Results 131 to 140 of about 289 (145)
On a set-valued Young integral with applications to differential inclusions
Journal of Mathematical Analysis and Applications, 2022 We present a new Aumann-like integral for a H\"older multifunction with respect to a H\"older signal, based on the Young integral of a particular set of H\"older selections.
Paul Raynaud De Fitte
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2020
In this chapter we present the definition and properties of Aumann stochastic integrals of set-valued stochastic processes \(F:\mathbb {R}^+\times \Omega \rightarrow \mathrm {Cl}(\mathbb {R}^d)\) and subsets of the space \(\mathbb {L}^p(\mathbb {R}^+\times \Omega ,\beta \otimes \mathcal {F},\mathbb {R}^d)\).
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In this chapter we present the definition and properties of Aumann stochastic integrals of set-valued stochastic processes \(F:\mathbb {R}^+\times \Omega \rightarrow \mathrm {Cl}(\mathbb {R}^d)\) and subsets of the space \(\mathbb {L}^p(\mathbb {R}^+\times \Omega ,\beta \otimes \mathcal {F},\mathbb {R}^d)\).
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2007 46th IEEE Conference on Decision and Control, 2007
This paper provides results on the minimal robust positively invariant set and its robust positively invariant approximations of an asymptotically stable, continuous-time, linear time-invariant system. The minimal robust positively invariant set is characterized as an infinite time Aumann Integral.
Sasa V. Rakovic +1 more
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This paper provides results on the minimal robust positively invariant set and its robust positively invariant approximations of an asymptotically stable, continuous-time, linear time-invariant system. The minimal robust positively invariant set is characterized as an infinite time Aumann Integral.
Sasa V. Rakovic +1 more
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The Aumann Integral and the Conditional Expectation of a Set-Valued Random Variable
2002Throughout this chapter we shall assume that (Ω, A, µ) is a finite measure space for simplicity, although most of the results are valid for σ-finite measure space. For a set-valued random variable F we denote by S F its selection set S1/F, in L 1[Ω; K(X)].
Shoumei Li +2 more
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Journal of Economic Theory, 2005
This paper is an important addition to the theory of large economies and games, in their most general version where there is a countable set of atoms in a mass of non-atomic agents. Such theory of `mixed' economies and games lacks appropriate existence theorems, and the paper fills the gap both for large economies, for which it provides the existence ...
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This paper is an important addition to the theory of large economies and games, in their most general version where there is a countable set of atoms in a mass of non-atomic agents. Such theory of `mixed' economies and games lacks appropriate existence theorems, and the paper fills the gap both for large economies, for which it provides the existence ...
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A generalization of the Aumann–Shapley value for risk capital allocation problems
European Journal of Operational Research, 2020Tim J Boonen, Anja De Waegenaere
exaly
Aumann Integral of Multifunctions Valued in Quasy-Banach Spaces and Some of its Properties
International Journal of Mathematical Trends and Technology, 2014openaire +1 more source
Positive Operators à la Aumann-Shapley on Spaces of Functions on D-Lattices
Positivity, 2006Anna Avallone +2 more
exaly