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    ECCC
    2006
    218views more  ECCC 2006»
    Efficient Algorithms for Online Game Playing and Universal Portfolio Management
    13 years 5 months ago
    Efficient Algorithms for Online Game Playing and Universal Portfolio Management
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    We introduce a new algorithm and a new analysis technique that is applicable to a variety of online optimization scenarios, including regret minimization for Lipschitz regret func...
    Amit Agarwal, Elad Hazan
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