A General Internal Regret-Free Strategy

作者：Lehrer Ehud; Solan Eilon^*

来源：Dynamic Games and Applications, 2016, 6(1): 112-138.

DOI：10.1007/s13235-015-0143-5

• Internal no regret
• No regret
• Imperfect monitoring
• Approachability
• response correspondence

We study sequential decision problems where the decision maker does not observe the states of nature, but rather receives a noisy signal, whose distribution depends on the current state and on the action that she plays. We do not assume that the decision maker considers the worst-case scenario, but rather has a response correspondence, which maps distributions over signals to subjective best responses. We extend the concept of internal regret-free strategy to this setup and provide an algorithm that generates such a strategy.

• 出版日期2016-3
• 单位INSEAD