Notes

On convergence of Lewis and Varshavskiy-Vorontsova automaton algorithms

A. V. Nazin^a, A. S. Poznyak

^a Moscow

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.

UDC: 65.01


Received: 14.07.1981

Bibliographic databases:

•