Regret Minimization Under Partial Monitoring

DOI10.1287/MOOR.1060.0206MaRDI QIDQ5387997zbMATH OpenOpenAlexWikidataFDO

Authors Nicolò Cesa-Bianchi, Gilles Stoltz, Gábor Lugosi

Publication date 27 May 2008

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

Full work available at URL https://doi.org/10.1287/moor.1060.0206

zbMATH Keywords

Hannan consistencyimperfect monitoringinternal regret

Mathematics Subject Classification ID

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

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Cited in

(31)

• Improving multi-armed bandit algorithms in online pricing settings
• Randomized prediction of individual sequences
• Minimizing regret: The general case
• Toward a classification of finite partial-monitoring games
• Constrained no-regret learning
• Partial exposure in large games
• The impatient may use limited optimism to minimize regret
• Improved second-order bounds for prediction with expert advice
• Regret bounds and minimax policies under partial monitoring
• A general internal regret-free strategy
• Partial monitoring with side information
• Hannan Consistency in On-Line Learning in Case of Unbounded Losses Under Partial Monitoring
• On robustness and dynamics in (un)balanced coalitional games
• The \(K\)-armed dueling bandits problem
• Online learning to rank with top-k feedback
• Toward a classification of finite partial-monitoring games
• Game of thrones: fully distributed learning for multiplayer bandits
• Repeated games with incomplete information
• An extension of play against the random past strategy. Choosing the right experts on IBM forecasts
• Partial monitoring -- classification, regret bounds, and algorithms
• Online Learning with Variable Stage Duration
• Robust dynamic cooperative games
• Towards minimizing disappointment in repeated games
• Strategies for Prediction Under Imperfect Monitoring
• The Empirical Bayes Envelope and Regret Minimization in Competitive Markov Decision Processes
• The lob-pass problem
• Regret-Optimal Estimation and Control
• Best-of-both-worlds algorithms for partial monitoring
• Cleaning up the neighborhood: a full classification for adversarial partial monitoring
• Nonstochastic bandits: Countable decision set, unbounded costs and reactive environments
• Regret minimization in repeated matrix games with variable stage duration

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