Arbeitspapier

A Proof of Calibration Via Blackwell's Approachability Theorem

Over the past few years many proofs of calibration have been presented (Foster and Vohra (1991, 1997), Hart (1995), Fudenberg and Levine (1995), Hart and Mas-Colell (1996)). Does the literature really need one more? Probably not, but this algorithim for being calibrated is particularly simple and doesn't require a matrix inversion. Further the proof follows directly from Blackwell's approachability theorem. For these reasons it might be useful in the class room.

Language
Englisch

Bibliographic citation
Series: Discussion Paper ; No. 1182

Classification
Wirtschaft

Event
Geistige Schöpfung
(who)
Foster, Dean P.
Event
Veröffentlichung
(who)
Northwestern University, Kellogg School of Management, Center for Mathematical Studies in Economics and Management Science
(where)
Evanston, IL
(when)
1997

Handle
Last update
10.03.2025, 11:44 AM CET

Data provider

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Object type

  • Arbeitspapier

Associated

  • Foster, Dean P.
  • Northwestern University, Kellogg School of Management, Center for Mathematical Studies in Economics and Management Science

Time of origin

  • 1997

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