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