Adaptive strategies in Kelly’s horse races model

DOI10.1088/1742-5468/ac8e58OpenAlexW4296703175MaRDI QIDQ5043110

Armand Despons, Luca Peliti, David Lacoste

Publication date: 20 October 2022

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.03387

zbMATH Keywords

game theorylearning theorystatistical inferenceoptimization under uncertainty

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (1)

Pareto-optimal trade-off for phenotypic switching of populations in a stochastic environment

Cites Work

• The value of information for populations in varying environments
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• Pareto-optimal trade-off for phenotypic switching of populations in a stochastic environment
• Interpretations of Directed Information in Portfolio Theory, Data Compression, and Hypothesis Testing

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