Template-Type: ReDIF-Paper 1.0
Author-Name: Frenk, J.B.G.
Author-Name-Last: Frenk
Author-Name-First: Hans
Author-Name: Kas, P.
Author-Name-Last: Kas
Author-Name: Kassay, G.
Author-Name-Last: Kassay
Title: On linear programming duality and necessary and sufficient conditions in minimax theory
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.
Creation-Date: 2004-04-14
File-URL: https://repub.eur.nl/pub/1219/ei200414.pdf
File-Format: application/pdf
Series: RePEc:ems:eureir
Number: EI 2004-14
Keywords: Lagrangian and linear programming duality, finite dimensional separation, game theory, minimax theory
Handle: RePEc:ems:eureir:1219