A Randomization Rule for Selecting Forecasts
From MaRDI portal
Publication:4272894
DOI10.1287/opre.41.4.704zbMath0785.62091OpenAlexW2071573426MaRDI QIDQ4272894
Dean P. Foster, Rakesh V. Vohra
Publication date: 26 April 1994
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.41.4.704
Related Items
Replicator dynamics: old and new ⋮ Dynamic benchmark targeting ⋮ No-regret algorithms in on-line learning, games and convex optimization ⋮ Playing against no-regret players ⋮ A conversation with James Hannan ⋮ Deterministic calibration and Nash equilibrium ⋮ Note on universal conditional consistency ⋮ Learning in network contexts: experimental results from simulations ⋮ A general class of adaptive strategies ⋮ An extension of play against the random past strategy. Choosing the right experts on IBM forecasts ⋮ A game of prediction with expert advice ⋮ Regret in the on-line decision problem ⋮ Adaptive game playing using multiplicative weights
This page was built for publication: A Randomization Rule for Selecting Forecasts