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9 - Gamblets

from Part II - The Game Theoretic Approach

Published online by Cambridge University Press:  10 October 2019

Houman Owhadi
Affiliation:
California Institute of Technology
Clint Scovel
Affiliation:
California Institute of Technology
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Summary

The minmax solution of the mixed extension of an optimal recovery game is evaluated in terms of the optimal recovery splines. Furthermore, the latter are given the interpretation of optimal bets in a mixed extension of the game corresponding to elementary components of the values of the measurement functions, giving rise to the interpretation of these optimal recovery splines as elementary bets, or gamblets. The screening effect is described and a rigorous proof of it established using exponential decay properties of the gamblets generated by Dirac delta measurement functions.

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Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization
From a Game Theoretic Approach to Numerical Approximation and Algorithm Design
, pp. 131 - 136
Publisher: Cambridge University Press
Print publication year: 2019

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  • Gamblets
  • Houman Owhadi, California Institute of Technology, Clint Scovel, California Institute of Technology
  • Book: Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization
  • Online publication: 10 October 2019
  • Chapter DOI: https://doi.org/10.1017/9781108594967.013
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  • Gamblets
  • Houman Owhadi, California Institute of Technology, Clint Scovel, California Institute of Technology
  • Book: Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization
  • Online publication: 10 October 2019
  • Chapter DOI: https://doi.org/10.1017/9781108594967.013
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Gamblets
  • Houman Owhadi, California Institute of Technology, Clint Scovel, California Institute of Technology
  • Book: Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization
  • Online publication: 10 October 2019
  • Chapter DOI: https://doi.org/10.1017/9781108594967.013
Available formats
×