Search Results for author: Alain Jean-Marie

Found 3 papers, 0 papers with code

Empirical Risk Minimization with Relative Entropy Regularization

no code implementations12 Nov 2022 Samir M. Perlaza, Gaetan Bisson, Iñaki Esnaola, Alain Jean-Marie, Stefano Rini

Among these properties, the solution to this problem, if it exists, is shown to be a unique probability measure, mutually absolutely continuous with the reference measure.

$2 \times 2$ Zero-Sum Games with Commitments and Noisy Observations

no code implementations3 Nov 2022 Ke Sun, Samir M. Perlaza, Alain Jean-Marie

In this paper, $2\times2$ zero-sum games are studied under the following assumptions: $(1)$ One of the players (the leader) commits to choose its actions by sampling a given probability measure (strategy); $(2)$ The leader announces its action, which is observed by its opponent (the follower) through a binary channel; and $(3)$ the follower chooses its strategy based on the knowledge of the leader's strategy and the noisy observation of the leader's action.

Empirical Risk Minimization with Relative Entropy Regularization: Optimality and Sensitivity Analysis

no code implementations9 Feb 2022 Samir M. Perlaza, Gaetan Bisson, Iñaki Esnaola, Alain Jean-Marie, Stefano Rini

The optimality and sensitivity of the empirical risk minimization problem with relative entropy regularization (ERM-RER) are investigated for the case in which the reference is a sigma-finite measure instead of a probability measure.

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