Optimal allocation strategies for the dark pool problem

Journal of Machine Learning Research

Volumn 9, Issue , 2010, Pages 9-16

  Agarwal, Alekh ^a   Bartlett, Peter ^a   Dama, Max ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

OPTIMAL ALLOCATION;

ARTIFICIAL INTELLIGENCE; OPTIMIZATION;

LAKES;

EID: 84862282885     PISSN: 15324435     EISSN: 15337928     Source Type: Journal    
DOI: None     Document Type: Conference Paper

References (10)

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3. Agarwal, A., Bartlett, P. L., and Dama, M. (2009). Optimal allocation strategies for the dark pool problem. CoRR, arXiv preprint, abs/1003.2245.
4. Auer, P., Cesa-Bianchi, N., Freund, Y., and Schapire, R. E. (2003). The nonstochastic multiarmed bandit problem. SIAM J. Comput., 32(1):48-77.
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7. Ganchev, K., Kearns, M., Nevmyvaka, Y., and Vaughan, J. W. (2009). Censored exploration and the dark pool problem. In Proceedings of Uncertainity in Artificial Intelligence, UAI 2009.
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9. Huh, W. T. and Rusmevichientong, P. (2009). A nonparametric asymptotic analysis of inventory planning with censored demand. Math. Oper. Res., 34(1):103-123.
10. Littlestone, N. and Warmuth, M. K. (1994). The weighted majority algorithm. Inf. Comput., 108(2):212-261.