On the Adversarial Convex Body Chasing Problem
In this work, we extend the convex bodies chasing problem (CBC) to an adversarial setting, where an agent (the Player) is tasked with chasing a sequence of convex bodies generated adversarially by another agent (the Opponent). The Player aims to minimize the total cost associated with its own movements, while the Opponent tries to maximize the same cost. The set of feasible convex bodies is finite and known to both agents, which allows us to provide performance guarantees with max-min optimality. Under certain assumptions, we show the continuity of the optimal value function, and propose an algorithm to numerically approximate the optimal policies for both the Player and the Opponent within a guaranteed tolerance. Finally, the theoretical results are verified through numerical examples.
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