A minimax theorem without compactness hypothesis (Q2504841)
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scientific article; zbMATH DE number 5058619
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| English | A minimax theorem without compactness hypothesis |
scientific article; zbMATH DE number 5058619 |
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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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