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In this short remark, we explain that two examples of invariance under duality for a localizing invariant $F$ hold purely formally when $F$ is $K$-theory, whereas the general statement for arbitrary localizing invariants does not reduce to…
A dual control problem is presented for the optimal stochastic control of a system governed by partial differential equations. Relationships between the optimal values of the original and the dual problems are investigated and two duality…
Recently, the saturation problem of $0$-$1$ matrices gained a lot of attention. This problem can be regarded as a saturation problem of ordered bipartite graphs. Motivated by this, we initiate the study of the saturation problem of ordered…
We develop dualities for complete perfect distributive quasi relation algebras and complete perfect distributive involutive FL-algebras. The duals are partially ordered frames with additional structure. These frames are analogous to the…
The recent proposal by Ben-Zvi, Sakellaridis and Venkatesh of a duality in the relative Langlands program, leads, via the process of quantization of Hamiltonian varieties, to a duality theory of branching problems. This often unexpectedly…
In most social choice settings, the participating agents express their preferences over the different alternatives in the form of linear orderings. While this clearly simplifies preference elicitation, it inevitably leads to poor…
We extend the recently introduced theory of Lovasz-Bregman (LB) divergences (Iyer & Bilmes, 2012) in several ways. We show that they represent a distortion between a 'score' and an 'ordering', thus providing a new view of rank aggregation…
We study optimization problems in which a linear functional is maximized over probability measures that are dominated by a given measure according to an integral stochastic order in an arbitrary dimension. We show that the following four…
Quantum f-divergences are a quantum generalization of the classical notion of f-divergences, and are a special case of Petz' quasi-entropies. Many well known distinguishability measures of quantum states are given by, or derived from,…
Probabilistic risk aversion, defined through quasi-convexity in probabilistic mixtures, is a common useful property in decision analysis. We study a general class of non-monotone mappings, called the generalized rank-dependent functions,…
Structures based on polarities have been used to provide relational semantics for propositional logics that are modelled algebraically by non-distributive lattices with additional operators. This article develops a first order notion of…
We study the aggregation of two risks when the marginal distributions are known and the dependence structure is unknown, under the additional constraint that one risk is smaller than or equal to the other. Risk aggregation problems with the…
We extend the notions of conditioned and controlled invariant spaces to linear dynamical systems over the max-plus or tropical semiring. We establish a duality theorem relating both notions, which we use to construct dynamic observers.…
For two causal structures with the same set of visible variables, one is said to observationally dominate the other if the set of distributions over the visible variables realizable by the first contains the set of distributions over the…
We consider $\mathcal{N}=2$ supersymmetric $\text{SU}(2)$ gauge theory with $N_f=4$ massive hypermultiplets. The duality group of this theory contains transformations acting on the UV-coupling $\tau_{\text{UV}}$ as well as on the running…
We introduce and study a notion of duality for two classes of optimization problems commonly occurring in probability theory. That is, on an abstract measurable space $(\Omega,\mathcal{F})$, we consider pairs $(E,\mathcal{G})$ where $E$ is…
As it is known in the finance risk and macroeconomics literature, risk-sharing in large portfolios may increase the probability of creation of default clusters and of systemic risk. We review recent developments on mathematical and…
We focus on a particular connection between queueing and risk models in a multi-dimensional setting. We first consider the joint workload process in a queueing model with parallel queues and simultaneous arrivals at the queues. For the case…
This paper focuses on linearisation techniques for a class of mixed singular/continuous control problems and ensuing algorithms. The motivation comes from (re)insurance problems with reserve-dependent premiums with Cram{\'e}r-Lundberg…
In this paper we describe a theory of a cumulative distribution function on a space with an order from a probability measure defined in this space. This distribution function plays a similar role to that played in the classical case.…