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.

Keywords: two-person; zero-sum games; approachability; excludability

Domains: Economy and decision science

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