First Return Approachability
نویسندگان
چکیده
منابع مشابه
Lecture : Blackwell's Approachability Theorem . Blackwell's Approachability Theorem
Counter-example to (.): If S = {(p,q) : p = q} and r(p,q) = (p,q), one can trivially, for all q, choose p(q) = q to guarantee that r(p(q),q) ∈ S. It is however not possible to find a p which works for all q, indeed the only p which works for a given q is p = q. However, the duality statement (.) holds when S is a half-space {x | v ·x ≥ c}. To see this, define a zero-sum game with scalar p...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1996
ISSN: 0022-247X
DOI: 10.1006/jmaa.1996.0160