Competitive solutions for on-line financial problems
- 1 January 1998
- book chapter
- Published by Springer Nature
- p. 326-372
- https://doi.org/10.1007/bfb0029576
Abstract
No abstract availableKeywords
This publication has 29 references indexed in Scilit:
- Improved algorithms and analysis for secretary problems and generalizationsPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2002
- Gambling in a rigged casino: The adversarial multi-armed bandit problemPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2002
- Elements of Information TheoryPublished by Wiley ,2001
- Universal portfolios with side informationIEEE Transactions on Information Theory, 1996
- Competitive analysis of financial gamesPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1992
- Universal PortfoliosMathematical Finance, 1991
- Empirical Bayes stock market portfoliosAdvances in Applied Mathematics, 1986
- The Secretary Problem and Its Extensions: A ReviewInternational Statistical Review, 1983
- An analog of the minimax theorem for vector payoffsPacific Journal of Mathematics, 1956
- Equipment Replacement PolicyJournal of the Society for Industrial and Applied Mathematics, 1955