Results 311 to 320 of about 10,791,441 (372)

Stochastic first-order methods for convex and nonconvex functional constrained optimization

Mathematical programming, 2019
Functional constrained optimization is becoming more and more important in machine learning and operations research. Such problems have potential applications in risk-averse machine learning, semisupervised learning and robust optimization among others ...
Digvijay Boob, Qi Deng, Guanghui Lan
semanticscholar   +1 more source

Convexification of stochastic ordering. [PDF]

, 2004
In this paper sets defined by first order stochastic dominance constraints are considered. The authors impose rather general assumptions in order to prove that in the space of integrable random variables the closed convex hull of the set of the usual stochastic ordering relation is equal to the set defined by the second order stochastic dominance ...
Darinka Dentcheva, Andrzej Ruszczynski
openaire   +1 more source

Noise Induced Order: Stochastic Resonance

International Journal of Bifurcation and Chaos, 1998
We investigate stochastic resonance in the framework of information theory. Input signals are taken from an electronic circuit and output signals are produced by a Schmitt trigger. These electronic signals are analyzed with respect to their informational contents.
Schimansky-Geier, Lutz, Freund, Jan A., Neiman, Alexander B., Shulgin, Boris   +3 more
openaire   +1 more source

Finite-Time Stabilization of Stochastic High-Order Nonlinear Systems With FT-SISS Inverse Dynamics

IEEE Transactions on Automatic Control, 2019
This paper aims to solve the finite-time stabilization problem for stochastic high-order nonlinear systems with stochastic inverse dynamics. By characterizing unmeasured stochastic inverse dynamics with finite-time stochastic input-to-state stability (FT-
Mengmeng Jiang, Xue‐Jun Xie, Kemei Zhang   +2 more
semanticscholar   +1 more source

GENERALIZED STOCHASTIC CONVEXITY AND STOCHASTIC ORDERINGS OF MIXTURES

Probability in the Engineering and Informational Sciences, 1999
In this paper, a new concept called generalized stochastic convexity is introduced as an extension of the classic notion of stochastic convexity. It relies on the well-known concept of generalized convex functions and corresponds to a stochastic convexity with respect to some Tchebycheff system of functions.
Denuit, Michel, Lefèvre, Claude, Utev, S.   +2 more
openaire   +1 more source

Approximate controllability of second-order non-autonomous stochastic impulsive differential systems

Stochastic Analysis and Applications, 2020
This paper is concerned with existence, uniqueness, and approximate controllability of mild solutions to second-order non-autonomous stochastic impulsive differential systems.
Dr. Vikram Singh, Renu Chaudhary, D. Pandey   +2 more
semanticscholar   +1 more source

Approximate controllability and existence of mild solutions for Riemann-Liouville fractional stochastic evolution equations with nonlocal conditions of order 1 < α < 2

Fractional Calculus and Applied Analysis, 2019
In this paper, we consider the existence of mild solutions and approximate controllability for Riemann-Liouville fractional stochastic evolution equations with nonlocal conditions of order 1 < α < 2.
Linxin Shu, X. Shu, J. Mao
semanticscholar   +1 more source

CORES OF STOCHASTIC COOPERATIVE GAMES WITH STOCHASTIC ORDERS

International Game Theory Review, 2002
In this paper we analyze cooperative games where the worth of a coalition is uncertain and the players only know their probability distribution. The novelty of our analysis is that the comparison among the uncertain values is done by stochastic orders among random variables.
Fernández, F. R., Puerto, J., Zafra, M. J.   +2 more
openaire   +2 more sources

Deterministic and stochastic equations of motion arising in Oldroyd fluids of order one: existence, uniqueness, exponential stability and invariant measures

Stochastic Analysis and Applications, 2020
In this work, we consider the two-dimensional viscoelastic fluid flow equations, arising from the Oldroyd model for the non-Newtonian fluid flows. We investigate the well-posedness of such models in two-dimensional bounded and unbounded (Poincaré domains)
M. T. Mohan
semanticscholar   +1 more source

STOCHASTIC ORDERINGS BETWEEN SPACINGS OF GENERALIZED ORDER STATISTICS

Probability in the Engineering and Informational Sciences, 2002
In this article, we establish stochastic comparisons between normalized spacings of generalized order statistics. These comparisons allow us to extend and unify some results obtained by other authors for ordinary order statistics and record values.
Franco, Manuel, Ruiz, José M., Ruiz, M. Carmen   +2 more
openaire   +1 more source