部分监控下的遗憾最小化

Regret Minimization Under Partial Monitoring

Mathematics of Operations Research · 2006
被引 145 · 同刊同年前 6%
ABS 3

中文导读

研究了在部分监控的重复博弈中,玩家无法直接观察对手动作,仅能通过联合选择的反馈来调整策略,证明了遗憾收敛速度的下界并给出了达到该速率的策略。

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 Ω(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.

博弈论在线学习遗憾最小化重复博弈