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arXiv 1509.08571cs.GTcs.ITmath.IT
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重复博弈中的高概率保证:信息论理论与应用

High Probability Guarantees in Repeated Games: Theory and Applications in Information Theory

Payam Delgosha, Amin Gohari, Mohammad Akbarpour

摘要:

我们引入了一个“高概率”的框架,重复的游戏不完全信息。在我们的非均衡环境中,参与者的目标是以高概率而不是期望值来保证一定的回报。我们提供了一个高概率对应的经典结果Mertens和Zamir的零和重复游戏。任何可以以高概率保证的收益都可以在预期中得到保证,但反之则不然。因此,与平均收益情况不同,在平均收益情况下,每个参与者保证的收益是另一个参与者的收益的负数,在高概率框架下,两个保证的收益会不同。这个框架的一个动机来自于信息传输系统,在那里,通常用渐近消失的错误概率来表述问题。最后给出了我们的结果在一类复合任意变信道中的应用。

英文摘要:

We introduce a "high probability" framework for repeated games with incomplete information. In our non-equilibrium setting, players aim to guarantee a certain payoff with high probability, rather than in expected value. We provide a high probability counterpart of the classical result of Mertens and Zamir for the zero-sum repeated games. Any payoff that can be guaranteed with high probability can be guaranteed in expectation, but the reverse is not true. Hence, unlike the average payoff case where the payoff guaranteed by each player is the negative of the payoff by the other player, the two guaranteed payoffs would differ in the high probability framework. One motivation for this framework comes from information transmission systems, where it is customary to formulate problems in terms of asymptotically vanishing probability of error. An application of our results to a class of compound arbitrarily varying channels is given.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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