Searcharxiv⌕ Search
Home/Archive/arXiv

arXiv · 2402.13453

A rational logit dynamic for decision-making under uncertainty: well-posedness, vanishing-noise limit, and numerical approximation

Hidekazu Yoshioka·Motoh Tsujimura·Yumi Yoshioka
View original source ↗Read source document ↗Export metadata ↓

Abstract

The classical logit dynamic on a continuous action space for decision-making un-der uncertainty is generalized to the dynamic where the exponential function for the softmax part has been replaced by a rational one that includes the former as a special case. We call the new dynamic as the rational logit dynamic. The use of the rational logit function implies that the uncertainties have a longer tail than that assumed in the classical one. We show that the rational logit dynamic admits a unique measure-valued solution and the solution can be approximated using a fi-nite difference discretization. We also show that the vanishing-noise limit of the rational logit dynamic exists and is different from the best-response one, demon-strating that influences of the uncertainty tail persist in the rational logit dynamic. We finally apply the rational logit dynamic to a unique fishing competition data that has been recently acquired by the authors.

Explore related subjects

math.DScs.SYeess.SY

Keep this discovery

BibTeXRIS

Hidekazu Yoshioka, Motoh Tsujimura, Yumi Yoshioka. 2024-02-21. A rational logit dynamic for decision-making under uncertainty: well-posedness, vanishing-noise limit, and numerical approximation. https://arxiv.org/abs/2402.13453

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Admissible Fourier Lengths, KAM Reducibility, and Spectral Applications

We develop a perturbative KAM reducibility theory for one-frequency $\mathrm{SL}(2,\mathbb{R})$ cocycles based on an admissible Fourier length $\ell$. The regularity relevant to the iteration is measured by positive adapted Fourier width rather than ordinary smoothness in the Euclidean length $|n|$. The same length governs Fourier decay, truncation and resonance scales, and the arithmetic condition controlling the small divisors. This framework contains the classical analytic and Gevrey settings, while non-monotone choices of $\ell$ allow classical nowhere differentiable Weierstrass-type perturbations and continuous perturbations outside every positive H\"older class. As spectral applications, we obtain purely absolutely continuous spectrum for every phase and $1/2$-H\"older continuity of the integrated density of states for the associated quasiperiodic Schr\"odinger operators. The Aubry dual has pure point spectrum for Lebesgue almost every dual phase, with eigenfunctions exponentially localized in the metric induced by $\ell$. We also construct nowhere differentiable quasiperiodic potentials with purely absolutely continuous Cantor spectrum.

math.DS↗
arXiv2026

Dynamics inside the attracting basins of some skew products

Polynomial skew products in $\mathbb{C}^2$ are maps of the form $F(z,w)=(P(z),Q(z,w))$, where $P$ and $Q$ are polynomials. Their local dynamics have been widely investigated. In this paper, we study the global dynamics inside Fatou components of some skew products. We consider all the inverse images in a Fatou component of a given point and use the Kobayashi metric to measure the distance between points. In the cases we consider, there are always arbitrarily large Kobayashi balls in the complement of these inverse sets.

math.DS↗
arXiv2026

Ergodicity of dynamical systems without uniqueness of orbits

Recently, there has been considerable interest in the study of non-deterministic dynamical systems. To analyze the chaotic behavior of such systems from a measure-theoretic viewpoint, it is desirable to consider ergodicity. However, the classical definition of ergodicity involves invariant sets, whose definition is not unique for non-deterministic dynamical systems. Thus, we are led to the question of which invariance yields an interesting definition of ergodicity. Here, we propose a definition based on the strong backward invariance and show that analogs of classical results hold. We also consider implications of the Birkhoff ergodic theorem for systems without uniqueness of orbits.

math.DS↗