Trading in Markovian Price Models

Sham M. Kakade, Michael J. Kearns. Trading in Markovian Price Models. In Peter Auer, Ron Meir, editors, Learning Theory, 18th Annual Conference on Learning Theory, COLT 2005, Bertinoro, Italy, June 27-30, 2005, Proceedings. Volume 3559 of Lecture Notes in Computer Science, pages 606-620, Springer, 2005. [doi]

@inproceedings{KakadeK05,
  title = {Trading in Markovian Price Models},
  author = {Sham M. Kakade and Michael J. Kearns},
  year = {2005},
  doi = {10.1007/11503415_41},
  url = {http://dx.doi.org/10.1007/11503415_41},
  tags = {meta-model, Meta-Environment},
  researchr = {https://researchr.org/publication/KakadeK05},
  cites = {0},
  citedby = {0},
  pages = {606-620},
  booktitle = {Learning Theory, 18th Annual Conference on Learning Theory, COLT 2005, Bertinoro, Italy, June 27-30, 2005, Proceedings},
  editor = {Peter Auer and Ron Meir},
  volume = {3559},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {3-540-26556-2},
}