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Related papers: Lexicographic choice functions

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We show that positively $1$--homogeneous rank one convex functions are convex at $0$ and at matrices of rank one. The result is a special case of an abstract convexity result that we establish for positively $1$--homogeneous directionally…

Analysis of PDEs · Mathematics 2016-03-23 Bernd Kirchheim , Jan Kristensen

For a broad class of models widely used in practice for choice and ranking data based on Luce's choice axiom, including the Bradley--Terry--Luce and Plackett--Luce models, we show that the associated maximum likelihood estimation problems…

Optimization and Control · Mathematics 2025-04-08 Zhaonan Qu , Alfred Galichon , Wenzhi Gao , Johan Ugander

Envy-freeness up to any good (EFX) provides a strong and intuitive guarantee of fairness in the allocation of indivisible goods. But whether such allocations always exist or whether they can be efficiently computed remains an important open…

Computer Science and Game Theory · Computer Science 2020-12-16 Hadi Hosseini , Sujoy Sikdar , Rohit Vaish , Lirong Xia

It is shown that the convex order between the distributions of linear functionals does not imply the convex order between the probability distributions over $\mathbb R^d$ if $d\ge2$. This stands in contrast with the well-known fact that any…

Probability · Mathematics 2025-10-09 Iosif Pinelis

The objective of this paper is to investigate the connection between penalty functions from stochastic optimal control, convex semigroups from analysis and convex expectations from probability theory. Our main result provides a one-to-one…

Optimization and Control · Mathematics 2026-01-01 David Criens , Michael Kupper

Geometrically convex functions constitute an interesting class of functions obtained by replacing the arithmetic mean with the geometric mean in the definition of convexity. As recently suggested, geometric convexity may be a sensible…

Risk Management · Quantitative Finance 2024-03-12 Mücahit Aygün , Fabio Bellini , Roger J. A. Laeven

This note deals with certain properties of convex functions. We provide results on the convexity of the set of minima of these functions, the behaviour of their subgradient set under restriction, and optimization of these functions over an…

Optimization and Control · Mathematics 2017-03-21 Miel Sharf , Daniel Zelazo

The theoretical computing of special values assumed by the hypergeometric functions has a high interest not only on its own, but also in sight of the remarkable implications to both pure Mathematics and Mathematical Physics. Accordingly, in…

Classical Analysis and ODEs · Mathematics 2014-07-03 Giovanni Mingari Scarpello , Daniele Ritelli

We combine several folklore observations to provide a working framework for iterating constructions which contradict the axiom of choice. We use this to define a model in which any kind of structural failure must fail with a proper class of…

Logic · Mathematics 2021-07-26 Asaf Karagila

Submodular Functions are a special class of set functions, which generalize several information-theoretic quantities such as entropy and mutual information [1]. Submodular functions have subgradients and subdifferentials [2] and admit…

Discrete Mathematics · Computer Science 2020-07-01 Rishabh Iyer , Jeff Bilmes

We define notions of cautiousness and cautious belief to provide epistemic conditions for iterated admissibility in finite games. We show that iterated admissibility characterizes the behavioral implications of "cautious rationality and…

Theoretical Economics · Economics 2023-05-25 Emiliano Catonini , Nicodemo De Vito

We study the computational power of randomized computations on infinite objects, such as real numbers. In particular, we introduce the concept of a Las Vegas computable multi-valued function, which is a function that can be computed on a…

Logic · Mathematics 2016-05-12 Vasco Brattka , Guido Gherardi , Rupert Hölzl

We show a general phenomenon of the constrained functional value for densities satisfying general convexity conditions, which generalizes the observation in Bobkov and Madiman (2011) that the entropy per coordinate in a log-concave random…

Information Theory · Computer Science 2020-10-27 Yanjun Han

This work proposes a view of probability as a relative measure rather than an absolute one. To demonstrate this concept, we focus on finite outcome spaces and develop three fundamental axioms that establish requirements for relative…

Machine Learning · Statistics 2023-05-30 Max Sklar

We treat uncertain linear programming problems by utilizing the notion of weighted analytic centers and notions from the area of multi-criteria decision making. After introducing our approach, we develop interactive cutting-plane algorithms…

Optimization and Control · Mathematics 2018-05-21 Mehdi Karimi , Somayeh Moazeni , Levent Tuncel

In this manuscript, we define and study probabilistic values for cooperative games on simplicial complexes. Inspired by the work of Weber "Probabilistic values for games", we establish the new theory step by step, following the classical…

Combinatorics · Mathematics 2020-01-17 Ivan Martino

Temporal abstraction refers to the ability of an agent to use behaviours of controllers which act for a limited, variable amount of time. The options framework describes such behaviours as consisting of a subset of states in which they can…

Machine Learning · Computer Science 2020-01-03 Khimya Khetarpal , Martin Klissarov , Maxime Chevalier-Boisvert , Pierre-Luc Bacon , Doina Precup

The logarithmic convexity of restrictions of the Beta functions to rays parallel to the main diagonal and the functional equation \[ \phi\left( x+1\right) =\frac{x\left( x+k\right) }{\left( 2x+k+1\right) \left( 2x+k\right) }\phi\left(…

Classical Analysis and ODEs · Mathematics 2015-05-07 Martin Himmel , Janu sz Matkowski

We provide foundations for decisions in face of unlikely events by extending the standard framework of Savage to include preferences indexed by a family of events. We derive a subjective lexicographic expected utility representation which…

Statistics Theory · Mathematics 2016-05-26 Hugo Cruz-Sanchez

In the paper we study choice functions on posets satisfying the conditions of heredity and outcast. For every well-ordered sequence of elements of poset, we define the corresponding `elementary' choice function. Every such a choice function…

Combinatorics · Mathematics 2021-09-16 Vladimir Danilov