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Avtomatika i Telemekhanika, 1983, Issue 9, Pages 165–169 (Mi at5222)  
Notes

On convergence of Lewis and Varshavskiy-Vorontsova automaton algorithms

A. V. Nazina, A. S. Poznyak

a Moscow
Full-text PDF (618 kB)
Abstract: The paper is concerned with adaptive choice of options with binary losses. Convergence is studied and the rate of convergence of the well-known automaton algorithms of Lewis and Varshavskiy-Vorontsova that restructure the probability of choosing the options for minimizing the mean losses is estimated.

Received: 14.07.1981
Bibliographic databases:
Document Type: Article
UDC: 65.01
Language: Russian
Citation: A. V. Nazin, A. S. Poznyak, “On convergence of Lewis and Varshavskiy-Vorontsova automaton algorithms”, Avtomat. i Telemekh., 1983, no. 9, 165–169
Citation in format AMSBIB
\Bibitem{NazPoz83}
\by A.~V.~Nazin, A.~S.~Poznyak
\paper On convergence of Lewis and Varshavskiy-Vorontsova automaton algorithms
\jour Avtomat. i Telemekh.
\yr 1983
\issue 9
\pages 165--169
\mathnet{http://mi.mathnet.ru/at5222}
\zmath{https://zbmath.org/?q=an:0548.68053}
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  • https://www.mathnet.ru/eng/at/y1983/i9/p165
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