• DocumentCode
    2385103
  • Title

    On sequential strategies for loss functions with memory

  • Author

    Merhav, Neri ; Ordentlich, Erik ; Seroussi, Gadiel ; Weinberger, Marcelo J.

  • Author_Institution
    Dept. of Electr. Eng., Technion-Israel Inst. of Technol., Haifa, Israel
  • fYear
    2000
  • fDate
    2000
  • Firstpage
    70
  • Abstract
    The sequential decision problem is studied for loss functions with memory and finite action spaces. Based on the theory of Markov decision processes (MDP´s), off-line reference strategies are characterized. An infinite horizon on-line strategy, with corresponding normalized “regret” which is upper-bounded by an O(n-1/3) term for an arbitrary individual sequence of observations of length n, is derived
  • Keywords
    Markov processes; decision theory; functions; information theory; sequences; Markov decision processes; finite action spaces; infinite horizon on-line strategy; loss functions with memory; normalized regret; off-line reference strategies; sequential decision problem; Costs; Infinite horizon; Laboratories;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory, 2000. Proceedings. IEEE International Symposium on
  • Conference_Location
    Sorrento
  • Print_ISBN
    0-7803-5857-0
  • Type

    conf

  • DOI
    10.1109/ISIT.2000.866360
  • Filename
    866360
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2385103