Hedging under uncertainty: regret minimization meets exponentially fast convergence

DOI10.1007/978-3-319-66700-3_20MaRDI QIDQ681880zbMATH OpenOpenAlexWikidataFDO

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

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)

Recommendations

• A general class of no-regret learning algorithms and game-theoretic equilibria.
• Convergent learning algorithms for unknown reward games
• No-\(\Phi\)-regret: a connection between computational learning theory and game theory
• Learning, regret minimization, and equilibria
• Learning in games with continuous action sets and unknown payoff functions

Cited in

(4)

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

This page was built for publication: Hedging under uncertainty: regret minimization meets exponentially fast convergence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q681880)