A data-driven sender can learn a near-optimal decision-calibrated predictor without knowing the prior, but the proof as written has a critical Lagrangian error and the Bayesian benchmark is restricted by construction.
Commitment without regrets: Online learning in stackelberg security games
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Persuasive Prediction via Decision Calibration
A data-driven sender can learn a near-optimal decision-calibrated predictor without knowing the prior, but the proof as written has a critical Lagrangian error and the Bayesian benchmark is restricted by construction.