Results 91 to 100 of about 1,405,222 (160)

Stability analysis of two stage stochastic mathematical programs with complementarity constraints via NLP-regularization

open access: yes
This paper presents numerical approximation schemes for a two stage stochastic programming problem where the second stage problem has a general nonlinear complementarity constraint: first, the complementarity constraint is approximated by a parameterized
Xu, Huifu, Lin, Gui-Hua, Liu, Yongchao
core   +1 more source

Modeling reaction-diffusion processes in simplified to complex astroglial branchlet geometries using different simulation tools. [PDF]

open access: yesPLoS Comput Biol
Keto L   +6 more
europepmc   +1 more source

A Note on Stability in Asynchronous Stochastic Approximation without Communication Delays

open access: yes
In this paper, we study asynchronous stochastic approximation algorithms without communication delays. Our main contribution is a stability proof for these algorithms that extends a method of Borkar and Meyn by accommodating more general noise conditions.
Yu, Huizhen, Sutton, Richard S., Wan, Yi
core  

SDE WEAK APPROXIMATION LIBRARY (SDE WA) (VERSION 1.0) [PDF]

open access: yes
In application of mathematical finance to practical problems, weak approximation of stochastic differential equations (SDEs) is one of the most important themes.In probabilistic approach to this problem, the Euler-Maruyama scheme which is a first-order ...
Mariko Ninomiya
core  

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