Exponential weight algorithm in continuous time
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Publication:959954
DOI10.1007/S10107-007-0111-YzbMATH Open1181.68319OpenAlexW1998926312MaRDI QIDQ959954FDOQ959954
Authors: Sylvain Sorin 
Publication date: 16 December 2008
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-007-0111-y
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Cited In (18)
- Learning in nonatomic games. I: Finite action spaces and population games
- Imitation dynamics with payoff shocks
- Replicator dynamics: old and new
- The best way to reconcile your past is exponentially
- Penalty-regulated dynamics and robust learning procedures in games
- A stochastic variant of replicator dynamics in zero-sum games and its invariant measures
- Online prediction of exponential decay time series with human-agent application
- Inertial game dynamics and applications to constrained optimization
- Exponential weight approachability, applications to calibration and regret minimization
- Learning in games via reinforcement and regularization
- On the robustness of learning in games with stochastically perturbed payoff observations
- Higher order game dynamics
- Continuous time learning algorithms in optimization and game theory
- Preface: Special issue in honor of the 60th birthday of Sylvain Sorin
- Approachability, regret and calibration: implications and equivalences
- Evolutionary game theory: a renaissance
- A continuous-time approach to online optimization
- No-regret algorithms in on-line learning, games and convex optimization
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