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A Proof of Calibration Via Blackwell's Approachability Theorem

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  • Dean P. Foster

Abstract

Over 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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Paper provided by Northwestern University, Center for Mathematical Studies in Economics and Management Science in its series Discussion Papers with number 1182.

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Date of creation: Feb 1997
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Handle: RePEc:nwu:cmsems:1182

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  1. D. Blackwell, 2010. "An Analog of the Minmax Theorem for Vector Payoffs," Levine's Working Paper Archive 466, David K. Levine.
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Cited by:
  1. Shie Mannor & Gilles Stoltz, 2009. "A Geometric Proof of Calibration," Working Papers hal-00442042, HAL.
  2. 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.
  3. 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.
  4. Dean Foster & Rakesh Vohra, 2011. "Calibration: Respice, Adspice, Prospice," Discussion Papers 1537, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

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