How to combine expert (or novice) advice when actions impact the environment

Advances in Neural Information Processing Systems

Volumn , Issue , 2004, Pages

  De Farias, Daniela Pucci ^a   Megiddo, Nimrod ^b  

^a Massachusetts Institute of Technology Cambridge   (United States)

^b IBM ALMADEN RESEARCH CENTER   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

GAME THEORY;

FIXED SEQUENCE; LONG-TERM EFFECTS; NON-COOPERATIVE; PRISONER'S DILEMMA GAME; REGRET MINIMIZATION; REPEATED GAMES;

ALGORITHMS;

EID: 33845304828     PISSN: 10495258     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (5)

1. Auer, P., Cesa-Bianchi, N., Freund, Y. & Schapire, R.E. (1995) Gambling in a rigged casino: The adversarial multi-armed bandit problem. In Proc. 36th Annual IEEE Symp. on Foundations of Computer Science, pp. 322-331, Los Alamitos, CA: IEEE Computer Society Press.
2. Freund, Y. & Schapire, R.E. (1999) Adaptive game playing using multiplicative weights. Games and Economic Behavior 29:79-103.
3. Foster, D. & Vohra, R. (1999) Regret and the on-line decision problem. Games and Economic Behavior 29:7-35.
4. Fudenberg, D. & Levine, D.K. (1997) The Theory of Learning in Games. Cambridge, MA: The MIT Press.
5. Littlestone, N. & Warmuth, M.K. (1994) The weighted majority algorithm. Information and Computation 108 (2):212-261.