This paper extends the game-theoretic notion of internal regret to the case of on-line potfolio selection problems. New sequential investment strategies are designed to minimize th...
Extensive games are a powerful model of multiagent decision-making scenarios with incomplete information. Finding a Nash equilibrium for very large instances of these games has re...
Martin Zinkevich, Michael Johanson, Michael H. Bow...
Regret minimization has proven to be a very powerful tool in both computational learning theory and online algorithms. Regret minimization algorithms can guarantee, for a single de...
— We consider decision making in a Markovian setup where the reward parameters are not known in advance. Our performance criterion is the gap between the performance of the best ...