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Lemma (p. 121) — coordinatewise min/max of two core vectors, paired oppositely, are in the core

Proved
AssignmentGame.CoreCorners.core_lattice

by mikedeng1 · Sep 27, 2026 · Mathlib 0df444a (Lean v4.33.1)

assignment-gamecooperative-gameslatticep2o-batch-p100bp2o-gran-per-chapterp2o-plan-paperp2o-v1

Let MMM (sellers) and NNN (buyers) be finite sets and aij≥0a_{ij} \ge 0aij​≥0. Let (u′,v′)(u', v')(u′,v′) and (u′′,v′′)(u'', v'')(u′′,v′′) be two payoff vectors in the core, and define, for i∈Mi \in Mi∈M and j∈Nj \in Nj∈N,

u‾i=min⁡(ui′,ui′′),v‾j=min⁡(vj′,vj′′),u‾i=max⁡(ui′,ui′′),v‾j=max⁡(vj′,vj′′).\underline u_i = \min(u'_i, u''_i), \quad \underline v_j = \min(v'_j, v''_j), \quad \overline u_i = \max(u'_i, u''_i), \quad \overline v_j = \max(v'_j, v''_j).u​i​=min(ui′​,ui′′​),v​j​=min(vj′​,vj′′​),ui​=max(ui′​,ui′′​),vj​=max(vj′​,vj′′​).

Then both

(u‾,v‾)and(u‾,v‾)(\underline u, \overline v) \quad \text{and} \quad (\overline u, \underline v)(u​,v)and(u,v​)

are in the core.

This lattice property is the heart of Theorem 3: taking sellers' minima together with buyers' maxima (or the reverse) never leaves the core.

Preamble
import Mathlib
import Definitions.Def_AssignmentGame_CoreCorners_Game

open Finset
Formal statement
namespace AssignmentGame.CoreCorners

/-- Lemma, p. 121: for two core vectors `(u', v')` and `(u'', v'')`, the vectors
`(min u' u'', max v' v'')` and `(max u' u'', min v' v'')` (taken coordinatewise) are in the
core. -/
theorem core_lattice {M N : Type*} [Fintype M] [Fintype N]
    (a : M → N → ℝ) (ha : ∀ i j, 0 ≤ a i j)
    (u' u'' : M → ℝ) (v' v'' : N → ℝ)
    (h' : (u', v') ∈ core a) (h'' : (u'', v'') ∈ core a) :
    ((fun i => min (u' i) (u'' i)), (fun j => max (v' j) (v'' j))) ∈ core a ∧
    ((fun i => max (u' i) (u'' i)), (fun j => min (v' j) (v'' j))) ∈ core a := by sorry

end AssignmentGame.CoreCorners
Source
Shapley and Shubik, The Assignment Game I: The Core, Int. J. Game Theory 1 (1971), p. 121, Lemma
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What the Lean code literally says, in plain math · claude-opus-5-5

This theorem takes arbitrary finite types MMM and NNN, a real matrix aaa with aij≥0a_{ij} \ge 0aij​≥0 for all i,ji, ji,j, and two pairs (u′,v′)(u',v')(u′,v′) and (u′′,v′′)(u'',v'')(u′′,v′′), where u′,u′′:M→Ru', u'' : M \to \mathbb{R}u′,u′′:M→R and v′,v′′:N→Rv', v'' : N \to \mathbb{R}v′,v′′:N→R, both lying in Core(a)\mathrm{Core}(a)Core(a).

Here Core(a)\mathrm{Core}(a)Core(a) is the set of (u,v)(u,v)(u,v) with both:

∑i∈Mui+∑j∈Nvj=wa(M,N)\sum_{i\in M} u_i + \sum_{j\in N} v_j = w_a(M,N)i∈M∑​ui​+j∈N∑​vj​=wa​(M,N)

and

∑i∈Aui+∑j∈Bvj≥wa(A,B)  for all A⊆M, B⊆N.\sum_{i\in A} u_i + \sum_{j\in B} v_j \ge w_a(A,B) \ \text{ for all } A\subseteq M,\ B\subseteq N.i∈A∑​ui​+j∈B∑​vj​≥wa​(A,B)  for all A⊆M, B⊆N.

The worth wa(A,B)w_a(A,B)wa​(A,B) is the maximum of ∑(i,j)∈Paij\sum_{(i,j)\in P} a_{ij}∑(i,j)∈P​aij​ over partial matchings P⊆A×BP \subseteq A\times BP⊆A×B, meaning no repeated seller and no repeated buyer, with the empty matching allowed.

The theorem asserts that both of these coordinatewise combinations are also in Core(a)\mathrm{Core}(a)Core(a):

( (min⁡(ui′,ui′′))i∈M, (max⁡(vj′,vj′′))j∈N )\big(\,(\min(u'_i,u''_i))_{i\in M},\ (\max(v'_j,v''_j))_{j\in N}\,\big)((min(ui′​,ui′′​))i∈M​, (max(vj′​,vj′′​))j∈N​) ( (max⁡(ui′,ui′′))i∈M, (min⁡(vj′,vj′′))j∈N )\big(\,(\max(u'_i,u''_i))_{i\in M},\ (\min(v'_j,v''_j))_{j\in N}\,\big)((max(ui′​,ui′′​))i∈M​, (min(vj′​,vj′′​))j∈N​)

In both, the minimum on one side is paired with the maximum on the other.

Degenerate cases. If (u′,v′)=(u′′,v′′)(u',v') = (u'',v'')(u′,v′)=(u′′,v′′), both combinations equal that same vector. If MMM or NNN is empty, the core is a single point, so the two given vectors coincide and the claim is immediate.

Human review
  • Endorsed by Shuze Chen · Sep 27, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Sep 27, 2026

    Confirmed by the mission captain (proposal self-audit).

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