Results 21 to 30 of about 4,506 (145)
A First-order Method for Monotone Stochastic Variational Inequalities on Semidefinite Matrix Spaces [PDF]
2019 American Control Conference (ACC), 2019 Motivated by multi-user optimization problems and non-cooperative Nash games in stochastic regimes, we consider stochastic variational inequality (SVI) problems on matrix spaces where the variables are positive semidefinite matrices and the mapping is merely monotone.
Majlesinasab, Nahidsadat +2 more
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Optimal Control of Second Order Stochastic Evolution Hemivariational Inequalities with Poisson Jumps
Taiwanese Journal of Mathematics, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Muthukumar, Palanisamy +3 more
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Taiwanese Journal of Mathematics, 2014 This paper proposes the sufficient conditions of approximate controllability for a class of fractional order stochastic variational inequalities driven by Poisson jumps. The possibilities of finding the approximate controllability of a given problem of this type introduce the smoothing system corresponding to the fractional order stochastic variational
Muthukumar, P., Rajivganthi, C.
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Comparison of semimartingales and L\'{e}vy processes
, 2007 In this paper, we derive comparison results for terminal values of $d$-dimensional special semimartingales and also for finite-dimensional distributions of multivariate L\'{e}vy processes.
Bergenthum, Jan, Rüschendorf, Ludger
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AIMS Mathematics, 2023 <abstract><p>In optimization, convex and non-convex functions play an important role. Further, there is no doubt that convexity and stochastic processes are closely related. In this study, we introduce the notion of the $ h- $convex stochastic process for center-radius order in the setting of interval-valued functions ($ \mathcal{IVFS ...
Mujahid Abbas +3 more
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A stochastic inequality for the largest order statistics from heterogeneous gamma variables
Journal of Multivariate Analysis, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhao, Peng, Balakrishnan, N.
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Inequalities for stochastic models via supermodular orderings
Communications in Statistics. Stochastic Models, 1997 Summary: The aim of this paper is to derive inequalities for random vectors by using the supermodular ordering. The properties of this ordering suggest to use it as a comparison for the ``strength of dependence'' in random vectors. In contrast to already established orderings of this type, the supermodular ordering has the advantage that it is not ...
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Three Order Parameters in Quantum XZ Spin-Oscillator Models with Gibbsian Ground States [PDF]
, 2007 Quantum models on the hyper-cubic d-dimensional lattice of spin-1/2 particles interacting with linear oscillators are shown to have three ferromagnetic ground state order parameters.
Dorlas, Teunis C. +1 more
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Improving Point and Interval Estimates of Monotone Functions by Rearrangement [PDF]
, 2008 Suppose that a target function is monotonic, namely, weakly increasing, and an available original estimate of this target function is not weakly increasing.
Chernozhukov, Victor +2 more
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Comparing Fr\'echet and positive stable laws [PDF]
, 2014 Let ${\bf L}$ be the unit exponential random variable and ${\bf Z}_\alpha$ the standard positive $\alpha$-stable random variable.
Simon, Thomas
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