인터넷겜블 | Cases & Studies in Internet Gambling | 网上赌博
- date : 2015-05-20 01:10|hit : 2487
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- Article] Online allocation with risk information
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DocNo of ILP: 4691
Doc. Type: Article
Title: Online allocation with risk information
Authors: Harada, S; Takimoto, E; Maruoka, A
Full Name of Authors: Harada, Shigeaki; Takimoto, Eiji; Maruoka, Akira
Keywords by Author: online learning; resource allocation; Hedge algorithm; aggregating algorithm
Keywords Plus: EXPERT ADVICE; PREDICTION
Abstract: We consider the problem of dynamically apportioning resources among a set of options in a worst-case online framework. The model we investigate is a generalization of the well studied online learning model. In particular, we allow the learner to see as additional information how high the risk of each option is. This assumption is natural in many applications like horse-race betting, where gamblers know odds for all options before placing bets. We apply Vovk's Aggregating Algorithm to this problem and give a tight performance bound. The results support our intuition that it is safe to bet more on low-risk options. Surprisingly, the loss bound of the algorithm does not depend on the values of relatively small risks.
Cate of OECD: Computer and information sciences
Year of Publication: 2006
Business Area: gamble
Detail Business: gamble
Country: Japan
Study Area: prediction, prediction, network & communication, online, gambler, risk
Name of Journal: IEICE TRANSACTIONS ON INFORMATION AND SYSTEMS
Language: English
Country of Authors: Tohoku Univ, Grad Sch Informat Sci, Sendai, Miyagi 9808579, Japan
Press Adress: Harada, S (reprint author), Tohoku Univ, Grad Sch Informat Sci, Sendai, Miyagi 9808579, Japan.
Email Address: t2@ecei.tohoku.ac.jp
Citaion:
Funding:
Lists of Citation: Cesa-Bianchi N, 1999, ANN STAT, V27, P1865; Freund Y, 1997, J COMPUT SYST SCI, V55, P119, DOI 10.1006/jcss.1997.1504; HANNAN J, 1957, APPROXIMATION BAYES, V3; HARADA S, 2006, IN PRESS P COCOON 20; Hutter M, 2004, LECT NOTES ARTIF INT, V3244, P279; Kalai A, 2003, LECT NOTES ARTIF INT, V2777, P26, DOI 10.1007/978-3-540-45167-9_4; LITTLESTONE N, 1994, INFORM COMPUT, V108, P212, DOI 10.1006/inco.1994.1009; Takimoto E., 2003, J MACHINE LEARNING R, V4, P773; Vovk V, 1998, J COMPUT SYST SCI, V56, P153, DOI 10.1006/jcss.1997.1556
Number of Citaion: 9
Publication: IEICE-INST ELECTRONICS INFORMATION COMMUNICATIONS ENG
City of Publication: TOKYO
Address of Publication: KIKAI-SHINKO-KAIKAN BLDG MINATO-KU SHIBAKOEN 3 CHOME, TOKYO, 105, JAPAN
ISSN: 0916-8532
29-Character Source Abbreviation: IEICE T INF SYST
ISO Source Abbreviation: IEICE Trans. Inf. Syst.
Volume: E89D
Version: 8
Start of File: 2340
End of File: 2347
DOI: 10.1093/ietisy/e89-d.8.2340
Number of Pages: 8
Web of Science Category: Computer Science, Information Systems; Computer Science, Software Engineering
Subject Category: Computer Science
Document Delivery Number: 071DL
Unique Article Identifier: WOS:000239578100003
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