Mannor, Shie; Tsitsiklis, John N. - In: Games and Economic Behavior 66 (2009) 1, pp. 315-325
We consider a finite two-player zero-sum game with vector-valued rewards. We study the question of whether a given polyhedral set D is "approachable," that is, whether Player 1 (the "decision maker") can guarantee that the long-term average reward belongs to D, for any strategy of Player 2 (the...