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math.AP2026
On prediction from expert advice with more than five experts
Jeff Calder, Nadejda Drenska
We prove that no single rank ordered adversary strategy is globally optimal for the prediction with expert advice problem with six or more experts, in both the geometric stopping a…
math.AP2026
The finite-horizon five-expert prediction problem
Jeff Calder, Nadejda Drenska
We give an explicit solution to the five expert prediction with expert advice partial differential equation (PDE) in the finite-time horizon setting. The solution formula establish…
math.AP2026
An explicit solution of the five-expert prediction PDE and the exact optimality set of COMB
Jeff Calder, Nadejda Drenska
In this paper, we derive an explicit solution of the stationary prediction with expert advice PDE for five experts. The formula is given in three regions. In the first two regions,…