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Approachability with Discounting
2021
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We establish a version of Blackwell's (1956) approachability result with discounting. Our main result shows that, for convex sets, our notion of approachability with discounting is equivalent to Blackwell's (1956) approachability. Our proofs are based on a concentration result for probability measures and on the minmax theorem for two-person, zero-sum games.
doi:10.17863/cam.70013
fatcat:aaiu4fx6orbf5k7ygbobknefmu