Question: Let X and Y be nonempty sets and let h : X Ã Y R have bounded range in R. Let F : X R
F(x) := sup{h(x; y) : y Y}; G(y) := sup{h(x; y) : x X}:
Establish the Principle of the Iterated Suprema:
Sup{h(x; y) : x X; y Y} = sup{F(x) : x X} = sup{G(y) : y Y}
We sometimes express this in symbols by
sup h(x, y) sup sup h(x, y) sup sup h (x, y). x.y
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