Drifting games and Brownian motion

被引:7
|
作者
Freund, Y
Opper, M
机构
[1] AT&T Labs Res, Shannon Lab, Florham Pk, NJ 07932 USA
[2] Aston Univ, Dept Appl Sci & Engn, Birmingham B4 7ET, W Midlands, England
关键词
D O I
10.1006/jcss.2001.1802
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
We combine the results of [13] and [8] 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. (C) 2002 Elsevier Science (USA).
引用
收藏
页码:113 / 132
页数:20
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