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This paper addresses the properties of Continuous Interior Penalty (CIP) finite element solutions for the Helmholtz equation. The $h$-version of the CIP finite element method with piecewise linear approximation is applied to a…

Numerical Analysis · Mathematics 2012-11-08 Lingxue Zhu , Erik Burman , Haijun Wu

It is known that the decision to purchase an annuity may be associated to an optimal stopping problem. However, little is known about optimal strategies, if the mortality force is a generic function of time and if the `subjective' life…

Mathematical Finance · Quantitative Finance 2018-07-13 Tiziano De Angelis , Gabriele Stabile

Agents exert hidden effort to produce randomly-sized innovations in a technology they share. Flow payoffs grow as the technology develops, but so does the marginal cost of effort. I characterise the unique symmetric MPE with the quality of…

Theoretical Economics · Economics 2025-11-11 Gregorio Curello

Safe Reinforcement Learning (RL) often faces significant issues such as constraint violations and instability, necessitating the use of constrained policy optimization, which seeks optimal policies while ensuring adherence to specific…

Machine Learning · Computer Science 2025-08-07 Ning Yang , Pengyu Wang , Guoqing Liu , Haifeng Zhang , Pin Lv , Jun Wang

Collusion among autonomous agents poses a critical security threat in embodied multi-agent systems (MAS), where coordinated behaviors can deviate from global objectives and lead to real-world consequences. Existing defenses, primarily based…

Cryptography and Security · Computer Science 2026-04-28 Qi Liu , Xiaohui Chen , Zhihui Zhao , Yaowen Zheng , Dan Yu , Zehua Zhang , Limin Sun , Yongle Chen

We study the optimal liquidation problem in a market model where the bid price follows a geometric pure jump process whose local characteristics are driven by an unobservable finite-state Markov chain and by the liquidation rate. This model…

Mathematical Finance · Quantitative Finance 2019-06-27 Katia Colaneri , Zehra Eksi , Rüdiger Frey , Michaela Szölgyenyi

In this paper, a novel computational technique for finite discrete approximation of continuous dynamical systems suitable for a significant class of biochemical dynamical systems is introduced. The method is parameterized in order to affect…

Systems and Control · Computer Science 2011-09-09 L. Brim , J. Fabriková , S. Dražan , D. Šafránek

Automated Market Makers face a geometric dilemma: expanding liquidity depth to reduce execution slippage increases Liquidity Providers' exposure to toxic arbitrage, quantified as Loss-Versus-Rebalancing (LVR). We study the Hybrid…

Computational Engineering, Finance, and Science · Computer Science 2026-05-27 Hyoungsung Kim , Yong-Suk Park

Reinsurance decision-making exhibits the core structural properties that motivate multi-agent models: distributed and asymmetric information, partial observability, heterogeneous epistemic responsibilities, simulator-driven environment…

Multiagent Systems · Computer Science 2025-12-12 Stella C. Dong

Dynamic pricing of goods in a competitive environment to maximize revenue is a natural objective and has been a subject of research over the years. In this paper, we focus on a class of markets exhibiting the substitutes property with…

Machine Learning · Computer Science 2017-09-18 Paresh Nakhe

Constant Product Market Makers use fees that are typically fixed proportions of trade size. When these fees are automatically reinvested into the pool, as in Uniswap~V2 and some designs of Uniswap V4, the final state after a trade can…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-01 Andrey Voronin , Roman Vlasov , Vladimir Gorgadze , Andrey Seoev , Yury Yanovich

We solve the problem of super-hedging European or Asian options for discrete-time financial market models where executable prices are uncertain. The risky asset prices are not described by single-valued processes but measurable selections…

Pricing of Securities · Quantitative Finance 2023-11-16 Meriam El Mansour , Emmanuel Lepinette

Process Reward Models (PRMs) are rapidly becoming the backbone of LLM reasoning pipelines, yet we demonstrate that state-of-the-art PRMs are systematically exploitable under adversarial optimization pressure. To address this, we introduce a…

We consider a version of the continuum armed bandit where an action induces a filtered realisation of a non-homogeneous Poisson process. Point data in the filtered sample are then revealed to the decision-maker, whose reward is the total…

Machine Learning · Computer Science 2020-07-21 James A. Grant , Roberto Szechtman

Automated market makers (AMMs) are a new prototype of decentralised exchanges which are revolutionising market interactions. The majority of AMMs are constant product markets (CPMs) where exchange rates are set by a trading function. This…

Trading and Market Microstructure · Quantitative Finance 2025-06-19 Álvaro Cartea , Fayçal Drissi , Marcello Monga

We study MNL bandits, which is a variant of the traditional multi-armed bandit problem, under risk criteria. Unlike the ordinary expected revenue, risk criteria are more general goals widely used in industries and bussiness. We design…

Machine Learning · Computer Science 2021-03-17 Guangyu Xi , Chao Tao , Yuan Zhou

This paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in…

Machine Learning · Computer Science 2020-08-26 Lingwei Zhu , Takamitsu Matsubara

Designing incentives for a multi-agent system to induce a desirable Nash equilibrium is both a crucial and challenging problem appearing in many decision-making domains, especially for a large number of agents $N$. Under the exchangeability…

Computer Science and Game Theory · Computer Science 2025-10-27 Nathan Corecco , Batuhan Yardim , Vinzenz Thoma , Zebang Shen , Niao He

Reinforcement Learning (RL) has achieved remarkable success in safety-critical areas, but it can be weakened by adversarial attacks. Recent studies have introduced "smoothed policies" in order to enhance its robustness. Yet, it is still…

Machine Learning · Computer Science 2023-12-13 Ronghui Mu , Leandro Soriano Marcolino , Tianle Zhang , Yanghao Zhang , Xiaowei Huang , Wenjie Ruan

When are dynamics valuable? In Bayesian environments with public signals and no intertemporal commitment, we study a seller who allocates an economically single-shot resource over time. We provide necessary and sufficient conditions under…

Theoretical Economics · Economics 2025-12-30 Xiaopeng Zeng , Erbao Cao