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Let $X$ be a topological space, $Z$ be a compact convex subset of $\mathbb R^m$, and let $f:X \times Z \to \mathbb R$ be a continuous function (w.r.t the product topology on $X \times Z$).

Question. Under what minimal additional assumptions do we have the duality $\sup_{z \in Z}\inf_{x \in X}f(x,z) = \inf_{x \in X}\sup_{z \in Z}f(x,z)$ ?

The case $m=1$ (in which case $Z$ must be a compact interval in $\mathbb R$) was proved in Theorem 1 of Minimax theorems in a fully non-convex setting under additional connectivity conditions on the sets $\arg\min f(\cdot,z)$ and $\arg\max f(x,\cdot)$ for all $(x,z) \in X \times Z$.

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    $\begingroup$ shouldn't sup and inf be changed on the RHS? $\endgroup$
    – user35593
    Commented Jul 3, 2020 at 16:44
  • $\begingroup$ Good catch. Fixed. Thanks! $\endgroup$
    – dohmatob
    Commented Jul 3, 2020 at 19:14

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