Lemma Pointwise Bounds Are Simplex Bounds
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_const plus wsum_le_wsum;
  • simplex $\Rightarrow$ pointwise specializes to the point-mass simplex element stdSimplex.pure i and applies wsum_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.

Used by

Also in