Publication
Beyond Time-Average Convergence: Near-Optimal Uncoupled Online Learning via Clairvoyant Multiplicative Weights Update
Publications associées (35)
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 ...
2023Bandit 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 ...
2021Mixed Nash Equilibria in the Adversarial Examples Game
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 ...
2021Learning to Play Sequential Games versus Unknown Opponents
Maryam Kamgarpour, Andreas Krause, Ilija Bogunovic
We consider a repeated sequential game between a learner, who plays first, and an opponent who responds to the chosen action. We seek to design strategies for the learner to successfully interact with the opponent. While most previous approaches consider k ...
Curran Associates, Inc.2020Quantifying Commitment in Nash Equilibria
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 ...
2019A demand-based optimization approach to find market equilibria in oligopolies
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 ...
2019Learning 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 ...
2019A disaggregate choice-based approach to find epsilon-equilibria of oligopolistic markets
Michel Bierlaire, Virginie Janine Camille Lurkin, Stefano Bortolomiol
We present a general framework to find epsilon-equilibrium solutions of oligopolistic markets in which demand is modeled at the disaggregate level using discrete choice models. Consumer choices are modeled according to random utility theory, and the choice ...
2019Robust Multidimensional Pricing: Separation without Regret
Daniel Kuhn, Napat Rujeerapaiboon, Cagil Kocyigit
We study a robust monopoly pricing problem with a minimax regret objective, where a seller endeavors to sell multiple goods to a single buyer, only knowing that the buyer's values for the goods range over a rectangular uncertainty set. We interpret this pr ...
2018On Risk Reduction in Kelly Betting Using the Conservative Expected Value
Daniel Kuhn, Napat Rujeerapaiboon
The celebrated Kelly betting strategy guarantees, with probability one, higher long-run wealth than any other causal investment strategy. However, on the way to its long-term supremacy, this strategy has a notable downfall: it typically displays high varia ...
2018