Fenchel coupling
WebDec 10, 2024 · coupling collects all terms of Fenchel’s inequality [18], so we have F η ( p , y ) ≥ 0 with equality if and only if p i = Q i ( η i y i ). Moreover, F ( p , y ) enjo ys the key comparison ...
Fenchel coupling
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WebFenchel coupling ·Nash equilibrium The authors are indebted to the associate editor and two anonymous referees for their detailed suggestions and remarks. The paper has also … WebApr 21, 2024 · We present potential applications of the so-called one-sided linear couplings – a class that encompasses the Fenchel coupling of (standard) convex analysis. We start by extending the mirror descent algorithm. Then, turning to the Capra (constant along primal rays) coupling as a particular case, we provide explicit formulations for the Capra ...
WebFeb 26, 2024 · 1 Answer. Let g be a convex function, and h be a concave function. By Fenchel's duality theorem: Taking g ( x) = f ( x) + I C ( x) and using the well known theorem that the conjugate of the sum is the infimum convolution gives the desired result. WebAbstract. We investigate a class of reinforcement learning dynamics where players adjust their strategies based on their actions’ cumulative payoffs over time—specifically, by playing mixed strategies that maximize their expected cumulative payoff minus a regularization term. A widely studied example is exponential reinforcement learning, a ...
Webof an inf-convolution. The classical Fenchel conjugate was extended by J. J. Moreau [10], by replacing the bilinear pairing, between a vector space and its dual, with a more gen … Web2 P. MERTIKOPOULOS AND W. H. SANDHOLM 1. Introduction “Reinforcement learning” has become a catch-all term for learning in recurring decision processes where the agents’ future choice probabilities are shaped by in-
WebThis is a strong result, achieved by using a suite of very current proof techniques - lambda-Fenchel couplings serving as primula-dual Bregman divergences and associated tools. …
WebThe Fenchel family name was found in the USA, the UK, and Scotland between 1861 and 1920. The most Fenchel families were found in USA in 1920. In 1880 there were 7 … is there a jellyfish that lives foreverWebIn this paper, we examine a class of non-convex stochastic optimization problems which we call variationally coherent, and which properly includes pseudo-/quasiconvex and star-convex optimization problems. To solve such problems, we focus on the ihss illinois medicaidWebDefinition of Fenchel in the Definitions.net dictionary. Meaning of Fenchel. What does Fenchel mean? Information and translations of Fenchel in the most comprehensive … is there a jellyfish that never diesWebOct 18, 2024 · The stability of our resulting primal-dual optimization dynamics is analyzed by constructing a Lyapunov function, which is exactly the Fenchel coupling of the Bregman function; for details, refer the explicit form of our Lyapunov function in the proof of Theorem 3. The construction of a new Lyapunov function and the corresponding stability ... is there a jeff the killer movieWebWe also remark that shifting yby a constant does not change the Fenchel-coupling for our particulardynamics. Since xinthedefinitionofh∗ i isaprobabilityvector,increasing ybyc·1 causesh∗ i toincreasebycwhile−hy i,x∗iidecreasesbycandasaresult,theFenchel-couplingdoes notchangewithconstantshiftstoy i. 5 is there a jersey mike near meWebApr 9, 2024 · We study the equality case, after having established the classical Fenchel inequality but with a general coupling. % We display several applications. We provide a … ihss in butte countyWebMirror Descent Learning in Continuous Games Zhengyuan Zhou, Panayotis Mertikopoulos, Aris L. Moustakas, Nicholas Bambos, and Peter Glynn Abstract—Online Mirror Descent (OMD) is an important and ihss incentive pay