An explicit solution of the five-expert prediction PDE and the exact optimality set of COMB
In this paper, we derive an explicit solution of the stationary prediction with expert advice PDE for five experts. The formula is given in three regions. In the first two regions, it is the four-expert solution plus a single integral with an elementary positive density. In the third region, it is a finite sum of hyperbolic products whose coefficients are determined by one scalar quadrature. Our formula establishes that the direction $(1,0,1,0,0)$ is optimal throughout the ordered sector, and that the COMB strategy $(1,0,1,0,1)$ is optimal only on a lower dimensional subset of the sector (where $x_1=x_2$ and $x_3=x_4$). This disproves the COMB optimality conjecture of Gravin, Peres and Si...
| Authors | Jeff Calder, Nadejda Drenska |
|---|---|
| Primary category | math.AP |
| Published | 14 September 2026 |
| Last updated at source | 24 September 2026 |
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