Related papers: Dynamic Random Choice
We describe an approach for exploiting structure in Markov Decision Processes with continuous state variables. At each step of the dynamic programming, the state space is dynamically partitioned into regions where the value function is the…
We consider the problem of designing an expected-revenue maximizing mechanism for allocating multiple non-perishable goods of $k$ varieties to flexible consumers over $T$ time steps. In our model, a random number of goods of each variety…
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…
Dynamical systems of a new kind are described, which are motivated by the problem of constructing diffeomorphism invariant quantum theories. These are based on the extremization of a non-local and non-additive quantity that we call the…
Researchers often face choices between multiple data sources that differ in quality, cost, and representativeness. Which sources will most improve predictive performance? We study this data prioritization problem under a random distribution…
The Contextuality-by-Default approach to determining and measuring the (non)contextuality of a system of random variables requires that every random variable in the system be represented by an equivalent set of dichotomous random variables.…
The purpose of this note is to prove the existence of a randomized mechanism, a social decision scheme (SDS), with desirable fairness, efficiency, and strategyproofness properties unmatched by all known SDSs. In particular, we disprove a…
One of approaches to quantum gravity is different models of a discrete pregeometry. An example of a discrete pregeometry on a microscopic scale is introduced. This is the particular case of a causal set. The causal set is a locally finite…
We propose a hybrid algorithm for the time integration of large sets of rate equations coupled by a relatively small number of degrees of freedom. A subset containing fast degrees of freedom evolves deterministically, while the rest of the…
Submodularity is an important property of set functions and has been extensively studied in the literature. It models set functions that exhibit a diminishing returns property, where the marginal value of adding an element to a set…
We investigate the survivor distributions of a spatially extended model of competitive dynamics in different geometries. The model consists of a deterministic dynamical system of individual agents at specified nodes, which might or might…
In this paper, we are interested in solving Network Utility Maximization (NUM) problems whose underlying local utilities and constraints depend on a complex stochastic dynamic environment. While the general model applies broadly, this work…
The random utility model, a cornerstone in economics, is axiomatized by Falmagne (1978) and McFadden and Richter (1990) with the assumption that if a menu is observable, the choice frequencies of all alternatives are also observable.…
A mechanical system is presented exhibiting a non-deterministic singularity, that is, a point in an otherwise deterministic system where forward time trajectories become non-unique. A Coulomb friction force applies linear and angular forces…
To study discrete dynamical systems of different types --- deterministic, statistical and quantum --- we develop various approaches. We introduce the concept of a system of discrete relations on an abstract simplicial complex and develop…
We analyze the unintended effects that recommender systems have on the preferences of users that they are learning. We consider a contextual multi-armed bandit recommendation algorithm that learns optimal product recommendations based on…
In this paper, we study the distributionally robust joint chance constrained Markov decision process. {Utilizing the logarithmic transformation technique,} we derive its deterministic reformulation with bi-convex terms under the…
An analyst observes the frequency with which a decision maker (DM) takes actions, but not the frequency conditional on payoff-relevant states. We ask when the analyst can rationalize the DM's choices as if the DM first learns something…
Recently, Dogan, Dogan and Yildiz (2015) presented a new efficiency notion for the random assignment setting called SW (social welfare)-efficiency and characterized it. In this note, we generalize the characterization for the more general…
We consider a sequence of transferable utility (TU) games where, at each time, the characteristic function is a random vector with realizations restricted to some set of values. The game differs from other ones in the literature on dynamic,…