Related papers: Existence and uniqueness of recursive utilities wi…
Incomplete preferences provide the epistemic foundation for models of imprecise subjective probabilities and utilities that are used in robust Bayesian analysis and in theories of bounded rationality. This paper presents a simple…
In its simplest form, the competitive exclusion principle states that a number of species competing for a smaller number of resources cannot coexist. However, it has been observed empirically that in some settings it is possible to have…
We introduce a criterion, resilience, which allows properties of a dataset (such as its mean or best low rank approximation) to be robustly computed, even in the presence of a large fraction of arbitrary additional data. Resilience is a…
A model for decision making that generalizes Expected Utility Maximization is presented. This model, Expected Qualitative Utility Maximization, encompasses the Maximin criterion. It relaxes both the Independence and the Continuity…
This paper formulates an utility indifference pricing model for investors trading in a discrete time financial market under non-dominated model uncertainty. The investors preferences are described by strictly increasing concave random…
We obtain variants of the classical von Neumann-Morgenstern expected utility theorem, with and without the completeness axiom, in which the derived Bernoulli utility functions are Lipschitz. The prize space in these results is an arbitrary…
Existential rules have been proposed for representing ontological knowledge, specifically in the context of Ontology- Based Data Access. Entailment with existential rules is undecidable. We focus in this paper on conditions that ensure the…
Existential rules have been proposed for representing ontological knowledge, specifically in the context of Ontology-Based Query Answering. Entailment with existential rules is undecidable. We focus in this paper on conditions that ensure…
This paper demonstrates the robustness of Lipschitz-regularized $\alpha$-divergences as objective functionals in generative modeling, showing they enable stable learning across a wide range of target distributions with minimal assumptions.…
By using the adequate modified Pr\"ufer variables, precise upper and lower bounds on the density of states in the (internal) Lifshitz tails are proven for a 1D Anderson model with bounded potential.
In the present paper we study necessary and sufficient conditions for the existence of a semicontinuous and finite Richter-Peleg multi-utility for a preorder. It is well know that, given a preorder on a topological space, if there is a…
In computational models of particle packings with periodic boundary conditions, it is assumed that the packing is attached to exact copies of itself in all possible directions. The periodicity of the boundary then requires that all of the…
We study a robust stochastic optimization problem in the quasi-sure setting in discrete-time. We show that under a lineality-type condition the problem admits a maximizer. This condition is implied by the no-arbitrage condition in models of…
Dependence on the parameter is continuous when perturbations of the parameter preserves strict preference for one alternative over another. We characterise this property via a utility function over alternatives that depends continuously on…
McFadden's random-utility model of multinomial choice has long been the workhorse of applied research. We establish shape-restrictions under which multinomial choice-probability functions can be rationalized via random-utility models with…
Many regenerative arguments in stochastic processes use random times which are akin to stopping times, but which are determined by the future as well as the past behaviour of the process of interest. Such arguments based on "conditioning on…
The existence of bound states in quantum mechanics with no classical counterpart has been a subject of interest for a long time. Cross-wires and cavities connected to infinite leads are typical examples in which open geometries with bulges…
In this paper, we study a Markov decision process with a non-linear discount function and with a Borel state space. We define a recursive discounted utility, which resembles non-additive utility functions considered in a number of models in…
In this paper, a mixed integer linear formulation for problems considering time-of-use-type constraints for uninterruptible services is presented. Our work is motivated by demand response problems in power systems, in which certain devices…
In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…