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Oct 27

Modeling evidential cooperation in large worlds

Evidential cooperation in large worlds (ECL) refers to the idea that humans and other agents can benefit by cooperating with similar agents with differing values in causally disconnected parts of a large universe. Cooperating provides agents with evidence that other similar agents are likely to cooperate too, resulting in gains from trade for all. This could be a crucial consideration for altruists. I develop a game-theoretic model of ECL as an incomplete information bargaining problem. The model incorporates uncertainty about others' value systems and empirical situations, and addresses the problem of selecting a compromise outcome. Using the model, I investigate issues with ECL and outline open technical and philosophical questions. I show that all cooperators must maximize the same weighted sum of utility functions to reach a Pareto optimal outcome. However, I argue against selecting a compromise outcome implicitly by normalizing utility functions. I review bargaining theory and argue that the Nash bargaining solution could be a relevant Schelling point. I introduce dependency equilibria (Spohn 2007), an equilibrium concept suitable for ECL, and generalize a folk theorem showing that the Nash bargaining solution is a dependency equilibrium. I discuss gains from trade given uncertain beliefs about other agents and analyze how these gains decrease in several toy examples as the belief in another agent decreases. Finally, I discuss open issues in my model. First, the Nash bargaining solution is sometimes not coalitionally stable, meaning that a subset of cooperators can unilaterally improve payoffs by deviating from the compromise. I investigate conditions under which stable payoff vectors exist. Second, I discuss how to model agents' default actions without ECL.

  • 1 authors
·
Aug 7, 2023

Re^2Math: Benchmarking Theorem Retrieval in Research-Level Mathematics

Large language models are increasingly capable at closed-world mathematical reasoning, but research assistance also requires source-grounded use of the literature. When a proof reaches a non-trivial step, a useful assistant should determine whether the needed tool (e.g., a lemma) already exists, identify a suitable scholarly source, and verify that its assumptions align with the current proof context. To rigorously evaluate such capabilities, we introduce Re^2Math, a benchmark for tool-grounded retrieval from partial mathematical proofs. Each instance is built from a candidate instrumental citation in the proof of a main theorem, with hierarchical context and an optional leakage-controlled anchor hint. We also make the task source-grounded yet citation-agnostic in that any admissible theorem sufficient for the proof transition is accepted. Evaluation uses a release-frozen retrieval artifact, ensuring reproducibility, while the benchmark itself supports automatic, continual expansion with newly constructed instances. On the current benchmark test set, the best fixed-judge ToolAcc reaches 7.0%, despite substantially higher rates of source grounding, indicating that current systems often retrieve valid statements but fail to establish their applicability to the local proof step. By decoupling citation recall, grounding, and proof-gap sufficiency, Re^2Math transforms literature-grounded mathematical tool use into a controlled diagnostic task.

  • 4 authors
·
May 8

The Fundamental Theorem of Asset Pricing, Formalized in Lean 4

The Fundamental Theorem of Asset Pricing states that a market is free of arbitrage exactly when it admits an equivalent martingale measure. We formalize it in Lean 4 over Mathlib in three settings: a finite-state market over a finite horizon (Harrison-Pliska), a one-period market on an arbitrary probability space with a single scalar return (Follmer-Schied), and a one-period market with finitely many assets. The finite case is the geometry of a separating hyperplane; the scalar one-period case is an elementary change of measure. In the d-asset case the equivalent martingale measure is constructed explicitly, as the minimiser of the smooth convex potential E[log(1+e^{langleθ,Yrangle})]: absence of arbitrage is precisely coercivity of the potential, its first-order condition is the martingale property, and the minimiser's logistic weight is the density of the measure. The construction uses no Hahn-Banach theorem, no L^0-closedness argument, no measurable selection, and no non-redundancy hypothesis. To our knowledge this is the first machine-checked Fundamental Theorem of Asset Pricing in any proof assistant. The boundary is explicit: the general multi-period Dalang-Morton-Willinger theorem lies outside the development. Every theorem is sorry-free, each headline result's axioms are pinned to Mathlib's classical defaults by a build-enforced gate, and the whole is reproducible from a pinned toolchain.

  • 1 authors
·
Jun 26