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.
|Titolo:||Regret minimization under partial monitoring|
CESA BIANCHI, NICOLO' ANTONIO (Primo)
|Parole Chiave:||repeated games ; Hannan consistency ; imperfect monitoring ; internal regret|
|Settore Scientifico Disciplinare:||Settore INF/01 - Informatica|
|Data di pubblicazione:||2006|
|Digital Object Identifier (DOI):||10.1287/moor.1060.0206|
|Appare nelle tipologie:||01 - Articolo su periodico|