Approachability with Discounting

Guilherme Carmona and Hamid Sabourian

Cambridge Working Papers in Economics from Faculty of Economics, University of Cambridge

Abstract: We establish a version of Blackwell's (1956) approachability result with discounting. Our main result shows that, for convex sets, our notion of approachability with discounting is equivalent to Blackwell's (1956) approachability. Our proofs are based on a concentration result for probability measures and on the minmax theorem for two-person, zero-sum games.

Keywords: Approachability; Repeated Games (search for similar items in EconPapers)
JEL-codes: C72 C73 C79 (search for similar items in EconPapers)
Date: 2021-03-11
New Economics Papers: this item is included in nep-gth
Note: hs102
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Persistent link: https://EconPapers.repec.org/RePEc:cam:camdae:2124

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