| Article ID: | iaor20083419 |
| Country: | Netherlands |
| Volume: | 35 |
| Issue: | 5 |
| Start Page Number: | 612 |
| End Page Number: | 618 |
| Publication Date: | Sep 2007 |
| Journal: | Operations Research Letters |
| Authors: | McGill Jeff, Levin Yuri, Nediak Mikhail, Levina Tatsiana |
We propose online decision strategies for time-dependent sequences of linear programs which use no distributional and minimal geometric assumptions about the data. These strategies are obtained through Vovk's aggregating algorithm which combines recommendations from a given strategy pool. We establish an average-performance bound for the resulting solution sequence.