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ECCC
2006
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ECCC 2006
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Efficient Algorithms for Online Game Playing and Universal Portfolio Management
15 years 2 months ago
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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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