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math.OC2025
A regret minimization approach to fixed-point iterations
Joon Kwon
We propose a conversion scheme that turns regret minimizing algorithms into fixed point iterations, with convergence guarantees following from regret bounds. The resulting iteratio…
math.OC2024
Time-Dependent Blackwell Approachability and Application to Absorbing Games
Joon Kwon, Yijun Wan, Bruno Ziliotto
Blackwell's approachability (Blackwell, 1954, 1956) is a very general online learning framework where a Decision Maker obtains vector-valued outcomes, and aims at the convergence o…