Publication

On Risk Reduction in Kelly Betting Using the Conservative Expected Value

Publications associées (33)

Using automated design appraisal to model building-specific devaluation risk due to land-use change

Uncertainty of spillover effects – including property devaluation - from proposed land-use change elicits opposition to local development. This hinders cities’ ability to implement land-use policy aimed at housing affordability and environmental sustainabi ...

2024

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 ...

2022

Bandit Online Learning of Nash Equilibria in Monotone Games

Maryam Kamgarpour

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 ...

2021

Collision risk from space debris. Policy options

Romain Buchs

Improving risk assessment and conducting thorough cost-benefit analyses of the different proposed management options are of paramount importance to making informed decisions. However, getting a comprehensive picture of a complex, ambiguous and uncertain ri ...

EPFL International Risk Governance Center2021

Mixed Nash Equilibria in the Adversarial Examples Game

Rafaël Benjamin Pinot

This paper tackles the problem of adversarial examples from a game theoretic point of view. We study the open question of the existence of mixed Nash equilibria in the zero-sum game formed by the attacker and the classifier. While previous works usually al ...

2021

An unethical optimization principle

Anthony Christopher Davison

If an artificial intelligence aims to maximize risk-adjusted return, then under mild conditions it is disproportionately likely to pick an unethical strategy unless the objective function allows sufficiently for this risk. Even if the proportion eta of ava ...

ROYAL SOC2020

Impact of facade details on the reliability of performance-based decisions for early-stage neighborhood designs

Minu Agarwal

Neighborhood-scale projects often commence with the conceptualization of several massing-schemes as potential design solutions. There is growing interest in using building performance simulation (BPS) to evaluate and rank such conceptual stage schemes in o ...

EPFL2020

Nash and Wardrop Equilibria in Aggregative Games With Coupling Constraints

Maryam Kamgarpour, John Lygeros

We consider the framework of aggregative games, in which the cost function of each agent depends on his own strategy and on the average population strategy. As first contribution, we investigate the relations between the concepts of Nash and Wardrop equili ...

2019

A demand-based optimization approach to find market equilibria in oligopolies

Stefano Bortolomiol

Oligopolistic competition occurs often in transportation as well as in other markets due to reasons such as barriers to entry, limited capacity of the infrastructure and external regulations. In transport oligopolies, suppliers are profit maximizers and ta ...

2019

Quantifying Commitment in Nash Equilibria

Thomas Alois Weber

To quantify a player's commitment in a given Nash equilibrium of a finite dynamic game, we map the corresponding normal-form game to a "canonical extension," which allows each player to adjust his or her move with a certain probability. The commitment meas ...

2019

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