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Adaptive Game Playing Using Multiplicative Weights

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  • Freund, Yoav
  • Schapire, Robert E.

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  • Freund, Yoav & Schapire, Robert E., 1999. "Adaptive Game Playing Using Multiplicative Weights," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 79-103, October.
    • Handle: RePEc:eee:gamebe:v:29:y:1999:i:1-2:p:79-103
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    References listed on IDEAS

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    1. Foster, Dean P. & Vohra, Rakesh, 1999. "Regret in the On-Line Decision Problem," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 7-35, October.
    2. Fudenberg, Drew & Levine, David K., 1995. "Consistency and cautious fictitious play," Journal of Economic Dynamics and Control, Elsevier, vol. 19(5-7), pages 1065-1089.
    3. Serge A. Plotkin & David B. Shmoys & Éva Tardos, 1995. "Fast Approximation Algorithms for Fractional Packing and Covering Problems," Mathematics of Operations Research, INFORMS, vol. 20(2), pages 257-301, May.
    4. David P. Helmbold & Robert E. Schapire & Yoram Singer & Manfred K. Warmuth, 1998. "On‐Line Portfolio Selection Using Multiplicative Updates," Mathematical Finance, Wiley Blackwell, vol. 8(4), pages 325-347, October.
    5. Dean P. Foster & Rakesh V. Vohra, 1993. "A Randomization Rule for Selecting Forecasts," Operations Research, INFORMS, vol. 41(4), pages 704-709, August.
    6. Thomas M. Cover, 1991. "Universal Portfolios," Mathematical Finance, Wiley Blackwell, vol. 1(1), pages 1-29, January.
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