Covering-based minimax #
From the covering-row lemma, construct a row distribution whose payoff is
at least 1 / |C| against every column.
theorem
ProbabilityTheory.covering_minimax
{R : Type u_1}
{C : Type u_2}
[Fintype R]
[Fintype C]
[Nonempty C]
[DecidableEq R]
[DecidableEq C]
(M : R → C → Bool)
(v : ℝ)
(hv : 0 < v)
(hrow : ∀ (q : FintypePMF C), ∃ (r : R), v ≤ ∑ c : C, q.prob c * if M r c = true then 1 else 0)
:
∃ (p : FintypePMF R), ∀ (c : C), 1 / ↑(Fintype.card C) ≤ boolGamePayoff M p c
Covering-based minimax: if the minimax value is strictly positive, there is a row
distribution whose payoff against every column is at least 1 / |C|.