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, vol. 29(1-2), pages 73-78, October.
- Dean P. Foster, 1997. "A Proof of Calibration Via Blackwell's Approachability Theorem," Discussion Papers 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.
- Peyton Young, 2002.
"Learning Hypothesis Testing and Nash Equilibrium,"
Economics Working Paper Archive
474, The Johns Hopkins University,Department of Economics.
- Foster, Dean P. & Young, H. Peyton, 2003. "Learning, hypothesis testing, and Nash equilibrium," Games and Economic Behavior, Elsevier, vol. 45(1), pages 73-96, October.
- Shie Mannor & Gilles Stoltz, 2009. "A Geometric Proof of Calibration," Working Papers hal-00442042, HAL.
- Dean Foster & Rakesh Vohra, 2011. "Calibration: Respice, Adspice, Prospice," Discussion Papers 1537, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Mannor, Shie & Shimkin, Nahum, 2008. "Regret minimization in repeated matrix games with variable stage duration," Games and Economic Behavior, Elsevier, vol. 63(1), pages 227-258, May.
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