在线决策问题中的遗憾

Regret in the On-Line Decision Problem

Games and Economic Behavior · 1999
被引 311 · 同刊同年前 4%
人大 AABS 3

中文导读

综述了在线决策问题中关于遗憾的主要结果及其应用,适用于决策者需在未知状态下做出决策的场景。

Abstract

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 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 applications. Journal of Economic Literature Classification Numbers: C70, C73.

在线决策遗憾最小化序贯决策无后悔算法