Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Ergodicity, Decisions, and Partial Information   In the simplest sequential decision problem for an ergodic stochastic process
X, at each time n a decision u_n is made as a function of past observations
X_0,...,X_{n-1}, and a loss l(u_n,X_n) is incurred. In this setting, it is
known that one may choose (under a mild integrability assumption) a decision
strategy whose pathwise time-average loss is asymptotically smaller than that
of any other strategy. The corresponding problem in the case of partial
information proves to be much more delicate, however: if the process X is not
observable, but decisions must be based on the observation of a different
process Y, the existence of pathwise optimal strategies is not guaranteed.
  The aim of this paper is to exhibit connections between pathwise optimal
strategies and notions from ergodic theory. The sequential decision problem is
developed in the general setting of an ergodic dynamical system (\Omega,B,P,T)
with partial information Y\subseteq B. The existence of pathwise optimal
strategies grounded in two basic properties: the conditional ergodic theory of
the dynamical system, and the complexity of the loss function. When the loss
function is not too complex, a general sufficient condition for the existence
of pathwise optimal strategies is that the dynamical system is a conditional
K-automorphism relative to the past observations \bigvee_n T^n Y. If the
conditional ergodicity assumption is strengthened, the complexity assumption
can be weakened. Several examples demonstrate the interplay between complexity
and ergodicity, which does not arise in the case of full information. Our
results also yield a decision-theoretic characterization of weak mixing in
ergodic theory, and establish pathwise optimality of ergodic nonlinear filters.

35
The categories of this paper are: mtrl-th
10
The categories of this paper are: q-bio
29
The categories of this paper are: funct-an
21
The categories of this paper are: adap-org
18
The categories of this paper are: econ
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The categories of this paper are: comp-gas
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The categories of this paper are: q-fin
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The categories of this paper are: plasm-ph
30
The categories of this paper are: q-alg
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The categories of this paper are: cmp-lg
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The categories of this paper are: math-ph
4
The categories of this paper are: cond-mat
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The categories of this paper are: chao-dyn
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The categories of this paper are: eess
5
The categories of this paper are: gr-qc
0
The categories of this paper are: hep-ph