Continuous Drifting Games

نویسندگان

  • Yoav Freund
  • Manfred Opper
چکیده

We combine the results of [5] and [3] and derive a continuous variant of a large class of drifting games. Our analysis furthers the understanding of the relationship between boosting, drifting games and Brownian motion and yields a differential equation that describes the core of the problem.

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تاریخ انتشار 2000