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The Random Utility Model (RUM) is the leading model to represent the aggregate choices of a heterogeneous population of preference maximizers. We show that if (and only if) preferences are sufficiently uncorrelated, RUM choices can also be…

Theoretical Economics · Economics 2025-05-29 Daniele Caliari , Henrik Petri

We study the utilitarian distortion of social choice mechanisms under the recently proposed learning-augmented framework where some (possibly unreliable) predicted information about the preferences of the agents is given as input. In…

Computer Science and Game Theory · Computer Science 2025-02-11 Aris Filos-Ratsikas , Georgios Kalantzis , Alexandros A. Voudouris

The uncertainty principle is fundamentally rooted in the algebraic asymmetry between observables. We introduce a new class of uncertainty relations grounded in the resource theory of asymmetry, where incompatibility is quantified by an…

Quantum Physics · Physics 2026-02-10 Xingze Qiu

Decision making under uncertainty is a key component of many AI settings, and in particular of voting scenarios where strategic agents are trying to reach a joint decision. The common approach to handle uncertainty is by maximizing expected…

Computer Science and Game Theory · Computer Science 2018-11-15 Omer Lev , Reshef Meir , Svetlana Obraztsova , Maria Polukarov

Rule-based classification models described in the language of logic directly predict boolean values, rather than modeling a probability and translating it into a prediction as done in statistical models. The vast majority of existing…

Artificial Intelligence · Computer Science 2022-11-04 Yusik Kim

We consider statistical Markov Decision Processes where the decision maker is risk averse against model ambiguity. The latter is given by an unknown parameter which influences the transition law and the cost functions. Risk aversion is…

Optimization and Control · Mathematics 2021-07-21 Nicole Bäuerle , Ulrich Rieder

One of the most complex systems is the human brain whose formalized functioning is characterized by decision theory. We present a "Quantum Decision Theory" of decision making, based on the mathematical theory of separable Hilbert spaces.…

Artificial Intelligence · Computer Science 2010-10-29 V. I. Yukalov , D. Sornette

When a collective decision maker presents a menu of uncertain prospects to her group members, each member's choice depends on their predictions about payoff-relevant states. In reality, however, these members hold different predictions;…

Theoretical Economics · Economics 2025-04-08 Kensei Nakamura , Shohei Yanagita

In robust optimization one seeks to make a decision under uncertainty, where the goal is to find the solution with the best worst-case performance. The set of possible realizations of the uncertain data is described by a so-called…

Optimization and Control · Mathematics 2022-01-25 Immanuel Bomze , Markus Gabl

Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…

Statistics Theory · Mathematics 2025-10-28 Mohamed Ndaoud , Peter Radchenko , Bradley Rava

In responding to rating questions, an individual may give answers either according to his/her knowledge/awareness or to his/her level of indecision/uncertainty, typically driven by a response style. As ignoring this dual behaviour may lead…

Methodology · Statistics 2021-04-08 Roberto Colombi , Sabrina Giordano , Anna Gottard , Maria Iannario

To more flexibly balance between exploration and exploitation, a new meta-heuristic method based on Uncertainty Principle concepts is proposed in this paper. UP is is proved effective in multiple branches of science. In the branch of…

Neural and Evolutionary Computing · Computer Science 2020-06-18 Mojtaba Moattari , Mohammad Hassan Moradi , Emad Roshandel

In social choice theory with ordinal preferences, a voting method satisfies the axiom of positive involvement if adding to a preference profile a voter who ranks an alternative uniquely first cannot cause that alternative to go from winning…

Theoretical Economics · Economics 2025-04-01 Wesley H. Holliday

We use decision theory to confront uncertainty that is sufficiently broad to incorporate "models as approximations." We presume the existence of a featured collection of what we call "structured models" that have explicit substantive…

Theoretical Economics · Economics 2022-08-22 Simone Cerreia-Vioglio , Lars Peter Hansen , Fabio Maccheroni , Massimo Marinacci

Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing…

Machine Learning · Computer Science 2024-06-13 Luke Guerdan , Amanda Coston , Kenneth Holstein , Zhiwei Steven Wu

This paper studies decision problems where the decision maker's choice of action affects the probability distribution of a payoff relevant random variable. We establish sufficient conditions for the existence of an expected utility…

Theoretical Economics · Economics 2026-05-29 Ayush Gupta

The sure thing principle and the law of total probability are basic laws in classic probability theory. A disjunction fallacy leads to the violation of these two classical probability laws. In this paper, a new quantum dynamic belief…

Artificial Intelligence · Computer Science 2017-03-08 Zichang He , Wen Jiang

Quantum decision theory (QDT) is a recently developed theory of decision making based on the mathematics of Hilbert spaces, a framework known in physics for its application to quantum mechanics. This framework formalizes the concept of…

Physics and Society · Physics 2016-12-28 M. Favre , A. Wittwer , H. R. Heinimann , V. I. Yukalov , D. Sornette

In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…

Probability · Mathematics 2020-06-16 Xinjia Chen

Quantitative characterizations and estimations of uncertainty are of fundamental importance in optimization and decision-making processes. Herein, we propose intuitive scores, which we call certainty and doubt, that can be used in both a…