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: | Spinat X. |
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.