Approachability with constraints

Gaëtan Fournier, Eden Kuperwasser, Orin Munk, Eilon Solan and Avishay Weinbaum

European Journal of Operational Research, 2021, vol. 292, issue 2, 687-695

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.

Keywords: Game theory; Approachability; Optimization (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:292:y:2021:i:2:p:687-695

DOI: 10.1016/j.ejor.2020.11.013

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