Online Optimization in Games via Control Theory: Connecting Regret, Passivity and Poincaré Recurrence.
Yun Kuen CheungGeorgios PiliourasPublished in: ICML (2021)
Keyphrases
- control theory
- online learning
- variable structure
- dynamical systems
- optimal control problems
- sliding mode
- control law
- differential equations
- game theory
- communication delays
- weighted majority
- online algorithms
- optimization algorithm
- real time
- global optimization
- lower bound
- online convex optimization
- machine learning
- nash equilibrium
- loss function
- sufficient conditions
- evolutionary algorithm