Now showing items 700-702 of 702

    • Z-theorems: Limits of stochastic equations 

      Anisimov, V. V.; Pflug, G. Ch. (International Statistical Institute, 2000)
      Let fn(è, ù) be a sequence of stochastic processes which converge weakly to a limit process f 0(è, ù). We show under some assumptions the weak inclusion of the solution sets èn(ù) fè : fn(è, ù) 0g in the limiting ...
    • Zero-sum Markov games with impulse controls 

      Basu, Arnab; Stettner, L. (Society for Industrial and Applied Mathematics, 2020)
      In this paper we consider a zero-sum Markov stopping game on a general state space with impulse strategies and infinite time horizon discounted payoff where the state dynamics is a weak Feller--Markov process. One of the ...
    • ℓ1 solution of linear inequalities 

      Pınar, M. Ç.; Chen, B. (Oxford University Press, 1999)
      The numerical solution of a possibly inconsistent system of linear inequalities in the ℓ1 sense is considered. The non-differentiable ℓ1 norm minimization problem is approximated by a piecewise quadratic Huber smooth ...