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Full-Text Articles in Physical Sciences and Mathematics
Prospect Theory Preferences In Noncooperative Game Theory, Philip Leclerc
Prospect Theory Preferences In Noncooperative Game Theory, Philip Leclerc
Theses and Dissertations
The present work seeks to incorporate a popular descriptive, empirically grounded model of human preference under risk, prospect theory, into the equilibrium theory of noncooperative games. Three primary, candidate definitions are systematically identified on the basis of classical characterizations of Nash Equilibrium; in addition, three equilibrium subtypes are defined for each primary definition, in order to enable modeling of players' reference points as exogenous and fixed, slowly and myopically adaptive, highly flexible and non-myopically adaptive. Each primary equilibrium concept was analyzed both theoretically and empirically; for the theoretical analyses, prospect theory, game theory, and computational complexity theory were all summoned …
Ramp Loss Svm With L1-Norm Regularizaion, Eric Hess
Ramp Loss Svm With L1-Norm Regularizaion, Eric Hess
Theses and Dissertations
The Support Vector Machine (SVM) classification method has recently gained popularity due to the ease of implementing non-linear separating surfaces. SVM is an optimization problem with the two competing goals, minimizing misclassification on training data and maximizing a margin defined by the normal vector of a learned separating surface. We develop and implement new SVM models based on previously conceived SVM with L_1-Norm regularization with ramp loss error terms. The goal being a new SVM model that is both robust to outliers due to ramp loss, while also easy to implement in open source and off the shelf mathematical programming …