相关论文: On Jensen's inequality for generalized Choquet int…

Risk aversion is a key element of utility maximizing hedge strategies; however, it has typically been assigned an arbitrary value in the literature. This paper instead applies a GARCH-in-Mean (GARCH-M) model to estimate a time-varying…

The generalized Floquet exponent and the attractiveness portrait (or A-portrait for short) of the attractor and of the smallest invariant closed set are suggested to be used for the study of dynamical systems. Based on the A-portrait, some…

This article presents a theoretical study of uncertainty functionals on general measurable spaces. These functionals are fundamental in experimental design and global sensitivity analysis, where they are used to quantify variability and…

In the framework of abstract linear inverse problems in infinitedimensional Hilbert space we discuss generic convergence behaviours of approximate solutions determined by means of general projection methods, namely outside the standard…

In this paper the Jessen's type inequality for normalized positive $C_0$-semigroups is obtained. An adjoint of Jessen's type inequality has also been derived for the corresponding adjoint-semigroup, which does not give the analogous results…

We quantify the intrinsic noise content of an observable in a general probabilistic theory and derive a noise content inequality for incompatible observables. We apply the derived inequality to standard quantum theory, the quantum theory of…

We distinguish two frameworks for decisions under ambiguity: evaluate-then-aggregate (ETA) and aggregate-then-evaluate (ATE). Given a statistic that represents the decision maker's pure-risk preferences (such as expected utility) and an…

In this paper, we sharpen and generalize Shafer's inequality for the arc tangent function. From this, some known results are refined.

A generalized divergence theorem is established allowing for domains with inner boundaries. The normal trace of a rough integrand is not a Radon measure; rather, the boundary integral is expressed via a surface functional continuous with…

A reference potential approach to the one-dimensional quantum-mechanical inverse problem is developed. All spectral characteristics of the system, including its discrete energy spectrum, the full energy dependence of the phase shift, and…

We propose an axiomatization of the Choquet integral model for the general case of a heterogeneous product set $X = X_1 \times \ldots \times X_n$. In MCDA elements of $X$ are interpreted as alternatives, characterized by criteria taking…

The theory of generalized inverses of matrices and operators is closely connected with projections, i.e., idempotent (bounded) linear transformations. We show that a similar situation occurs in any associative ring $\mathcal{R}$ with a unit…

We consider reinforcement learning with performance evaluated by a dynamic risk measure. We construct a projected risk-averse dynamic programming equation and study its properties. Then we propose risk-averse counterparts of the methods of…

The transient quantum fluctuation theorems of Crooks and Jarzynski restrict and relate the statistics of work performed in forward and backward forcing protocols. So far these theorems have been obtained under the assumption that the work…

Cooperation information sharing is important to theories of human learning and has potential implications for machine learning. Prior work derived conditions for achieving optimal Cooperative Inference given strong, relatively restrictive…

This study investigates the influence of risk tolerance on the expected utility in the long run. We estimate the extent to which the expected utility of optimal portfolios is affected by small changes in the risk tolerance. For this…

We study balanced solutions for network bargaining games with general capacities, where agents can participate in a fixed but arbitrary number of contracts. We provide the first polynomial time algorithm for computing balanced solutions for…

We prove a simple inequality for a sum of squares of norms of two vectors in an inner product space. Next, using this inequality we derive the so--called "reverse uncertainty relation" and analyze its properties.

Azuma's inequality is a tool for proving concentration bounds on random variables. The inequality can be thought of as a natural generalization of additive Chernoff bounds. On the other hand, the analogous generalization of multiplicative…

We extend projection theorems concerning Hellinger and Jones et al. divergences to the continuous case. These projection theorems reduce certain estimation problems on generalized exponential models to linear problems. We introduce the…