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Approachability with constraints

Author

Listed:
  • Fournier, Gaëtan
  • Kuperwasser, Eden
  • Munk, Orin
  • Solan, Eilon
  • Weinbaum, Avishay

Abstract

We study approachability theory in the presence of constraints. Given a repeated game with vector payoffs, we study the pairs of sets (A,D) in the payoff space such that Player 1 can guarantee that the long-run average payoff converges to the set A, while the average payoff always remains in D. We provide a full characterization of these pairs when D is convex and open, and a sufficient condition when D is not convex.

Suggested Citation

  • Fournier, Gaëtan & Kuperwasser, Eden & Munk, Orin & Solan, Eilon & Weinbaum, Avishay, 2021. "Approachability with constraints," European Journal of Operational Research, Elsevier, vol. 292(2), pages 687-695.
    • Handle: RePEc:eee:ejores:v:292:y:2021:i:2:p:687-695
    DOI: 10.1016/j.ejor.2020.11.013
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    References listed on IDEAS

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