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This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov…

Probability · Mathematics 2008-06-24 Lasse Leskelä

We propose an axiomatic approach which economically underpins the representation of dynamic preferences in terms of a stochastic utility function, sensitive to the information available to the decision maker. Our construction is iterative…

Probability · Mathematics 2020-02-24 Marco Maggis , Andrea Maran

Literature involving preferences of artificial agents or human beings often assume their preferences can be represented using a complete transitive binary relation. Much has been written however on different models of preferences. We review…

Artificial Intelligence · Computer Science 2018-01-17 Olivier Cailloux , Sébastien Destercke

We propose a topic modeling approach to the prediction of preferences in pairwise comparisons. We develop a new generative model for pairwise comparisons that accounts for multiple shared latent rankings that are prevalent in a population…

Machine Learning · Computer Science 2015-01-27 Weicong Ding , Prakash Ishwar , Venkatesh Saligrama

The applicability of machine learning for predicting chaotic dynamics relies heavily upon the data used in the training stage. Chaotic time series obtained by numerically solving ordinary differential equations embed a complicated noise of…

Data Analysis, Statistics and Probability · Physics 2021-10-13 Igor A Khovanov

We study the effect of stochasticity in on-policy policy optimization, and make the following four contributions. First, we show that the preferability of optimization methods depends critically on whether stochastic versus exact gradients…

Machine Learning · Computer Science 2021-11-01 Jincheng Mei , Bo Dai , Chenjun Xiao , Csaba Szepesvari , Dale Schuurmans

We study a model of temporal voting where there is a fixed time horizon, and at each round the voters report their preferences over the available candidates and a single candidate is selected. Prior work has adapted popular notions of…

Computer Science and Game Theory · Computer Science 2025-02-11 Edith Elkind , Svetlana Obraztsova , Jannik Peters , Nicholas Teh

Decision-making problems often feature uncertainty stemming from heterogeneous and context-dependent human preferences. To address this, we propose a sequential learning-and-optimization pipeline to learn preference distributions and…

Machine Learning · Computer Science 2026-03-19 Benjamin Hudson , Laurent Charlin , Emma Frejinger

Negotiation is a very common interaction between automated agents. Many common negotiation protocols work with cardinal utilities, even though ordinal preferences, which only rank the outcomes, are easier to elicit from humans. In this work…

Computer Science and Game Theory · Computer Science 2023-12-18 Sefi Erlich , Noam Hazon , Sarit Kraus

We present a scheme for sequential decision making with a risk-sensitive objective and constraints in a dynamic environment. A neural network is trained as an approximator of the mapping from parameter space to space of risk and policy with…

Artificial Intelligence · Computer Science 2019-07-10 Shuai Ma , Jia Yuan Yu , Ahmet Satir

Session-based recommendation aims to generate recommendations for the next item of users' interest based on a given session. In this manuscript, we develop prospective preference enhanced mixed attentive model (P2MAM) to generate…

Information Retrieval · Computer Science 2024-07-11 Bo Peng , Chang-Yu Tai , Srinivasan Parthasarathy , Xia Ning

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

Stochastic models such as Continuous-Time Markov Chains (CTMC) and Stochastic Hybrid Automata (SHA) are powerful formalisms to model and to reason about the dynamics of biological systems, due to their ability to capture the stochasticity…

Logic in Computer Science · Computer Science 2013-09-05 Ezio Bartocci , Luca Bortolussi , Laura Nenzi , Guido Sanguinetti

When looking for a solution, deterministic methods have the enormous advantage that they do find global optima. Unfortunately, they are very CPU-intensive, and are useless on untractable NP-hard problems that would require thousands of…

Neural and Evolutionary Computing · Computer Science 2011-12-20 Pierre Collet , Jean-Philippe Rennard

Temporal logics over finite traces have recently seen wide application in a number of areas, from business process modelling, monitoring, and mining to planning and decision making. However, real-life dynamic systems contain a degree of…

Logic in Computer Science · Computer Science 2019-11-19 Fabrizio M. Maggi , Marco Montali , Rafael Peñaloza

We consider a stochastic, dynamic job scheduling problem, formulated as a queueing control problem, in which a single server processes jobs of different types that arrive according to independent Poisson processes. The problem is defined on…

Optimization and Control · Mathematics 2025-09-09 Dongnuan Tian , Rob Shone

We consider a piecewise deterministic Markov decision process, where the expected exponential utility of total (nonnegative) cost is to be minimized. The cost rate, transition rate and post-jump distributions are under control. The state…

Optimization and Control · Mathematics 2017-11-22 Xin Guo , Yi Zhang

In multi-period stochastic optimization problems, the future optimal decision is a random variable whose distribution depends on the parameters of the optimization problem. We analyze how the expected value of this random variable changes…

Optimization and Control · Mathematics 2020-01-28 Bar Light

To model combinatorial decision problems involving uncertainty and probability, we introduce scenario based stochastic constraint programming. Stochastic constraint programs contain both decision variables, which we can set, and stochastic…

Artificial Intelligence · Computer Science 2009-03-09 S. Armagan Tarim , Suresh Manandhar , Toby Walsh

The stochastic frontier model with heterogeneous technical efficiency explained by exoge-nous variables is augmented with a spatial-temporal component, a generalization relaxing the panel independence assumption in a panel data. The…

Methodology · Statistics 2021-04-29 Erniel B. Barrios , John D. Eustaquio , Rouselle F. Lavado
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