Skip to main content Accessibility help

We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.

Close cookie message
×
  1. Home
  2. Search

Refine search

Refine search

Access:
Content type:
Publication date:
Apply   From and To filters
Subject: Show more
Journals Show more
Publishers: Show more
Societies Show more
Series: Show more
Collections: Show more

Actions for selected content:

Select all | Deselect all
  • View selected items
  • Export citations
  • Download PDF (zip)
  • Save to Kindle
  • Save to Dropbox
  • Save to Google Drive

Save Search

You can save your searches here and later view and run them again in "My saved searches".

Please provide a title, maximum of 40 characters.
Cancel
×

1 results

  • 9 - Gamblets

  • from Part II - The Game Theoretic Approach
  • Houman Owhadi, California Institute of Technology, Clint Scovel, California Institute of Technology
  • Book:
    Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization
    Published online:
    10 October 2019
    Print publication:
    24 October 2019, pp 131-136

  • 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.