Wednesday, April 25, 2012

Jump model final version posted

I've posted a new version of my jump model for cube decision points:

This version is quite similar to the last one, with just a few elaborations added after another set of very productive discussions with Rick Janowski. He's been a huge help in pulling this together.

I doubt this paper will change again, though I'll probably revisit the model in the future with another paper. Probably to focus on how to estimate the local jump volatility accurately.


  1. Hi again Mark!
    I'm finally trying to develop my own doubling algorithm for a bot of mine. At first glance I actually like this model. I have browsed your model paper and so far I like what I see. I will study this further. Sorry the late response. 4 years only. :-)

    1. Hi! In the end I was underwhelmed by this model. It's a nice way of thinking about game evolution, but the right jump volatility depends a lot on game state, and it's hard to estimate. So getting anything better in practice than the original Janowski approximation is a lot of work.