Articles

A Contraction-free and Cut-free Sequent Calculus for Propositional Dynamic Logic

B. HILL, F. Poggiolesi

Studia Logica

2010, vol. 94, n°1, pp.1-26

Départements : Economie et Sciences de la décision, GREGHEC (CNRS)


A Geometric Proof of Calibration

G. STOLTZ, S. Mannor

Mathematics of Operations Research

novembre 2010, vol. 35, n°4, pp.721-727

Départements : Economie et Sciences de la décision, GREGHEC (CNRS)

Mots clés : Calibration, Approachability, Convergence rates, Computational complexity


We provide yet another proof of the existence of calibrated forecasters; it has two merits. First, it is valid for an arbitrary finite number of outcomes. Second, it is short and simple and it follows from a direct application of Blackwell's approachability theorem to a carefully chosen vector-valued payoff function and convex target set. Our proof captures the essence of existing proofs based on approachability (e.g., the proof by Foster [Foster, D. 1999. A proof of calibration via Blackwell's approachability theorem. Games Econom. Behav. 29 73–78] in the case of binary outcomes) and highlights the intrinsic connection between approachability and calibration

A Note on the Evaluation of Information in Zero-Sum Repeated Games

E. Lehrer, D. ROSENBERG

Journal of Mathematical Economics

juillet 2010, vol. 46, n°4, pp. 393–399

Départements : Economie et Sciences de la décision, GREGHEC (CNRS)

Mots clés : Repeated games, Zero-sum games, Value-of-information


Two players play a zero-sum repeated game with incomplete information. Before the game starts one player receives a private signal that depends on the realized state of nature. The rules that govern the choice of the signal are determined by the information structure of the game. Different information structures induce different values. The value-of-information function of a game associates every information structure with the value it induces. We characterize those functions that are value-of-information functions for some zero-sum repeated game with incomplete information

Accurate and Robust Tests for Indirect Inference

V. CZELLAR, E. Ronchetti

Biometrika

septembre 2010, vol. 97, n°3, pp.621-630

Départements : Economie et Sciences de la décision


accepté le 22/03/2010In this paper we propose accurate parameter and over-identification tests for indirect inference. Under the null hypothesis the new tests are asymptotically ?2-distributed with a relative error of order n?1. They exhibit better finite sample accuracy than classical tests for indirect inference, which have the same asymptotic distribution but an absolute error of order n?1/2. Robust versions of the tests are also provided. We illustrate their accuracy in nonlinear regression, Poisson regression with overdispersion and diffusion models. Author Keywords: Indirect inference; M-estimator; Nonlinear regression; Overdispersion; Parameter test; Robust estimator; Saddlepoint test; Sparsity; Test for over-identification

Agrégation séquentielle de prédicteursméthodologie générale et applications à la prévision de la qualité de lair et à celle de la consommation électrique

G. STOLTZ

Journal de la Société Française de Statistique

2010, vol. 151, n°2, pp.66-106

Départements : Economie et Sciences de la décision, GREGHEC (CNRS)

Mots clés : Sequential aggregation of predictors, Prediction with expert advice, Individual sequences, Air-quality forecasting, Prediction of electricity consumption


This paper is an extended written version of the talk I delivered at the "XLe Journées de Statistique" in Ottawa, 2004, when being awarded the Marie-Jeanne Laurent-Duhamel prize. It is devoted to surveying some fundamental as well as some more recent results in the field of sequential prediction of individual sequences with expert advice. It then performs two empirical studies following the stated general methodology: the first one to air-quality forecasting and the second one to the prediction of electricity consumption. Most results mentioned in the paper are based on joint works with Yannig Goude (EDF R&D) and Vivien Mallet (INRIA), together with some students whom we co-supervised for their M.Sc. theses: Marie Devaine, Sébastien Gerchinovitz and Boris Mauricette

An additively separable representation in the Savage framework

B. HILL

Journal of Economic Theory

septembre 2010, vol. 145, n°5, pp.2044-2054

Départements : Economie et Sciences de la décision, GREGHEC (CNRS)


accepté le 22/04/2010 (scopus)This paper proposes necessary and sufficient conditions for an additively separable representation of preferences in the Savage framework (where the objects of choice are acts: measurable functions from an infinite set of states to a potentially finite set of consequences). A preference relation over acts is represented by the integral over the subset of the product of the state space and the consequence space which corresponds to the act, where this integral is calculated with respect to an evaluation measure on this space. The result requires neither Savage's P3 (monotonicity) nor his P4 (weak comparative probability). Nevertheless, the representation it provides is as useful as Savage's for many economic applications. © 2010 Elsevier Inc. All rights reserved.Author Keywords Additive representation; Expected utility; Monotonicity; State-dependent utility

An Interpretive Account of Logical Aggregation Theory

P. MONGIN, F. Dietrich

Revue d'Economie Politique

novembre-décembre 2010, vol. 120, n°6, pp.929-972

Départements : Economie et Sciences de la décision, GREGHEC (CNRS)


Abstract: Judgment aggregation theory, or rather, as we conceive of it here, logical aggregation theory generalizes social choice theory by having the aggregation rule bear on judgments of all kinds whatever, and not barely judgments of preference. It derives from Kornhauser and Sager's doctrinal paradox and Pettit's discursive dilemma, two problems that we restate by emphasizing their conceptual differences. Henceforth, we follow the main technical advances of the theory, from the first impossibility theorem proved by List and Pettit to the completely general results of Dietrich and Mongin. We stress the collective achievement of the canonical theorem - by Dietrich and List, Dokow and Holzman, Nehring and Puppe - which provided the theory with a specific method of analysis: it consists in mathematically characterizing the impossibility agendas of a given aggregator - i.e., the sets of propositions such that no collective judgment function exists with a certain list of axiomatic properties. The presentation is unified here by the use of formal logic, for which we claim relevance at every step, and by the above-mentioned distinction between the doctrinal paradox and the discursive dilemma, which we reelaborate upon technically.Author Keywords: Judgment Aggregation; Logical Aggregattion; Doctrinal Paradox; Discursive Dilemma; General Logic; Premiss-Based vs Conclusion; Based Approach; Social Choice TheoryKeyWords Plus: JUDGMENT AGGREGATION; ARROWS THEOREM; COLLEGIAL COURTS; IMPOSSIBILITY; PROPOSITIONS; CONSTRAINTS; LANGUAGE; AGENDAS; CHOICE; BELIEF

Analyzing the Performance of Data Loading and Processing in Relational Databases

I. Lungu, V. Diaconita, A. Bara, C. PARASCHIV

Journal of Economic Computation and Economic Cybernetics Studies and Research

2010, vol. 3, pp.109-122

Départements : Economie et Sciences de la décision, GREGHEC (CNRS)


Abstract. In this paper we are analyzing the performance of XML processing in different scenarios involving receiving large quantity of such documents. We are analyzing the loading and processing speed in four different scenarios involving an adapter written in an universal programming language and a relational database.Keywords: multi-thread; XML; integration; distributed systems

Awareness Dynamics

B. HILL

Journal of Philosophical Logics

avril 2010, vol. 39, n°2, pp.113-137

Départements : Economie et Sciences de la décision, GREGHEC (CNRS)


In recent years, much work has been dedicated by logicians, computer scientists and economists to understanding awareness, as its importance for human behaviour becomes evident. Although several logics of awareness have been proposed, little attention has been explicitly dedicated to change in awareness. However, one of the most crucial aspects of awareness is the changes it undergoes, which have countless important consequences for knowledge and action. The aim of this paper is to propose a formal model of awareness change, and to derive from it logics of awareness change. In the first part of the paper, the model of epistemic states of bounded agents proposed in Hill (Stud Log 89(1):81'109, 2008a) is extended with operations modelling awareness change. In the second part of the paper, it is shown how this model naturally extends the 'standard' logic of awareness to yield a logic of awareness change. Keywords Awareness - Knowledge - Logic of awareness - Awareness change - Belief revision - AGM belief revision - Dynamic epistemic logic

Computing uniformly optimal strategies in two-player stochastic games

E. Solan, N. VIEILLE

Economic Theory

janvier 2010, vol. 42, n°1, pp.237-253

Départements : Economie et Sciences de la décision, GREGHEC (CNRS)

Mots clés : Optimal strategies, Stochastic games, Computation


We provide a computable algorithm to calculate uniform e-optimal strategies in two-player zero-sum stochastic games. Our approach can be used to construct algorithms that calculate uniform e-equilibria and uniform correlated e-equilibria in various classes of multi-player non-zero-sum stochastic games


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