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By the classical Martingale Representation Theorem, replication of random vectors can be achieved via stochastic integrals or solutions of stochastic differential equations. We introduce a new approach to replication of random vectors via…

投资组合管理 · 定量金融 2013-08-01 Nikolai Dokuchaev

P\'olya's Positivstellensatz and Handelman's Positivstellensatz are known to be concrete instances of the abstract Archimedean Representation Theorem for (commutative unital) rings. We generalise the Archimedean Representation Theorem to…

代数几何 · 数学 2023-11-07 Colin Tan

Using the theory of representations of the symmetric group, we propose an algorithm to compute the invariant ring of a permutation group. Our approach have the goal to reduce the amount of linear algebra computations and exploit a thinner…

组合数学 · 数学 2015-11-04 Nicolas Borie

Transmission system operators need to adapt their decision-making tools to the technological evolutions of the twenty first century. A computation inherent to most tools seeks to find alternating-current power flows that minimize power loss…

最优化与控制 · 数学 2016-08-15 Cédric Josz

We present an optimization problem emerging from optimal control theory and situated at the intersection of fractional programming and linear max-min programming on polytopes. A na\"ive solution would require solving four nested, possibly…

最优化与控制 · 数学 2021-11-19 Jean-Baptiste Bouvier , Melkior Ornik

We extend Berge's Maximum Theorem to allow for incomplete preferences. We first provide a simple version of the Maximum Theorem for convex feasible sets and a fixed preference. Then, we show that if, in addition to the traditional…

理论经济学 · 经济学 2021-11-17 Leandro Gorno , Alessandro Rivello

We consider randomized mechanisms with optional participation. Preferences over lotteries are modeled using skew-symmetric bilinear (SSB) utility functions, a generalization of classic von Neumann-Morgenstern utility functions. We show that…

计算机科学与博弈论 · 计算机科学 2015-08-17 Florian Brandl , Felix Brandt , Johannes Hofbauer

The point of view of these notes on the topic is to bring out the flavour that Representation Theory is an extension of the first course on Group Theory. We also emphasize the importance of the base field. These notes cover completely the…

表示论 · 数学 2022-12-22 Anupam Singh

Some practical results are derived for population inference based on a sample, under the two qualitative conditions of 'ignorability' and exchangeability. These are the 'Histogram Theorem', for predicting the outcome of a non-sampled member…

统计理论 · 数学 2015-11-12 Jonathan Rougier

We study the complexity of (approximate) winner determination under the Monroe and Chamberlin--Courant multiwinner voting rules, which determine the set of representatives by optimizing the total (dis)satisfaction of the voters with their…

人工智能 · 计算机科学 2013-12-17 Piotr Skowron , Piotr Faliszewski , Arkadii Slinko

We provide a short proof of the theorem that every real multivariate polynomial has a symmetric determinantal representation, which was first proved in J. W. Helton, S. A. McCullough, and V. Vinnikov, Noncommutative convexity arises from…

复变函数 · 数学 2021-01-12 Anthony Stefan , Aaron Welters

The paper investigates the consumption-investment problem for an investor with Epstein-Zin utility in an incomplete market. Closed, not necessarily convex, constraints are imposed on strategies. The optimal consumption and investment…

数理金融 · 定量金融 2023-05-25 Zixin Feng , Dejian Tian

The representability theorem for stacks, due to Artin in the underived setting and Lurie in the derived setting, gives conditions under which a stack is representable by an $n$-geometric stack. In recent work of Ben-Bassat, Kelly, and…

代数几何 · 数学 2025-11-17 Rhiannon Savage

In many settings the power of truthful mechanisms is severely bounded. In this paper we use randomization to overcome this problem. In particular, we construct an FPTAS for multi-unit auctions that is truthful in expectation, whereas there…

计算机科学与博弈论 · 计算机科学 2009-08-24 Shahar Dobzinski , Shaddin Dughmi

To choose a suitable multiwinner voting rule is a hard and ambiguous task. Depending on the context, it varies widely what constitutes the choice of an ``optimal'' subset of alternatives. In this paper, we provide a quantitative analysis of…

多智能体系统 · 计算机科学 2020-09-01 Martin Lackner , Piotr Skowron

We consider an agent who has access to a financial market, including derivative contracts, who looks to maximise her utility. Whilst the agent looks to maximise utility over one probability measure, or class of probability measures, she…

数理金融 · 定量金融 2026-01-01 Alexander M. G. Cox , Daniel Hernandez-Hernandez

A linear functional of an object from a convex symmetric set can be optimally estimated, in a worst-case sense, by a linear functional of observations made on the object. This well-known fact is extended here to a nonlinear setting: other…

泛函分析 · 数学 2025-12-25 Simon Foucart

An assignment problem is the optimization problem of finding, in an m by n matrix of nonnegative real numbers, k entries, no two in the same row or column, such that their sum is minimal. Such an optimization problem is called a random…

组合数学 · 数学 2007-05-23 Svante Linusson , Johan Waestlund

Yuan's theorem of the alternative is an important theoretical tool in optimization, which provides a checkable certificate for the infeasibility of a strict inequality system involving two homogeneous quadratic functions. In this paper, we…

最优化与控制 · 数学 2014-09-02 Shenglong Hu , Guoyin Li , Liqun Qi

Many representation schemes combining first-order logic and probability have been proposed in recent years. Progress in unifying logical and probabilistic inference has been slower. Existing methods are mainly variants of lifted variable…

人工智能 · 计算机科学 2012-02-20 Vibhav Gogate , Pedro Domingos