Finite-time 4-expert prediction problem

DOI10.1080/03605302.2020.1712418OpenAlexW3002311000MaRDI QIDQ5131833

Xin Zhang, Ibrahim Ekren, Erhan Bayraktar

Publication date: 9 November 2020

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.10936

zbMATH Keywords

asymptotic expansioninverse Laplace transformmachine learningregret minimizationexpert advice frameworkJacobi-theta function

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Nonlinear parabolic equations (35K55) Degenerate parabolic equations (35K65) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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Uses Software

• DLMF

Cites Work

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• Prediction with expert advice: a PDE perspective
• User’s guide to viscosity solutions of second order partial differential equations
• How to use expert advice
• Towards Optimal Algorithms for Prediction with Expert Advice
• Prediction, Learning, and Games