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.
References
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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