English
Related papers

Related papers: On the time consistency of collective preferences

200 papers

What is the emergent long-run equilibrium of a society where many interacting agents bet on the optimal energy to put in place in order to climb on the Bandwagon? In this paper we study the collective behavior of a large population of…

Optimization and Control · Mathematics 2018-04-23 Paolo Dai Pra , Elena Sartori , Marco Tolotti

The goal of this paper is to provide mathematically rigorous tools for modelling the evolution of a community of interacting individuals. We model the population by a measure space where the measure determines the abundance of individual…

Probability · Mathematics 2017-05-17 Thomas Cass , Terry Lyons

Ergodicity describes an equivalence between the expectation value and the time average of observables. Applied to human behaviour, ergodic theories of decision-making reveal how individuals should tolerate risk in different environments. To…

This article deals with the consensus problem involving agents with time-varying singularities in the dynamics or communication in undirected graph networks. Existing results provide control laws which guarantee asymptotic consensus. These…

Systems and Control · Computer Science 2014-04-07 Nilanjan Roy Chowdhury , Srikant Sukumar

We extend well-known comparative results under expected utility to models of non-expected utility by providing novel conditions on local utility functions. We illustrate how our results parallel, and are distinct from, existing results for…

Theoretical Economics · Economics 2026-01-16 Collin Raymond , Yangwei Song

We study intertemporal decision making under uncertainty. We fully characterize discounted expected utility in a framework \`a la Savage. Despite the popularity of this model, no characterization is available in this setting. The concept of…

Theoretical Economics · Economics 2020-03-13 Lorenzo Bastianello , José Heleno Faro

Mathematical theory of selection is developed within the frameworks of general models of inhomogeneous populations with continuous time. Methods that allow us to study the distribution dynamics under natural selection and to construct…

Populations and Evolution · Quantitative Biology 2009-12-22 Georgy P. Karev

Budget aggregation is a process in which citizens vote by declaring their individual ideal budget allocation, and a pre-determined rule aggregates all votes into a single outcome. Recent theoretical work has proposed various aggregation…

Computer Science and Game Theory · Computer Science 2026-04-14 Ayelet Amster , Lioz Akirav , Rica Gonen , Erel Segal-Halevi

The complexity of human behaviour can lead to very unpredictable patterns in social activity and structure. Here we demonstrate the instability of a community network controlled by majority ruling, where an element adopts the most popular…

Cellular Automata and Lattice Gases · Physics 2016-05-17 V. F. Kusmartsev , F. V. Kusmartsev

Knowledge acquisition by consumers is a key process in the diffusion of innovations. However, in standard theories of the representative agent, agents do not learn and innovations are adopted instantaneously. Here, we show that in a…

Economics · Quantitative Finance 2018-07-02 Jean-Francois Mercure

Diversification represents the idea of choosing variety over uniformity. Within the theory of choice, desirability of diversification is axiomatized as preference for a convex combination of choices that are equivalently ranked. This…

Economics · Quantitative Finance 2016-10-07 Enrico G. De Giorgi , Ola Mahmoud

We discuss the stationary states of a model economy in which $N$ heterogeneous adaptive consumers purchase commodity bundles repeatedly from $P$ sellers. The system undergoes a transition from an inefficient to an efficient state as the…

Disordered Systems and Neural Networks · Physics 2009-11-11 Andrea De Martino , Matteo Marsili

In several socioeconomic-critical decision-making settings, such as fair resource allocation, climate policy, or AI alignment, multiple principals interact within a common arena. While it is well established that these principals may have…

Computer Science and Game Theory · Computer Science 2026-05-13 Sarvin Bahmani , Soumyajit Paul , Sven Schewe , Shadi Tasdighi Kalat , Ashutosh Trivedi

We introduce a utility-driven bounded-confidence model of opinion dynamics in which opinions associated with higher utility exert stronger social influence. In the regime where all agents belong to a single opinion cluster, we derive a…

Adaptation and Self-Organizing Systems · Physics 2026-05-22 Alex Siebenmorgen , Juan G. Restrepo

A group of experts, for instance climate scientists, is to choose among two policies $f$ and $g$. Consider the following decision rule. If all experts agree that the expected utility of $f$ is higher than the expected utility of $g$, the…

Theoretical Economics · Economics 2020-04-28 Lorenzo Bastianello , José Heleno Faro , Ana Santos

We study conditions for the existence of stable and group-strategy-proof mechanisms in a many-to-one matching model with contracts if students' preferences are monotone in contract terms. We show that "equivalence", properly defined, to a…

Theoretical Economics · Economics 2021-07-13 Jan Christoph Schlegel

We study a discrete-time consumption-based capital asset pricing model under expectations-based reference-dependent preferences. More precisely, we consider an endowment economy populated by a representative agent who derives utility from…

Mathematical Finance · Quantitative Finance 2024-01-24 Luca De Gennaro Aquino , Xuedong He , Moris Simon Strub , Yuting Yang

The dynamics of two competing species in a finite size community is one of the most studied problems in population genetics and community ecology. Stochastic fluctuations lead, inevitably, to the extinction of one of the species, but the…

Populations and Evolution · Quantitative Biology 2016-11-30 Matan Danino , David A. Kessler , Nadav M. Shnerb

The expectation is an example of a descriptive statistic that is monotone with respect to stochastic dominance, and additive for sums of independent random variables. We provide a complete characterization of such statistics, and explore a…

Theoretical Economics · Economics 2024-08-06 Xiaosheng Mu , Luciano Pomatto , Philipp Strack , Omer Tamuz

Gambles are random variables that model possible changes in monetary wealth. Classic decision theory transforms money into utility through a utility function and defines the value of a gamble as the expectation value of utility changes.…

Economics · Quantitative Finance 2016-02-03 Ole Peters , Murray Gell-Mann