Hedging under uncertainty: regret minimization meets exponentially fast convergence (Q681880)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Hedging under uncertainty: regret minimization meets exponentially fast convergence |
scientific article; zbMATH DE number 6837653
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hedging under uncertainty: regret minimization meets exponentially fast convergence |
scientific article; zbMATH DE number 6837653 |
Statements
Hedging under uncertainty: regret minimization meets exponentially fast convergence (English)
0 references
13 February 2018
0 references
dominated strategies
0 references
exponential weights
0 references
Nash equilibrium
0 references
no-regret learning
0 references
0.7631746530532837
0 references
0.7629919648170471
0 references
0.7602319121360779
0 references
0.7601768374443054
0 references
0.747923731803894
0 references
