Hedging under uncertainty: regret minimization meets exponentially fast convergence

DOI10.1007/978-3-319-66700-3_20zbMATH Open1403.91023OpenAlexW2742389002WikidataQ60142053 ScholiaQ60142053MaRDI QIDQ681880FDOQ681880

Authors: Johanne Cohen, Amélie Héliou, Panayotis Mertikopoulos 

Publication date: 13 February 2018

Full work available at URL: https://doi.org/10.1007/978-3-319-66700-3_20

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zbMATH Keywords

Nash equilibriumdominated strategiesexponential weightsno-regret learning

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04) Noncooperative games (91A10) (n)-person games, (n>2) (91A06) Rationality and learning in game theory (91A26)

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• Continuous-time convergence rates in potential and monotone games
• Learning in games with continuous action sets and unknown payoff functions
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