Hedging in games: Faster convergence of external and swap regrets.
Xi ChenBinghui PengPublished in: NeurIPS (2020)
Keyphrases
- faster convergence
- convergence speed
- step size
- pso algorithm
- global optimum
- game theory
- global optimization
- video games
- payoff functions
- game design
- graph cuts
- nash equilibria
- computer games
- financial markets
- option pricing
- risk management
- internal and external
- game play
- educational games
- serious games
- particle swarm optimization
- neural network
- learning experience
- evolutionary algorithm
- game development
- transaction costs
- perfect information
- optimal solution
- pure nash equilibria
- objective function