JSM Preliminary Online Program
This is the preliminary program for the 2009 Joint Statistical Meetings in Washington, DC.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2009 Program page

Activity Number: 119
Type: Contributed
Date/Time: Monday, August 3, 2009 : 8:30 AM to 10:20 AM
Sponsor: Section on Risk Analysis
Abstract - #304517
Title: Play Against Random Past Strategy and Its Application in Expert-Selection Problem
Author(s): Mingfei Li*+
Companies: Bentley University
Address: 175 Forest Street, Waltham, MA, 02452,
Keywords: Online learning ; Repeated play ; Expert-selection ; Fictitious play
Abstract:

This paper discusses a strategy for the repeated game problem that we call the Play Against Random Past (PARP) strategy. The strategy's asymptotic properties will be demonstrated and discussed. As an application of this strategy, the expert-selection problem will be described. Results from simulations of the PARP strategy for the expert-selection problem will be shown.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2009 program


JSM 2009 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised September, 2008