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

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  • Frenk, J.B.G.
  • Kas, P.
  • Kassay, G.
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    Abstract

    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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    File URL: http://hdl.handle.net/1765/1219
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    Bibliographic Info

    Paper provided by Erasmus University Rotterdam, Econometric Institute in its series Econometric Institute Report with number EI 2004-14.

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    Date of creation: 14 Apr 2004
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    Handle: RePEc:dgr:eureir:1765001219

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    Web page: http://www.few.eur.nl/few

    Related research

    Keywords: game theory; minimax theory; Lagrangian and linear programming duality; finite dimensional separation;

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