We study the question of how long it takes players to reach a Nash equilibrium in "uncoupled" setups, where each player initially knows only his own payoff function. We derive lower bounds on the number of bits that need to be transmitted in order to reach a Nash equilibrium, and thus also on...

We apply gradient strategy methods, developed in the literature on robust optimization, approachability and calibration, to develop new bounds for option prices. While this literature focuses on asymptotic performance, we provide a financial interpretation of these methods by demonstrating how...