2 papers
cs.AI2024
Games played by Exponential Weights Algorithms
Maurizio d'Andrea, Fabien Gensbittel, Jérôme Renault
This paper studies the last-iterate convergence properties of the exponential weights algorithm with constant learning rates. We consider a repeated interaction in discrete time, w…
math.OC2021
Value-Based Distance Between Information Structures
Fabien Gensbittel, Marcin Peski, Jérôme Renault
We define the distance between two information structures as the largest possible difference in value across all zero-sum games. We provide a tractable characterization of distance…