Concept
Jeu bayésien
Publications associées (32)
Beyond 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 ...
2022Bandit Online Learning of Nash Equilibria in Monotone Games
We address online bandit learning of Nash equilibria in multi-agent convex games. We propose an algorithm whereby each agent uses only obtained values of her cost function at each joint played action, lacking any information of the functional form of her c ...
2021Informational frictions in financial markets
This thesis consists of three chapters on informational frictions in financial markets. The chapters analyze problems related to markets' ability to guide real investment, and what drives liquidity. Both problems are important to ensure efficient resource ...
EPFL2021Walrasian Dynamics in Multi-unit Markets
In a multi-unit market, a seller brings multiple units of a good and tries to sell them to a set of buyers that have monetary endowments. While a Walrasian equilibrium does not always exist in this model, natural relaxations of the concept that retain its ...
AAAI Press Palo Alto2019Moving Horizon Demand and State Estimation for Model Predictive Perimeter Control of Large-scale Urban Networks
Nikolaos Geroliminis, Isik Ilber Sirmatel
Perimeter control schemes proposed to alleviate congestion in large-scale urban networks usually assume perfect knowledge of the accumulation state and inflow demands, both requiring information about the origins and destinations of drivers. Such assumptio ...
IEEE2019