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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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16314762 · Jun 202019922001200920172026
48 results for strategic decision-making

This paper tackles online strategic decision making with asymmetry and knowledge transportability.

problem Strategic decision making with information asymmetry and knowledge transportability challenges.
method Developed a sample-efficient algorithm for online learning under these conditions.
result Proved sample complexity of O(1/ε2)O(1/ε^2) for learning an εε-optimal policy.

New algorithm learns optimal policies in strategic MDPs with private types.

problem Optimal policy learning in strategic MDPs with private types and information asymmetry.
method PLAN algorithm using instrumental variable regression and pessimism principle.
result PLAN achieves near-optimal policy with 1/K1 / \sqrt{K} optimality.

New algorithms optimize decision rules in strategic scenarios, minimizing prediction risk and incentivizing better outcomes.

problem Strategic agents manipulate features to improve outcomes, complicating decision-making models.
method Efficient algorithms for learning decision rules that minimize prediction risk, incentivize better outcomes, and estimate true model coefficients.
result Optimal decision rules can be learned through testing and observing agent responses, circumventing hardness results.

Consequential decision-making typically incentivizes individuals to behave strategically, tailoring their behavior to the specifics of the decision rule. A long line of work has therefore sought to counteract strategic behavior by designing more conservative decision boundaries in an effort to increase robustness to th…

2018-08-25abs ↗pdf ↗

Algorithms are often used to produce decision-making rules that classify or evaluate individuals. When these individuals have incentives to be classified a certain way, they may behave strategically to influence their outcomes. We develop a model for how strategic agents can invest effort in order to change the outcome…

2018-07-13abs ↗pdf ↗

This paper deals with the explicit design of strategy formulations to make the best strategic choices from a conventional matrix form of representing strategic choices. The explicit strategy formulation is an analytical model which is targeted to provide a mathematical strategy framework to find the best moment for str…

2019-08-15abs ↗pdf ↗

Consequential decision-making incentivizes individuals to strategically adapt their behavior to the specifics of the decision rule. While a long line of work has viewed strategic adaptation as gaming and attempted to mitigate its effects, recent work has instead sought to design classifiers that incentivize individuals…

2019-10-23abs ↗pdf ↗

The paper tackles strategic behavior in decision-making with counterfactual explanations.

problem Finding optimal counterfactual explanations and policies in a strategic setting.
method NP-hard problem, greedy algorithm, submodularity, randomized algorithm, matroid constraint.
result Optimal counterfactual explanations and policies increase utility.

This paper introduces DCE for better counterfactual explanations using optimal transport.

problem Lack of nuanced distributional characteristics in existing counterfactual explanations.
method Formulates a chance-constrained optimization problem using optimal transport to derive counterfactual distributions.
result DCE provides deeper insights into decision-making models by aligning counterfactual distributions with factual ones.

We are witnessing an increasing use of data-driven predictive models to inform decisions. As decisions have implications for individuals and society, there is increasing pressure on decision makers to be transparent about their decision policies. At the same time, individuals may use knowledge, gained by transparency, …

2019-05-22abs ↗pdf ↗

Framework identifies causal factors of climate change using correlations and machine learning.

problem Understanding socioeconomic factors influencing carbon emissions and climate change.
method Three-step framework: correlation analysis, causal discovery, LLM interpretations.
result Adaptable solutions for data-driven policy-making and strategic decision-making.

A major source of risk in project management is inaccurate forecasts of project costs, demand, and other impacts. The paper presents a promising new approach to mitigating such risk, based on theories of decision making under uncertainty which won the 2002 Nobel prize in economics. First, the paper documents inaccuracy…

2013-02-14abs ↗pdf ↗

DefogGAN predicts hidden RTS game information to aid strategic decision-making.

problem Predicting hidden information in real-time strategy games like StarCraft.
method Conditional Generative Adversarial Network (GAN) with pyramidal reconstruction loss.
result DefogGAN predicts enemy buildings and combat units as accurately as professional players.

This study improves valuation of post-revenue biopharmaceutical assets using Pfizer's data.

problem Accurate valuation of post-revenue drug assets in biotech and pharma.
method Historical sales data analysis to forecast future sales and calculate Net Present Value.
result Demonstrates a method for more informed investment decisions in biotech and pharma.

Paper presents a new method for better financial market forecasting.

problem Traditional investment strategies fail to capture market nuances and risks.
method Combines deep learning, factor integration, and correlated stock analysis.
result Enhanced diversification and performance capture in financial markets.

New framework tackles stochastic latent subgroup heterogeneity in online decision-making.

problem Stochastic latent heterogeneity in online decision-making where individual responses vary with unobserved subgroups.
method Latent heterogeneous bandit framework using EM-greedy algorithm to learn subgroup probabilities and reward parameters.
result Achieves optimal estimation and classification guarantees, revealing a fundamental stochastic barrier in online decision-making.

Paper generalizes strategic classification framework and introduces SVC for PAC-learning.

problem Strategic manipulation of testing data to fool classifiers.
method Unified framework for strategic classification, strategic VC-dimension (SVC).
result Characterizes the learnability and computational tractability of linear classifiers.

Study strategic dynamic pricing for buyers with unknown manipulation costs.

problem Strategic buyers manipulate their features to get lower prices, hindering profit maximization.
method Proposes a strategic dynamic pricing policy that incorporates strategic behavior and binary response data.
result Achieves sublinear regret bound of O(T)O(\sqrt{T}) compared to linear Ω(T)Ω(T) regret of non-strategic policies.

CB-RL solves complex decision-making problems with contextual information and exogenous events.

problem Optimal policy in strategic decision-making problems that depend on environmental configuration and exogenous events.
method Contextual Bilevel Reinforcement Learning (CB-RL) with a stochastic Hyper Policy Gradient Descent (HPGD) algorithm.
result Demonstrated convergence and performance of the HPGD algorithm for reward shaping and tax design.

Study optimal policy regret in partially observable Markov games with adaptive opponents.

problem Optimal sequential decision-making in partially observable environments against strategic, adaptive opponents.
method An epoch-based optimistic maximum-likelihood algorithm that selects one policy per epoch using confidence sets built cumulatively from past data.
result Achieves ildeO(T) ilde{O}(\sqrt{T}) policy regret for fixed problem parameters, with explicit dependence on horizon, adversary memory, confidence radius, and aggregate Eluder dimension.

New framework reduces strategic manipulation cost for minority groups in fair classification.

problem Strategic manipulation disparities in fair classification.
method Constrained optimization framework that constructs classifiers to reduce strategic manipulation cost for minority groups.
result Empirically, the approach reduces strategic manipulation cost for minority groups over multiple real-world datasets.

New RL algorithms learn QSE from strategic feedbacks with sample efficiency.

problem Learning QSE in Markov games with strategic feedbacks.
method Proposes sample-efficient algorithms for online and offline settings, combining quantal response model learning and RL.
result Achieves sublinear regret bounds and quantifies model uncertainty.

Study compares employers with and without anticipating strategic labor force responses.

problem Understanding and optimizing strategic interactions in labor markets.
method Formulation of causal strategic classification, theory, and experiments.
result Performatively optimal hiring policies improve employer and labor outcomes, but can also harm labor force utility.

AI enhances bank credit risk management through deep learning and data analysis.

problem Inaccurate credit decisions and potential risks in bank credit risk management.
method Innovative application of AI technology, including deep learning and big data analysis.
result AI provides more accurate and comprehensive credit decision support, reducing risks and losses.

Deep neural network (DNN) has demonstrated its success in multiple domains. However, DNN models are inherently vulnerable to adversarial examples, which are generated by adding adversarial perturbations to benign inputs to fool the DNN model to misclassify. In this paper, we present a cross-layer strategic ensemble fra…

2019-10-01abs ↗pdf ↗

New findings show strategic interactions can undermine model expressiveness in machine learning.

problem How strategic interactions affect model performance in machine learning.
method Analyzing model expressiveness and strategic interactions in various machine learning settings.
result Optimizing over less expressive model classes can lead to better equilibrium outcomes in strategic environments.

ComEx protocol reduces communication costs in cooperative bandits.

problem Minimizing communication costs in cooperative bandits while maintaining optimal performance.
method Developed ComEx protocol to reduce communication from Θ(T)Θ(T) to O(logT)O(\log T) messages.
result Achieves state-of-the-art performance with significantly reduced communication cost.

Study allocates resources to strategic agents while balancing cost and incentives.

problem Dynamic allocation of reusable resources to strategic agents with private valuations under long-term cost constraints.
method Incentive-aware framework combining epoch-based lazy updates and randomized exploration rounds.
result Achieves ildeO(T) ilde{\mathcal{O}}(\sqrt{T}) social welfare regret, satisfies all cost constraints, and ensures incentive alignment.

The paper analyzes trading strategies in a competitive market with incomplete information.

problem Strategic trading under uncertainty when firms lack full knowledge of competitors' strategies.
method Bayesian games framework to incorporate uncertainty and derive optimal trading strategies.
result Uncertainty significantly impacts trading strategies compared to complete information scenarios.

Algorithm learns optimal coordination for strategic agents in uncertain settings.

problem Optimizing rewards for strategic agents with private types and actions.
method Combines delaying mechanism, reward angle estimation, and LinUCB algorithm.
result Near optimal regret bound of O~(T)\tilde{O}(\sqrt{T}) for learning optimal policy.

Randomised classifiers outperform deterministic ones in strategic classification.

problem Strategic modification of features by agents in classification tasks.
method Theoretical analysis of randomised classifiers in strategic classification.
result Randomised classifiers can achieve better accuracy than deterministic ones under certain conditions.

New framework calibrates models to control risk under performativity.

problem Calibrating models to ensure reliable decision-making under performativity.
method Iteratively refined calibration process for different risk measures and tail bounds.
result Statistically rigorous risk control under performativity demonstrated.

Study one-shot strategic classification under unknown costs, improving worst-case accuracy.

problem Learning robust decision rules in strategic settings with unknown user costs.
method Formal study of one-shot strategic classification, framing as a minimax problem, designing efficient algorithms for full-batch and stochastic settings.
result Proves efficient algorithms converge to minimax solution, revealing dual norm regularization's value.

ABIDES-MARL uses MARL to study market behavior in a realistic financial simulation.

problem Understanding equilibrium behavior in complex financial market games.
method Combines MARL with a realistic LOB simulation to study market behavior.
result Validated approach by solving an extended Kyle model and showing how execution strategies shape market dynamics.