Stochastic complexity, channel capacity, and universal portfolio

zbMATH Open1203.94078MaRDI QIDQ3067599FDOQ3067599

Authors: Jun-ichi Takeuchi 

Publication date: 21 January 2011

Full work available at URL: http://gcoe-mi.jp/english/./temp/publish/9cb435651e110f0470ba88207bb0330d.pdf

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zbMATH Keywords

stochastic complexityminimax problemuniversal portfoliochannel capacity

Mathematics Subject Classification ID

Portfolio theory (91G10) Communication theory (94A05) Information theory (general) (94A15) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17) Signaling and communication in game theory (91A28) Economics of information (91B44) Channel models (including quantum) in information and communication theory (94A40)

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