Results 11 to 20 of about 499,810 (279)
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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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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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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The Stationary Behaviour of Fluid Limits of Reversible Processes is Concentrated on Stationary Points [PDF]
, 2012 Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit").
Boudec, Jean-Yves Le
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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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Best Response Computation in Multiplayer Imperfect-Information Stochastic Games
Proceedings of the International Florida Artificial Intelligence Research Society Conference, 2022 Computing a best response is a fundamental task in game theory. One of its uses is to compute the degree of approximation error of an approximation of Nash equilibrium strategies.
Sam Ganzfried
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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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Asymptotic Analysis for One-Stage Stochastic Linear Complementarity Problems and Applications
Mathematics, 2023 One-stage stochastic linear complementarity problem (SLCP) is a special case of a multi-stage stochastic linear complementarity problem, which has important applications in economic engineering and operations management.
Shuang Lin, Jie Zhang, Chen Qiu
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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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Hamiltonian analysis of subcritical stochastic epidemic dynamics [PDF]
, 2017 We extend a technique of approximation of the long-term behavior of a supercritical stochastic epidemic model, using the WKB approximation and a Hamiltonian phase space, to the subcritical case.
Ackley, Sarah F. +5 more
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