Dynamic benchmark targeting
From MaRDI portal
Publication:2397633
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
Related Items (1)
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