English
Related papers

Related papers: Scale invariance versus translation variance in Na…

200 papers

Large Language Models (LLMs) are large-scale pretrained models that have achieved remarkable success across diverse domains. These successes have been driven by unprecedented complexity and scale in both data and computations. However, due…

For incomplete preference relations that are represented by multiple priors and/or multiple -- possibly multivariate -- utility functions, we define a certainty equivalent as well as the utility buy and sell prices and indifference price…

Optimization and Control · Mathematics 2021-04-06 Birgit Rudloff , Firdevs Ulus

It is known that the generalized Nash equilibrium problem can be reformulated as a quasivariational inequality. Our aim in this work is to introduce a variational approach to study the existence of solutions for generalized ordinal Nash…

Optimization and Control · Mathematics 2023-01-31 Orestes Bueno , John Cotrina , Yboon García

This paper studies an $\alpha$-robust utility maximization problem where an investor faces an intractable claim -- an exogenous contingent claim with known marginal distribution but unspecified dependence structure with financial market…

Portfolio Management · Quantitative Finance 2026-04-07 Xinyu Chen , Zuo Quan Xu

We consider combinatorial optimization problems defined over random ensembles, and study how solution cost increases when the optimal solution undergoes a small perturbation delta. For the minimum spanning tree, the increase in cost scales…

Disordered Systems and Neural Networks · Physics 2009-11-10 David Aldous , Allon G. Percus

The sum-utility maximization problem is known to be important in the energy systems literature. The conventional assumption to address this problem is that the utility is concave. But for some key applications, such an assumption is not…

Computer Science and Game Theory · Computer Science 2021-12-07 Chao Zhang , Samson Lasaulce , Li Wang , Lucas Saludjian , H. Vincent Poor

Most of the existing algorithms for fair division do not consider externalities. Under externalities, the utility an agent obtains depends not only on its allocation but also on the allocation of other agents. An agent has a positive…

Computer Science and Game Theory · Computer Science 2022-02-28 Shaily Mishra , Manisha Padala , Sujit Gujar

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

Optimization and Control · Mathematics 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour

The Walras approach to equilibrium focuses on the existence of market prices at which the total demands for goods are matched by the total supplies. Trading activities that might identify such prices by bringing agents together as potential…

Optimization and Control · Mathematics 2023-05-30 J. Deride , A. Jofré , R. T. Rockafellar

We consider a market in which capacity-constrained generators compete in scalar-parameterized supply functions to serve an inelastic demand spread throughout a transmission constrained power network. The market clears according to a…

Computer Science and Game Theory · Computer Science 2019-01-29 Weixuan Lin , Eilyan Bitar

Continuous-time gradient-based Nash equilibrium seeking algorithms enjoy a passivity property under a suitable monotonicity assumption. This feature has been exploited to design distributed algorithms that converge to Nash equilibria and…

Optimization and Control · Mathematics 2018-12-04 Claudio De Persis , Sergio Grammatico

We re-consider the quantum mechanics of scale invariant potentials in two dimensions. The breaking of scale invariance by quantum effects is analyzed by the explicit evaluation of the phase shift and the self-adjoint extension method. We…

Quantum Physics · Physics 2014-11-18 A. Cabo , J. L. Lucio , H. Mercado

Many multiagent systems rely on collective decision-making among self-interested agents, which raises deep questions about coalition formation and stability. We study social choice with endogenous, outcome-contingent transfers, where agents…

Theoretical Economics · Economics 2026-01-23 Joshua Kavner

We present an empirical study in the geometric task of learning interatomic potentials, which shows equivariance matters even more at larger scales; we show a clear power-law scaling behaviour with respect to data, parameters and compute…

Machine Learning · Computer Science 2026-05-06 Khang Ngo , Siamak Ravanbakhsh

We consider a dynamical system for computing Nash bargaining solutions on graphs and focus on its rate of convergence. More precisely, we analyze the edge-balanced dynamical system by Azar et al and fully specify its convergence for an…

Computer Science and Game Theory · Computer Science 2012-02-07 Moez Draief , Milan Vojnovic

Many physical systems share the property of scale invariance. Most of them show ordinary power-law scaling, where quantities can be expressed as a leading power law times a scaling function which depends on scaling-invariant ratios of the…

Statistical Mechanics · Physics 2009-11-07 Lionel Sittler , Haye Hinrichsen

The study of real-time evolution of lattice quantum field theories using classical computers is known to scale exponentially with the number of lattice sites. Due to a fundamentally different computational strategy, quantum computers hold…

Quantum Physics · Physics 2022-11-22 Christopher Kane , Dorota M. Grabowska , Benjamin Nachman , Christian W. Bauer

We consider a recently introduced generalization of the Ising model in which individual spin strength can vary. The model is intended for analysis of ordering in systems comprising agents which, although matching in their binarity (i.e.,…

Statistical Mechanics · Physics 2021-09-28 Mariana Krasnytska , Bertrand Berche , Yurij Holovatch , Ralph Kenna

We consider a resource allocation problem where individual users wish to send data across a network to maximize their utility, and a cost is incurred at each link that depends on the total rate sent through the link. It is known that as…

Computer Science and Game Theory · Computer Science 2007-05-23 Ramesh Johari , Shie Mannor , John N. Tsitsiklis

Given two finite ordered sets $A = \{a_1, \ldots, a_m\}$ and $B = \{b_1, \ldots, b_n\}$, introduce the set of $m n$ outcomes of the game $O = \{(a, b) \mid a \in A, b \in B\} = \{(a_i, b_j) \mid i \in I = \{1, \ldots, m\}, j \in J = \{1,…

Combinatorics · Mathematics 2017-12-12 Vladimir Gurvich , Gleb Koshevoy