Fast computation algorithm for the random consideration set model
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DOI: 10.1016/j.econlet.2019.03.018
Abstract: Abstract This paper proposes a fast and reliable computation algorithm for the random consideration set model. A simple and numerically tractable representation of the model is developed to reduce the computational burden. I show that… read more here.
Keywords: set model; consideration set; random consideration; computation algorithm ... See more keywords
An Approximation Algorithm for Random Generation of Capacities
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DOI: 10.48550/arxiv.2206.04774
Abstract: Capacities on a finite set are sets functions vanishing on the empty set and being monotonic w.r.t. inclusion. Since the set of capacities is an order polytope, the problem of randomly generating capacities amounts to… read more here.
Keywords: algorithm random; random generation; approximation algorithm; generation capacities ... See more keywords