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Existence of the uniform value in zero-sum repeated games with a more informed controller
A primal condition for approachability with partial monitoring
1. | Faculty of Electrical Engineering, The Technion, 32 000 Haifa, Israel |
2. | LPMA, Université Paris-Diderot, 8 place FM/13, 75 013 Paris, France |
3. | GREGHEC, HEC Paris - CNRS, 1 rue de la Libération, 78 351 Jouy-en-Josas, France |
References:
[1] |
R. Aumann and M. Maschler, Repeated Games with Incomplete Information, MIT Press, 1995. |
[2] |
D. Blackwell, An analog of the minimax theorem for vector payoffs, Pacific Journal of Mathematics, 6 (1956), 1-8.
doi: 10.2140/pjm.1956.6.1. |
[3] |
E. Kohlberg, Optimal strategies in repeated games with incomplete information, International Journal of Game Theory, 4 (1975), 7-24.
doi: 10.1007/BF01766399. |
[4] |
G. Lugosi, S. Mannor and G. Stoltz, Strategies for prediction under imperfect monitoring, Mathematics of Operations Research, 33 (2008), 513-528.
doi: 10.1287/moor.1080.0312. |
[5] |
S. Mannor, V. Perchet and G. Stoltz, Robust approachability and regret minimization in games with partial monitoring, http://hal.archives-ouvertes.fr/hal-00595695, 2012; An extended abstract was published in Proceedings of COLT'11. |
[6] |
J.-F. Mertens, S. Sorin and S. Zamir, Repeated Games, Technical Report no. 9420, 9421, 9422, Université de Louvain-la-Neuve, 1994. |
[7] |
V. Perchet, Approachability of convex sets in games with partial monitoring, Journal of Optimization Theory and Applications, 149 (2011), 665-677.
doi: 10.1007/s10957-011-9797-3. |
[8] |
V. Perchet, Internal regret with partial monitoring: Calibration-based optimal algorithms, Journal of Machine Learning Research, 12 (2011), 1893-1921. |
[9] |
V. Perchet and M. Quincampoix, On an unified framework for approachability in games with or without signals, 2011., Available from: , ().
|
[10] |
S. Sorin, A First Course on Zero-Sum Repeated Games, Mathématiques & Applications, no. 37, Springer, 2002. |
show all references
References:
[1] |
R. Aumann and M. Maschler, Repeated Games with Incomplete Information, MIT Press, 1995. |
[2] |
D. Blackwell, An analog of the minimax theorem for vector payoffs, Pacific Journal of Mathematics, 6 (1956), 1-8.
doi: 10.2140/pjm.1956.6.1. |
[3] |
E. Kohlberg, Optimal strategies in repeated games with incomplete information, International Journal of Game Theory, 4 (1975), 7-24.
doi: 10.1007/BF01766399. |
[4] |
G. Lugosi, S. Mannor and G. Stoltz, Strategies for prediction under imperfect monitoring, Mathematics of Operations Research, 33 (2008), 513-528.
doi: 10.1287/moor.1080.0312. |
[5] |
S. Mannor, V. Perchet and G. Stoltz, Robust approachability and regret minimization in games with partial monitoring, http://hal.archives-ouvertes.fr/hal-00595695, 2012; An extended abstract was published in Proceedings of COLT'11. |
[6] |
J.-F. Mertens, S. Sorin and S. Zamir, Repeated Games, Technical Report no. 9420, 9421, 9422, Université de Louvain-la-Neuve, 1994. |
[7] |
V. Perchet, Approachability of convex sets in games with partial monitoring, Journal of Optimization Theory and Applications, 149 (2011), 665-677.
doi: 10.1007/s10957-011-9797-3. |
[8] |
V. Perchet, Internal regret with partial monitoring: Calibration-based optimal algorithms, Journal of Machine Learning Research, 12 (2011), 1893-1921. |
[9] |
V. Perchet and M. Quincampoix, On an unified framework for approachability in games with or without signals, 2011., Available from: , ().
|
[10] |
S. Sorin, A First Course on Zero-Sum Repeated Games, Mathématiques & Applications, no. 37, Springer, 2002. |
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