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The strong law of large numbers for sequential decisions under uncertainty
6 references·2 citing·28 second hop
The strong law of large numbers for sequential decisions under uncertainty (1994)The strong law of large numbers for seque…Controlled Random Walks (2010)Controlled Random WalksUniversal Portfolios (1991)Universal PortfoliosGame-Theoretic Optimal Portfolios (1988)Game-Theoretic Optimal Portfo…Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment (1988)Asymptotic Optimality and Asy…Bayesian Model of Decision-Making as a Result of Learning From Experience (1969)Bayesian Model of Decision-Ma…An analog of the minimax theorem for vector payoffs (1956)An analog of the minimax theo…Sequential Prediction of Unbounded Stationary Time Series (2007)Sequential Prediction of Unbo…A simple randomized algorithm for sequential prediction of ergodic time series (1999)A simple randomized algorithm…Empirical Bayes stock market portfolios (1986)A General Class of Adaptive Strategies (2001)Minimizing Regret With Label Efficient Prediction (2005)Online Learning with Sample Path Constraints (2009)Theory of games and economic behavior (2019)Theory of Games and Economic Behavior (1945)Game theory, on-line prediction and boosting (1996)Adaptive Game Playing Using Multiplicative Weights (1999)A Game of Prediction with Expert Advice (1998)Adaptive and self-confident on-line learning algorithms (2002)Prediction, Learning, and Games (2006)Machine Learning for Financial Engineering (2011)General Proof that Diversification Pays (1967)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Chapter 3 Capital growth theory (1995)The efficiency of investment information (1998)Long-term capital growth: the good and bad properties of the Kelly and fractional Kelly capital growth criteria (2010)AGGREGATING STRATEGIES (1990)How to use expert advice (1997)Analysis of Two Gradient-Based Algorithms for On-Line Regression (1999)Portfolio Selection (1952)A Simplified Model for Portfolio Analysis (1963)Essays in the Theory of Risk-Bearing. (1972)Efficient algorithms for online decision problems (2004)Robust Dynamic Programming (2005)Universal portfolios with side information (1996)Do Markets Favor Agents able to Make Accurate Predictions? (2000)The numéraire portfolio in semimartingale financial models (2007)
this work references cited by second hop

References

  • 1956An analog of the minimax theorem for vector payoffs740 cited
  • 1991Universal Portfolios581 cited
  • 1988Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment343 cited
  • 1988Game-Theoretic Optimal Portfolios96 cited
  • 2010Controlled Random Walks90 cited
  • 1969Bayesian Model of Decision-Making as a Result of Learning From Experience4 cited

Cited by

  • 1999A simple randomized algorithm for sequential prediction of ergodic time series46 cited
  • 2007Sequential Prediction of Unbounded Stationary Time Series39 cited

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