Blackwell Approachability and Minimax Theory
classification
💻 cs.GT
cs.LG
keywords
blackwellminimaxapproachabilitytheoryopponentanalysisapproachableavoidable
read the original 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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.