Approachability of convex sets in games with partial monitoring

DOI10.1007/S10957-011-9797-3MaRDI QIDQ637538zbMATH OpenOpenAlexFDO

Authors Vianney Perchet

Publication date 6 September 2011

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1102.4439

zbMATH Keywords

repeated gamesincomplete informationconvex setspartial monitoringBlackwell approachability

Mathematics Subject Classification ID

Multistage and repeated games (91A20) Signaling and communication in game theory (91A28)

Abstract: We provide a necessary and sufficient condition under which a convex set is approachable in a game with partial monitoring, i.e. where players do not observe their opponents' moves but receive random signals. This condition is an extension of Blackwell's Criterion in the full monitoring framework, where players observe at least their payoffs. When our condition is fulfilled, we construct explicitly an approachability strategy, derived from a strategy satisfying some internal consistency property in an auxiliary game. We also provide an example of a convex set, that is neither (weakly)-approachable nor (weakly)-excludable, a situation that cannot occur in the full monitoring case. We finally apply our result to describe an $epsilon$-optimal strategy of the uninformed player in a zero-sum repeated game with incomplete information on one side.

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Cites work

• An analog of the minimax theorem for vector payoffs
• Calibrated learning and correlated equilibrium
• Calibration and internal no-regret with random signals
• Optimal strategies in repeated games with incomplete information
• Probability Inequalities for Sums of Bounded Random Variables
• Repeated games and qualitative differential games: approachability and comparison of strategies
• Repeated games with incomplete information. With the collaboration of Richard E. Stearns
• Weak Approachability
• Weighted sums of certain dependent random variables

Cited in

(9)

• Zero-sum repeated games: recent advances and new links with differential games
• Approachability of convex sets in generalized quitting games
• Approachability, regret and calibration: implications and equivalences
• scientific article; zbMATH DE number 569952 (Why is no real title available?)
• Approachability with delayed information
• Set-valued approachability and online learning with partial monitoring
• A primal condition for approachability with partial monitoring
• A differential game on Wasserstein space. Application to weak approachability with partial monitoring
• On a unified framework for approachability with full or partial monitoring

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