A necessary and sufficient condition for approachability

被引：21
|
作者：
Spinat, X [1 ]
机构：
[1] Ecole Polytech, Lab Econometrie, F-75005 Paris, France
来源：
MATHEMATICS OF OPERATIONS RESEARCH | 2002年 / 27卷 / 01期
关键词：
repeated game; approachability; Blackwell's condition;
D O I：
10.1287/moor.27.1.31.333
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In the framework of two-person repeated games with vector payoffs, Blackwell defined the property of approachability and introduced a sufficient condition for it. He also proved that this condition is necessary in the case of convex sets. We generalize this result: A set is approachable if and only if it contains a set that satisfies Blackwell's condition.
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页码：31 / 44
页数：14
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