For square matrix $P$, define $$V(P) = \sup_x \inf_y x^T P y^T$$ where $x$ and $y$ lie on the unit $n-1$-simplex. ($P$ is a payoff matrix for a symmetric game, $x$ and $y$ are mixed strategies, and $V$ is the value of the game.) It is known that determining $V(P)$ is NP-hard. However, is there some way to bound $V(P)$ by differentiable functions of the elements of $P$? If I am not mistaken, $V$ is monotonic in each element of $P$.