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Multistep Bayesian strategy in coin-tossing games and its application to asset trading games in continuous time
Multistep Bayesian strategy coin-tossing games
2010/12/13
We study multistep Bayesian betting strategies in coin-tossing games in the framework of game-theoretic probability of Shafer and Vovk (2001). We show that by a countable mixture of these strategies, ...