Minimizing Regret on Reflexive Banach Spaces and Learning Nash Equilibria in Continuous Zero-Sum Games

Maximilian Balandat, Walid Krichene, Claire Tomlin +1

We study a general version of the adversarial online learning problem. We are given a decision set $\mathcal{X}$ in a reflexive Banach space $X$ and a sequence of reward vectors in…