A Proof of Von-Neumann's minimax theorem
This post is to introduce a special proof of well known Von-Neumann’s minimax theorem. I mainly refer to the paper, Game Theory, On-line Prediction and Boosting and the course website, Game Theory. I think I will write at least two more posts about this paper. This first post is a summary of the description and proof of Von-Neumann’s minimax theorem. First we define a two-player zero-sum game as the following.