The Level Set Method of Joo and its Use in Minimax Theory
15 Pages Posted: 28 Oct 2004
Date Written: June 2004
In this paper we discuss the level set method of Joo and how to use it to give an elementary proof of the well-known Sion's minimax result. Although this proof technique is initiated by Joo and based on the inter-section of upper level sets and a clever use of the topological notion of connectedness, it is not very well known and accessible for researchers in optimization. At the same time we simplified the original proof of Joo and give a more elementary proof of the celebrated Sion's minimax theorem.
Keywords: level set method, minimax theorem, game theory
JEL Classification: M, M11, R4, C61
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