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In recent years, the need for neutral benchmark studies that focus on the comparison of methods from computational sciences has been increasingly recognised by the scientific community. While general advice on the design and analysis of…

Model selection in supervised learning provides costless guarantees as if the model that best balances bias and variance was known a priori. We study the feasibility of similar guarantees for cumulative regret minimization in the stochastic…

Machine Learning · Computer Science 2023-10-25 Sanath Kumar Krishnamurthy , Adrienne Margaret Propp , Susan Athey

We investigate a value-maximizing problem incorporating a human behavior pattern: present-biased-ness, for a firm which navigates strategic decisions encompassing earning retention/payout and capital injection policies, within the framework…

Optimization and Control · Mathematics 2024-01-30 Kaixin Yan , Wenyuan Wang , Jinxia Zhu

As AI agents generate increasingly sophisticated behaviors, manually encoding human preferences to guide these agents becomes more challenging. To address this, it has been suggested that agents instead learn preferences from human choice…

Machine Learning · Computer Science 2024-12-24 Henrik Marklund , Benjamin Van Roy

We introduce the threshold $q$-voter opinion dynamics where an agent, facing a binary choice, can change its mind when at least $q_0$ amongst $q$ neighbors share the opposite opinion. Otherwise, the agent can still change its mind with a…

Physics and Society · Physics 2018-07-11 Allan R. Vieira , Celia Anteneodo

We propose a way of reasoning about minimal and maximal values of the weights of transitions in a weighted transition system (WTS). This perspective induces a notion of bisimulation that is coarser than the classic bisimulation: it relates…

Logic in Computer Science · Computer Science 2023-06-22 Mikkel Hansen , Kim Guldstrand Larsen , Radu Mardare , Mathias Ruggaard Pedersen

The most commonly accepted model for investors' preferences is expected utility theory. More recently, other theories have emerged and pose new challenges to mathematics. The present paper treats preferences of cumulative prospect theory…

Portfolio Management · Quantitative Finance 2016-08-07 Miklós Rásonyi , José Gregorio Rodríguez-Villarreal

In real life auctions, a widely observed phenomenon is the winner's curse -- the winner's high bid implies that the winner often over-estimates the value of the good for sale, resulting in an incurred negative utility. The seminal work of…

Computer Science and Game Theory · Computer Science 2021-11-18 Yiling Chen , Alon Eden , Juntao Wang

We discuss the relative merits of optimistic and randomized approaches to exploration in reinforcement learning. Optimistic approaches presented in the literature apply an optimistic boost to the value estimate at each state-action pair and…

Machine Learning · Statistics 2017-06-15 Ian Osband , Benjamin Van Roy

Suppose that we wish to estimate a user's preference vector $w$ from paired comparisons of the form "does user $w$ prefer item $p$ or item $q$?," where both the user and items are embedded in a low-dimensional Euclidean space with distances…

Machine Learning · Statistics 2019-05-27 Gregory H. Canal , Andrew K. Massimino , Mark A. Davenport , Christopher J. Rozell

Experimental design is crucial for inference where limitations in the data collection procedure are present due to cost or other restrictions. Optimal experimental designs determine parameters that in some appropriate sense make the data…

Machine Learning · Statistics 2016-03-11 Panagiotis Tsilifis , Roger G. Ghanem , Paris Hajali

In the causal adjustment setting, variable selection techniques based on either the outcome or treatment allocation model can result in the omission of confounders or the inclusion of spurious variables in the propensity score. We propose a…

Statistics Theory · Mathematics 2014-06-06 Ashkan Ertefaie , Masoud Asgharian , David A. Stephens

This paper shows how we can combine logical representations of actions and decision theory in such a manner that seems natural for both. In particular we assume an axiomatization of the domain in terms of situation calculus, using what is…

Artificial Intelligence · Computer Science 2013-02-18 David L. Poole

Plausibility models are Kripke models that agents use to reason about knowledge and belief, both of themselves and of each other. Such models are used to interpret the notions of conditional belief, degrees of belief, and safe belief. The…

Artificial Intelligence · Computer Science 2018-02-06 Mikkel Birkegaard Andersen , Thomas Bolander , Hans van Ditmarsch , Martin Holm Jensen

The unit selection problem aims to identify a set of individuals who are most likely to exhibit a desired mode of behavior, for example, selecting individuals who would respond one way if encouraged and a different way if not encouraged.…

Artificial Intelligence · Computer Science 2021-09-17 Ang Li , Judea Pearl

This paper focuses on specific investments under negotiated transfer pricing. Reasons for transfer pricing studies are primarily to find conditions that maximize the firm's overall profit, especially in cases with bilateral trading problems…

General Economics · Economics 2023-01-31 Christian Mitsch

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

Nontransitive choices have long been an area of curiosity within economics. However, determining whether nontransitive choices represent an individual's preference is a difficult task since choice data is inherently stochastic. This paper…

Theoretical Economics · Economics 2023-05-01 Mogens Fosgerau , John Rehbeck

A knowledge system S describing a part of real world does in general not contain complete information. Reasoning with incomplete information is prone to errors since any belief derived from S may be false in the present state of the world.…

Artificial Intelligence · Computer Science 2011-05-20 Eliezer L. Lozinskii

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