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- handle: 10670/1.4gt3tc
- hal: hal-03138536
- doi: 10.1016/j.ejor.2020.11.013
- PII: S0377-2217(20)30959-0
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info:eu-repo/semantics/altIdentifier/doi/10.1016/j.ejor.2020.11.013
http://creativecommons.org/licenses/by-nc/ , info:eu-repo/semantics/OpenAccess
Mots-clés
game theory approachability optimizationSujets proches
Games, Theory of Theory of games Funds Funding Finance, commerce, confiscations, etc divertissement jeuxCiter ce document
Gaëtan Fournier et al., « Approachability with constraints », HAL-SHS : économie et finance, ID : 10.1016/j.ejor.2020.11.013
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Résumé
We study approachability theory in the presence of constraints. Given a repeated game with vector payoffs, we study 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. We provide a full characterization of these pairs when D is convex and open, and a sufficient condition when D is not convex.