An Easier Way to Calibrate

Games and Economic Behavior

Volumn 29, Issue 1, 1999, Pages 131-137

  Fudenberg, Drew ^a   Levine, David K ^b  

^a HARVARD UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0037539110     PISSN: 08998256     EISSN: None     Source Type: Journal    
DOI: 10.1006/game.1999.0726     Document Type: Article

References (14)

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2. Blackwell, D. (1956a). "An Analog of the Minimax Theorem for Vector Payoffs," Pacific J. Math. 6, 1-8.
3. Blackwell, D. (1956b). "Controlled Random Walks," in Proceedings International Congress of Mathematicians, Vol. 3, pp. 336-338, Amsterdam: North-Holland.
4. Blackwell, D., and Dubins, L. (1962). "Merging of Opinions with Increasing Information," Ann. Math. Statist. 38, 882-886.
5. Dawid, A. P. (1982). "The Well-Calibrated Bayesian," J. Amer. Statist. Assoc. 77, 605-613.
6. Dawid, A. P. (1985). "The Impossibility of Inductive Inference," J Amer. Statist. Assoc. 80, 340-341.
7. Foster, D. (1999). "A Proof of Calibration via Blackwell's Approachability Theorem," Games Econ. Behavior 29, 73-78.
8. Foster, D., and Vohra, R. (1994). "Asymptotic Calibration," Wharton, mimeo.
9. Fudenberg, D., and Levine, D. K. (1995). "Consistency and Cautious Fictitious Play," J. Econ. Dynam. Control 19, 1065-1090.
10. Hannan, J. F. (1957). The Dynamic Theory of Decision and Games, unpublished.
11. Hart, S., and Mas-Colell, A. (1996). "A Simple Adaptive Procedure Leading to Correlated Equilibrium," Hebrew University of Jerusalem, mimeo.
12. Kalai, E., Lehrer, E., and Smorodinsky, R. (1999). "Calibrated Forecasting and Merging," Games Econ. Behavior 29, 151-169.
13. Oakes, D. (1985). "Self-Calibrating Priors Do Not Exist," J. Amer. Statist. Assoc. 80.
14. Robbins, H. E. (1951). "Asymptotically Subminimax Solutions of Compound Statistical Decision Problems," in Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, University of California Press.