112 citations · 128 across the 13 of their papers we have counts for
7 papers · 1 filter
Making Decisions under Model Misspecification
Simone Cerreia-Vioglio, Lars Peter Hansen, Fabio Maccheroni +1
We use decision theory to confront uncertainty that is sufficiently broad to incorporate "models as approximations." We presume the existence of a featured collection of what we ca…
Ergodic Annealing
Carlo Baldassi, Fabio Maccheroni, Massimo Marinacci +1
Simulated Annealing is the crowning glory of Markov Chain Monte Carlo Methods for the solution of NP-hard optimization problems in which the cost function is known. Here, by replac…
A Canon of Probabilistic Rationality
Simone Cerreia-Vioglio, Per Olov Lindberg, Fabio Maccheroni +2
We prove that a random choice rule satisfies Luce's Choice Axiom if and only if its support is a choice correspondence that satisfies the Weak Axiom of Revealed Preference, thus it…
Axiomatic Tests for the Boltzmann Distribution
Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci +1
The Boltzmann distribution describes a single parameter (temperature) family of probability distributions over a state space; at any given temperature, the ratio of probabilities o…
Equilibria of nonatomic anonymous games
Simone Cerreia-Vioglio, Fabio Maccheroni, David Schmeidler
We add here another layer to the literature on nonatomic anonymous games started with the 1973 paper by Schmeidler. More specifically, we define a new notion of equilibrium which w…
Multialternative Neural Decision Processes
Carlo Baldassi, Simone Cerreia-Vioglio, Fabio Maccheroni +2
We introduce an algorithmic decision process for multialternative choice that combines binary comparisons and Markovian exploration. We show that a preferential property, transitiv…
Multinomial logit processes and preference discovery: inside and outside the black box
Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci +1
We provide two characterizations, one axiomatic and the other neuro-computational, of the dependence of choice probabilities on deadlines, within the widely used softmax representa…