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We study consumption dependence in the context of random utility and repeated choice. We show that, in the presence of consumption dependence, the random utility model is a misspecified model of repeated rational choice. This…

Theoretical Economics · Economics 2025-10-01 Christopher Turansick

We explore the ways that a reference point may direct attention. Utilizing a stochastic choice framework, we provide behavioral foundations for the Reference-Dependent Random Attention Model (RD-RAM). Our characterization result shows that…

Theoretical Economics · Economics 2023-03-21 Matthew Kovach , Elchin Suleymanov

Various structured argumentation frameworks utilize preferences as part of their standard inference procedure to enable reasoning with preferences. In this paper, we consider an inverse of the standard reasoning problem, seeking to identify…

Artificial Intelligence · Computer Science 2020-05-13 Quratul-ain Mahesar , Nir Oren , Wamberto W. Vasconcelos

The intersection of causal inference and machine learning for decision-making is rapidly expanding, but the default decision criterion remains an \textit{average} of individual causal outcomes across a population. In practice, various…

Machine Learning · Computer Science 2022-11-08 Wenshuo Guo , Michael I. Jordan , Angela Zhou

This survey reviews recent developments in revealed preference theory. It discusses the testable implications of theories of choice that are germane to specific economic environments. The focus is on expected utility in risky environments;…

Theoretical Economics · Economics 2019-12-04 Federico Echenique

A family of models of individual discrete choice are constructed by means of statistical averaging of choices made by a subject in a reinforcement learning process, where the subject has short, k-term memory span. The choice probabilities…

Econometrics · Economics 2019-08-20 Misha Perepelitsa

In this paper the introduction of notion of reference vector paves the way for a combination of classical and social approaches in the framework of referential preferences given by matrix groups. It is shown that individual demand issue…

General Finance · Quantitative Finance 2014-02-17 Teycir Abdelghani Goucha

As a firm varies the price of a product, consumers exhibit reference effects, making purchase decisions based not only on the prevailing price but also the product's price history. We consider the problem of learning such behavioral…

Computer Science and Game Theory · Computer Science 2017-08-31 Abbas Kazerouni , Benjamin Van Roy

Standard methods in preference learning involve estimating the parameters of discrete choice models from data of selections (choices) made by individuals from a discrete set of alternatives (the choice set). While there are many models for…

Machine Learning · Computer Science 2021-08-18 Kiran Tomlinson , Johan Ugander , Austin R. Benson

Many biological, psychological and economic experiments have been designed where an organism or individual must choose between two options that have the same expected reward but differ in the variance of reward received. In this way,…

Quantitative Methods · Quantitative Biology 2018-09-20 Jared M. Field , Michael B. Bonsall

Unaided human decision making appears to systematically violate consistency constraints imposed by normative theories; these biases in turn appear to justify the application of formal decision-analytic models. It is argued that both claims…

Artificial Intelligence · Computer Science 2013-04-08 Marvin S. Cohen

In strategic classification, an institution (e.g., a bank) anticipates adaptation from users who change their features to increase utility in a classification task (e.g., loan repayment). Since a key challenge is the distribution shift…

Machine Learning · Computer Science 2026-05-27 Antonio Gois , Sophia Gunluk , Nir Rosenfeld , Nidhi Hegde , Simon Lacoste-Julien , Dhanya Sridhar

To choose between two discrete goods, a consumer pays attention to only those with prices below a threshold. From these, she chooses her most preferred good. We assume consumers in a population have the same preference but may have…

Theoretical Economics · Economics 2025-11-07 Kaushil Patel

We develop a tractable model of realization utility that studies the role of reference-dependent S-shaped preferences in a dynamic investment setting with reinvestment. Our model generates both voluntarily realized gains and losses. It…

General Finance · Quantitative Finance 2014-08-14 Jonathan E. Ingersoll , Lawrence J. Jin

In this paper, we present a link between preference-based and multiobjective sequential decision-making. While transforming a multiobjective problem to a preference-based one is quite natural, the other direction is a bit less obvious. We…

Artificial Intelligence · Computer Science 2017-01-04 Paul Weng

I study how past and future choices are linked in the framework of attention. Attention cannot be observed but past choices are necessarily considered in future decisions. This link connects two types of rationality violations,…

Theoretical Economics · Economics 2024-03-05 Xi Zhi Lim

We study preferences estimated from finite choice experiments and provide sufficient conditions for convergence to a unique underlying "true" preference. Our conditions are weak, and therefore valid in a wide range of economic environments.…

Theoretical Economics · Economics 2020-11-03 Christopher P. Chambers , Federico Echenique , Nicolas Lambert

Many researchers have applied classical statistical decision theory to evaluate treatment choices and learn optimal policies. However, because this framework is based solely on realized outcomes under chosen decisions and ignores…

Statistics Theory · Mathematics 2025-10-21 Benedikt Koch , Kosuke Imai

Subjective expected utility theory assumes that decision-makers possess unlimited computational resources to reason about their choices; however, virtually all decisions in everyday life are made under resource constraints - i.e.…

Machine Learning · Statistics 2016-10-07 Pedro A. Ortega , Alan A. Stocker

We develop a design-based framework for causal inference that accommodates random potential outcomes without introducing outcome models, thereby extending the classical Neyman--Rubin paradigm in which outcomes are treated as fixed. By…

Methodology · Statistics 2026-01-14 Yukai Yang
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