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Found 4 papers, 1 papers with code
Relative utility bounds for empirically optimal portfolios
We consider a single-period portfolio selection problem for an investor, maximizing the expected ratio of the portfolio utility and the utility of a best asset taken in hindsight.
Robbins-Monro conditions for persistent exploration learning strategies
The restrictions are imposed on the functional dependence of the learning rate on the local and global clocks.
PDE approach to the problem of online prediction with expert advice: a construction of potential-based strategies
We consider a sequence of repeated prediction games and formally pass to the limit.
Asymptotic sequential Rademacher complexity of a finite function class
For a finite function class we describe the large sample limit of the sequential Rademacher complexity in terms of the viscosity solution of a $G$-heat equation.
