The multiplicative weights update method is a design paradigm for algorithms that is used in many different areas of theoretical computer science and machine learning.
A famous survey by Arora, Hazan, and Kale provides an excellent overview over the method and its applications. Together with Nabil Mustafa, we are currently working on a monograph that explores the method in more detail. I will give an overview of the method and share some nuggets that we encountered.
Based on joint work with Nabil Mustafa.