Minimizing Regret

The General Case

A. Rustichini

Research output: Working paperDiscussion paperOther research output

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Abstract

In repeated games with differential information on one side, the labelling "general case" refers to games in which the action of the informed player is not known to the uninformed, who can only observe a signal which is the random outcome of his and his opponent's action. Here we consider the problem of minimizing regret (in the sense first formulated by Hannan [8]) when the information available is of this type. We give a simple condition describing the approachable set.
Original languageEnglish
Place of PublicationTilburg
PublisherMicroeconomics
Number of pages20
Volume1998-41
Publication statusPublished - 1998

Publication series

NameCentER Discussion Paper
Volume1998-41

Fingerprint

Regret
Repeated Games
Labeling
Game

Keywords

  • Minimize regret
  • differential information
  • approachability

Cite this

Rustichini, A. (1998). Minimizing Regret: The General Case. (CentER Discussion Paper; Vol. 1998-41). Tilburg: Microeconomics.
Rustichini, A. / Minimizing Regret : The General Case. Tilburg : Microeconomics, 1998. (CentER Discussion Paper).
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Rustichini, A 1998 'Minimizing Regret: The General Case' CentER Discussion Paper, vol. 1998-41, Microeconomics, Tilburg.

Minimizing Regret : The General Case. / Rustichini, A.

Tilburg : Microeconomics, 1998. (CentER Discussion Paper; Vol. 1998-41).

Research output: Working paperDiscussion paperOther research output

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Rustichini A. Minimizing Regret: The General Case. Tilburg: Microeconomics. 1998. (CentER Discussion Paper).