Results 11 to 20 of about 3,057,682 (305)
Optimal control of stochastic partial differential equations in Banach spaces [PDF]
, 2010 In this thesis we study optimal control problems in Banach spaces for stochastic partial differential equations. We investigate two different approaches.
Serrano Perdomo, Rafael Antonio
core +7 more sources
On relation between one multiple and a corresponding one-dimensional integral with applications [PDF]
Yugoslav Journal of Operations Research, 2018 For a given finite positive measure on an interval I ⊆ R, a multiple stochastic integral of a Volterra kernel with respect to a product of a corresponding Gaussian orthogonal stochastic measure is introduced.
Bajić Tatjana
doaj +1 more source
Stochastically Stable Quenched Measures [PDF]
Journal of Statistical Physics, 2004 We analyze a class of stochastically stable quenched measures. We prove that stochastic stability is fully characterized by an infinite family of zero average polynomials in the covariance matrix entries.
Alessandra Bianchi +2 more
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Majorization and semidoubly stochastic operators on L 1 ( X ) $L^{1}(X)$
Journal of Inequalities and Applications, 2023 This paper is devoted to a study of majorization based on semidoubly stochastic operators (denoted by S D ( L 1 ) $S\mathcal{D}(L^{1})$ ) on L 1 ( X ) $L^{1}(X)$ when X is a σ-finite measure space.
Seyed Mahmoud Manjegani, Shirin Moein
doaj +1 more source
Multi-Agent Based Stochastic Dynamical Model to Measure Community Resilience
Journal of Social Computing, 2022 Emergency services and utilities need appropriate planning tools to analyze and improve infrastructure and community resilience to disasters. Recognized as a key metric of community resilience is the social well-being of a community during a disaster ...
Jaber Valinejad +2 more
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Journal of Modern Power Systems and Clean Energy, 2022 This study proposes a statistical measure and a stochastic optimization model for generating risk-seeking wind power offering strategies in electricity markets. Inspired by the value at risk (VaR) to quantify risks in the worst-case scenarios of a profit
Dongliang Xiao +3 more
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Measurability Theorems for Stochastic Extremals [PDF]
SIAM Journal on Control, 1975 Measurability of the optimal value is proved for a rather general class of parametric optimization problems. The class considered includes in particular the stochastic convex programs. The measurability of the optimal solutions is discussed for a special case.
Kall, Peter, Oettli, Werner
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Supports of doubly stochastic measures [PDF]
Bernoulli, 1995 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hestir, Kevin, Williams, Stanley C.
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