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DTSTART:20241027T030000
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UID:calendar.135668.field_date.0@www.tse-fr.eu
DTSTAMP:20260714T183050Z
CREATED:20240923T091002Z
DESCRIPTION:Yijun Wan (Université Paris Dauphine-PSL)\, “Time-Dependent Bla
 ckwell Approachability and Application to Absorbing Games”\, MAD-Stat. Sem
 inar\, Toulouse: TSE\, April 3\, 2025\, 11:00–12:15\, room Auditorium 3.\n
 \nBlackwell’s approachability is a general online learning framework where
  a Decision Maker obtains vector-valued outcomes\, and aims at the converg
 ence of the average outcome to a given “target” set. Blackwell gave a suff
 icient condition for the decision maker having a strategy guaranteeing suc
 h a convergence against an adversarial environment\, which ensures converg
 ence. Blackwell’s approachability has since been applied to numerous probl
 ems\, in regret minimization and game theory\, in particular. \n\nWe exten
 d this framework by allowing the outcome function and the inner product to
  be time-dependent. We establish a general guarantee for the natural exten
 sion to this framework of Blackwell’s algorithm. In the case where the tar
 get set is an orthant\, we present a family of time-dependent inner produc
 ts which yields different convergence speeds for each coordinate of the av
 erage outcome. \n\nWe apply this framework to absorbing games (an importan
 t class of stochastic games) for which we construct ε-uniformly optimal st
 rategies using Blackwell’s algorithm in a well-chosen auxiliary approachab
 ility problem\, thereby giving a novel illustration of the relevance of on
 line learning tools for solving games.
DTSTART;TZID=Europe/Paris:20250403T120000
DTEND;TZID=Europe/Paris:20250403T131500
LAST-MODIFIED:20251022T001001Z
LOCATION:Toulouse: TSE\, April 3\, 2025\, 11:00–12:15\, room Auditorium 3
SUMMARY:MAD-Stat. Seminar
URL;TYPE=URI:https://www.tse-fr.eu/seminars/2025-time-dependent-blackwell-a
 pproachability-and-application-absorbing-games
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