Prof. Galit Ashkenazi Golan, London School of Economics

Title: No Regret, Correlated and Coarse Correlated Equilibrium, and Blackwell’s Approachability

Abstract: We will explore the meaning of no-regret when it is applied to strategic interactions.
We will highlight the connection between the different regret types and what can be expected when agents use algorithms that minimise the regret. Specifically, we discuss the solution concepts the dynamics converge to with regret minimising agents. We will show the connection to a fundamental mathematical tool: Blackwell’s approachability.

Brief bio: Galit Ashkenazi-Golan is an assistant professor at the Department of Mathematics, London School of Economics and Political Science. Her areas of research are learning in games and dynamic games (repeated games, stochastic games, and Borel measurable games). In the area of multi-agent learning, she specializes in exploring the theoretical guarantees and the limits of learning processes, and connecting multi agent learning with Economic Theory.