Approachability in infinite dimensional spaces
The approachability theorem of Blackwell (1956b) is extended to infinite dimensional spaces. Two players play a sequential game whose payoffs are random variables. A set C of random variables is said to be approachable by player 1 if he has a strategy that ensures that the difference between the average payoff and its closest point in C, almost surely converges to zero. Necessary conditions for a set to be approachable are presented.
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Volume (Year): 31 (2003)
Issue (Month): 2 ()
|Note:||Received February 2002/Final version July 2002|
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