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Electronic Colloquium on Computational Complexity

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All reports by Author Amit Agarwal:

TR06-033 | 2nd March 2006
Amit Agarwal, Elad Hazan

Efficient Algorithms for Online Game Playing and Universal Portfolio Management

A natural algorithmic scheme in online game playing is called `follow-the-leader', first proposed by Hannan in the 1950's. Simply stated, this method advocates the use of past history to make future predictions, by using the optimal strategy so far as the strategy for the next game iteration. Randomized variations on ... more >>>

ISSN 1433-8092 | Imprint