A simple adaptive procedure leading to correlated equilibrium¶
Hart, S., & Mas-Colell, A. (2000). A simple adaptive procedure leading to correlated equilibrium. Econometrica, 68(5), 1127-1150.
Cited by¶
2 citations across 2 artifacts.
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Primes¶
- Regret
- A policymaker uncertain over future states, like a bandit algorithm uncertain over arm rewards, can adopt rules that guarantee bounded shortfall against the best fixed policy in hindsight, importing the no-regret machinery wholesale.
This sourceEstablishes that regret-matching (no-regret) dynamics converge to correlated equilibrium, the result tying cumulative-regret bounding to robust repeated-play policy design.
- A policymaker uncertain over future states, like a bandit algorithm uncertain over arm rewards, can adopt rules that guarantee bounded shortfall against the best fixed policy in hindsight, importing the no-regret machinery wholesale.
Domain-specific¶
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