Approachability with Constraints
Optimization and Control
2017-12-05 v1
Abstract
We study approachability theory in the presence of constraints. Given a repeated game with vector payoffs, we characterize 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.
Cite
@article{arxiv.1712.00781,
title = {Approachability with Constraints},
author = {Gaëtan Fournier and Eden Kuperwasser and Orin Munk and Eilon Solan and Avishay Weinbaum},
journal= {arXiv preprint arXiv:1712.00781},
year = {2017}
}