✓
lemma
proved
Pointwise Bounds Are Simplex Bounds
For a finite index I, strictly ordered field 𝕜, value v ∈ 𝕜, and
function f : I → 𝕜,
$$
(\forall i,\; v \le f(i)) \;\Longleftrightarrow\;
(\forall x \in \operatorname{stdSimplex} \mathbb{K}\, I,\; v \le \operatorname{wsum} x\, f).
$$
The symmetric le_iff_simplex_le gives the analogous statement for upper
bounds. Both directions are short:
- pointwise $\Rightarrow$ simplex uses
wsum_constpluswsum_le_wsum; - simplex $\Rightarrow$ pointwise specializes to the point-mass simplex
element
stdSimplex.pure iand applieswsum_pure_apply.
These bridges are the workhorses of Loomis-style minimax arguments: they
reduce a quantification over the entire mixed-strategy simplex to a
quantification over pure strategies, where finiteness of I makes the
remaining argument elementary.
References
- [MSZ, Chapter 5] Maschler, Solan, and Zamir, Game Theory. Reduction of mixed-strategy quantifiers to pure-strategy quantifiers in zero-sum analyses.