no code implementations • 12 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.
no code implementations • 3 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.
no code implementations • 9 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.