A Proof of Calibration via Blackwell's Approachability Theorem

Games and Economic Behavior

Volumn 29, Issue 1, 1999, Pages 73-78

  Foster, Dean P ^a,b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Individual sequences; Learning; Regret; Worst case data

Indexed keywords

EID: 0042186389     PISSN: 08998256     EISSN: None     Source Type: Journal    
DOI: 10.1006/game.1999.0719     Document Type: Article

References (6)

1. Blackwell, D. (1956). "An Analog of the Minimax Theorem for Vector Payoffs," Pacific J. Math. 6, 1-8.
2. Foster, D. and Vohra, R. (1991). "Asymptotic Calibration," Technical report, Graduate School of Business, University of Chicago, Chicago.
3. Foster, D. and Vohra, R. (1998). "Asymptotic Calibration," Biometrika 85, 379-390.
4. Fudenberg, D. and Levine, D. (1999). "An Easier Way to Calibrate," Games Econ. Behavior 29, 131-137.
5. Hart, S. (1995). Personal communication.
6. Hart, S. and Mas-Colell, A. (1997). "A Simple Adaptive Procedure Leading to Correlated Equilibrium," Technical Report, Hebrew University, Center for Rationality.