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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
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
then,