Hedging Under Uncertainty: Regret Minimization Meets Exponentially Fast Convergence.

Johanne Cohen Amélie Héliou Panayotis Mertikopoulos

Published in: SAGT (2017)

Keyphrases

regret minimization
nash equilibrium
convergence rate
game theoretic
sufficient conditions
uncertain data
game theory
decision theory
transaction costs
computational complexity
inductive learning
belief functions