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Related papers: Rational hyperbolic discounting

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When allocating indivisible items, there are various ways to use monetary transfers for eliminating envy. Particularly, one can apply a balanced vector of transfer payments, or charge each agent a positive amount, or -- contrarily -- give…

Computer Science and Game Theory · Computer Science 2025-06-24 Noga Klein Elmalem , Rica Gonen , Erel Segal-Halevi

An agent choosing between various actions tends to take the one with the lowest cost. But this choice is arguably too rigid (not adaptive) to be useful in complex situations, e.g., where exploration-exploitation trade-off is relevant in…

Data Analysis, Statistics and Probability · Physics 2018-12-04 Armen E. Allahverdyan , Aram Galstyan , Ali E. Abbas , Zbigniew R. Struzik

We study a time-inconsistent singular control problem originating from irreversible reinsurance decisions with non-exponential discount. A novel definition of equilibrium for time-inconsistent singular control problems is introduced. For…

Optimization and Control · Mathematics 2024-04-08 Zongxia Liang , Xiaodong Luo , Fengyi Yuan

We consider nonelementary random walks on general hyperbolic spaces. Without any moment condition on the walk, we show that it escapes linearly to infinity, with exponential error bounds. We even get such exponential bounds up to the rate…

Probability · Mathematics 2023-01-18 Sébastien Gouëzel

The minimum work principle states that work done on a thermally isolated equilibrium system is minimal for the adiabatically slow (reversible) realization of a given process. This principle, one of the formulations of the second law, is…

Statistical Mechanics · Physics 2009-11-10 A. E. Allahverdyan , Th. M. Nieuwenhuizen

Before purchase, a buyer of an experience good learns about the product's fit using various information sources, including some of which the seller may be unaware of. The buyer, however, can conclusively learn the fit only after purchasing…

Computer Science and Game Theory · Computer Science 2020-05-21 Toomas Hinnosaar , Keiichi Kawai

In simulations of some economic gas-like models, the asymptotic regime shows an exponential wealth distribution, independently of the initial wealth distribution given to the system. The appearance of this statistical equilibrium for this…

General Finance · Quantitative Finance 2011-05-23 Jose-Luis Lopez , Ricardo Lopez-Ruiz , Xavier Calbet

In human-in-the-loop reinforcement learning or environments where calculating a reward is expensive, the costly rewards can make learning efficiency challenging to achieve. The cost of obtaining feedback from humans or calculating expensive…

Machine Learning · Computer Science 2025-03-03 Muhammed Yusuf Satici , David L. Roberts

Different models to study the wealth distribution in an artificial society have considered a transactional dynamics as the driving force. Those models include a risk aversion factor, but also a finite probability of favoring the poorer…

Physics and Society · Physics 2009-11-11 M. A. Fuentes , M. N. Kuperman , J. R. Iglesias

We elicit incomplete preferences over monetary gambles with subjective uncertainty. Subjects rank gambles, and these rankings are used to estimate preferences; payments are based on estimated preferences. About 40\% of subjects express…

General Economics · Economics 2022-10-06 Kirby Nielsen , Luca Rigotti

Using results from neurobiology on perceptual decision making and value-based decision making, the problem of decision making between lotteries is reformulated in an abstract space where uncertain prospects are mapped to corresponding…

Neurons and Cognition · Quantitative Biology 2020-01-03 Adnan Rebei

The Quantum Decision Theory, developed recently by the authors, is applied to clarify the role of risk and uncertainty in decision making and in particular in relation to the phenomenon of dynamic inconsistency. By formulating this notion…

Physics and Society · Physics 2015-05-13 V. I. Yukalov , D. Sornette

Hyperbolic representations are effective in modeling knowledge graph data which is prevalently used to facilitate multi-hop reasoning. However, a rigorous and detailed comparison of the two spaces for this task is lacking. In this paper,…

Computation and Language · Computer Science 2025-07-08 Simon Welz , Lucie Flek , Akbar Karimi

We derive a version of the adiabatic theorem that is especially suited for applications in adiabatic quantum computation, where it is reasonable to assume that the adiabatic interpolation between the initial and final Hamiltonians is…

Quantum Physics · Physics 2009-10-21 D. A. Lidar , A. T. Rezakhani , A. Hamma

For an infinite-horizon continuous-time optimal stopping problem under non-exponential discounting, we look for an optimal equilibrium, which generates larger values than any other equilibrium does on the entire state space. When the…

Optimization and Control · Mathematics 2021-07-15 Yu-Jui Huang , Zhou Zhou

A basic assumption of traditional reinforcement learning is that the value of a reward does not change once it is received by an agent. The present work forgoes this assumption and considers the situation where the value of a reward decays…

Artificial Intelligence · Computer Science 2023-03-01 Taylor Dohmen , Ashutosh Trivedi

Decision-making AI agents are often faced with two important challenges: the depth of the planning horizon, and the branching factor due to having many choices. Hierarchical reinforcement learning methods aim to solve the first problem, by…

Machine Learning · Computer Science 2022-01-25 Andrei Nica , Khimya Khetarpal , Doina Precup

This chapter provides a tutorial that the reader can follow towards analyzing discounting data. Previous chapters have already described the breadth of outcomes associated with discounting (Odum et al. 2020) and other background information…

Applications · Statistics 2024-08-08 Christopher T. Franck

A technique is described in this paper to avoid order reduction when integrating reaction-diffusion initial boundary value problems with explicit exponential Rosenbrock methods. The technique is valid for any Rosenbrock method, without…

Numerical Analysis · Mathematics 2023-07-25 Begoña Cano , María Jesús Moreta

It has recently been shown that small quantum subsystems generically equilibrate, in the sense that they spend most of the time close to a fixed equilibrium state. This relies on just two assumptions: that the state is spread over many…

Quantum Physics · Physics 2015-05-30 Anthony J. Short , Terence C. Farrelly
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