相关论文: A remark on utility streams

In this paper, we study classes of structures and individual structures for which programs implementing functions defined everywhere are equivalent to finite tree-programs. The programs under consideration may have cycles and at most…

Motivated by the trend to outsource work to commercial cloud computing services, we consider a variation of the streaming paradigm where a streaming algorithm can be assisted by a powerful helper that can provide annotations to the data…

What is computable with limited resources? How can we verify the correctness of computations? How to measure computational power with precision? Despite the immense scientific and engineering progress in computing, we still have only…

Nonstandard analysis is very complex, so finding a simple description of infinitesimal points will be useful. In this paper, ultrafilters as infinitesimal points in a topological space will be proposed, and some topological concepts is…

In asymptotic regimes, both in time and space (network size), the derivation of network capacity results is grossly simplified by brushing aside queueing behavior in non-Jackson networks. This simplifying double-limit model, however, lends…

This paper is concerned with the lengths of constant length substitutions that generate topologically conjugate systems. We show that if the systems are infinite, then these lengths must be powers of the same integer. This result is a…

We give a brief introduction to the notion of an 'approximate group' and some of its numerous applications.

We pursue an inverse approach to utility theory and consumption & investment problems. Instead of specifying an agent's utility function and deriving her actions, we assume we observe her actions (i.e. her consumption and investment…

The problem of efficient sharing of a resource is nearly ubiquitous. Except for pure public goods, each agent's use creates a negative externality; often the negative externality is so strong that efficient sharing is impossible in the…

We consider a general discrete-time financial market with proportional transaction costs as in [Kabanov, Stricker and R\'{a}sonyi Finance and Stochastics 7 (2003) 403--411] and [Schachermayer Math. Finance 14 (2004) 19--48]. In addition to…

We study automatic sequences and automatic systems generated by general constant length (nonprimitive) substitutions. While an automatic system is typically uncountable, the set of automatic sequences is countable, implying that most…

This paper describes a technique for inferring temporal-logic properties for sets of finite data streams. Such data streams arise in many domains, including server logs, program testing, and financial and marketing data; temporal-logic…

We consider a single-period portfolio selection problem for an investor, maximizing the expected ratio of the portfolio utility and the utility of a best asset taken in hindsight. The decision rules are based on the history of stock returns…

Rule-based temporal query languages provide the expressive power and flexibility required to capture in a natural way complex analysis tasks over streaming data. Stream processing applications, however, typically require near real-time…

We present several philosophical ideas emerging from the studies of complex systems. We make a brief introduction to the basic concepts of complex systems, for then defining "abstraction levels". These are useful for representing…

Randomized load balancing networks arise in a variety of applications, and allow for efficient sharing of resources, while being relatively easy to implement. We consider a network of parallel queues in which incoming jobs with independent…

This paper explores a variety of strategies for understanding the formation, structure, efficiency and vulnerability of water distribution networks. Water supply systems are studied as spatially organized networks for which the practical…

We develop a new approach to recurrence and the existence of non-constant harmonic functions on infinite weighted graphs. The approach is based on the capacity of subsets of metric boundaries with respect to intrinsic metrics. The main tool…

We consider a multi-class single server queueing network as a model of a packet switching network. The rates packets are sent into this network are controlled by queues which act as congestion windows. By considering a sequence of…

A dynamic model of collective consumption and saving decisions made by a finite number of agents with constant but different discount rates is developed. Collective utility is a weighted sum of individual utilities with time-varying utility…