A tree-weighting approach to sequential decision problems with multiplicative loss (Q551626)

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scientific article; zbMATH DE number 5929446
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A tree-weighting approach to sequential decision problems with multiplicative loss
scientific article; zbMATH DE number 5929446

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    A tree-weighting approach to sequential decision problems with multiplicative loss (English)
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    21 July 2011
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    universal
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    convex-combination
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    portfolio
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    investment
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    context-tree
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    piecewise models
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