Results 11 to 20 of about 14,387 (264)
Stochastic Approximations and Differential Inclusions; Part II: Applications [PDF]
Mathematics of Operations Research, 2005 We apply the theoretical results on ``stochastic approximations and differential inclusions'' developed in Benaïm Hofbauer and Sorin (2003) to several adaptive processes used in game theory including: classical and generalized approachability, no-regrets
Benaïm, Michel +2 more
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Asynchronous stochastic approximation with differential inclusions [PDF]
Stochastic Systems, 2012 The asymptotic pseudo-trajectory approach to stochastic approximation of Benaïm, Hofbauer and Sorin is extended for asynchronous stochastic approximations with a set-valued mean field.
David S. Leslie, Steven Perkins
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Stochastic Approximations and Differential Inclusions [PDF]
SIAM Journal on Control and Optimization, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Michel Benaïm +2 more
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Alexandria Engineering Journal, 2023 Fractional calculus is now used to accurately depict a range of real occurrences because it can explain the “long-tail memory” phenomena that have been seen through empirical research. Standard differential equations with integer order derivatives cannot
Yong-Ki Ma +7 more
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Stochastic approximation with discontinuous dynamics, differential inclusions, and applications
The Annals of Applied Probability, 2023 This work develops new results for stochastic approximation algorithms. The emphases are on treating algorithms and limits with discontinuities. The main ingredients include the use of differential inclusions, set-valued analysis, and non-smooth analysis, and stochastic differential inclusions. Under broad conditions, it is shown that a suitably scaled
Nguyen, Nhu, Yin, George
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Известия высших учебных заведений. Поволжский регион: Физико-математические науки, 2021 Background. E. Nelson [1-3] introduced derivatives on the average in the works and over time, they began to be studied as a separate class of stochastic differential equations.
O.O. Zheltikova
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Existence of weak solutions to stochastic evolution inclusions [PDF]
, 2004 We consider the Cauchy problem for a semilinear stochastic differential inclusion in a Hilbert space. The linear operator generates a strongly continuous semigroup and the nonlinear term is multivalued and satisfies a condition which is more heneral than
De Fitte, Paul Raynaud +2 more
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Localized bases for finite dimensional homogenization approximations with non-separated scales and high-contrast [PDF]
, 2010 We construct finite-dimensional approximations of solution spaces of divergence form operators with $L^\infty$-coefficients. Our method does not rely on concepts of ergodicity or scale-separation, but on the property that the solution space of these ...
Owhadi, Houman, Zhang, Lei
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Some optimal control problems for partial differential inclusions [PDF]
Opuscula Mathematica, 2008 Partial differential inclusions are considered. In particular, basing on diffusions properties of weak solutions to stochastic differential inclusions, some existence theorems and some properties of solutions to partial differential inclusions are given.
Michał Kisielewicz
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Discrete Dynamics in Nature and Society, 2018 Linear feedback control and adaptive feedback control are proposed to achieve the synchronization of stochastic neutral-type memristive neural networks with mixed time-varying delays.
Desheng Hong +2 more
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