scientific article; zbMATH DE number 66189

MaRDI QIDQ4010795zbMATH OpenFDO

Authors Bertram M. Schreiber, Raoul Le Page

Publication date 27 September 1992

zbMATH Keywords

martingaleKelly-Breiman principlemaximizing expectations of logarithmsminimum conditional entropy estimatorsnon-finite gamesrapidly convergent estimator sequencesrepeated independent plays with reinvestment of resources

Mathematics Subject Classification ID

Sequential estimation (62L12) Applications of game theory (91A80) Other game-theoretic models (91A40)

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Cited in

(2)

• A simple strategy of behavior in a stationary medium with exponential guaranteed convergence rate
• On optimum strategies for minimizing the exponential moments of a loss function

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