Some Aspects of Information Theory in Gambling and Economics

DOI10.1007/978-3-642-35443-4_5MaRDI QIDQ2950558zbMATH OpenOpenAlexFDO

Authors Hai Quang Dinh

Publication date 9 October 2015

Published in Uncertainty Analysis in Econometrics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-35443-4_5

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Information theory (general) (94A15) Probabilistic games; gambling (91A60)

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Cites work

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• A Mathematical Theory of Communication
• Capacity Region of the Finite-State Multiple-Access Channel With and Without Feedback
• Capacity results for the discrete memoryless network
• Competitive Optimality of Logarithmic Investment
• Control Under Communication Constraints
• Error detecting and error correcting codes
• Finite State Channels With Time-Invariant Deterministic Feedback
• Game-Theoretic Optimal Portfolios
• Interpretations of Directed Information in Portfolio Theory, Data Compression, and Hypothesis Testing
• Source Coding With Feed-Forward: Rate-Distortion Theorems and Error Exponents for a General Source
• The Capacity of Channels With Feedback
• Universal Portfolios
• Universal portfolios with side information

Cited in

(5)

• Jarzynski-type equalities in gambling: role of information in capital growth
• Analogy between gambling and measurement-based work extraction
• Universal schemes for prediction, gambling and portfolio selection
• Stochastic complexity, channel capacity, and universal portfolio
• Parimutuel betting under asymmetric information

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