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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

Improving social welfare is a complex challenge requiring policymakers to optimize objectives across multiple time horizons. Evaluating the impact of such policies presents a fundamental challenge, as those that appear suboptimal in the…

Computers and Society · Computer Science 2026-02-17 Jiduan Wu , Rediet Abebe , Moritz Hardt , Ana-Andreea Stoica

We consider sequential decision problems in which we adaptively choose one of finitely many alternatives and observe a stochastic reward. We offer a new perspective of interpreting Bayesian ranking and selection problems as adaptive…

Machine Learning · Computer Science 2016-06-16 Yingfei Wang , Warren Powell

In this short note, we address two issues in the literature about modern tontines with bequest and utility maximisation: how to verify optimal controls and the decreasing allocation of funds in the tontine. We want to raise awareness in the…

Risk Management · Quantitative Finance 2025-01-16 Thomas Bernhardt

We provide sufficient conditions under which a utility function may be recovered from a finite choice experiment. Identification, as is commonly understood in decision theory, is not enough. We provide a general recoverability result that…

Theoretical Economics · Economics 2023-01-30 Christopher P. Chambers , Federico Echenique , Nicolas S. Lambert

This paper builds a rule for decisionmaking from the physical behavior of single neurons, the well established neural circuitry of mutual inhibition, and the evolutionary principle of natural selection. No axioms are used in the derivation…

Theoretical Economics · Economics 2023-02-21 Valdes Salvador , Gonzalo ValdesEdwards

The main result is a doubly exponential decision procedure for the first-order equality theory of streams with both arithmetic and control-oriented stream operations. This stream logic is expressive for elementary problems of stream…

Logic in Computer Science · Computer Science 2024-01-05 Harald Ruess

We provide simple necessary and sufficient conditions under which a path constitutes a solution to an infinite-horizon, continuous-time optimal control problem. We prove transversality conditions under standard assumptions. We also present…

Optimization and Control · Mathematics 2026-03-30 Stefano Bosi , David Desmarchelier , Ngoc-Sang Pham

This paper studies optimal switching on and o? of the entire service capacity of an M/M/Infinity queue with holding, running and switching costs where the running costs depend only on whether the system is running or not. The goal is to…

Optimization and Control · Mathematics 2015-10-21 Eugene Feinberg , Xiaoxuan Zhang

The von Neumann-Morgenstern (VNM) utility theorem shows that under certain axioms of rationality, decision-making is reduced to maximizing the expectation of some utility function. We extend these axioms to increasingly structured…

Artificial Intelligence · Computer Science 2022-06-29 Mehran Shakerinava , Siamak Ravanbakhsh

The study of fairness in intelligent decision systems has mostly ignored long-term influence on the underlying population. Yet fairness considerations (e.g. affirmative action) have often the implicit goal of achieving balance among groups…

Machine Learning · Computer Science 2020-03-02 Hussein Mozannar , Mesrob I. Ohannessian , Nathan Srebro

We initiate a novel direction in randomized social choice by proposing a new definition of agent utility for randomized outcomes. Each agent has a preference over all outcomes and a {\em quantile} parameter. Given a {\em lottery} over the…

Computer Science and Game Theory · Computer Science 2026-03-03 Ioannis Caragiannis , Fabian Frank , Sanjukta Roy

Social choice theory offers a wealth of approaches for selecting a candidate on behalf of voters based on their reported preference rankings over options. When voters have underlying utilities for these options, however, using preference…

Computer Science and Game Theory · Computer Science 2025-10-24 Luise Ge , Gregory Kehne , Yevgeniy Vorobeychik

We are concerned with demonstrating productivity of specifications of infinite streams of data, based on orthogonal rewrite rules. In general, this property is undecidable, but for restricted formats computable sufficient conditions can be…

Logic in Computer Science · Computer Science 2008-07-20 Joerg Endrullis , Clemens Grabmayer , Dimitri Hendriks

We study the problem of {\em impartial selection}, a topic that lies at the intersection of computational social choice and mechanism design. The goal is to select the most popular individual among a set of community members. The input can…

Computer Science and Game Theory · Computer Science 2021-02-19 Ioannis Caragiannis , George Christodoulou , Nicos Protopapas

In this paper, we consider the average age minimization problem where a central entity schedules M users among the N available users for transmission over unreliable channels. It is well-known that obtaining the optimal policy, in this…

Information Theory · Computer Science 2020-01-14 Ali Maatouk , Saad Kriouile , Mohamad Assaad , Anthony Ephremides

Instead of testing for unanimous agreement, I propose learning how broad of a consensus favors one distribution over another (of earnings, productivity, asset returns, test scores, etc.). Specifically, given a sample from each of two…

Econometrics · Economics 2024-08-27 David M. Kaplan

This paper examines the average age minimization problem where only a fraction of the network users can transmit simultaneously over unreliable channels. Finding the optimal scheduling scheme, in this case, is known to be challenging.…

Information Theory · Computer Science 2021-02-05 Saad Kriouile , Mohamad Assaad , Ali Maatouk

In this article we consider an optimization problem of expected utility maximization of continuous-time trading in a financial market. This trading is constrained by a benchmark for a utility-based shortfall risk measure. The market…

Mathematical Finance · Quantitative Finance 2016-10-28 Oliver Janke

Finding the optimal policy for multi-period perishable inventory systems requires solving computationally-expensive stochastic dynamic programs (DP). To avoid the difficulty of solving DP models, we propose a framework that uses an…

Optimization and Control · Mathematics 2021-07-28 Katsunobu Sasanuma , Mohammad Delasay , Christine Pitocco , Alan Scheller-Wolf , Thomas Sexton
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