Approachability, regret and calibration; implications and equivalences

V Perchet - arXiv preprint arXiv:1301.2663, 2013 - arxiv.org
Blackwell approachability, regret minimization and calibration are three criteria evaluating a
strategy (or an algorithm) in different sequential decision problems, or repeated games …

Dynamics at the boundary of game theory and distributed computing

AD Jaggard, N Lutz, M Schapira… - ACM Transactions on …, 2017 - dl.acm.org
We use ideas from distributed computing and game theory to study dynamic and
decentralized environments in which computational nodes, or decision makers, interact …

Distributed computing with adaptive heuristics

AD Jaggard, M Schapira, RN Wright - arXiv preprint arXiv:0910.1585, 2009 - arxiv.org
We use ideas from distributed computing to study dynamic environments in which
computational nodes, or decision makers, follow adaptive heuristics (Hart 2005), ie, simple …

Dynamic benchmark targeting

KH Schlag, A Zapechelnyuk - Journal of Economic Theory, 2017 - Elsevier
We study decision making in complex discrete-time dynamic environments where Bayesian
optimization is intractable. A decision maker is equipped with a finite set of benchmark …

Regret matching with finite memory

R Saran, R Serrano - Dynamic Games and Applications, 2012 - Springer
We consider the regret matching process with finite memory. For general games in normal
form, it is shown that any recurrent class of the dynamics must be such that the action …

[图书][B] Algorithmic Information, Fractal Geometry, and Distributed Dynamics

NJ Lutz - 2017 - search.proquest.com
cO 2017 Neil J. Lutz ALL RIGHTS RESERVED Page 1 cO 2017 Neil J. Lutz ALL RIGHTS
RESERVED Page 2 Page 3 ALGORITHMIC INFORMATION, FRACTAL GEOMETRY, AND …

Decision making in uncertain and changing environments

KH Schlag, A Zapechelnyuk - Available at SSRN 1441202, 2009 - papers.ssrn.com
We consider an agent who has to repeatedly make choices in an uncertain and changing
environment, who has full information of the past, who discounts future payoffs, but who has …

[引用][C] Decision Making in Environments Without Priors

[引用][C] Time Consistent Decision Making in Changing Environments Without Priors

[引用][C] Time Consistent Decision Making in Uncertain and Changing Environments