Nonexistence of constant globally optimal adversary strategies for at least six experts

Let nn be the number of experts, and let Sn\mathbb{S}_n denote the sector under consideration. A strategy is constant on the sector if the adversary uses the same strategy throughout Sn\mathbb{S}_n.

Constant-strategy nonexistence conjecture. For n6n\geq 6 experts, there is no globally asymptotically optimal adversary strategy that is constant on Sn\mathbb{S}_n. The paper reports strong numerical evidence for this phenomenon for 6n106\leq n\leq 10, 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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