Related papers: Minimax representation of nonexpansive functions a…

We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…

We investigate a class of composite nonconvex functions, where the outer function is the sum of univariate extended-real-valued convex functions and the inner function is the limit of difference-of-convex functions. A notable feature of…

This work considers minimizing a sum of convex functions, each with potentially different structure ranging from nonsmooth to smooth, Lipschitz to non-Lipschitz. Nesterov's universal fast gradient method provides an optimal black-box…

We study two-player zero-sum recursive games with a countable state space and finite action spaces at each state. When the family of $n$-stage values $\{v_n,n\geq 1\}$ is totally bounded for the uniform norm, we prove the existence of the…

Definable zero-sum stochastic games involve a finite number of states and action sets, reward and transition functions that are definable in an o-minimal structure. Prominent examples of such games are finite, semi-algebraic or globally…

We show a Dvoretsky-Rogers type Theorem for the adapted version of the $q$-summing operators to the topology of the convergence of the vector valued integrals on Banach function spaces. In the pursuit of this objective we prove that the…

We develop an approach for estimating models described via conditional moment restrictions, with a prototypical application being non-parametric instrumental variable regression. We introduce a min-max criterion function, under which the…

Exhausters are families of compact, convex sets which provide minmax or maxmin representations of positively homogeneous functions and they are efficient tools for the study of nonsmooth function. Upper and lower exhausters of positively…

There are presented certain results on extending continuous linear operators defined on spaces of E-valued continuous functions (defined on a compact Hausdorff space X) to linear operators defined on spaces of E-valued measurable functions…

This paper develops a unified framework for zero-sum games in which both the pure strategies and the payoff matrices contain complex-valued entries. By leveraging a linear isomorphism between complex and real vector spaces, we extend key…

Given an Euclidean space, this paper elucidates the topological link between the partial derivatives of the Minkowski functional associated to a set (assumed to be compact, convex, with a differentiable boundary and a non-empty interior)…

Theorem 1 of [14], a minimax result for functions $f:X\times Y\to {\bf R}$, where $Y$ is a real interval, was partially extended to the case where $Y$ is a convex set in a Hausdorff topological vector space ([15], Theorem 3.2). In doing…

The minimax theory for estimating linear functionals is extended to the case of a finite union of convex parameter spaces. Upper and lower bounds for the minimax risk can still be described in terms of a modulus of continuity. However in…

We formulate a multi-valued version of the Tietze-Urysohn extension theorem. Precisely, we prove that any upper semicontinuous multi-valued map with nonempty closed convex values defined on a closed subset (resp. closed perfectly normal…

Functions with uniform sublevel sets can represent orders, preference relations or other binary relations and thus turn out to be a tool for scalarization that can be used in multicriteria optimization, decision theory, mathematical…

We investigate a structured class of nonconvex-nonconcave min-max problems exhibiting so-called \emph{weak Minty} solutions, a notion which was only recently introduced, but is able to simultaneously capture different generalizations of…

Let $X$ be a possibly non-reduced space of pure dimension. We introduce an essentially intrinsic pointwise Hermitian norm on smooth $(0,*)$-forms, in particular on holomorphic functions, on $X$. We prove that the space of holomorphic…

Shapley operators of undiscounted zero-sum two-player games are order-preserving maps that commute with the addition of a constant. We characterize the fixed point sets of Shapley operators, in finite dimension (i.e., for games with a…

Let $\Delta_m$ be the standard $m$-dimensional simplex of non-negative $m+1$ tuples that sum to unity and let $S$ be a nonempty subset of $\Delta_m$. A real valued function $h$ defined on a convex subset of a real vector space is $S$-almost…

We consider an optimization problem with positively homogeneous functions in its objective and constraint functions. Examples of such positively homogeneous functions include the absolute value function and the $p$-norm function, where $p$…