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Regret in the On-line Decision Problem (1997)  (Make Corrections)  (38 citations)
Dean P. Foster, Rakesh Vohra



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Abstract: At each point in time a decision maker must choose a decision. The payoff in a period from the decision chosen depends on the decision as well as the state of the world that obtains at that time. The difficulty is that the decision must be made in advance of any knowledge, even probabilistic, about which state of the world will obtain. A range of problems from a variety of disciplines can be framed in this way. In this paper we survey the main results obtained as well as some of their... (Update)

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BibTeX entry:   (Update)

D. Foster and R. Vohra. Regret in the on-line decision problem. In Something for Nothing Workshop, May 1995. http://citeseer.ist.psu.edu/foster97regret.html   More

@misc{ foster95regret,
  author = "D. Foster and R. Vohra",
  title = "Regret in the on-line decision problem",
  text = "D. Foster and R. Vohra. Regret in the on-line decision problem. In Something
    for Nothing Workshop, May 1995.",
  year = "1995",
  url = "citeseer.ist.psu.edu/foster97regret.html" }
Citations (may not include all citations):
509   A decision-theoretic generalization of on-line learning and .. - Freund, Schapire - 1995
261   The weighted majority algorithm - Littlestone, Warmuth - 1994
137   Games and Decisions (context) - Luce, Raiffa - 1957
133   Aggregating Strategies (context) - Vovk - 1990
81   Universal prediction of individual sequences (context) - Feder, Mehrav et al. - 1992
59   Gambling in a rigged casino: The adversarial multi-armed ban.. - Auer, Cesa-Bianchi et al. - 1995
51   How to use expert advice (context) - Cesa-Bianchi, Freund et al. - 1993
33   Learning Probabilistic Prediction Functions (context) - DeSantis, Markowski et al. - 1988
28   A Simple Adaptive Procedure leading to Correlated Equilibriu.. (context) - Hart, Mas-Colell - 1996
27   Tight worst-case loss bounds for predicting with expert advi.. - Haussler, Kivinen et al. - 1995
23   Universal portfolios - Cover - 1991
19   Prediction in the worst-case (context) - Foster - 1991
15   Using experts for predicting continuous outcomes (context) - Kivinen, Warmuth - 1993
14   An analog of the minimax theorem for vector payoffs (context) - Blackwell - 1956
12   Approximate methods for sequential decision making using exp.. (context) - Chung - 1994
11   On repeated games with incomplete information played by non-.. (context) - Megiddo - 1980
10   Controlled random walks (context) - Blackwell - 1956
7   Choice without beliefs - Easley, Rustichini - 1995
7   Asymptotic Calibration - Foster, Vohra - 1995
4   Game Theory, On-line Prediction and Boosting - Freund, Schapire - 1996
4   Universal consistency and cautious fictitious play (context) - Fudenberg, Levine - 1995
1   An easier way to calibrate - Fudenberg, Levine - 1995
1   A randomized rule for selecting forecasts (context) - Foster, Vohra - 1993
1   Universal conditional consistency (context) - Fudenberg, Levine - 1995
1   On pseudo-games (context) - Banos - 1968
1   Approximation to bayes risk in repeated plays (context) - Hanan - 1957
1   line Computation (context) - Irani, Karlin - 1996
1   personal communication (context) - Hart - 1995



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Documents on the same site (http://diskworld.wharton.upenn.edu/research/vita.html):   More
Calibration and Empirical Bayes Variable Selection - George, Foster (1997)   (Correct)
Local Asymptotics and the Minimum Description Length - Foster, Stine (1998)   (Correct)
Learning, Hypothesis Testing, and Nash Equilibrium - Foster, Young   (Correct)

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