Competing with Markov prediction strategies
<|reference_start|>Competing with Markov prediction strategies: Assuming that the loss function is convex in the prediction, we construct a prediction strategy universal for the class of Markov prediction strategies, not necessarily continuous. Allowing randomization, we remove the requirement of convexity.<|reference_end|>
@article{vovk2006competing,
    title={Competing with Markov prediction strategies},
    author={Vladimir Vovk},
    journal={arXiv preprint arXiv:cs/0607136},
    year={2006},
    archivePrefix={arXiv},
    eprint={cs/0607136},
    primaryClass={cs.LG}
}