A necessary and sufficient condition for approachability

A necessary and sufficient condition for approachability

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Article ID: iaor2004348
Country: United States
Volume: 27
Issue: 1
Start Page Number: 31
End Page Number: 44
Publication Date: Feb 2002
Journal: Mathematics of Operations Research
Authors:
Abstract:

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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