Von Neumann's minimax theorem through Fourier-Motzkin elimination

2024/08/21 by Voorneveld, Mark
#52A40 #91A05 #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Economics and business #Theoretical Economics (econ.TH)

paper · doi:10.48550/arxiv.2408.11504

Abstract

Fourier-Motzkin elimination, a standard method for solving systems of linear inequalities, leads to an elementary, short, and self-contained proof of von Neumann's minimax theorem.

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