Approachable sets of vector payoffs in stochastic games

Abstract

The notion of an approachable set in a recurrent zero-sum vector-payoff game was introduced by Blackwell, who proved a sufficient condition for approachability in such games. This notion has been recently generalized to the case of arbitrary stochastic games with vector-payoffs, becoming dependent on the initial state. In this paper, we generalize Blackwell… (More)
DOI: 10.1016/j.geb.2005.06.005

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