2 papers
cs.GT2022
Zero-Sum Games with Commitments and Noisy Observations
Ke Sun, Samir M. Perlaza, Alain Jean-Marie
In this paper, zero-sum games are studied under the following assumptions: One of the players (the leader) commits to choose its actions by sampling a given probab…
cs.LG2022
Empirical Risk Minimization with Relative Entropy Regularization: Optimality and Sensitivity Analysis
Samir M. Perlaza, Gaetan Bisson, Iñaki Esnaola +2
The optimality and sensitivity of the empirical risk minimization problem with relative entropy regularization (ERM-RER) are investigated for the case in which the reference is a s…