Related papers: Comparing experiments in discounted problems

Tests for proportional hazards assumption concerning specified covariates or groups of covariates are proposed. The class of alternatives is wide: log-hazard rates under different values of covariates may cross, approach, go away. The data…

Physical systems are often simulated using a stochastic computation where different final states result from identical initial states. Here, we derive the minimum energy cost of simulating a complex data set of a general physical system…

We consider active learning under incentive compatibility constraints. The main application of our results is to economic experiments, in which a learner seeks to infer the parameters of a subject's preferences: for example their attitudes…

We model stochastic choices with categorization. The agent preliminarly groups alternatives in homogenous disjoint classes, then randomly chooses one class and randomly picks an item within the selected class. We give a formal definition of…

Empirical research often cites observed choice responses to variation that shifts expected discounted future utilities, but not current utilities, as an intuitive source of information on time preferences. We study the identification of…

The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…

We consider a sender-receiver game in which the receiver's action is binary and the sender's preferences are state-independent. The state is multidimensional. The receiver can select one dimension of the state to check (i.e., observe)…

Information in the time distribution of points in a state space reconstructed from observed data yields a test for ``nonstationarity''. Framed in terms of a statistical hypothesis test, this numerical algorithm can discern whether some…

We consider a simple decision model in which a set of agents randomly choose one of two competing shops selling the same perishable products (typically food). The satisfaction of agents with respect to a given store is related to the…

Two-player zero-sum repeated games are well understood. Computing the value of such a game is straightforward. Additionally, if the payoffs are dependent on a random state of the game known to one, both, or neither of the players, the…

This paper provides a theorem to compare the minimum total cost of two different Euclidean Random Assignment Problems with the same number of points, using the stochastic order of the costs of one of the pairs in these two problems. The…

Imitation learning has enabled robots to perform complex, long-horizon tasks in challenging dexterous manipulation settings. As new methods are developed, they must be rigorously evaluated and compared against corresponding baselines…

Evidence-based decision-making entails collecting (costly) observations about an underlying phenomenon of interest, and subsequently committing to an (informed) decision on the basis of accumulated evidence. In this setting, active sensing…

Finding features that disentangle the different causes of variation in real data is a difficult task, that has nonetheless received considerable attention in static domains like natural images. Interactive environments, in which an agent…

We propose some new results on the comparison of the minimum or maximum order statistic from a random number of non-identical random variables. Under the non-identical set-up, with certain conditions, we prove that random minimum (maximum)…

We test the predictions of the sticky information model using a survey dataset by comparing shoppers accuracy in recalling the prices of regulated and comparable unregulated products. Because regulated product prices are capped, they are…

Stochastic games with discounted payoff, introduced by Shapley, model adversarial interactions in stochastic environments where two players try to optimize a discounted sum of rewards. In this model, long-term weights are geometrically…

Stochastic optimal control problems have a long tradition in applied probability, with the questions addressed being of high relevance in a multitude of fields. Even though theoretical solutions are well understood in many scenarios, their…

Although quantum states nicely express interference effects, outcomes of experimental trials show no states directly; they indicate properties of probability distributions for outcomes. We prove categorically that probability distributions…

We consider adaptive decision-making problems where an agent optimizes a cumulative performance objective by repeatedly choosing among a finite set of options. Compared to the classical prediction-with-expert-advice set-up, we consider…