Nonexistence of constant globally optimal adversary strategies for at least six experts
Nonexistence of constant globally optimal adversary strategies for at least six experts
Let be the number of experts, and let denote the sector under consideration. A strategy is constant on the sector if the adversary uses the same strategy throughout .
Constant-strategy nonexistence conjecture. For experts, there is no globally asymptotically optimal adversary strategy that is constant on . The paper reports strong numerical evidence for this phenomenon for , but the general assertion remains open.
Sources & referencesView supporting material
Primary source
Jeff Calder, Nadejda Drenska and Drisana Mosaphir, “Numerical solution of a PDE arising from prediction with expert advice”, arXiv:2406.05754 (2025).
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