217 research outputs found
Computability and Algorithmic Complexity in Economics
This is an outline of the origins and development of the way computability theory and algorithmic complexity theory were incorporated into economic and finance theories. We try to place, in the context of the development of computable economics, some of the classics of the subject as well as those that have, from time to time, been credited with having contributed to the advancement of the field. Speculative thoughts on where the frontiers of computable economics are, and how to move towards them, conclude the paper. In a precise sense - both historically and analytically - it would not be an exaggeration to claim that both the origins of computable economics and its frontiers are defined by two classics, both by Banach and Mazur: that one page masterpiece by Banach and Mazur ([5]), built on the foundations of Turing’s own classic, and the unpublished Mazur conjecture of 1928, and its unpublished proof by Banach ([38], ch. 6 & [68], ch. 1, #6). For the undisputed original classic of computable economics is RabinĂs effectivization of the Gale-Stewart game ([42];[16]); the frontiers, as I see them, are defined by recursive analysis and constructive mathematics, underpinning computability over the computable and constructive reals and providing computable foundations for the economist’s Marshallian penchant for curve-sketching ([9]; [19]; and, in general, the contents of Theoretical Computer Science, Vol. 219, Issue 1-2). The former work has its roots in the Banach-Mazur game (cf. [38], especially p.30), at least in one reading of it; the latter in ([5]), as well as other, earlier, contributions, not least by Brouwer.
How Good Is a Strategy in a Game with Nature?
International audienceWe consider games with two antagonistic players — Éloïse (modelling a program) and Abélard (modelling a byzantine environment) — and a third, unpredictable and uncontrollable player, that we call Nature. Motivated by the fact that the usual probabilistic semantics very quickly leads to undecidability when considering either infinite game graphs or imperfect information, we propose two alternative semantics that leads to decidability where the probabilistic one fails: one based on counting and one based on topology
Notions of Relative Ubiquity for Invariant Sets of Relational Structures
Given a finite lexicon L of relational symbols and equality, one may view the collection of all L-structures on the set of natural numbers w as a space in several different ways. We consider it as: (i) the space of outcomes of certain infinite two-person games; (ii) a compact metric space; and (iii) a probability measure space. For each of these viewpoints, we can give a notion of relative ubiquity, or largeness, for invariant sets of structures on w. For example, in every sense of relative ubiquity considered here, the set of dense linear orderings on w is ubiquitous in the set of linear orderings on w
Complexity of distances: Theory of generalized analytic equivalence relations
We generalize the notion of analytic/Borel equivalence relations, orbit
equivalence relations, and Borel reductions between them to their continuous
and quantitative counterparts: analytic/Borel pseudometrics, orbit
pseudometrics, and Borel reductions between them. We motivate these concepts on
examples and we set some basic general theory. We illustrate the new notion of
reduction by showing that the Gromov-Hausdorff distance maintains the same
complexity if it is defined on the class of all Polish metric spaces, spaces
bounded from below, from above, and from both below and above. Then we show
that is not reducible to equivalences induced by orbit pseudometrics,
generalizing the seminal result of Kechris and Louveau. We answer in negative a
question of Ben-Yaacov, Doucha, Nies, and Tsankov on whether balls in the
Gromov-Hausdorff and Kadets distances are Borel. In appendix, we provide new
methods using games showing that the distance-zero classes in certain
pseudometrics are Borel, extending the results of Ben Yaacov, Doucha, Nies, and
Tsankov.
There is a complementary paper of the authors where reductions between the
most common pseudometrics from functional analysis and metric geometry are
provided.Comment: Based on the feedback we received, we decided to split the original
version into two parts. The new version is now the first part of this spli
Absolutely No Free Lunches!
This paper is concerned with learners who aim to learn patterns in infinite
binary sequences: shown longer and longer initial segments of a binary
sequence, they either attempt to predict whether the next bit will be a 0 or
will be a 1 or they issue forecast probabilities for these events. Several
variants of this problem are considered. In each case, a no-free-lunch result
of the following form is established: the problem of learning is a formidably
difficult one, in that no matter what method is pursued, failure is
incomparably more common that success; and difficult choices must be faced in
choosing a method of learning, since no approach dominates all others in its
range of success. In the simplest case, the comparison of the set of situations
in which a method fails and the set of situations in which it succeeds is a
matter of cardinality (countable vs. uncountable); in other cases, it is a
topological matter (meagre vs. co-meagre) or a hybrid computational-topological
matter (effectively meagre vs. effectively co-meagre)
Stochastic Timed Automata
A stochastic timed automaton is a purely stochastic process defined on a
timed automaton, in which both delays and discrete choices are made randomly.
We study the almost-sure model-checking problem for this model, that is, given
a stochastic timed automaton A and a property , we want to decide whether
A satisfies with probability 1. In this paper, we identify several
classes of automata and of properties for which this can be decided. The proof
relies on the construction of a finite abstraction, called the thick graph,
that we interpret as a finite Markov chain, and for which we can decide the
almost-sure model-checking problem. Correctness of the abstraction holds when
automata are almost-surely fair, which we show, is the case for two large
classes of systems, single- clock automata and so-called weak-reactive
automata. Techniques employed in this article gather tools from real-time
verification and probabilistic verification, as well as topological games
played on timed automata.Comment: 40 pages + appendi
Computability and analysis: the legacy of Alan Turing
We discuss the legacy of Alan Turing and his impact on computability and
analysis.Comment: 49 page
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