3 papers
econ.TH2026
Robust Aggregation of Calibrated Forecasts
Xinxiang Guo, Yingkai Li, Yifen Mu
Decision-makers often rely on multiple probabilistic forecasts that are individually calibrated but need not be fully informative. We develop a framework for aggregating such forec…
math.DS2024
Periodicity in Hedge-myopic system and an asymmetric NE-solving paradigm for two-player zero-sum games
Xinxiang Guo, Yifen Mu, Xiaoguang Yang
In this paper, we consider the two-payer zero-sum repeated game in which one player (player X) employs the popular Hedge (also called multiplicative weights update) le…
math.OC2023
The Optimal Strategy against Hedge Algorithm in Repeated Games
Xinxiang Guo, Yifen Mu
This paper aims to solve the optimal strategy against a well-known adaptive algorithm, the Hedge algorithm, in a finitely repeated zero-sum game. In the literature, rel…