Results 11 to 20 of about 499,314 (280)
Best approximation of κ-random operator inequalities in matrix MB-algebras
Journal of Inequalities and Applications, 2021 We introduce a class of stochastic matrix control functions and apply them to stabilize pseudo stochastic κ-random operator inequalities in matrix MB-algebras.
Masoumeh Madadi +3 more
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A stochastic approximation algorithm for stochastic semidefinite programming [PDF]
, 2015 Motivated by applications to multi-antenna wireless networks, we propose a distributed and asynchronous algorithm for stochastic semidefinite programming.
Gaujal, Bruno, Mertikopoulos, Panayotis
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Asynchronous Stochastic Approximations [PDF]
SIAM Journal on Control and Optimization, 1998 The asymptotic behavior of a distributed, asynchronous stochastic approximation scheme is analyzed in terms of a limiting nonautonomous differential equation. The relation between the latter and the relative values of suitably rescaled relative frequencies of updates of different components is underscored.
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Networks and Heterogeneous Media, 2013 Assume that a stochastic process can be approximated, when some scale parameter gets large, by a fluid limit (also called 'mean field limit', or 'hydrodynamic limit').
Jean-Yves Le Boudec
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Mathematical Biosciences and Engineering, 2020 Numerical approximation is a vital method to investigate the properties of stochastic age-dependent population systems, since most stochastic age-dependent population systems cannot be solved explicitly. In this paper, a Taylor approximation scheme for a
Wenrui Li +4 more
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Randomness, Stochasticity, and Approximations [PDF]
Theory of Computing Systems, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Pathwise Convergent Approximation for the Fractional SDEs
Mathematics, 2022 Fractional stochastic differential equation (FSDE)-based random processes are used in a wide spectrum of scientific disciplines. However, in the majority of cases, explicit solutions for these FSDEs do not exist and approximation schemes have to be ...
Kęstutis Kubilius, Aidas Medžiūnas
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Full discretisation of semi-linear stochastic wave equations driven by multiplicative noise [PDF]
, 2015 A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal approximation ...
Anton, Rikard +3 more
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Efficiency of the stochastic approximation method [PDF]
Yugoslav Journal of Operations Research, 2012 The practical aspect of the stochastic approximation method (SA) is studied. Specifically, we investigated the efficiency depending on the coefficients that generate the step length in optimization algorithm, as well as the efficiency depending on the
Japundžić Miloš
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Stochastic Entropy Solutions for Stochastic Scalar Balance Laws
Entropy, 2019 We are concerned with the initial value problem for a multidimensional balance law with multiplicative stochastic perturbations of Brownian type.
Jinlong Wei +3 more
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