Related papers: Quadratic Payments with constrained probabilities
In the context of nonlinear prices, the empirical evidence suggests that the consumers have cognitive biases represented in a limited understanding of nonlinear price structures, and they respond to some alternative perceptions of the…
We investigate factorizability of a quadratic split quaternion polynomial. In addition to inequality conditions for existence of such factorization, we provide lucid geometric interpretations in the projective space over the split…
We review the attractor properties of the simplest chaotic model of inflation, in which a minimally coupled scalar field is endowed with a quadratic scalar potential. The equations of motion in a flat Friedmann-Robertson-Walker universe are…
We show that deciding simulation equivalence and simulation preorder have quadratic lower bounds assuming that the Strong Exponential Time Hypothesis holds. This is in line with the best know quadratic upper bounds of simulation…
Many-to-many matching with contracts is studied in the framework of revealed preferences. All preferences are described by choice functions that satisfy natural conditions. Under a no-externality assumption individual preferences can be…
To estimate the conditional probability functions based on the direct problem setting, V-matrix based method was proposed. We construct V-matrix based constrained quadratic programming problems for which the inequality constraints are…
Quadrature rules estimate the value of an integral when the function is given by a table of values. Every binary string defines a quadrature rule by choosing which endpoint of each interval represents the interval. The standard rules, such…
Consider the following collective choice problem: a group of budget constrained agents must choose one of several alternatives. Is there a budget balanced mechanism that: i) does not depend on the specific characteristics of the group, ii)…
In a mathematical context in which one can multiply distributions the "`formal"' nonperturbative canonical Hamiltonian formalism in Quantum Field Theory makes sense mathematically, which can be understood a priori from the fact the so…
It is widely believed that computing payments needed to induce truthful bidding is somehow harder than simply computing the allocation. We show that the opposite is true: creating a randomized truthful mechanism is essentially as easy as a…
An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…
This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…
The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…
Employing probabilistic techniques we compute best possible upper and lower bounds on the price of an option on one or two assets with continuous piecewise linear payoff function based on prices of simple call options of possibly distinct…
We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…
We introduce a "high probability" framework for repeated games with incomplete information. In our non-equilibrium setting, players aim to guarantee a certain payoff with high probability, rather than in expected value. We provide a high…
A method is given for quantitatively rating the social acceptance of different options which are the matter of a preferential vote. In contrast to a previous article, here the individual votes are allowed to be incomplete, that is, they…
The optimal transport problem with quadratic regularization is useful when sparse couplings are desired. The density of the optimal coupling is described by two functions called potentials; equivalently, potentials can be defined as a…
A sequential quadratic optimization algorithm for minimizing an objective function defined by an expectation subject to nonlinear inequality and equality constraints is proposed, analyzed, and tested. The context of interest is when it is…
Valuation and parity formulas for both European-style and American-style exchange options are presented in a general financial model allowing for jumps, possibility of default and "bubbles" in asset prices. The formulas are given via…