Approachability with Constraints
classification
🧮 math.OC
keywords
payoffapproachabilityaverageconstraintsalwayscharacterizeconvergesgame
read the original abstract
We study approachability theory in the presence of constraints. Given a repeated game with vector payoffs, we characterize 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.
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