IEOR8100: Economics, AI, and Optimization Lecture 3 and 4: Online Convex Optimization

Last time we learned about general-sum games, dominant-strategy solutions, Nash equilibrium, and the special case of zero-sum games. At the end of the lecture we learned the basics of regret minimization. Today we will dig deeper into that topic, and learn the more general online convex optimization (OCO) framework. We will then finish by proving Sion’s minimax theorem via OCO.