Continuous R-valuations
Jean Goubault-Larrecq, Xiaodong Jia

TL;DR
This paper generalizes continuous valuations in domain theory to continuous R-valuations on dcpos, connecting them to measures like Lebesgue measure, and introduces monads capturing their structure and minimal elements.
Contribution
It introduces continuous R-valuations on dcpos, extends the valuation monad to a strong monad, and links these valuations to measures such as Lebesgue measure.
Findings
Continuous R-valuations form a strong monad on dcpos.
Every bounded measure induces a continuous R-valuation.
Lebesgue measure corresponds to a minimal continuous R-valuation.
Abstract
We introduce continuous -valuations on directed-complete posets (dcpos, for short), as a generalization of continuous valuations in domain theory, by extending values of continuous valuations from reals to so-called Abelian d-rags . Like the valuation monad introduced by Jones and Plotkin, we show that the construction of continuous -valuations extends to a strong monad on the category of dcpos and Scott-continuous maps. Additionally, and as in recent work by the two authors and C. Th\'eron, and by the second author, B. Lindenhovius, M. Mislove and V. Zamdzhiev, we show that we can extract a commutative monad out of it, whose elements we call minimal -valuations. We also show that continuous -valuations have close connections to measures when is taken to be , the interval domain of the…
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsRisk and Portfolio Optimization
