DocumentCode
2623817
Title
Sequential decision making using expert advice
Author
Chung, Tae Hun
Author_Institution
Dept. of Electr. Eng., Stanford Univ., CA
fYear
1994
fDate
27 Jun-1 Jul 1994
Firstpage
261
Abstract
Presents a theory for sequentially choosing decisions by combining the suggestions of a fixed number of experts. the author takes a game theoretic approach and attempts to do as well as the best expert under worst case assumptions. Surprisingly, it is possible to do as well as if one knows the statistics of the system in advance. The author applies these results to the problem of how to gamble on a sequence of letters drawn from a finite alphabet
Keywords
decision theory; game theory; sequences; sequential estimation; expert advice; finite alphabet; gambling; game theoretic approach; letter sequence; sequential decision making; sequentially choosing decisions; statistics; worst case assumptions; Decision making; Game theory; History; Probability distribution; Statistics; Zinc;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory, 1994. Proceedings., 1994 IEEE International Symposium on
Conference_Location
Trondheim
Print_ISBN
0-7803-2015-8
Type
conf
DOI
10.1109/ISIT.1994.395001
Filename
395001
Link To Document