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We present a comprehensive study of utility function of the minority game in its efficient regime. We develop an effective description of state of the game. For the payoff function $g(x)=\sgn (x)$ we explicitly represent the game as the…

Trading and Market Microstructure · Quantitative Finance 2011-03-04 Karol Wawrzyniak , Wojciech Wislicki

This paper relates comparative belief structures and a general view of belief management in the setting of deductively closed logical representations of accepted beliefs. We show that the range of compatibility between the classical…

Artificial Intelligence · Computer Science 2013-02-01 Didier Dubois , Helene Fargier , Henri Prade

We consider an extension of the unary negation fragment of first-order logic in which arbitrarily many binary symbols may be required to be interpreted as equivalence relations. We show that this extension has the finite model property.…

Logic in Computer Science · Computer Science 2018-09-14 Daniel Danielski , Emanuel Kieronski

Let $U(\mathbb T)$ be the space of all continuous functions on the circle $\mathbb T$ whose Fourier series converges uniformly. Salem's well-known example shows that a product of two functions in $U(\mathbb T)$ does not always belongs to…

Classical Analysis and ODEs · Mathematics 2019-03-06 V. V. Lebedev

Let's fix a reasonable subsystem $T$ of arithmetic; why are natural extensions of $T$ pre-well-ordered by consistency strength? In previous work, an approach to this question was proposed. The goal of this work was to classify the recursive…

Logic · Mathematics 2022-09-21 James Walsh

The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps (1979). In the context of optimal portfolio selection with expected utility preferences this…

Computational Finance · Quantitative Finance 2017-07-25 Sara Biagini , Aleš Černý

We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…

Probability · Mathematics 2019-02-05 Reda Chhaibi , Emma Hovhannisyan , Joseph Najnudel , Ashkan Nikeghbali , Brad Rodgers

Given subsets of uncertain values, we study the problem of identifying the subset of minimum total value (sum of the uncertain values) by querying as few values as possible. This set selection problem falls into the field of explorable…

Data Structures and Algorithms · Computer Science 2023-06-16 Nicole Megow , Jens Schlöter

A type-2 computable real function is necessarily continuous; and this remains true for relative, i.e. oracle-based computations. Conversely, by the Weierstrass Approximation Theorem, every continuous f:[0,1]->R is computable relative to…

Logic · Mathematics 2015-03-19 Arno Pauly , Martin Ziegler

We study conditions for the existence of stable and group-strategy-proof mechanisms in a many-to-one matching model with contracts if students' preferences are monotone in contract terms. We show that "equivalence", properly defined, to a…

Theoretical Economics · Economics 2021-07-13 Jan Christoph Schlegel

Recently, a randomized mechanism has been discovered [Dughmi, Roughgarden and Yan; STOC'11] for combinatorial auctions that is truthful in expectation and guarantees a (1-1/e)-approximation to the optimal social welfare when players have…

Computer Science and Game Theory · Computer Science 2011-09-07 Shaddin Dughmi , Jan Vondrak

The von Neumann and Morgenstern theory postulates that rational choice under uncertainty is equivalent to maximization of expected utility (EU). This view is mathematically appealing and natural because of the affine structure of the space…

Optimization and Control · Mathematics 2014-12-22 Roman V. Belavkin

In a parking function, a car is considered lucky if it is able to park in its preferred spot. Extending work of Harris and Martinez, we enumerate outcomes of parking functions with a fixed set of lucky cars. We then consider a…

Combinatorics · Mathematics 2025-09-11 Melanie Ferreri , Pamela E. Harris , Lucy Martinez , Eric Swartz

We extend the integrability analysis for scalar evolution equations of type $$u_t=u_m+f(u,u_1,...,u_{m-1})$$ from the case that the right hand side is a $\lambda$-homogeneous formal power series to the case that it is a nonhomogeneous…

Mathematical Physics · Physics 2007-05-23 Lizhou Chen

We regard Forcing Notions P adding real numbers and the algebras of P-measurable sets. As for Cohen- and Random-Forcing we can show that each analytic set is P-measurable using Solovay's Unfolding Trick for infinite games. To show this we…

Logic · Mathematics 2016-09-06 Benedikt Loewe

By relaxing the dominating set in three ways (e.g., from "each member beats every non-member" to "each member beats or ties every non-member, with an additional requirement that at least one member beat every non-member"), we propose a new…

Theoretical Economics · Economics 2024-03-26 Fujun Hou

Recent literature in the last Maximum Entropy workshop introduced an analogy between cumulative probability distributions and normalized utility functions. Based on this analogy, a utility density function can de defined as the derivative…

Artificial Intelligence · Computer Science 2009-11-10 Ali E. Abbas

The aim of this article is to define a notion of cardinal utility function called measurable utility and to define it on a connected and separable subset of a weakly ordered topological space. The definition is equivalent to the ones given…

General Economics · Economics 2023-01-04 Gianmarco Caldini

In a recent paper [1], it has been claimed that the outcomes of a quantum coin toss which is idealized as an infinite binary sequence is 1-random. We also defend the correctness of this claim and assert that the outcomes of quantum…

General Physics · Physics 2021-06-16 İnanç Şahin

The desirable gambles framework provides a foundational approach to imprecise probability theory but relies heavily on linear utility assumptions. This paper introduces function-coherent gambles, a generalization that accommodates…

Theoretical Economics · Economics 2025-04-28 Gregory Wheeler