A PDE Approach to the Prediction of a Binary Sequence with Advice from Two History‐Dependent Experts
From MaRDI portal
Publication:6049739
DOI10.1002/cpa.22071zbMath1522.91021arXiv2007.12732OpenAlexW3043852855WikidataQ114238002 ScholiaQ114238002MaRDI QIDQ6049739
Robert V. Kohn, Nadejda Drenska
Publication date: 11 October 2023
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.12732
Noncooperative games (91A10) 2-person games (91A05) Multistage and repeated games (91A20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
Cites Work
- The obstacle problem for the \(p\)-Laplacian via optimal stopping of tug-of-war games
- Tug-of-war with noise: a game-theoretic view of the \(p\)-Laplacian
- A new look at the de Bruijn graph
- Potential-based algorithms in on-line prediction and game theory
- On prediction of individual sequences
- Drifting games and Brownian motion
- Prediction with expert advice: a PDE perspective
- Asymptotically optimal strategies for online prediction with history-dependent experts
- Tug-of-war and the infinity Laplacian
- A finite difference approach to the infinity Laplace equation and tug-of-war games
- A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations
- Tug-of-War and Infinity Laplace Equation with Vanishing Neumann Boundary Condition
- A deterministic‐control‐based approach motion by curvature
- Prediction, Learning, and Games
- Unnamed Item
- Unnamed Item
