'Institute of Electrical and Electronics Engineers (IEEE)'
Abstract
We introduce the concept of strongly attainable sets
of payoffs in two-player repeated games with vector payoffs in continuous time. A set of payoffs is called strongly attainable if player 1 has a strategy guaranteeing, even in the worst case, that the distance between the set and the cumulative payoff shrinks with time to zero. We characterize when any vector is strongly attainable and illustrate the motivation of our study on a multiinventory
application
