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    ECCC
    2006
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    Efficient Algorithms for Online Game Playing and Universal Portfolio Management
    13 years 4 months ago
    Efficient Algorithms for Online Game Playing and Universal Portfolio Management
    Download  www.cs.princeton.edu
    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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