Skip to main content
1 of 6
user avatar
user avatar

Reference request on Min-Max theorem

Consider the following min-max problem

$$\inf_{x\in M} \sup_{y\in N} F(x,y),$$

where $F: M\times N\to\mathbb R$ is Lipschitz and $y\mapsto F(x,y)$ is concave for all $x\in M$. Could we derive $\inf_{x\in M} \sup_{y\in N} F(x,y)=\sup_{y\in N} \inf_{x\in M}F(x,y)$ under the following conditions :

(1) $M\subset \mathbb R^m$ is compact, $N=\mathbb R^n$;

(2) For each $x\in M$, there exists $y_x\in N$ such that $\sup_{y\in N} F(x,y)=F(x,y_x)$. In particular, there exists $(x^*,y^*)$ such that $\inf_{x\in M} \sup_{y\in N} F(x,y)=F(x^*,y^*)$.

PS: To the best of my knowledge, the reference on Min-Max theorem is from M. Sion : https://msp.org/pjm/1958/8-1/pjm-v8-n1-p14-p.pdf However, the convexity of $x\mapsto F(x,y)$ is missing in my case. Any comments or references are highly appreciated!

user128095