相关论文: A technical note on finite best-worst random utili…

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…

We study the worst portfolios for a class of law invariant dynamic monetary utility functions with domain in a class of stochastic processes. The concept of comonotonicity is introduced for these processes in order to prove the existence of…

Mathematical psychology has a long tradition of modeling probabilistic choice via distribution-free random utility models and associated random preference models. For such models, the predicted choice probabilities often form a bounded and…

We consider methods for aggregating preferences that are based on the resolution of discrete optimization problems. The preferences are represented by arbitrary binary relations (possibly weighted) or incomplete paired comparison matrices.…

This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…

A voting rule decides on a probability distribution over a set of m alternatives, based on rankings of those alternatives provided by agents. We assume that agents have cardinal utility functions over the alternatives, but voting rules have…

We prove results concerning the representation of a given distribution by means of a given random quantity. The existence of a solution to this problem is related to the notion of conglomerability, originally introduced by Dubins to study…

Finite-precision floating point arithmetic unavoidably introduces rounding errors which are traditionally bounded using a worst-case analysis. However, worst-case analysis might be overly conservative because worst-case errors can be…

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…

The main objective of this paper is to develop a martingale-type solution to optimal consumption--investment choice problems ([Merton, 1969] and [Merton, 1971]) under time-varying incomplete preferences driven by externalities such as…

We establish a variety of numerical representations of preference relations induced by set-valued risk measures. Because of the general incompleteness of such preferences, we have to deal with multi-utility representations. We look for…

We consider the problem of estimating the multiplicity of a polynomial when restricted to the smooth analytic trajectory of a (possibly singular) polynomial vector field at a given point or points, under an assumption known as the…

We consider the problem of computing a sequence of rankings that maximizes consumer-side utility while minimizing producer-side individual unfairness of exposure. While prior work has addressed this problem using linear or quadratic…

Dworczak et al. (2021) study when certain market structures are optimal in the presence of heterogeneous preferences. A key assumption is that the social planner knows the joint distribution of the value of the good and marginal value of…

We obtain a necessary and sufficient condition under which random-coefficient discrete choice models, such as mixed-logit models, are rich enough to approximate any nonparametric random utility models arbitrarily well across choice sets.…

We offer a rationalization of the weak generalized axiom of revealed preference (WGARP) for both finite and infinite data sets of consumer choice. We call it maximin rationalization, in which each pairwise choice is associated with a…

In this paper we study a robust expected utility maximization problem with random endowment in discrete time. We give conditions under which an optimal strategy exists and derive a dual representation for the optimal utility. Our approach…

This paper mainly addresses the optimization of $p$-th moment of $\mathbb{R}^n$-valued random variable. Through an ingenious approximation mechanism, one transforms the maximization problem into a sequence of minimization problems, which…

The probabilistic satisfiability of a logical expression is a fundamental concept known as the partition function in statistical physics and field theory, an evaluation of a related graph's Tutte polynomial in mathematics, and the…

The aim of this paper is to propose a generalization of previous approaches in qualitative decision making. Our work is based on the binary possibilistic utility (PU), which is a possibilistic counterpart of Expected Utility (EU).We first…