Online calibrated forecasts: memory efficiency versus universality for learning in games

DOI10.1007/S10994-006-0219-YzbMATH Open1471.91051OpenAlexW2037905382MaRDI QIDQ2384142FDOQ2384142

Authors Shie Mannor, Jeff S. Shamma, Gürdal Arslan 

Publication date 20 September 2007

Published in Machine Learning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10994-006-0219-y

zbMATH Keywords

forecastingstochastic approximationcalibrationfictitious playlearning in gamesODE methodprediction of universal sequences

Mathematics Subject Classification ID

Rationality and learning in game theory (91A26)

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Cited in

(3)

• Deterministic calibration and Nash equilibrium
• Smooth calibration, leaky forecasts, finite recall, and Nash dynamics
• Regret minimization in repeated matrix games with variable stage duration

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