OpenAlex | Finite-time 4-expert prediction problem

Finite-time 4-expert prediction problem

Work

Year: 2020

Type: article

Abstract: We explicitly solve the nonlinear PDE that is the continuous limit of dynamic programing equation of the expert prediction problem in finite horizon setting with N = 4 experts. The expert prediction p... more

Source: Communications in Partial Differential Equations

Authors Erhan Bayraktar, Ibrahim Ekren, Xin Zhang

Institutions University of Michigan–Ann Arbor, Florida State University

Cites: 16

Cited by: 7

Related to: 10

FWCI: 0.474

Citation percentile (by year/subfield): 70.29

Topic: Advanced Bandit Algorithms Research

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green