Theorem Ordered-Field Minimax Statement
theorem formalized

Ordered-Field Minimax Statement

The finite minimax theorem admits an ordered-field form: if the payoff matrix has entries in an ordered field and the proof is carried out algebraically through finitely many weak linear inequalities, then the value and optimal mixed strategies can be taken over that ordered field.

Proof

Use an algebraic proof route for finite minimax, such as the linear-programming route, whose steps are finite systems of weak linear inequalities, pivot operations, and normalisations by positive elements. These operations make sense over any ordered field. The terminal inequalities are precisely the two minimax optimality systems, so the extracted mixed strategies and value lie in the same ordered field as the matrix entries.

The Lean theorem is Minimax.minimax, polymorphic in [Field 𝕜] [LinearOrder 𝕜] [IsStrictOrderedRing 𝕜], proved sorry-free (axioms: propext, Classical.choice, Quot.sound). The route is von Neumann symmetrisation: shift the game positive, embed it in the skew-symmetric matrix on I ⊕ J ⊕ Unit, and read the optimal (x, y, v) off the value-0 optimal strategy of that skew game — which exists by the Theorem of the Alternative (SkewSymmetric.optimal), a pure feasibility statement needing no LP optimum / order-completeness. The ℝ-specialisation also follows from the Loomis route (Von Neumann Minimax Theorem).

References

  • [MFoGT, Chapter 2, Section 2.3, paragraph after the proof of Thm. 2.3.1] Laraki, Renault, and Sorin, Mathematical Foundations of Game Theory. Ordered-field generalization via finite weak linear inequalities.

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