On linear programming duality and necessary and sufficient conditions in minimax theory

In this paper we discuss necessary and sufficient conditions for different minimax results to hold using only linear programming duality and the finite intersection property of compact sets. It turns out that these necessary and sufficient conditions have a clear interpretation within zero-sum game theory. In the last section we apply these results to derive necessary and sufficient conditions for strong Lagrangean duality for a large class of optimization problems.

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Year of publication:	2004-04-14
Authors:	Frenk, Frenk, J.B.G. ; Kas, P. ; Kassay, G.
Institutions:	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
Subject:	Lagrangian and linear programming duality \| finite dimensional separation \| game theory \| minimax theory

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Extent:	application/pdf
Series:	Econometric Institute Research Papers. - ISSN 1566-7294.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series RePEc:ems:eureir Number EI 2004-14
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010837749