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Approachability with constraints

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.
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https://hal-amu.archives-ouvertes.fr/hal-03138536
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Submitted on : Thursday, February 11, 2021 - 11:17:51 AM
Last modification on : Tuesday, October 19, 2021 - 10:50:31 PM

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Gaëtan Fournier, Eden Kuperwasser, Orin Munk, Eilon Solan, Avishay Weinbaum. Approachability with constraints. European Journal of Operational Research, Elsevier, 2021, 292 (2), pp.687-695. ⟨10.1016/j.ejor.2020.11.013⟩. ⟨hal-03138536⟩

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