Approximate minimax via the covering argument #
A feasibility-style approximate minimax statement: combining
covering_minimax with the hypothesis v - ε ≤ 1 / |C| yields a row
mixture with payoff at least v - ε against every pure column.
Complementary to the MWU-based quantitative bound.
theorem
ProbabilityTheory.finite_approx_minimax
{R : Type u_1}
{C : Type u_2}
[Fintype R]
[Fintype C]
[Nonempty C]
[Nonempty R]
[DecidableEq R]
[DecidableEq C]
(M : R → C → Bool)
(v ε : ℝ)
(hε : 0 < ε)
(hrow : ∀ (q : FintypePMF C), ∃ (r : R), v ≤ ∑ c : C, q.prob c * if M r c = true then 1 else 0)
(hε_feasible : v - ε ≤ 1 / ↑(Fintype.card C))
:
∃ (p : FintypePMF R), ∀ (c : C), v - ε ≤ boolGamePayoff M p c
Approximate minimax (covering route). If the minimax value is v, the slack ε
is positive, and v - ε ≤ 1 / |C|, then a row mixture exists whose payoff is at least
v - ε against every pure column.