Stochastic complexity, channel capacity, and universal portfolio

MaRDI QIDQ3067599zbMATH OpenFDO

Authors Jun-ichi Takeuchi

Publication date 21 January 2011

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

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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