Title: A general internal regret-free strategy

Speaker: Ehud Lehrer, Tel Aviv University

Host: Pinghan Liang, Associate Professor, RIEM

Time: 14:30pm-16:00, September 13, Friday

Venue: H513 Yide Hall, Liulin Campus
Abstract: We consider 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 extend the concept of internal regret-free strategy to this setup and provide an algorithm that generates such a strategy.