2 citations · 2 across the 4 of their papers we have counts for
4 papers
Risk-Averse Bayesian Games with an Unknown Type Distribution: Bayesian Learning, Equilibrium Analysis, and Finite-Sample Guarantees
Yuan Tao, Huifu Xu
Classical Bayesian games assume that the joint distribution of players' types is common knowledge, an assumption that rarely holds in practical applications. We address this issue…
Necessary Optimality Conditions for Integrated Learning and Optimization Problem in Contextual Optimization
Yuan Tao, Huifu Xu
Integrated learning and optimization (ILO) is a framework in contextual optimization which aims to train a predictive model for the probability distribution of the underlying probl…
Risk-averse Decision Making with Contextual Information: Model, Sample Average Approximation, and Kernelization
Yuan Tao, Erick Delage, Huifu Xu
We consider risk-averse contextual optimization problems where the decision maker (DM) faces two types of uncertainties: problem data uncertainty (PDU) and contextual uncertainty (…
Generalized Bayesian Nash Equilibrium with Continuous Type and Action Spaces
Yuan Tao, Huifu Xu
Bayesian game is a strategic decision-making model where each player's type parameter characterizing its own objective is private information: each player knows its own type but no…