Kakutani fixed-point theorem

Theorem

Let SS be a (nonempty), compact and convex subset of n\mathbb{R}^n, and let ff be an Upper hemicontinuous function (u.h.c.) which assigns to each xSx \in S a closed and convex subset of SS. Then there exists some xSx \in S such that xf(x)x \in f(x).

Notes

There is an alternative definition with upper semicontinuous functions (slight difference from u.h.c.)


See also:

References

  1. https://en.wikipedia.org/wiki/Kakutani_fixed-point_theorem
  2. T. Başar and G.J. Olsder, Dynamic Noncooperative Game Theory, 2nd edition, Classics in Applied Mathematics, SIAM, Philadelphia, 1999.
  3. Kakutani, 1941