Regret in the on-line decision problem

Regret in the on-line decision problem
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DOI:
10.1006/game.1999.0740
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发表时间:
1999-10-01
影响因子:
1.1
通讯作者:
Vohra, R
Vohra, R
中科院分区:
经济学3区
文献类型:
--
作者:
Foster, DP;Vohra, R

文献摘要

被引文献

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在每一个时间点,决策者必须做出决定。在一个时期内,决策的收益取决于决策本身以及当时世界的状态。困难在于,必须在关于世界将获得何种状态的任何知识(即使是概率知识)之前做出决定。来自不同学科的一系列问题都可以用这种方式来构建。在本文中,我们调查的主要结果,以及他们的一些应用。经济文献分类号:C70、C73。(C)北京:科学出版社.
At each point in time a decision maker must make a decision. The payoff in a period from the decision made depends on the decision as well as on the stale 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 applications. Journal of Economic Literature Classification Numbers: C70, C73. (C) 1999 Academic Press.