Dynamic benchmark targeting

DOI10.1016/J.JET.2017.02.004zbMath1400.91144OpenAlexW2589599852MaRDI QIDQ2397633

Karl H. Schlag, Andriy Zapechelnyuk

Publication date: 23 May 2017

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10023/15847

zbMATH Keywords

forecast combinationregret minimizationdynamic consistencyexpertsnon-Bayesian decision making

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (1)

Prior‐free dynamic allocation under limited liability

Cites Work

• Unnamed Item
• Unnamed Item
• Handbook of economic forecasting. Volume 1
• Consistency and cautious fictitious play
• An analog of the minimax theorem for vector payoffs
• Collusive behavior in noncooperative epsilon-equilibria of oligopolies with long but finite lives
• The weighted majority algorithm
• Potential-based algorithms in on-line prediction and game theory
• A wide range no-regret theorem
• Regret in the on-line decision problem
• Adaptive game playing using multiplicative weights
• Conditional universal consistency.
• Learning in extensive-form games: Experimental data and simple dynamic models in the intermediate term
• Approachability with bounded memory
• Contemporaneous perfect epsilon-equilibria
• Online trading algorithms and robust option pricing
• Better-Reply Dynamics with Bounded Recall
• A Randomization Rule for Selecting Forecasts
• A Simple Adaptive Procedure Leading to Correlated Equilibrium
• Experience-weighted Attraction Learning in Normal Form Games
• 10.1162/1532443041424328
• Routing without regret
• Probability Inequalities for Sums of Bounded Random Variables
• Prediction, Learning, and Games
• A general class of adaptive strategies

This page was built for publication: Dynamic benchmark targeting