English

Blackwell Approachability and Minimax Theory

Computer Science and Game Theory 2011-10-10 v1 Machine Learning

Abstract

This manuscript investigates the relationship between Blackwell Approachability, a stochastic vector-valued repeated game, and minimax theory, a single-play scalar-valued scenario. First, it is established in a general setting --- one not permitting invocation of minimax theory --- that Blackwell's Approachability Theorem and its generalization due to Hou are still valid. Second, minimax structure grants a result in the spirit of Blackwell's weak-approachability conjecture, later resolved by Vieille, that any set is either approachable by one player, or avoidable by the opponent. This analysis also reveals a strategy for the opponent.

Cite

@article{arxiv.1110.1514,
  title  = {Blackwell Approachability and Minimax Theory},
  author = {Matus Telgarsky},
  journal= {arXiv preprint arXiv:1110.1514},
  year   = {2011}
}

Comments

18 pages

R2 v1 2026-06-21T19:16:40.785Z