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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

Theme: information