Related papers: A Characterization of Sequential Equilibrium throu…
A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…
This paper presents a simple generalization of causal consistency suited to any object defined by a sequential specification. As causality is captured by a partial order on the set of operations issued by the processes on shared objects…
This work introduces a sequential convex programming framework for non-linear, finite-dimensional stochastic optimal control, where uncertainties are modeled by a multidimensional Wiener process. We prove that any accumulation point of the…
In this paper, a sequential search method for finding the global minimum of an objective function is presented, The descent gradient search is repeated until the global minimum is obtained. The global minimum is located by a process of…
Sequential scaling is a prominent inference-time scaling paradigm, yet its performance improvements are typically modest and not well understood, largely due to the prevalence of heuristic, non-principled approaches that obscure clear…
We apply Blackwell optimality to repeated games. An equilibrium whose strategy profile is sequentially rational for all high enough discount factors simultaneously is a Blackwell (subgame-perfect, perfect public, etc.) equilibrium. The bite…
A novel sequential inferential method for Bayesian dynamic generalised linear models is presented, addressing both univariate and multivariate $k$-parametric exponential families. It efficiently handles diverse responses, including…
We exhibit assertion-preserving (reachability preserving) transformations from parameterized concurrent shared-memory programs, under a k-round scheduling of processes, to sequential programs. The salient feature of the sequential program…
The goal of this paper is to derive a simple recursion that generates a sequence of fractions approximating $\sqrt[n]{k}$ with increasing accuracy. The recursion is defined in terms of a series of first-order non-linear difference equations…
It is commonly required to detect change points in sequences of random variables. In the most difficult setting of this problem, change detection must be performed sequentially with new observations being constantly received over time.…
Leveraging tools from the study of linear fractional transformations and algebraic Riccati equations, a local characterization of consistent conjectural variations equilibrium is given for two player games on continuous action spaces with…
We investigate the existence of certain types of equilibria (Nash, $\varepsilon$-Nash, subgame perfect, $\varepsilon$-subgame perfect, Pareto-optimal) in multi-player multi-outcome infinite sequential games. We use two fundamental…
We investigate the stability of equilibrium-induced optimal values with respect to (w.r.t.) reward functions $f$ and transition kernels $Q$ for time-inconsistent stopping problems under nonexponential discounting in discrete time. First,…
This paper develops a framework to extend the strategic form analysis of cursed equilibrium (CE) developed by Eyster and Rabin (2005) to multi-stage games. The approach uses behavioral strategies rather than normal form mixed strategies,…
We consider the sequential experimental design problem in the predict-then-optimize paradigm. In this paradigm, the outputs of the prediction model are used as coefficient vectors in a downstream linear optimization problem. Traditional…
Large Language Models (LLMs) are increasingly deployed in critical applications requiring reliable reasoning, yet their internal reasoning processes remain difficult to evaluate systematically. Existing methods focus on final-answer…
Superposition of sigmoid function over a finite time interval is shown to be equivalent to the linear combination of the solutions of a linearly parameterized system of logistic differential equations. Due to the linearity with respect to…
We establish sufficient conditions for perfect simulation of chains of infinite order on a countable alphabet. The new assumption, localized continuity, is formalized with the help of the notion of context trees, and includes the…
We consider the problem of estimating multiple analytic functions of a set of local parameters via qubit sensors in a quantum sensor network. To address this problem, we highlight a generalization of the sensor symmetric performance bounds…
Unavoidable disturbance caused by a quantum measurement implies that the realizable subsequent measurements are getting limited after one performs some measurement. The obvious general limitation that one cannot circumvent by sequential or…