An Efficient Monte-Carlo Algorithm for Pricing Combinatorial Prediction Markets for Tournaments.

Lirong Xia David M. Pennock

Published in: IJCAI (2011)

Keyphrases

monte carlo
stochastic approximation
monte carlo simulation
importance sampling
learning algorithm
computational complexity
dynamic programming
objective function
matrix inversion
markov chain
search space
optimal strategy
markov chain monte carlo
game tree
np hard
monte carlo methods
prediction markets