Related papers: Historical claims problems
We revisit two classical problems: the determination of the law of the underlying with respect to a risk-neutral measure on the basis of option prices, and the pricing of options with convex payoffs in terms of prices of call options with…
We consider a general formulation of the Principal-Agent problem with a lump-sum payment on a finite horizon, providing a systematic method for solving such problems. Our approach is the following: we first find the contract that is optimal…
A special case of the satisfiability problem, in which the clauses have a hierarchical structure, is shown to be solvable in linear time, assuming that the clauses have been represented in a convenient way.
This paper investigates rate-independent systems (RIS), where the dissipation functional depends not only on the rate but also on the history of the state. The latter is expressed in terms of an integral operator. We establish an existence…
Consider the problem of multinomial estimation. You are given an alphabet of k distinct symbols and are told that the i-th symbol occurred exactly n_i times in the past. On the basis of this information alone, you must now estimate the…
Dynamic contracts with multiple agents is a classical decentralized decision-making problem with asymmetric information. In this paper, we extend the single-agent dynamic incentive contract model in continuous-time to a multi-agent scheme…
An optimal delivery of arguments is key to persuasion in any debate, both for humans and for AI systems. This requires the use of clear and fluent claims relevant to the given debate. Prior work has studied the automatic assessment of…
We consider an orienteering problem (OP) where an agent needs to visit a series (possibly a subset) of depots, from which the maximal accumulated profits are desired within given limited time budget. Different from most existing works where…
Motivated by a historical combinatorial problem that resembles the well-known Josephus problem, we investigate circular partition algorithms and formulate problems in deterministic finite automata with practical algorithms. The historical…
In this short note, we are concerned with the fairness condition "A and B hold almost equally often", which is important for specifying and verifying the correctness of non-terminating processes and protocols. We introduce the logic of…
We explore the idea of using automatic and similar kind of presentations of structures to deal with the conceptual problem of natural proof-theoretic ordinal notations. We conclude that this approach still does not meet the goals.
A method based off of operator consideration for solving the time evolution of a wave function is developed. The method is applied to free space, constant force and harmonic oscillator potentials where general solutions are derived for the…
We discuss the case of histories labelled by a continuous time parameter in the {\em History Projection Operator} consistent-histories quantum theory. We describe how the appropriate representation of the history algebra may be chosen by…
Reversible computation opens up the possibility of overcoming some of the hardware's current physical limitations. It also offers theoretical insights, as it enriches multiple paradigms and models of computation, and sometimes…
The main objective of this paper is to define a logic for reasoning about distributed time-stamped claims. Such a logic is interesting for theoretical reasons, i.e., as a logic per se, but also because it has a number of practical…
We study a version of the classical Cayley-Moser optimal stopping problem, in which a seller must sell an asset by a given deadline, with the offers, which are independent random variables with a known distribution, arriving at random…
Although quantum computers are predicted to have many commercial applications, less attention has been given to their potential for resolving foundational issues in quantum mechanics. Here we focus on quantum computers' utility for the…
A previously developed quantum search algorithm for solving 1-SAT problems in a single step is generalized to apply to a range of highly constrained k-SAT problems. We identify a bound on the number of clauses in satisfiability problems for…
In this paper, we consider a linear heat equation with constant coefficients and a single constant delay. Such equations are commonly used to model and study various problems arising in ecology and population biology when describing the…
We consider a mixed variational problem in real Hilbert spaces, defined on on the unbounded interval of time and governed by a history-dependent operator. We state the unique solvability of the problem, which follows from a general…