DIMACS Workshop: On-Line Decision Making

July 12 - 15, 1999
Rutgers University, Busch Student Center

Principal Organizers:

Yoav Freund, AT&T Labs - Research, sequential@research.att.com
Rakesh Vohra, Northwestern University

Presented as a DIMACS Exploratory Workshop and also presented under the auspices of the DIMACS Special Year on Networks.

In recent years there has been increasing interest in the analysis of algorithms for making repeated decisions within an unknown environment. It has been realized that interesting performance guarantees can be given even without making statistical assumptions regarding the behavior of the environment, in other words, under the assumption that the environment is adversarial or adaptive.

This work is going on in a variety of fields under many different titles, including:

1. INFORMATION THEORY: Universal coding of individual sequences, universal prediction, universal portfolios
2. GAME THEORY and MATHEMATICAL ECONOMICS: Adaptive game playing, learning in games
3. MACHINE LEARNING: Aggregating strategies, using expert advice, prediction in the worst case
4. STATISTICS: Prediction in the worst case, Universal Calibration, Prophet Inequalities
5. COMPUTER SCIENCE: Competitive analysis of Online Algorithms.
6. BEHAVIORAL SCIENCE: Stimulus response models of behaviour.

There are many connections between these directions of research and there has already been significant collaborations across fields. In an effort to facilitate such collaborations we are organizing this workshop as an opportunity for people from the various fields to educate themselves about the work that is going on in other fields. We have invited prominent researchers from these fields to describe the questions they are trying to answer and the mathematical tools they use. The workshop will be based on invited talks. Some of the prominent speakers that have accepted our invitation are:

Andrew Barron, Yale
Avrim Blum, Carnegie Mellon
Allan Borodin, University of Toronto
Imre Csiszar, Hungarian Academy of Sciences
Sergiu Hart, Hebrew University, Jerusalem
Ehud Kalai, Northwestern University, Chicago
Alvin Roth, Harvard
Rob Schapire, AT&T Shannon Labs
Volodya Vovk, Royal Halloway, London
Manfred Warmuth, University of California in Santa Cruz

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Document last modified on March 9, 1999.