Related papers: SOS for bounded rationality
We provide a logical framework in which a resource-bounded agent can be seen to perform approximations of probabilistic reasoning. Our main results read as follows. First we identify the conditions under which propositional probability…
To prove that a polynomial is nonnegative on R^n one can try to show that it is a sum of squares of polynomials (SOS). The latter problem is now known to be reducible to a semidefinite programming (SDP) computation much faster than…
We study polynomials with no zeros on the unit ball in complex Euclidean space with a view toward characterizing when a rational function is bounded on the ball. We give a complete local description of such polynomials in two variables near…
In this article, we look at a hat-guessing game, in which each player must guess the color of their own hat while only seeing the hats of the other players. We focus on the case of two hat colors and a countably infinite number of players.…
In the modern Bayesian view classical probability theory is simply an extension of conventional logic, i.e., a quantitative tool that allows for consistent reasoning in the presence of uncertainty. Classical theory presupposes, however,…
Expanding the ideas of the author's paper 'Nonexpansive maps and option pricing theory' (Kibernetica 34:6 (1998), 713-724) we develop a pure game-theoretic approach to option pricing, by-passing stochastic modeling. Risk neutral…
Real-life agents seldom have unlimited reasoning power. In this paper, we propose and study a new formal notion of computationally bounded strategic ability in multi-agent systems. The notion characterizes the ability of a set of agents to…
The multiplicative theory of a set of numbers (which could be natural, integer, rational, real or complex numbers) is the first-order theory of the structure of that set with (solely) the multiplication operation (that set is taken to be…
In this work, we consider classification of agents who can both game and improve. For example, people wishing to get a loan may be able to take some actions that increase their perceived credit-worthiness and others that also increase their…
Hypothesis testing via e-variables can be framed as a sequential betting game, where a player each round picks an e-variable. A good player's strategy results in an effective statistical test that rejects the null hypothesis as soon as…
Safe anytime-valid inference (SAVI) provides measures of statistical evidence and certainty -- e-processes for testing and confidence sequences for estimation -- that remain valid at all stopping times, accommodating continuous monitoring…
The standard game-theoretic solution concept, Nash equilibrium, assumes that all players behave rationally. If we follow a Nash equilibrium and opponents are irrational (or follow strategies from a different Nash equilibrium), then we may…
This work studies Stackelberg network interdiction games -- an important class of games in which a defender first allocates (randomized) defense resources to a set of critical nodes on a graph while an adversary chooses its path to attack…
Expectation is a central notion in probability theory. The notion of expectation also makes sense for other notions of uncertainty. We introduce a propositional logic for reasoning about expectation, where the semantics depends on the…
This paper argues for a modal view of probability. The syntax and semantics of one particularly strong probability logic are discussed and some examples of the use of the logic are provided. We show that it is both natural and useful to…
After experimenting with a number of non-probabilistic methods for dealing with uncertainty many researchers reaffirm a preference for probability methods [1] [2], although this remains controversial. The importance of being able to form…
We consider 2-player games played on a finite state space for infinite rounds. The games are concurrent: in each round, the two players choose their moves simultaneously; the current state and the moves determine the successor. We consider…
Deep models trained through maximum likelihood have achieved state-of-the-art results for survival analysis. Despite this training scheme, practitioners evaluate models under other criteria, such as binary classification losses at a chosen…
In this paper, we study the problem of fair sequential decision making with biased linear bandit feedback. At each round, a player selects an action described by a covariate and by a sensitive attribute. The perceived reward is a linear…
If we accept Savage's set of axioms, then all uncertainties must be treated like ordinary probability. Savage espoused subjective probability, allowing, for example, the probability of Donald Trump's re-election. But Savage's probability…