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Approchabilité, Calibration et Regret dans les Jeux à Observations Partielles

Vianney Perchet 1
1 C&O - Equipe combinatoire et optimisation
IMJ-PRG - Institut de Mathématiques de Jussieu - Paris Rive Gauche
Abstract : This thesis explores statistical games with partial observations. Those games are not the formalization of a strategic interaction between two rational players, but between a player and Nature (or the environment). We give this name to the second player since no assumption is made on her payos, objectives or rationality. The observations of the player are said to be full if he observes the choices of Nature, i.e. if he learns, after each stage, either which action she chose or at least his own payo. We will investigate the framework where this assumption is weaken and where we assume that the player has only partial observations : he only receives at each stage a random signal whose law depends on Nature's action. The main objective of this thesis is to generalize notions widely used in games with full observations to the framework of games with partial observations. Indeed, we rst construct strategies without internal regret and then we characterize approachable sets.
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Submitted on : Friday, February 18, 2011 - 10:05:54 AM
Last modification on : Wednesday, December 9, 2020 - 3:14:36 PM
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  • HAL Id : tel-00567079, version 1


Vianney Perchet. Approchabilité, Calibration et Regret dans les Jeux à Observations Partielles. Mathématiques [math]. Université Pierre et Marie Curie - Paris VI, 2010. Français. ⟨tel-00567079⟩



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