Minimax theorem

Minimax theorem Not to be confused with Min-max theorem.

In the mathematical area of game theory, a minimax theorem is a theorem providing conditions that guarantee that the max–min inequality is also an equality. The first theorem in this sense is von Neumann's minimax theorem from 1928, which was considered the starting point of game theory. Depuis, several generalizations and alternative versions of von Neumann's original theorem have appeared in the literature.[1][2] Contenu 1 Zero-sum games 1.1 Exemples 2 Voir également 3 References Zero-sum games The function f(X,y)=y2-x2 is concave-convex.

The minimax theorem was first proven and published in 1928 by John von Neumann,[3] who is quoted as saying "As far as I can see, there could be no theory of games … without that theorem … I thought there was nothing worth publishing until the Minimax Theorem was proved".[4] Officiellement, von Neumann's minimax theorem states: Laisser {style d'affichage Xsubset mathbb {R} ^{n}} et {displaystyle Ysubset mathbb {R} ^{m}} be compact convex sets. Si {style d'affichage f:Xtimes Yrightarrow mathbb {R} } is a continuous function that is concave-convex, c'est à dire.

{style d'affichage f(cdot ,y):Xrightarrow mathbb {R} } is concave for fixed {style d'affichage y} , et {style d'affichage f(X,cdot ):Yrightarrow mathbb {R} } is convex for fixed {style d'affichage x} .

Then we have that {style d'affichage max _{xin X}min _{yin Y}F(X,y)=min _{yin Y}maximum _{xin X}F(X,y).} Examples If {style d'affichage f(X,y)=x^{J}Ay} for a finite matrix {displaystyle Ain mathbb {R} ^{ntimes m}} , Nous avons: {style d'affichage max _{xin X}min _{yin Y}x^{J}Ay=min _{yin Y}maximum _{xin X}x^{J}Ay.} See also Sion's minimax theorem Parthasarathy's theorem — a generalization of Von Neumann's minimax theorem Dual linear program can be used to prove the minimax theorem for zero-sum games. Yao's minimax principle References ^ Du, Ding-Zhu; Pardalos, Panos M., eds. (1995). Minimax and Applications. Boston, MA: Springer États-Unis. ISBN 9781461335573. ^ Brandt, Félix; Brill, Markus; Suksompong, Warut (2016). "An ordinal minimax theorem". Games and Economic Behavior. 95: 107–112. arXiv:1412.4198. est ce que je:10.1016/j.geb.2015.12.010. ^ Von Neumann, J. (1928). "Zur Theorie der Gesellschaftsspiele". Math. Anne. 100: 295–320. est ce que je:10.1007/BF01448847. ^ John L Casti (1996). Five golden rules: great theories of 20th-century mathematics – and why they matter. New York: Wiley-Interscience. p. 19. ISBN 978-0-471-00261-1.

Cet article lié à l'analyse mathématique est un bout. Vous pouvez aider Wikipédia en l'agrandissant.

Cet article sur la théorie des jeux est un bout. Vous pouvez aider Wikipédia en l'agrandissant.

Catégories: Théorie des jeuxOptimisation mathématiqueThéorèmes mathématiquesStubs d'analyse mathématiqueStubs de microéconomieStubs de théories économiques