Author

N. Kolliopoulos

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Preprint Sep 2026

Prediction with Five Experts and Geometric Stopping: A Probabilistic Construction and Analytic Verification

We present a solution of the limiting five-expert prediction problem with geometric stopping, based on stochastic calculus and partial differential equations. If $\delta$ is the stopping probability, the minimax expected regret from tied initial scores is $45\pi^2/(512\sqrt{2\delta})+o(\delta^{-1/2})$ as $\delta\downar...

Erhan Bayraktar, Ibrahim Ekren, N. Kolliopoulos · 2 citations

Preprint Sep 2026

Prediction with Five Experts and Geometric Stopping: A Probabilistic Construction and Analytic Verification

It is shown that the alternating COMB control attains the limiting Hamiltonian maximum exactly when the two highest scores coincide and the third- and fourth-highest scores coincide, and that the alternating COMB control attains the limiting Hamiltonian maximum exactly when the two highest scores coincide.

Erhan Bayraktar, Ibrahim Ekren, N. Kolliopoulos · 2 citations