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dc.contributor.authorFlesh, Janos
dc.contributor.authorLaraki, Rida
dc.contributor.authorPerchet, Vianney
dc.date.accessioned2019-09-25T10:04:00Z
dc.date.available2019-09-25T10:04:00Z
dc.date.issued2018
dc.identifier.issn0899-8256
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/19914
dc.language.isoenen
dc.subjectBlackwell approachabilityen
dc.subjectStochastic gamesen
dc.subjectAbsorbing gamesen
dc.subjectDeterminacyen
dc.subject.ddc519en
dc.subject.classificationjelC.C6.C61en
dc.subject.classificationjelC.C6.C65en
dc.subject.classificationjelC.C7.C73en
dc.titleApproachability of convex sets in generalized quitting gamesen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe examine Blackwell approachability in so-called generalized quitting games. These are repeated games in which each player may have quitting actions that terminate the game. We provide three simple geometric and strongly related conditions for the weak approachability of a convex target set. The first is sufficient: it guarantees that, for any fixed horizon, a player has a strategy ensuring that the expected time-average payoff vector converges to the target set as horizon goes to infinity. The third is necessary: if it is not satisfied, the opponent can weakly exclude the target set. We analyze in detail the special cases where only one of the players has quitting actions. Finally, we study uniform approachability where the strategy should not depend on the horizon and demonstrate that, in contrast with classical Blackwell approachability for convex sets, weak approachability does not imply uniform approachability.en
dc.relation.isversionofjnlnameGames and Economic Behavior
dc.relation.isversionofjnlvol108en
dc.relation.isversionofjnldate2018-03
dc.relation.isversionofjnlpages411-431en
dc.relation.isversionofdoi10.1016/j.geb.2017.12.007en
dc.relation.isversionofjnlpublisherElsevieren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.ssrncandidatenonen
dc.description.halcandidateouien
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewedouien
dc.relation.Isversionofjnlpeerreviewedouien
dc.date.updated2019-09-25T09:59:33Z
hal.person.labIds253509
hal.person.labIds989
hal.person.labIds62
hal.identifierhal-02296562*


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