TY - JOUR
T1 - A wide range no-regret theorem
AU - Lehrer, Ehud
N1 - Funding Information:
✩ This research was partially supported by the Israel Science Foundation, Grant No. 178/9910.0. E-mail address: [email protected].
PY - 2003/1
Y1 - 2003/1
N2 - In a sequential decision problem at any stage a decision maker, based on the history, takes a decision and receives a payoff which depends also on the realized state of nature. A strategy, f, is said to be as good as an alternative strategy g at a sequence of states, if in the long run f does, on average, at least as well as g does. It is shown that for any distribution, μ, over the alternative strategies there is a strategy f which is, at any sequence of states, as good as μ-almost any alternative g.
AB - In a sequential decision problem at any stage a decision maker, based on the history, takes a decision and receives a payoff which depends also on the realized state of nature. A strategy, f, is said to be as good as an alternative strategy g at a sequence of states, if in the long run f does, on average, at least as well as g does. It is shown that for any distribution, μ, over the alternative strategies there is a strategy f which is, at any sequence of states, as good as μ-almost any alternative g.
KW - Approachability
KW - Regret-free strategy
KW - Replacing scheme
KW - Sequential decision problem
UR - http://www.scopus.com/inward/record.url?scp=0038404996&partnerID=8YFLogxK
U2 - 10.1016/S0899-8256(03)00032-0
DO - 10.1016/S0899-8256(03)00032-0
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AN - SCOPUS:0038404996
SN - 0899-8256
VL - 42
SP - 101
EP - 115
JO - Games and Economic Behavior
JF - Games and Economic Behavior
IS - 1
ER -