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Algoet, Paul H.

The strong law of large numbers for sequential decisions under uncertainty. (English) Zbl 0827.62077

IEEE Trans. Inf. Theory 40, No. 3, 609-633 (1994).

Cited in 20 Documents

MSC:

62L10 Sequential statistical analysis
62B10 Statistical aspects of information-theoretic topics
60F15 Strong limit theorems
62L99 Sequential statistical methods

Keywords:

asymptotic optimality; learning from experience; universal decision schemes; pattern classification; optimization; ergodic theory; optimum long-run average performance; nonanticipating sequential decisions; stationary ergodic process; conditional expected loss; minimum long-run average loss per decision
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