We consider repeated games in which the player, instead of observing the action chosen by the opponent in each game round, receives a feedback generated by the combined choice of the two players. We study Hannan-consistent players for these games, that is, randomized playing strategies whose per-round regret vanishes with probability one as the number n of game rounds goes to infinity. We prove a general lower bound of (n–1/3) for the convergence rate of the regret, and exhibit a specific strategy that attains this rate for any game for which a Hannan-consistent player exists.

Regret minimization under partial monitoring / N. Cesa-Bianchi, G. Lugosi, G. Stoltz. - In: MATHEMATICS OF OPERATIONS RESEARCH. - ISSN 0364-765X. - 31:3(2006), pp. 562-580.

Regret minimization under partial monitoring

N. Cesa-Bianchi
Primo
;
2006

Abstract

We consider repeated games in which the player, instead of observing the action chosen by the opponent in each game round, receives a feedback generated by the combined choice of the two players. We study Hannan-consistent players for these games, that is, randomized playing strategies whose per-round regret vanishes with probability one as the number n of game rounds goes to infinity. We prove a general lower bound of (n–1/3) for the convergence rate of the regret, and exhibit a specific strategy that attains this rate for any game for which a Hannan-consistent player exists.
repeated games ; Hannan consistency ; imperfect monitoring ; internal regret
Settore INF/01 - Informatica
2006
http://mor.journal.informs.org/cgi/reprint/31/3/562
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/29631
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