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作者：Freund, Y; Schapire, RE
作者单位：AT&T
摘要：We present a simple algorithm for playing a repeated game. We show that a player using this algorithm suffers average loss that is guaranteed to come close to the minimum loss achievable by any fixed strategy. Our bounds are nonasymptotic and hold for any opponent. The algorithm, which uses the multiplicative-weight methods of Littlestone and Warmuth, is analyzed using the Kullback-Liebler divergence. This analysis yields a new, simple proof of the min-max theorem, as well as a provable method...
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作者：Neyman, A; Okada, D
作者单位：Hebrew University of Jerusalem; State University of New York (SUNY) System; Stony Brook University; Hebrew University of Jerusalem
摘要：We introduce the entropy-based measure of uncertainty for mixed strategies of repeated games-strategic entropy. We investigate the asymptotic behavior of the maxmin values of repeated two-person zero-sum games with a bound on the strategic entropy of player 1's strategies while player 2 is unrestricted, as the bound grows to infinity. We apply the results thus obtained to study the asymptotic behavior of the value of the repeated games with finite automata and bounded recall. Journal of Econom...
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作者：Fudenberg, D; Levine, DK
作者单位：Harvard University; University of California System; University of California Los Angeles
摘要：Forecasts are said to be calibrated if the frequency predictions are approximately correct. This is a refinement of an idea first introduced by David Blackwell in 1955. We show that K-initialized myopic strategies are approximately calibrated when K is large. These strategies first initialize by making each forecast exactly K times, and thereafter play, in each period t, the minmax strategy in a static game. Journal of Economic Literature Classification Numbers: C72, C73, C63, D83. (C) 1999 Ac...
