A minimax theorem without compactness hypothesis
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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.
Cited in
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- Dominated weak solutions for a second order ordinary differential equation with boundary conditions in \((0, \infty)\)
- An extreme value theorem on closed convex subsets of \(L^p\) spaces and two applications
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- scientific article; zbMATH DE number 6862661 (Why is no real title available?)
- scientific article; zbMATH DE number 274940 (Why is no real title available?)
- Super‐replication with transaction costs under model uncertainty for continuous processes
- Set valued equilibrium problems without linear structure
- On robust fundamental theorems of asset pricing in discrete time
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