Carmona, G. and Sabourian, H.
Approachability with Discounting
WP Number: 2112
Abstract: We establish a version of Blackwell’s (1956) approachability result with discounting. Our main result shows that, for convex sets, our notion of approachability with discounting is equivalent to Blackwell’s (1956) approachability. Our proofs are based on a concentration result for probability measures and on the minmax theorem for two-person, zero-sum games.
Keywords: Approachability, Repeated Games
JEL Codes: C72 C73 C79
Author links: Hamid Sabourian
PDF: wp2112.pdf 
Open Access Link: 10.17863/CAM.70013
