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Competitive Ratio as Coherent Measure of Risk.

Iftikhar AhmadEsther MohrGünter Schmidt
Published in: OR (2012)
Keyphrases
  • competitive ratio
  • lower bound
  • single machine
  • average case
  • optimal strategy
  • monte carlo sampling
  • processing times
  • online algorithms
  • decision making
  • machine learning
  • random walk
  • convergence rate