Weak Approachability

Nicolas Vieille

In this paper, we study repeated games with vector payoffs. Following Blackwell [2], we define weak approachability and its dual property, weak excludability. We use results from differential games with fixed duration to prove that every set is either weakly approachable or weakly excludable.

Mots clés: two-person; zero-sum games; approachability; excludability

Domaines: Economie et sciences de la décision

Nicolas Vieille. Weak Approachability. Mathematics of Operations Research, 1992, Vol.17,n°4, pp.781-791. ⟨10.1287/moor.17.4.781⟩. ⟨hal-00481891⟩