PDE approach to the problem of online prediction with expert advice: a construction of potential-based strategies

2 May 2017Dmitry B. Rokhlin

We consider a sequence of repeated prediction games and formally pass to the limit. The supersolutions of the resulting non-linear parabolic partial differential equation are closely related to the potential functions in the sense of N.\,Cesa-Bianci, G.\,Lugosi (2003)... (read more)

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