Growth of strategy sets, entropy, and nonstationary bounded recall.

Abraham Neyman Daijiro Okada

Published in: Games Econ. Behav. (2009)

Keyphrases

non stationary
adaptive algorithms
random fields
precision and recall
fractional brownian motion
information theory
autoregressive
concept drift
empirical mode decomposition
multiscale
multiresolution
mutual information
graphical models
optimal strategy
temporal evolution