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This article outlines a method for automatically generating models of dynamic decision-making that both have strong predictive power and are interpretable in human terms. This is useful for designing empirically grounded agent-based…

Machine Learning · Statistics 2016-11-17 John J. Nay , Jonathan M. Gilligan

We investigate a social system of agents faced with a binary choice. We assume there is a correct, or beneficial, outcome of this choice. Furthermore, we assume agents are influenced by others in making their decision, and that the agents…

Populations and Evolution · Quantitative Biology 2007-12-06 Andreas Gronlund , Petter Holme , Petter Minnhagen

Parameter estimation in structural dynamics generally involves inferring the values of physical, geometric, or even customized parameters based on first principles or expert knowledge, which is challenging for complex structural systems. In…

Computational Engineering, Finance, and Science · Computer Science 2025-04-08 Mingyuan Zhou , Haoze Song , Wenjing Ye , Wei Wang , Zhilu Lai

We consider recent progress in algorithms for generating gauge field configurations that include the dynamical effects of light fermions. We survey what has been achieved in recent state-of-the-art computations, and examine the trade-offs…

High Energy Physics - Lattice · Physics 2009-11-10 A. D. Kennedy

This paper provides new conditions for dynamic optimality in discrete time and uses them to establish fundamental dynamic programming results for several commonly used recursive preference specifications. These include Epstein-Zin…

General Economics · Economics 2020-06-23 Guanlong Ren , John Stachurski

Mean-field molecular dynamics based on path integrals is used to approximate canonical quantum observables for particle systems consisting of nuclei and electrons. A computational bottleneck is the sampling from the Gibbs density of the…

Numerical Analysis · Mathematics 2023-11-30 Xin Huang , Petr Plechac , Mattias Sandberg , Anders Szepessy

We discuss a simulation algorithm for dynamical fermions, which combines the multiboson technique with the Hybrid Monte Carlo algorithm. The algorithm turns out to give a substantial gain over standard methods in practical simulations and…

High Energy Physics - Lattice · Physics 2009-10-30 Roberto Frezzotti , Karl Jansen

Newtonian dynamical systems which accept the normal shift on an arbitrary Riemannian manifold are considered. For them the determinating equations making the weak normality condition are derived. The expansion for the algebra of tensor…

High Energy Physics - Theory · Physics 2008-02-03 A. Yu. Boldin , V. V. Dmitrieva , S. S. Safin , R. A. Sharipov

To cope with changing environments, recent developments in online learning have introduced the concepts of adaptive regret and dynamic regret independently. In this paper, we illustrate an intrinsic connection between these two concepts by…

Machine Learning · Computer Science 2018-06-05 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

In this paper, we analyze dynamic programming as a novel approach to solve the problem of maximizing the profits of a bank. The mathematical model of the problem and the description of a bank's work is described in this paper. The problem…

General Finance · Quantitative Finance 2016-11-04 Oleg Malafeyev , Achal Awasthi

Fine-tuning pretrained models has become a standard approach to adapting pretrained knowledge to improve the accuracy on new sparse, imbalance datasets. However, issues arise when optimization falls into a collapsed state, where the model…

Machine Learning · Computer Science 2026-05-01 Nghia Bui , Lijing Wang

The concept of random dynamical system is a comparatively recent development combining ideas and methods from the well developed areas of probability theory and dynamical systems. Due to our inaccurate knowledge of the particular physical…

Dynamical Systems · Mathematics 2007-05-23 Vitor Araujo

Continuous-time determinantal algorithm is proposed for the quantum Monte Carlo simulation of the interacting fermions. The scheme does not invoke Hubbard-Stratonovich transformation. The fermionic action is divided into two parts. One of…

Strongly Correlated Electrons · Physics 2007-05-23 A. N. Rubtsov

The past few years have seen considerable progress in algorithmic development for the generation of gauge fields including the effects of dynamical fermions. The Rational Hybrid Monte Carlo (RHMC) algorithm, where Hybrid Monte Carlo is…

High Energy Physics - Lattice · Physics 2008-11-26 M. A. Clark

Computer simulators are nowadays widely used to understand complex physical systems in many areas such as aerospace, renewable energy, climate modeling, and manufacturing. One fundamental issue in the study of computer simulators is known…

Methodology · Statistics 2019-02-05 Feng Yang , C. Devon Lin , Pritam Ranjan

We introduce a dynamical fermion algorithm which is based on the hybrid Monte Carlo (HMC) algorithm, but without pseudofermions. The molecular dynamics steps in HMC are retained except the derivatives with respect to the gauge fields are…

High Energy Physics - Lattice · Physics 2009-10-28 K. F. Liu , S. J. Dong , C. Thron

A dynamical programming approach is used to deal with the problem of controlling the directed abelian Dhar-Ramaswamy model on two-dimensional square lattice. Two strategies are considered to obtain explicit results to this task. First, the…

Computational Physics · Physics 2015-06-16 Daniel O. Cajueiro , Roberto F. S. Andrade

We launched a project to perform dymanical fermion simulations using the overlap fermion formulation for sea quarks. In order to avoid the appearace of near-zero modes of the hermitian Wilson-Dirac operator $H_W$, we introduce a pair of…

High Energy Physics - Lattice · Physics 2008-11-26 JLQCD collaboration , S. Hashimoto , S. Aoki , H. Fukaya , K. Kanaya , T. Kaneko , H. Matsufuru , M. Okamoto , T. Onogi , N. Yamada

This paper presents a novel method of global adaptive dynamic programming (ADP) for the adaptive optimal control of nonlinear polynomial systems. The strategy consists of relaxing the problem of solving the Hamilton-Jacobi-Bellman (HJB)…

Dynamical Systems · Mathematics 2017-01-11 Yu Jiang , Zhong-Ping Jiang

Based on the real-time formalism, especially, on Thermo Field Dynamics, we derive the Schwinger-Dyson gap equation for the fermion propagator in QED and Four-Fermion model at finite-temperature and -density. We discuss some advantage of the…

High Energy Physics - Theory · Physics 2015-06-26 K. -I. Kondo , K. Yoshida
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