Dynamic benchmark targeting

DOI10.1016/J.JET.2017.02.004MaRDI QIDQ2397633zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 3128728 (Why is no real title available?)
• scientific article; zbMATH DE number 1306865 (Why is no real title available?)
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• Conditional universal consistency.
• Consistency and cautious fictitious play
• Contemporaneous perfect epsilon-equilibria
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• Handbook of economic forecasting. Volume 1
• Learning in extensive-form games: Experimental data and simple dynamic models in the intermediate term
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• Routing without regret, on convergence to Nash equilibria of regret-minimizing algorithms in routing games
• The weighted majority algorithm

Cited in

(2)

• Benchmarking
• Prior‐free dynamic allocation under limited liability

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