In mathematics, and in particular game theory, Sion's minimax theorem is a generalization of John von Neumann's minimax theorem.
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
- upper semicontinuous and quasiconcave on, and
- is lower semicontinuous and quasi-convex on,
then,
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Famous quotes containing the word theorem:
“To insure the adoration of a theorem for any length of time, faith is not enough, a police force is needed as well.”
—Albert Camus (19131960)