英文标题:
《Explore or exploit? A generic model and an exactly solvable case》
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作者:
Thomas Gueudr\\\'e and Alexander Dobrinevski and Jean-Philippe Bouchaud
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最新提交年份:
2013
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英文摘要:
Finding a good compromise between the exploitation of known resources and the exploration of unknown, but potentially more profitable choices, is a general problem, which arises in many different scientific disciplines. We propose a stylized model for these exploration-exploitation situations, including population or economic growth, portfolio optimisation, evolutionary dynamics, or the problem of optimal pinning of vortices or dislocations in disordered materials. We find the exact growth rate of this model for tree-like geometries and prove the existence of an optimal migration rate in this case. Numerical simulations in the one-dimensional case confirm the generic existence of an optimum.
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中文摘要:
在开发已知资源和探索未知但可能更有利可图的选择之间找到一个很好的折衷方案,是一个普遍的问题,它出现在许多不同的科学学科中。我们为这些勘探开发情况提出了一个程式化模型,包括人口或经济增长、投资组合优化、演化动力学,或无序材料中漩涡或位错的最优钉扎问题。我们找到了该模型对于树状几何体的精确增长率,并证明了在这种情况下最优迁移率的存在性。一维情况下的数值模拟证实了最优解的普遍存在性。
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分类信息:
一级分类:Physics 物理学
二级分类:Disordered Systems and Neural Networks 无序系统与
神经网络
分类描述:Glasses and spin glasses; properties of random, aperiodic and quasiperiodic systems; transport in disordered media; localization; phenomena mediated by defects and disorder; neural networks
眼镜和旋转眼镜;随机、非周期和准周期系统的性质;无序介质中的传输;本地化;由缺陷和无序介导的现象;神经网络
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一级分类:Computer Science 计算机科学
二级分类:Machine Learning
机器学习
分类描述:Papers on all aspects of machine learning research (supervised, unsupervised, reinforcement learning, bandit problems, and so on) including also robustness, explanation, fairness, and methodology. cs.LG is also an appropriate primary category for applications of machine learning methods.
关于机器学习研究的所有方面的论文(有监督的,无监督的,强化学习,强盗问题,等等),包括健壮性,解释性,公平性和方法论。对于机器学习方法的应用,CS.LG也是一个合适的主要类别。
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一级分类:Physics 物理学
二级分类:Physics and Society 物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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