Concept
Jeu bayésien
Publications associées (50)
New Perspectives on Regularization and Computation in Optimal Transport-Based Distributionally Robust Optimization
Daniel Kuhn, Florian Dörfler, Soroosh Shafieezadeh Abadeh
We study optimal transport-based distributionally robust optimization problems where a fictitious adversary, often envisioned as nature, can choose the distribution of the uncertain problem parameters by reshaping a prescribed reference distribution at a f ...
2023Beyond Time-Average Convergence: Near-Optimal Uncoupled Online Learning via Clairvoyant Multiplicative Weights Update
Efstratios Panteleimon Skoulakis
In this paper we provide a novel and simple algorithm, Clairvoyant Multiplicative Weights Updates (CMWU), for convergence to \textit{Coarse Correlated Equilibria} (CCE) in general games. CMWU effectively corresponds to the standard MWU algorithm but where ...
2022Learning Generalized Nash Equilibria in a Class of Convex Games
We consider multiagent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we propose a novel dis ...
2019