Related papers: Duality in dynamic discrete-choice models
Probabilistic frames are a generalization of finite frames into the Wasserstein space of probability measures with finite second moment. We introduce new probabilistic definitions of duality, analysis, and synthesis and investigate their…
Double machine learning (DML) has become an increasingly popular tool for automated variable selection in high-dimensional settings. Even though the ability to deal with a large number of potential covariates can render…
In online advertising, users may be exposed to a range of different advertising campaigns, such as natural search or referral or organic search, before leading to a final transaction. Estimating the contribution of advertising campaigns on…
In this article we develop a duality principle suitable for a large class of problems in optimization. The main result is obtained through basic tools of convex analysis and duality theory. We establish a correct relation between the…
In this paper we propose a new method of estimation for discrete choice demand models when individual level data are available. The method employs a two-step procedure. Step 1 predicts the choice probabilities as functions of the observed…
In this paper, we introduce a generalized dynamical unbalanced optimal transport framework by incorporating limited control input and mass dissipation, addressing limitations in conventional optimal transport for control applications. We…
In this paper, we develop a unified approach to study partial identification of a finite-dimensional parameter defined by a general moment model with incomplete data. We establish a novel characterization of the identified set for the true…
We propose a model of two-way selection system. It appears in the processes like choosing a mate between men and women, making contracts between job hunters and recruiters, and trading between buyers and sellers. In this paper, we propose a…
Optimization problems with discrete decisions are nonconvex and thus lack strong duality, which limits the usefulness of tools such as shadow prices and the KKT conditions. It was shown in Burer(2009) that mixed-binary quadratic programs…
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…
Analysis of high-dimensional data is currently a popular field of research, thanks to many applications e.g. in genetics (DNA data in genomewide association studies), spectrometry or web analysis. At the same time, the type of problems that…
State statistics of linear systems satisfy certain structural constraints that arise from the underlying dynamics and the directionality of input disturbances. In the present paper we study the problem of completing partially known state…
This paper explores a novel extension of dynamic matching theory by analyzing a three-way matching problem involving agents from three distinct populations, each with two possible types. Unlike traditional static or two-way dynamic models,…
Classical Biplot Methods allow for the simultaneous representation of individuals (rows) and variables (columns) of a data matrix. For Binary data, Logistic biplots have been recently developed.When data are nominal, linear or even binary…
A posteriori error estimates are an important tool to bound discretization errors in terms of computable quantities avoiding regularity conditions that are often difficult to establish. For non-linear and non-differentiable problems,…
We provide elementary proofs of several results concerning the possible outcomes arising from a fixed profile within the class of positional voting systems. Our arguments enable a simple and explicit construction of paradoxical profiles,…
We consider the mutation--selection differential equation with pairwise interaction (or, equivalently, the diploid mutation--selection equation) and establish the corresponding ancestral process, which is a random tree and a variant of the…
Dynamic user equilibrium (DUE) is the most widely studied form of dynamic traffic assignment, in which road travelers engage in a non-cooperative Nash-like game with departure time and route choices. DUE models describe and predict the…
Since the introduction of strong anticipation by D.~Dubois the numerous investigations of concrete systems have been proposed. In proposed paper the new examples of discrete dynamical systems with anticipation are considered. The…
Joint models for longitudinal and survival data have gained a lot of attention in recent years, with the development of myriad extensions to the basic model, including those which allow for multivariate longitudinal data, competing risks…