A proof of Calibration via Blackwell's Approachability Theorem
AbstractOver the past few years many proofs of calibration have been presented (Foster and Vohra (1991, 1997), Hart (1995), Fudenberg and Levine (1995), Hart and Mas-Colell (1996)). Does the literature really need one more? Probably not, but this algorithim for being calibrated is particularly simple and doesn't require a matrix inversion. Further the proof follows directly from Blackwell's approachability theorem. For these reasons it might be useful in the class room.
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Bibliographic InfoPaper provided by David K. Levine in its series Levine's Working Paper Archive with number 591.
Date of creation: 11 Mar 1997
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Other versions of this item:
- Foster, Dean P., 1999. "A Proof of Calibration via Blackwell's Approachability Theorem," Games and Economic Behavior, Elsevier, Elsevier, vol. 29(1-2), pages 73-78, October.
- Dean P. Foster, 1997. "A Proof of Calibration Via Blackwell's Approachability Theorem," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 1182, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- D. Blackwell, 2010. "An Analog of the Minmax Theorem for Vector Payoffs," Levine's Working Paper Archive 466, David K. Levine.
- Dean Foster & Rakesh Vohra, 2011. "Calibration: Respice, Adspice, Prospice," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 1537, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Foster, Dean P. & Young, H. Peyton, 2003.
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- Shie Mannor & Gilles Stoltz, 2009. "A Geometric Proof of Calibration," Working Papers hal-00442042, HAL.
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