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We introduce an extension to Merton's famous continuous time model of optimal consumption and investment, in the spirit of previous works by Pliska and Ye, to allow for a wage earner to have a random lifetime and to use a portion of the…

Portfolio Management · Quantitative Finance 2011-02-14 I. Duarte , D. Pinheiro , A. A. Pinto , S. R. Pliska

A phenomenological theory of growth of the population of humankind is proposed. The theory based on the assumption about a multifractal nature of the set of number of people in temporal axis and contains control parameters. In particular…

Popular Physics · Physics 2007-05-23 L. Ya. Kobelev , L. L. Nugaeva

It is standard in computational social choice to analyse welfare considerations under the assumptions of normalized utilities. In this note, we summarize some common reasons for this approach. We then mention another justification which is…

Computer Science and Game Theory · Computer Science 2019-05-28 Haris Aziz

Low total fertility rates throughout the world have lead to concerns about economic growth, military security, international political power, environment impacts, and quality of life. Overall total fertility rates of today's societies are…

Physics and Society · Physics 2025-11-04 John C. Stevenson

This paper presents a workforce planning model scalable to an entire hierarchical organization. Its main objective is to design a cost optimal target which leverages flexible workforce solutions while ensuring an efficient promotional flux.…

Analysis of PDEs · Mathematics 2017-07-18 Benoıt Perthame , Edouard Ribes , Karim Touahri , Delphine Salort

Taking environmental tax rate as given, is there an optimal allocation of tax revenues to benefit economic variables? This paper analyzes this issue in an overlapping-generations model with the pollution-related health damage. It finds the…

Economics · Quantitative Finance 2015-12-08 Su-Mei Chen , Ling-Yun He

We prove existence and uniqueness of solutions, continuous dependence from the initial datum and stability with respect to the boundary condition in a class of initial--boundary value problems for systems of balance laws. The particular…

Analysis of PDEs · Mathematics 2014-03-27 Mauro Garavello , Rinaldo M. Colombo

We consider the problem of helping agents improve by setting short-term goals. Given a set of target skill levels, we assume each agent will try to improve from their initial skill level to the closest target level within reach or do…

Computer Science and Game Theory · Computer Science 2022-03-02 Saba Ahmadi , Hedyeh Beyhaghi , Avrim Blum , Keziah Naggita

Social choice is the theory about collective decision towards social welfare starting from individual opinions, preferences, interests or welfare. The field of Computational Social Welfare is somewhat recent and it is gaining impact in the…

Artificial Intelligence · Computer Science 2023-07-25 Andrés García-Camino

We study a dynamic allocation problem in which $T$ sequentially arriving divisible resources are to be allocated to a number of agents with linear utilities. The marginal utilities of each resource to the agents are drawn stochastically…

Optimization and Control · Mathematics 2023-06-27 Santiago R. Balseiro , Shangzhou Xia

We study the problem of a seller dynamically pricing $d$ distinct types of indivisible goods, when faced with the online arrival of unit-demand buyers drawn independently from an unknown distribution. The goods are not in limited supply,…

Data Structures and Algorithms · Computer Science 2017-06-13 Aaron Roth , Aleksandrs Slivkins , Jonathan Ullman , Zhiwei Steven Wu

In this working paper, I developed a suite of macroeconomic models that shed light on the intricate relationship between economic development, health, and fertility. These innovative models conceptualize health as an intermediate good,…

Theoretical Economics · Economics 2025-03-04 Ruiwu Liu

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 give a definitive treatment of duality for optimal consumption over the infinite horizon, in a semimartingale incomplete market satisfying no unbounded profit with bounded risk (NUPBR). Rather than base the dual domain on (local)…

Portfolio Management · Quantitative Finance 2021-12-21 Michael Monoyios

We consider mean field social optimization in nonlinear diffusion models. By dynamic programming with a representative agent employing cooperative optimizer selection, we derive a new Hamilton--Jacobi--Bellman (HJB) equation to be called…

Optimization and Control · Mathematics 2026-05-19 Minyi Huang , Shuenn-Jyi Sheu , Li-Hsien Sun

The manpower scheduling problem is a critical research field in the resource management area. Based on the existing studies on scheduling problem solutions, this paper transforms the manpower scheduling problem into a combinational…

Artificial Intelligence · Computer Science 2021-05-12 Lingyu Zhang , Tianyu Liu , Yunhai Wang

The advantages of evolutionary algorithms with respect to traditional methods have been greatly discussed in the literature. While particle swarm optimizers share such advantages, they outperform evolutionary algorithms in that they require…

Neural and Evolutionary Computing · Computer Science 2021-01-28 Johann Sienz , Mauro S. Innocente

Existing studies on dynamic multi-objective optimization focus on problems with time-dependent objective functions, while the ones with a changing number of objectives have rarely been considered in the literature. Instead of changing the…

Neural and Evolutionary Computing · Computer Science 2017-02-20 Renzhi Chen , Ke Li , Xin Yao

This paper studies the problem of maximizing the expected utility of terminal wealth for a financial agent with an unbounded random endowment, and with a utility function which supports both positive and negative wealth. We prove the…

Portfolio Management · Quantitative Finance 2008-12-10 Mark Owen , Gordan Zitkovic

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
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