A proof of calibration via Blackwell's approachability theorem.

DOI10.1006/GAME.1999.0719MaRDI QIDQ1818285zbMATH OpenOpenAlexFDO

Authors Dean P. Foster

Publication date 4 January 2000

Published in Games and Economic Behavior (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL http://www.kellogg.northwestern.edu/research/math/papers/1182.pdf

Mathematics Subject Classification ID

Rationality and learning in game theory (91A26) Measurement and performance in psychology (91E45)

Cites work

• A Simple Adaptive Procedure Leading to Correlated Equilibrium
• An analog of the minimax theorem for vector payoffs
• An easier way to calibrate.
• Asymptotic calibration

Cited in

(13)

• Learning, hypothesis testing, and Nash equilibrium.
• Approachability of convex sets in generalized quitting games
• Smooth calibration, leaky forecasts, finite recall, and Nash dynamics
• An easier way to calibrate.
• Exponential weight approachability, applications to calibration and regret minimization
• Approachability, regret and calibration: implications and equivalences
• Robust option pricing: Hannan and Blackwell meet Black and Scholes
• A general internal regret-free strategy
• Repeated games with incomplete information
• “Calibeating”: Beating forecasters at their own game
• Gradient equilibrium in online learning: theory and applications
• Statistical calibration: a simplification of Foster's proof
• Regret minimization in repeated matrix games with variable stage duration

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