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 >>>

Suppose a decision maker has to purchase a commodity over time with
varying prices and demands. In particular, the price per unit might
depend on the amount purchased and this price function might vary from
step to step. The decision maker has a buffer of bounded size for
storing units ... more >>>

We study the online decision problem where the set of available actions varies over time, also called the sleeping experts problem. We consider the setting where the performance comparison is made with respect to the best ordering of actions in hindsight. In this paper, both the payoff function and the ... more >>>