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arXiv · 1110.1514

Blackwell Approachability and Minimax Theory

Matus Telgarsky
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Abstract

This manuscript investigates the relationship between Blackwell Approachability, a stochastic vector-valued repeated game, and minimax theory, a single-play scalar-valued scenario. First, it is established in a general setting --- one not permitting invocation of minimax theory --- that Blackwell's Approachability Theorem and its generalization due to Hou are still valid. Second, minimax structure grants a result in the spirit of Blackwell's weak-approachability conjecture, later resolved by Vieille, that any set is either approachable by one player, or avoidable by the opponent. This analysis also reveals a strategy for the opponent.

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Matus Telgarsky. 2011-10-07. Blackwell Approachability and Minimax Theory. https://arxiv.org/abs/1110.1514

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