Repeated Games and Qualitative Differential Games: Approachability and Comparison of Strategies

We study the notion of approachability in a repeated game with vector payoffs from a new point of view using techniques recently developed for qualitative differential games. Namely, we relate the sufficient condition for approachability (B-set) to the notion of discriminating domain for a suitably...

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Bibliographic Details
Published inSIAM journal on control and optimization Vol. 48; no. 4; pp. 2461 - 2479
Main Authors Soulaimani, Sami As, Quincampoix, Marc, Sorin, Sylvain
Format Journal Article
LanguageEnglish
Published Philadelphia Society for Industrial and Applied Mathematics 01.01.2009
Subjects
Comparative analysis
Differential equations
Differential games
Game theory
Games
Links
Mathematical analysis
Optimization
Preserving
Strategy
Studies
Vectors (mathematics)
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Summary:We study the notion of approachability in a repeated game with vector payoffs from a new point of view using techniques recently developed for qualitative differential games. Namely, we relate the sufficient condition for approachability (B-set) to the notion of discriminating domain for a suitably chosen differential game. The other goal of the present article is to obtain a new precise link between the strategies in the differential game and in the repeated game preserving approachability properties. [PUBLICATION ABSTRACT]
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
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ISSN:0363-0129
1095-7138
DOI:10.1137/090749098