Theorem

If AnA \subset \mathbb{R}^n and BmB \subset \mathbb{R}^m are compact sets, then the set A×BA \times B is a compact subset of n+m\mathbb{R}^{n + m}. If AA and BB are convex sets, then A×BA \times B is a convex subset of n+m\mathbb{R}^{n + m}.


References

  1. M. Maschler, E. Solan, and Shmuel Zamir, Game Theory, Cambridge University Press, 2013, p. 167.