A General Internal Regret-Free Strategy

Ehud Lehrer () and Eilon Solan ()
Additional contact information
Ehud Lehrer: Tel Aviv University
Eilon Solan: Tel Aviv University

Dynamic Games and Applications, 2016, vol. 6, issue 1, No 6, 112-138

Abstract: Abstract We study sequential decision problems where the decision maker does not observe the states of nature, but rather receives a noisy signal, whose distribution depends on the current state and on the action that she plays. We do not assume that the decision maker considers the worst-case scenario, but rather has a response correspondence, which maps distributions over signals to subjective best responses. We extend the concept of internal regret-free strategy to this setup and provide an algorithm that generates such a strategy.

Keywords: Internal no regret; No regret; Imperfect monitoring; Approachability; response correspondence; C61; C72; D81; D82; D83 (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://link.springer.com/10.1007/s13235-015-0143-5 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:dyngam:v:6:y:2016:i:1:d:10.1007_s13235-015-0143-5

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/13235

DOI: 10.1007/s13235-015-0143-5

Access Statistics for this article

Dynamic Games and Applications is currently edited by Georges Zaccour

More articles in Dynamic Games and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().