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A minimax theorem without compactness hypothesis
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    A minimax theorem without compactness hypothesis (English)
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    28 September 2006
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    The author establishes a minimax theorem on the space of measurable real-valued functions with the topology of convergence in measure, which does not require compactness conditions. The result is applied to the optimal investment problem.
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    minimax theorem
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    compactness
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    convergence of convex combinations
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