Approachability in infinite dimensional spaces

The approachability theorem of Blackwell (1956b) is extended to infinite dimensional spaces. Two players play a sequential game whose payoffs are random variables. A set C of random variables is said to be approachable by player 1 if he has a strategy that ensures that the difference between the average payoff and its closest point in C, almost surely converges to zero. Necessary conditions for a set to be approachable are presented.

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Year of publication:	2003-01-22
Authors:	Lehrer, Ehud
Published in:	International Journal of Game Theory. - Springer. - Vol. 31.2003, 2, p. 253-268
Publisher:	Springer

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Extent:	application/pdf
Type of publication:	Article
Notes:	Received February 2002/Final version July 2002
Source:	RePEc - Research Papers in Economics

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