An inverse logical convolution for a multiple vector minimax problem (Q1847352)

The multistage vector minimax problem \[ \Phi^* =\min_{w^1\in W^1}\max_{ u^1\in U^1(w^1)} \ldots \min_{w^T\in W^T(u^{T-1})} \max_{u^T\in U^T(w^T)}\Phi(u^1,...,u^T,w^1,...,w^T), \] is considered, where \(\Phi=(\varphi_1,...,\varphi_Q)\geq 0\) is a continuous map with the values in \(\mathbb R^Q\), and \(U^t(\cdot), W^t(\cdot)\) are maps having compact sets as their values and satisfying the continuity condition (under the Hausdorff metric). The authors reduce the problem to the parametrized family of problems \[ \theta[\mu]=\min_{w^1\in W^1}\max_{ u^1\in U^1(w^1)} \ldots \min_{w^T\in W^T(u^{T-1})} \max_{u^T\in U^T(w^T)}\min_{i\in I(\mu)}\mu_i^{-1}\varphi_i(u^1,...,u^T,w^1,...,w^T), \] where \(M=\{\mu\geq 0: \; \sum_{i=1}^Q\mu_i=1\}\) is the standard simplex and \(I(\mu)=\{ i:\; \mu_i\neq 0\}\).