Our model is one of the simplest possible that studies specialization in the supply-side marketplace. First, the infinite, high-dimensional content embedding space captures that digital goods can't be cleanly clustered into categories, but rather, are often mixtures of different dimensions (e.g. a movie can be both a drama and a comedy). See Anderson et al. [ 1992 ] for a textbook treatment. The assumption that all producers share the same cost function is also simplifying, but, potentially surprisingly, still allows us to study specialization. Proposition 4. F or any set of users and any 1, a pure strategy equilibrium does not exist.

Existing multi-agent learning approaches have developed interactive training environments to explicitly promote collaboration among multiple Large Language Models (LLMs), thereby constructing stronger multi-agent systems (MAS). However, during inference, they require re-executing the MAS to obtain final solutions, which diverges from human cognition that individuals can enhance their reasoning capabilities through interactions with others and resolve questions independently in the future. To investigate whether multi-agent interaction can enhance LLMs' independent problem-solving ability, we introduce ILR, a novel co-learning framework for MAS that integrates two key components: Dynamic Interaction and Perception Calibration. Specifically, Dynamic Interaction first adaptively selects either cooperative or competitive strategies depending on question difficulty and model ability. LLMs then exchange information through Idea3 (Idea Sharing, Idea Analysis, and Idea Fusion), an innovative interaction paradigm designed to mimic human discussion, before deriving their respective final answers. In Perception Calibration, ILR employs Group Relative Policy Optimization (GRPO) to train LLMs while integrating one LLM's reward distribution characteristics into another's reward function, thereby enhancing the cohesion of multi-agent interactions. We validate ILR on three LLMs across two model families of varying scales, evaluating performance on five mathematical benchmarks and one coding benchmark. Experimental results show that ILR consistently outperforms single-agent learning, yielding an improvement of up to 5% over the strongest baseline. We further discover that Idea3 can enhance the robustness of stronger LLMs during multi-agent inference, and dynamic interaction types can boost multi-agent learning compared to pure cooperative or competitive strategies.

In this study, we discuss the relationship between two families of density-power-based divergences with functional degrees of freedom -- the H\"{o}lder divergence and the functional density power divergence (FDPD) -- based on their intersection and generalization. These divergence families include the density power divergence and the $\gamma$-divergence as special cases. First, we prove that the intersection of the H\"{o}lder divergence and the FDPD is limited to a general divergence family introduced by Jones et al. (Biometrika, 2001). Subsequently, motivated by the fact that H\"{o}lder's inequality is used in the proofs of nonnegativity for both the H\"{o}lder divergence and the FDPD, we define a generalized divergence family, referred to as the $\xi$-H\"{o}lder divergence. The nonnegativity of the $\xi$-H\"{o}lder divergence is established through a combination of the inequalities used to prove the nonnegativity of the H\"{o}lder divergence and the FDPD. Furthermore, we derive an inequality between the composite scoring rules corresponding to different FDPDs based on the $\xi$-H\"{o}lder divergence. Finally, we prove that imposing the mathematical structure of the H\"{o}lder score on a composite scoring rule results in the $\xi$-H\"{o}lder divergence.

Automated Theorem Proving (ATP) faces significant challenges due to the vast action space and the computational demands of proof generation. Recent advances have utilized Large Language Models (LLMs) for action selection in ATP, but these methods often require substantial computational resources. This study introduces the Functional Equation Automated Solver (FEAS), an agent that builds on the COPRA in-context learning framework within the Lean environment. FEAS innovates by refining prompt generation and response parsing mechanisms, integrating domain-specific heuristics for functional equations, and introducing the FunEq dataset--a rigorously curated collection of functional equation problems categorized into three difficulty levels. The agent's performance is evaluated against established baselines using this dataset, demonstrating improvements in theorem proving accuracy, particularly with the integration of functional equation-specific heuristics. Our results highlight the effectiveness of FEAS in generating and formalizing high-level proof strategies into Lean proofs, emphasizing the potential of tailored approaches in domain-specific ATP challenges.

In modern feedback control systems theory and practice, reliable access to the dynamically evolving system states is needed at both the implementation stage of advanced control algorithms and for process/system condition and performance monitoring purposes [16, 8, 39, 13, 47]. Traditionally, an explicit use of an available dynamic model complemented by sensor measurements, involving measurable physical and chemical variables of the system of interest, represented a first option to respond to the above need. However, in practice, key critical state variables are often not available for direct on-line measurement, due to inherent physical as well as practically insurmountable technical and economic limitations associated with the current state of sensor technology as it is invariably deployed in cases of considerable system complexity [47, 16, 8, 39]. In light of the above remarks, a better, scientifically sound and practically insightful option is the design of a state estimator (an observer). This is itself an appropriately structured dynamical system itself that utilizes all information provided by a system model as well as available sensor measurements to accurately reconstruct the dynamic profiles of all other unmeasurable state variables [47, 16, 8, 13].

In this paper we present a novel numeral decomposer that is designed to revert Hurford's Packing Strategy. The Packing Strategy is a model on how numeral words are formed out of smaller numeral words by recursion. The decomposer does not simply check decimal digits but it also works for numerals formed on base 20 or any other base or even combinations of different bases. All assumptions that we use are justified with Hurford's Packing Strategy. The decomposer reads through the numeral. When it finds a sub-numeral, it checks arithmetic conditions to decide whether or not to unpack the sub-numeral. The goal is to unpack those numerals that can sensibly be substituted by similar numerals. E.g., in 'twenty-seven thousand and two hundred and six' it should unpack 'twenty-seven' and 'two hundred and six', as those could each be sensibly replaced by any numeral from 1 to 999. Our most used condition is: If S is a substitutable sub-numeral of a numeral N, then 2*value(S) < value(N). We have tested the decomposer on numeral systems in 254 different natural languages. We also developed a reinforcement learning algorithm based on the decomposer. Both algorithms' code and the results are open source on GitHub.

Stochastic Programming is a framework for modelling and solving problems of decision making under uncertainty. Stochastic Dynamic Programming is a branch of Stochastic Programming that takes a "functional equation" approach to the discovery of optimal policies. By leveraging constructs - lambda expressions, functional interfaces, collections and aggregate operators - implemented in Java to operationalise the MapReduce framework, jsdp provides a general purpose library for modelling and solving Stochastic Dynamic Programs.

All the solutions were probability distributions, and in this article we introduce an even larger, generic class of problems (chaotic discrete dynamical systems) with known solution. Each dynamical system discussed here (or in my previous article) comes with two distributions: The name Hurwitz and Riemann-Zeta is just a reminder of their strong connection to number theory problems such as continued fractions, approximation of irrational numbers by rational ones, the construction and distribution of the digits of random numbers in various numeration systems, and the famous Riemann Hypothesis that has a one million dollar prize attached to it. The most well known probability distribution related to these functions is the discrete Zipf distribution. The author defines a family of distribution that generalizes the exponential power, normal, gamma, Weibull, Rayleigh, Maxwell-Boltzmann and chi-squared distributions, with applications in actuarial sciences. Our Hurwitz-Riemann Zeta distribution is yet another example arising this time from discrete dynamical systems, continuous on [0, 1].

We develop simple methods for constructing parameter priors for model choice among Directed Acyclic Graphical (DAG) models. In particular, we introduce several assumptions that permit the construction of parameter priors for a large number of DAG models from a small set of assessments. We then present a method for directly computing the marginal likelihood of every DAG model given a random sample with no missing observations. We apply this methodology to Gaussian DAG models which consist of a recursive set of linear regression models. We show that the only parameter prior for complete Gaussian DAG models that satisfies our assumptions is the normal-Wishart distribution. Our analysis is based on the following new characterization of the Wishart distribution: let $W$ be an $n \times n$, $n \ge 3$, positive-definite symmetric matrix of random variables and $f(W)$ be a pdf of $W$. Then, f$(W)$ is a Wishart distribution if and only if $W_{11} - W_{12} W_{22}^{-1} W'_{12}$ is independent of $\{W_{12},W_{22}\}$ for every block partitioning $W_{11},W_{12}, W'_{12}, W_{22}$ of $W$. Similar characterizations of the normal and normal-Wishart distributions are provided as well.