J. Aubin, Mathematical Methods of Game and Economic Theory, 1979.

P. Auer, N. Cesa-bianchi, Y. Freund, and R. E. Schapire, The Nonstochastic Multiarmed Bandit Problem, SIAM Journal on Computing, vol.32, issue.1, pp.48-77, 2002.
DOI : 10.1137/S0097539701398375

P. Auer, N. Cesa-bianchi, and C. Gentile, Adaptive and Self-Confident On-Line Learning Algorithms, Journal of Computer and System Sciences, vol.64, issue.1, 2002.
DOI : 10.1006/jcss.2001.1795

R. J. Aumann, Subjectivity and correlation in randomized strategies, Journal of Mathematical Economics, vol.1, issue.1, pp.67-96, 1974.
DOI : 10.1016/0304-4068(74)90037-8

R. J. Aumann, Correlated Equilibrium as an Expression of Bayesian Rationality, Econometrica, vol.55, issue.1, pp.1-18, 1987.
DOI : 10.2307/1911154

K. Azuma, Weighted sums of certain dependent random variables, Tohoku Mathematical Journal, vol.19, issue.3, pp.357-367, 1967.
DOI : 10.2748/tmj/1178243286

D. Blackwell, An analog of the minimax theorem for vector payoffs, Pacific Journal of Mathematics, vol.6, issue.1, pp.1-8, 1956.
DOI : 10.2140/pjm.1956.6.1

R. Cauty, Solution du probl??me de point fixe de Schauder, Fundamenta Mathematicae, vol.170, issue.3, pp.231-246, 2001.
DOI : 10.4064/fm170-3-2

N. Cesa-bianchi, Y. Freund, D. P. Helmbold, D. Haussler, R. Schapire et al., How to use expert advice, Journal of the ACM, vol.44, issue.3, pp.427-485, 1997.
DOI : 10.1145/258128.258179

N. Cesa-bianchi and G. Lugosi, Potential-based algorithms in on-line prediction and game theory, Machine Learning, p.51, 2003.

S. Ethier and T. Kurtz, Markov processes, 1986.
DOI : 10.1002/9780470316658

D. Foster and R. Vohra, Calibrated Learning and Correlated Equilibrium, Games and Economic Behavior, vol.21, issue.1-2, pp.40-55, 1997.
DOI : 10.1006/game.1997.0595

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.18.5866

D. Foster and R. Vohra, Regret in the On-Line Decision Problem, Games and Economic Behavior, vol.29, issue.1-2, pp.7-36, 1999.
DOI : 10.1006/game.1999.0740

D. Fudenberg and D. Levine, Conditional Universal Consistency, Games and Economic Behavior, vol.29, issue.1-2, pp.104-130, 1999.
DOI : 10.1006/game.1998.0705

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.24.9002

A. Greenwald and A. Jafari, A General Class of No-Regret Learning Algorithms and Game-Theoretic Equilibria, Proceedings of the 16th Annual Conference on Learning Theory and 7th Kernel Workshop, pp.2-12, 2003.
DOI : 10.1007/978-3-540-45167-9_2

S. Hart and A. Mas, A Simple Adaptive Procedure Leading to Correlated Equilibrium, Econometrica, vol.68, issue.5, pp.1127-1150, 2000.
DOI : 10.1111/1468-0262.00153

S. Hart and A. Mas, A General Class of Adaptive Strategies, Journal of Economic Theory, vol.98, issue.1, pp.26-54, 2001.
DOI : 10.1006/jeth.2000.2746

S. Hart and A. Mas, A reinforcement procedure leading to correlated equilibrium, Economic Essays: A Festschrift for Werner Hildenbrand, pp.181-200, 2002.

S. Hart and A. Mas, Uncoupled Dynamics Do Not Lead to Nash Equilibrium, American Economic Review, vol.93, issue.5, pp.1830-1836, 2003.
DOI : 10.1257/000282803322655581

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.295.2898

S. Hart and D. Schmeidler, Existence of Correlated Equilibria, Mathematics of Operations Research, vol.14, issue.1, pp.18-25, 1989.
DOI : 10.1287/moor.14.1.18

F. Hirsch and G. Lacombe, Eléments d'Analyse Fonctionnelle, 1997.

W. Hoeffding, Probability Inequalities for Sums of Bounded Random Variables, Journal of the American Statistical Association, vol.1, issue.301, pp.13-30, 1963.
DOI : 10.1214/aoms/1177730491

A. N. Kolmogorov and V. M. Tikhomirov, ?-entropy and ?-capacity of sets in function spaces, pp.277-364, 1961.

E. Lehrer, Approachability in infinite dimensional spaces, International Journal of Game Theory, vol.31, issue.2, pp.255-270, 1997.
DOI : 10.1007/s001820200115

E. Lehrer, A wide range no-regret theorem, Games and Economic Behavior, vol.42, issue.1, pp.101-115, 2003.
DOI : 10.1016/S0899-8256(03)00032-0

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.594.1056

W. Rudin, Real and Complex Analysis, 1974.