A wide range no-regret theorem
AbstractIn a sequential decision problem at any stage a decision maker, based on the history, takes a decision and receives a payoff which depends also on the realized state of nature. A strategy, f, is said to be as good as an alternative strategy g at a sequence of states, if in the long run f does, on average, at least as well as g does. It is shown that for any distribution, P, over the alternative strategies there is a strategy f which is, at any sequence of states, as good as P-almost any alternative g.
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Bibliographic InfoArticle provided by Elsevier in its journal Games and Economic Behavior.
Volume (Year): 42 (2003)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/locate/inca/622836
Other versions of this item:
- C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
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