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Stochastic Quasi-Fej\'er Block-Coordinate Fixed Point Iterations with Random Sweeping [PDF]
, 2015 This work proposes block-coordinate fixed point algorithms with applications to nonlinear analysis and optimization in Hilbert spaces. The asymptotic analysis relies on a notion of stochastic quasi-Fej\'er monotonicity, which is thoroughly investigated ...
Combettes, Patrick L. +1 more
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Optimal solutions to stochastic differential inclusions [PDF]
Applicationes Mathematicae, 2002 The main aim of this paper is to establish an existence theorem for the optimal weak solution \(\xi^{\ast}\) of the following problem: \[ \begin{split} E \int_{0}^{T} h(t,\xi^{\ast}_{t} ) \, dt & = \sup_{\xi} E \int_{0}^{T} h(t, \xi_{t} ) \, dt \\ \text{s.t.} \quad d\xi_{t} & \in F(t,\xi_{t} ) \, dt + G(t, \xi_{t} ) \, dW_{t} \\ P^{\xi_{0}}& = \mu ...
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A market model: uncertainty and reachable sets
International Journal for Simulation and Multidisciplinary Design Optimization, 2015 Uncertain parameters are always present in models that include human factor. In marketing the uncertain consumer behavior makes it difficult to predict the future events and elaborate good marketing strategies.
Raczynski Stanislaw
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Selfish Response to Epidemic Propagation [PDF]
, 2010 An epidemic spreading in a network calls for a decision on the part of the network members: They should decide whether to protect themselves or not. Their decision depends on the trade-off between their perceived risk of being infected and the cost of ...
Baras, John S. +2 more
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THE BOUNDEDNESS OF SOLUTIONS FOR STOCHASTIC DIFFERENTIAL INCLUSIONS [PDF]
Bulletin of the Korean Mathematical Society, 2003 Let \((\Omega,{\mathcal F},P)\) be a complete probability with a right-continuous increasing family \(({\mathcal F_t})_{t\geq 0}\) of \(\sigma\)-fields each containing all \(P\)-nul sets. Let \(B= (B_t)_{t\geq 0}\) be an \(r\)-dimensional \(({\mathcal F}_t)\)-Brownian motion.
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Expectation Propagation for Nonlinear Inverse Problems -- with an Application to Electrical Impedance Tomography [PDF]
, 2013 In this paper, we study a fast approximate inference method based on expectation propagation for exploring the posterior probability distribution arising from the Bayesian formulation of nonlinear inverse problems. It is capable of efficiently delivering
Gehre, Matthias, Jin, Bangti
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Journal of Mathematical Analysis and Applications, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Malinowski, Marek T., Michta, Mariusz
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Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2017 Notion of mean derivatives was introduced by Edward Nelson for the needs of stochastic mechanics (a version of quantum mechanics). Nelson introduced forward and backward mean derivatives while only their half-sum, symmetric mean derivative called current
Alla V Makarova +2 more
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On Stochastic Differential Inclusions with Current Velocities
Journal of Computational and Engineering Mathematics, 2015 Existence of solution theorems are obtained for stochastic differential inclusions given in terms of the so-called current velocities (symmetric mean derivatives, a direct analogs of ordinary velocity of deterministic systems) and quadratic mean derivatives (giving information on the diffusion coefficient) on the flat $n$-dimensional torus.
Yu.E. Gliklikh, A.V. Makarova
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Stochastic approximations and differential inclusions II: applications [PDF]
, 2006 We apply the theoretical results on "stochastic approximations and differential inclusions" developed in Benaim, Hofbauer and Sorin (2005) to several adaptive processes used in game theory including: classical and generalized approachability, no-regret ...
Benaim, M., Hofbauer, J., Sorin, S.
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