Online Optimization in Games via Control Theory: Connecting Regret, Passivity and Poincaré Recurrence.
Yun Kuen CheungGeorgios PiliourasPublished in: CoRR (2021)
Keyphrases
- control theory
- online learning
- dynamical systems
- weighted majority
- optimal control problems
- game theory
- online algorithms
- control law
- lower bound
- variable structure
- differential equations
- nash equilibrium
- global optimization
- sliding mode
- communication delays
- real time
- regret minimization
- online convex optimization
- linear systems
- optimization algorithm
- finite dimensional
- closed loop
- dynamic programming