Approachability with constraints

Gaëtan Fournier; Eden Kuperwasser; Orin Munk; Eilon Solan; Avishay Weinbaum

doi:10.1016/j.ejor.2020.11.013

Approachability with constraints

Gaëtan Fournier^*, Eden Kuperwasser, Orin Munk, Eilon Solan, Avishay Weinbaum

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

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.

Original language	English
Pages (from-to)	687-695
Number of pages	9
Journal	European Journal of Operational Research
Volume	292
Issue number	2
DOIs	https://doi.org/10.1016/j.ejor.2020.11.013
State	Published - 16 Jul 2021

Funding

Funders	Funder number
ANR Labex IAST
European Network of Game Theory
European Cooperation in Science and Technology
Agence Nationale de la Recherche	2017-EUR-20
Israel Science Foundation	323/13, 217/17

Keywords

Approachability
Game theory
Optimization

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10.1016/j.ejor.2020.11.013

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AU - Kuperwasser, Eden

AU - Munk, Orin

AU - Solan, Eilon

AU - Weinbaum, Avishay

PY - 2021/7/16

Y1 - 2021/7/16

N2 - 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.

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KW - Approachability

KW - Game theory

KW - Optimization

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Approachability with constraints

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