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To determine the welfare implications of price changes in demand data, we introduce a revealed preference relation over prices. We show that the absence of cycles in this relation characterizes a consumer who trades off the utility of…

Econometrics · Economics 2024-07-03 Rahul Deb , Yuichi Kitamura , John K. -H. Quah , Jörg Stoye

Strategic customer behavior is strongly influenced by the level of information that is provided to customers. Hence, to optimize the design of queueing systems, many studies consider various versions of the same service model and compare…

Optimization and Control · Mathematics 2019-06-14 Yiannis Dimitrakopoulos , Antonis Economou , Stefanos Leonardos

An analyst observes an agent take a sequence of actions. The analyst does not have access to the agent's information and ponders whether the observed actions could be justified through a rational Bayesian model with a known utility…

Theoretical Economics · Economics 2025-04-08 Henrique de Oliveira , Rohit Lamba

We introduce an infinite-horizon, continuous-time portfolio selection problem faced by an agent with periodic S-shaped preference and present bias. The inclusion of a quasi-hyperbolic discount function leads to time-inconsistency and we…

Portfolio Management · Quantitative Finance 2024-10-25 Yushi Hamaguchi , Alex S. L. Tse

Choice modeling has been a central topic in the study of individual preference or utility across many fields including economics, marketing, operations research, and psychology. While the vast majority of the literature on choice models has…

Machine Learning · Statistics 2022-08-22 Zhongze Cai , Hanzhao Wang , Kalyan Talluri , Xiaocheng Li

Difference-in-differences is a common method for estimating treatment effects, and the parallel trends condition is its main identifying assumption: the trend in mean untreated outcomes is independent of the observed treatment status. In…

Econometrics · Economics 2023-08-09 Philip Marx , Elie Tamer , Xun Tang

A recent proposal for a superdeterministic account of quantum mechanics, named Invariant-set theory, appears to bring ideas from several diverse fields like chaos theory, number theory and dynamical systems to quantum foundations. However,…

Quantum Physics · Physics 2022-03-11 Indrajit Sen

In dynamic settings each economic agent's choices can be revealing of her private information. This elicitation via the rationalization of observable behavior depends each agent's perception of which payoff-relevant contingencies other…

Theoretical Economics · Economics 2021-05-17 Evan Piermont , Peio Zuazo-Garin

We study the identification of dynamic discrete choice models with sophisticated, quasi-hyperbolic time preferences under exclusion restrictions. We consider both standard finite horizon problems and empirically useful infinite horizon…

Econometrics · Economics 2025-07-11 Jaap H. Abbring , Øystein Daljord , Fedor Iskhakov

Can stated preferences inform counterfactual analyses of actual choice? This research proposes a novel approach to researchers who have access to both stated choices in hypothetical scenarios and actual choices, matched or unmatched. The…

Econometrics · Economics 2025-11-18 Romuald Meango , Marc Henry , Ismael Mourifie

We present exact algorithms for identifying deterministic-actions effects and preconditions in dynamic partially observable domains. They apply when one does not know the action model(the way actions affect the world) of a domain and must…

Artificial Intelligence · Computer Science 2014-01-16 Eyal Amir , Allen Chang

The problem of scheduling with testing in the framework of explorable uncertainty models environments where some preliminary action can influence the duration of a task. In the model, each job has an unknown processing time that can be…

Data Structures and Algorithms · Computer Science 2021-08-20 Susanne Albers , Alexander Eckl

Predictive algorithms inform consequential decisions in settings with selective labels: outcomes are observed only for units selected by past decision makers. This creates an identification problem under unobserved confounding -- when…

Econometrics · Economics 2025-11-07 Ashesh Rambachan , Amanda Coston , Edward Kennedy

Non-prehensile manipulation such as pushing is typically subject to uncertain, non-smooth dynamics. However, modeling the uncertainty of the dynamics typically results in intractable belief dynamics, making data-efficient planning under…

Robotics · Computer Science 2024-06-28 Julius Jankowski , Lara Brudermüller , Nick Hawes , Sylvain Calinon

In this work we generalize standard Decision Theory by assuming that two outcomes can also be incomparable. Two motivating scenarios show how incomparability may be helpful to represent those situations where, due to lack of information,…

Computer Science and Game Theory · Computer Science 2014-04-04 Piero A. Bonatti , Marco Faella , Luigi Sauro

Individuals use models to guide decisions, but many models are wrong. This paper studies which misspecified models are likely to persist when individuals also entertain alternative models. Consider an agent who uses her model to learn the…

Theoretical Economics · Economics 2023-08-22 Cuimin Ba

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

Machine Learning · Computer Science 2022-03-17 Cong Lu , Philip J. Ball , Jack Parker-Holder , Michael A. Osborne , Stephen J. Roberts

We study hyperbolic systems of one-dimensional partial differential equations under general, possibly non-local boundary conditions. A large class of evolution equations, either on individual 1-dimensional intervals or on general networks,…

Analysis of PDEs · Mathematics 2021-01-19 Marjeta Kramar Fijavž , Delio Mugnolo , Serge Nicaise

In model-based reinforcement learning, planning with an imperfect model of the environment has the potential to harm learning progress. But even when a model is imperfect, it may still contain information that is useful for planning. In…

Machine Learning · Computer Science 2021-03-09 Zaheer Abbas , Samuel Sokota , Erin J. Talvitie , Martha White

Intertemporal decision making involves choices among options whose effects occur at different moments. These choices are influenced not only by the effect of rewards value perception at different moments, but also by the time perception…

General Finance · Quantitative Finance 2011-05-19 Natalia Destefano , Alexandre Souto Martinez