Maoning Wang 2016-07-04
1.analyze LiBin's PA algorithm:
(1) the solutions of PA in closed form correspond to [LM1990]
(2) a way to improve the algorithm may be to choose a suitable 'k' in eq3.4 in [LM1990] .
2.analyze LiBin's MA algorithm:
(1) derive the expression of E(\sum w_t x_t), where w_t,i=1/x_(t-1),i - 1/x_(t-1),m
(2) consider the relationship between MA algorithm and positive w in [LM1990]
3.data test: for constant 'k', the expected return varies as time goes on.
1.test the possible improvement of PA algorithm in OLPS_matlab