On a unified framework for approachability with full or partial monitoring

DOI10.1287/MOOR.2014.0686zbMATH Open1377.91029OpenAlexW2144348694MaRDI QIDQ3449449FDOQ3449449

Vianney Perchet, Marc Quincampoix

Publication date: 4 November 2015

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.2014.0686

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zbMATH Keywords

Wasserstein spaceoptimal transportationpartial monitoringBlackwell's approachability

Mathematics Subject Classification ID

2-person games (91A05) Multistage and repeated games (91A20)

Cites Work

• Barycenters in the Wasserstein Space
• Probability Inequalities for Sums of Bounded Random Variables
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• Principe du maximum, inégalité de Harnack et unicité du problème de Cauchy pour les opérateurs elliptiques dégénérées
• Minimizing regret: The general case
• Strategies for Prediction Under Imperfect Monitoring
• DETERMINISTIC DIFFERENTIAL GAMES UNDER PROBABILITY KNOWLEDGE OF INITIAL CONDITION
• Internal Regret with Partial Monitoring. Calibration-Based Optimal Algorithms
• Approachability in infinite dimensional spaces
• Approachability in a Two-person Game
• A Necessary and Sufficient Condition for Approachability
• Viability with probabilistic knowledge of initial condition, application to optimal control
• Gradient flows in Wasserstein spaces and applications to crowd movement
• Optimal strategies in repeated games with incomplete information
• Approachability of convex sets in games with partial monitoring

Cited In (4)

• A differential game on Wasserstein space. Application to weak approachability with partial monitoring
• Approachability with constraints
• Opportunistic Approachability and Generalized No-Regret Problems
• A Necessary and Sufficient Condition for Approachability

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