)=\sup_\min_f(x,y).
==See also==

*Parthasarathy's theorem
*Saddle point

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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