Zero-Sum Games and Linear Programming Duality
本文从零和博弈的极小化极大定理出发，证明线性规划强对偶定理，并修正了Dantzig标准证明中的不完整之处，给出更直接的替代证明。
The minimax theorem for zero-sum games is easily proved from the strong duality theorem of linear programming. For the converse direction, the standard proof by Dantzig is known to be incomplete. We explain and combine classical theorems about solving linear equations with nonnegative variables to give a correct alternative proof more directly than Adler. We also extend Dantzig’s game so that any max-min strategy gives either an optimal LP solution or shows that none exists.