I am not an expert, I just think it's a big field, with a lot of work done in it. There's an entire journal called "Information Fusion" for example (though I don't think highly of Dempster-Schafer stuff).

The best exemplar I can point to is Freund and Schapire's "Adaptive game playing using multiplicative weights": http://cseweb.ucsd.edu/~yfreund/papers/games_long.pdf

Another possibly-decent review is Blum and Mansour's chapter on regret minimization: www.cs.cmu.edu/~avrim/Papers/regret-chapter.pdf