Related papers: Historical claims problems
We study existence, uniqueness and computability of solutions for a class of discrete time recursive utilities models. By combining two streams of the recent literature on recursive preferences---one that analyzes principal eigenvalues of…
All covariant time operators with normalized probability distribution are derived. Symmetry criteria are invoked to arrive at a unique expression for a given Hamiltonian. As an application, a well known result for the arrival time…
We consider a model where an agent has a repeated decision to make and wishes to maximize their total payoff. Payoffs are influenced by an action taken by the agent, but also an unknown state of the world that evolves over time. Before…
The main result establishes the existence of a solution in a generalized sense for a nonlinear Dirichlet problem driven by a competing operator and exhibiting a convection term composed with an intrinsic operator. A finite dimensional…
In a series of recent papers we have shown how the dynamical behavior of certain classical systems can be analyzed using operators evolving according to Heisenberg-like equations of motions. In particular, we have shown that raising and…
In this work, we state a general conjecture on the solvability of optimization problems via algorithms with linear convergence guarantees. We make a first step towards examining its correctness by fully characterizing the problems that are…
In this paper we examine, how the dynamic laws governing the time evolution of a time series can be identified. We give a finite difference equation as well as a differential equation representation for that. We also study, how the required…
We treat a version of the multiple-choice secretary problem called the multiple-choice duration problem, in which the objective is to maximize the time of possession of relatively best objects. It is shown that, for the $m$--choice duration…
We survey the history of the capset problem in the context of related results on progression-free sets, discuss recent progress, and mention further directions to explore.
Norms have been extensively proposed as coordination mechanisms for both agent and human societies. Nevertheless, choosing the norms to regulate a society is by no means straightforward. The reasons are twofold. First, the norms to choose…
We show that for one-shot problems - problems where a processor executes a single operation-execution - timing constraints can be captured by conditions on the relation between original outputs and supplementary snapshots. In addition to…
We study a variant of the classical membership problem in automata theory, which consists of deciding whether a given input word is accepted by a given automaton. We do so under a different perspective, that is, we consider a dynamic…
We use the randomization idea and proof techniques from optimal transport to study optimal reinsurance problems. We start by providing conditions for a class of problems that allow us to characterize the support of optimal treaties, and…
We study some natural operators acting on configurations of points and lines in the plane and remark that many interesting configurations are fixed points for these operators. We review ancient and recent results on line or point…
We consider an extension of first-order logic with a recursion operator that corresponds to allowing formulas to refer to themselves. We investigate the obtained language under two different systems of semantics, thereby obtaining two…
We consider the boundary value problem associated to the divergence operator with vanishing Dirichlet boundary conditions and we prove the existence of classical solutions under slight assumptions on the regularity of the datum.
A mechanism deriving new well-posed evolutionary equations from given ones is inspected. It turns out that there is one particular spatial operator from which many of the standard evolutionary problems of mathematical physics can be…
The odds theorem and the corresponding solution algorithm (odds algorithm) are tools to solve a wide range of optimal stopping problems. Its generality and tractability have caught much attention. (Google for instance "Bruss odds" to obtain…
We prove an existence result for the principal-agent problem with adverse selection under general assumptions on preferences and allocation spaces. Instead of assuming that the allocation space is finite-dimensional or compact, we consider…
We consider a principal-agent problem where the agent may privately choose to acquire relevant information prior to taking a hidden action. This model generalizes two special cases: a classic moral hazard setting, and a more recently…