A Generalization of von Neumann's Reduction from the Assignment Problem to Zero-Sum Games
Main:13 Pages
Bibliography:2 Pages
Abstract
The equivalence between von Neumann's Minimax Theorem for zero-sum games and the LP Duality Theorem connects cornerstone problems of the two fields of game theory and optimization, respectively, and has been the subject of intense scrutiny for seven decades. Yet, as observed in this paper, the proof of the difficult direction of this equivalence is unsatisfactory: It does not assign distinct roles to the two players of the game, as is natural from the definition of a zero-sum game.
View on arXivComments on this paper
