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» Interactive regret minimization
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COLT
2003
Springer
13 years 10 months ago
Internal Regret in On-Line Portfolio Selection
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...
Gilles Stoltz, Gábor Lugosi
NIPS
2007
13 years 6 months ago
Regret Minimization in Games with Incomplete Information
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...
SOFSEM
2010
Springer
14 years 2 months ago
Regret Minimization and Job Scheduling
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...
Yishay Mansour
CDC
2009
IEEE
169views Control Systems» more  CDC 2009»
13 years 10 months ago
Parametric regret in uncertain Markov decision processes
— 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 ...
Huan Xu, Shie Mannor