Christian Kroer: Online Convex Optimization and Game Solving
Speaker: Christian Kroer
Speaker’s bio: http://www.columbia.edu/~ck2945/
Date: 08-03-21 10:30AM EST
Link: Lecture
Abstract
I will introduce some basics of game theory: Nash equilibrium and the special case of minimax theorems. Then, I will introduce the idea of online convex optimization, and show how this leads to constructive proofs of minimax theorems, as well as a practical method for solving real-world large-scale games.
Reading: Boyd and Vandenberghe https://web.stanford.edu/~boyd/cvxbook/
Basics of convex optimization: Ch. 2.1-2.3, 3.1-3.3 If you have the time: 5.1-5.5, 4.1-4..4