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Daniel Rosel
2026-02-15 17:10:13 +01:00
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paper/src/chapters/03-methodology.tex
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@@ -316,6 +316,7 @@ This yields two centroid-like heuristics that guide contamination estimation at
In implementation, we maintain an alternating game-history stack (our \textit{Limbo} stack) and execute it explicitly every epoch with exactly two transitions: first the platform publishes a price vector (leader move), then the market responds with trajectory-derived demand (follower move).
% Mention discretized action space and the clipping and over shotting in continuous action spaces
% Also talk about catastrophic economics, we add termination on bankrupcy or zero demand so market collaps
\subsubsection{Ambiguity Set Construction}
We define an ambiguity set $\mathcal{U}_\epsilon(\hat{P}_N)$ centered around our empirical reference distribution $\hat{P}_N$ (derived from the generator $\mathcal{G}$). We utilize the Wasserstein distance metric to define the set of plausible demand distributions the agent might face: