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This paper assumes each individual in society has a random discount factor and assesses an intertemporal project using rank-dependent expected utility theory. We consider both the ex ante and the ex post approaches. For the former, we show…

Theoretical Economics · Economics 2025-08-26 Wei Ma

People often face trade-offs between costs and benefits occurring at various points in time. The predominant discounting approach is to use the exponential form. Central to this approach is the discount rate, a unique parameter that…

Theoretical Economics · Economics 2024-08-13 Bach Dong-Xuan , Philippe Bich

In this paper, we introduce a model that adds a non-linearity to discounting: the discounting factor may depend on the notional (i.e., discounted values are no longer linear in the notional). In the first part of the paper, we provide a…

Mathematical Finance · Quantitative Finance 2021-10-26 Christian P. Fries

This paper derives a novel representation of the exponential discounting model that allows one to assess departures from the model via a measure of efficiency. The approach uses a revealed preference methodology that does not make any…

Theoretical Economics · Economics 2025-08-29 Charles Gauthier

The policy gradient theorem describes the gradient of the expected discounted return with respect to an agent's policy parameters. However, most policy gradient methods drop the discount factor from the state distribution and therefore do…

Machine Learning · Computer Science 2020-03-02 Chris Nota , Philip S. Thomas

The valuation process that economic agents undergo for investments with uncertain payoff typically depends on their statistical views on possible future outcomes, their attitudes toward risk, and, of course, the payoff structure itself.…

Pricing of Securities · Quantitative Finance 2010-01-11 Constantinos Kardaras

Many popular policy gradient methods for reinforcement learning follow a biased approximation of the policy gradient known as the discounted approximation. While it has been shown that the discounted approximation of the policy gradient is…

Machine Learning · Computer Science 2023-01-10 Chris Nota

An important question in economics is how people choose between different payments in the future. The classical normative model predicts that a decision maker discounts a later payment relative to an earlier one by an exponential function…

Theoretical Economics · Economics 2020-01-09 Alexander T. I. Adamou , Yonatan Berman , Diomides P. Mavroyiannis , Ole B. Peters

In recent years, an increasing amount of data is collected in different and often, not cooperative, databases. The problem of privacy-preserving, distributed calculations over separated databases and, a relative to it, issue of private data…

Databases · Computer Science 2016-05-23 Philip Derbeko , Shlomi Dolev , Ehud Gudes , Jeffrey D. Ullman

Evaluating the financial performance of manufacturing firms requires consideration of both the time value of money and the relative importance of multiple decision criteria. Conventional approaches relying solely on deterministic…

Theoretical Economics · Economics 2026-02-05 Duaa Abdullah , Marwa Abdullah

This chapter provides a tutorial that the reader can follow towards analyzing discounting data. Previous chapters have already described the breadth of outcomes associated with discounting (Odum et al. 2020) and other background information…

Applications · Statistics 2024-08-08 Christopher T. Franck

Price discrimination for maximizing expected profit is a well-studied concept in economics and there are various methods that achieve the maximum given the user type distribution and the budget constraints. In many applications,…

General Economics · Economics 2021-03-03 Ghurumuruhan Ganesan

In practical reinforcement learning (RL), the discount factor used for estimating value functions often differs from that used for defining the evaluation objective. In this work, we study the effect that this discrepancy of discount…

Machine Learning · Computer Science 2021-06-16 Yunhao Tang , Mark Rowland , Rémi Munos , Michal Valko

Evaluation metrics are an essential part of a ranking system, and in the past many evaluation metrics have been proposed in information retrieval and Web search. Discounted Cumulated Gains (DCG) has emerged as one of the evaluation metrics…

Information Retrieval · Computer Science 2012-12-27 Ke Zhou , Hongyuan Zha , Gui-Rong Xue , Yong Yu

We study statistical discrimination of individuals based on payoff-irrelevant social identities in markets that utilize ratings and recommendations for social learning. Even though rating/recommendation algorithms can be designed to be fair…

Computer Science and Game Theory · Computer Science 2024-11-11 Yeon-Koo Che , Kyungmin Kim , Weijie Zhong

Statistical matching methods are widely used in the social and health sciences to estimate causal effects using observational data. Often the objective is to find comparable groups with similar covariate distributions in a dataset, with the…

Applications · Statistics 2021-01-19 Felix Bestehorn , Maike Bestehorn , Christian Kirches

Statistical agencies rely on sampling techniques to collect socio-demographic data crucial for policy-making and resource allocation. This paper shows that surveys of important societal relevance introduce sampling errors that unevenly…

Cryptography and Security · Computer Science 2025-01-22 Joonhyuk Ko , Juba Ziani , Saswat Das , Matt Williams , Ferdinando Fioretto

When decision makers evaluate a sequence of rewards, they may pay more attention to larger rewards and, given attention is limited, less attention to smaller rewards. They may also become less attentive to each reward when attention is…

Theoretical Economics · Economics 2025-05-20 Zijian Zark Wang

Public discourse and opinions stem from multiple social groups. Each group has beliefs about a topic (such as vaccination, abortion, gay marriage, etc.), and opinions are exchanged and blended to produce consensus. A particular measure of…

Social and Information Networks · Computer Science 2025-04-11 Marios Papachristou , Jon Kleinberg

A novel strategy aimed at cooperatively differentiating a signal among multiple interacting agents is introduced, where none of the agents needs to know which agent is the leader, i.e. the one producing the signal to be differentiated.…

Systems and Control · Electrical Eng. & Systems 2025-02-14 Rodrigo Aldana-Lopez , David Gomez-Gutierrez , Elio Usai , Hernan Haimovich
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