Approachability with constraints

Gaëtan Fournier, Eden Kuperwasser, Orin Munk, Eilon Solan and Avishay Weinbaum
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Eden Kuperwasser: TAU - Tel Aviv University
Orin Munk: TAU - Tel Aviv University
Eilon Solan: TAU - Tel Aviv University
Avishay Weinbaum: TAU - Tel Aviv University

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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: 2021-07
New Economics Papers: this item is included in nep-des and nep-gth
Note: View the original document on HAL open archive server: https://amu.hal.science/hal-03138536v1
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Published in European Journal of Operational Research, 2021, 292 (2), pp.687-695. ⟨10.1016/j.ejor.2020.11.013⟩

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Journal Article: Approachability with constraints (2021)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03138536

DOI: 10.1016/j.ejor.2020.11.013

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