pith. sign in

arxiv: 1110.1514 · v1 · pith:JTVRHG66new · submitted 2011-10-07 · 💻 cs.GT · cs.LG

Blackwell Approachability and Minimax Theory

classification 💻 cs.GT cs.LG
keywords blackwellminimaxapproachabilitytheoryopponentanalysisapproachableavoidable
0
0 comments X
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.