Game theory

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GT

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7 Terms

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Recursive least squares (T+1) Formula

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Weighted Least squares (T+1) Formula

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  • Takes into account all data

  • Smoothly balances new and old data according to forgetting factor

  • Simple and nice to calculate

Weighted least squares benefits

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Moving window least squares formula

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Modified window least squares formula

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Sum of bixi

Revenue formula

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Optimal team strategy (incentive strategy)