Patent ID: 7730000
Filing Date: 2010-06-01
Classification: G06N,G06Q

Abstract:
1. A system for iteratively improving a chosen solution to an online convex optimization problem, the system executing procedures for: collecting known information with a computer known by a decision maker at time T, the collection of known information comprising a set of past decisions x selecting a state vector {tilde over (k)}, from a plurality of known state vectors for which a distance between the selected state vector and each state vector from the plurality of state vectors is less than a threshold value ε, wherein the selecting of the state vector {tilde over (k)} wherein a weight function represented with respect to pay-off function g t−1 , and wherein a worst-case regret is developing a new state vector based upon the selected state vector; and determining a cost associated with the new state vector; determining a level of regret that the decision maker has regarding the decision maker's past decisions x transforming the cost associated with the new state vector for display on an output device.