A Nonzero Set Problem with Aumann Stochastic Integral
نویسندگان
چکیده
Abstract A nonzero set problem with Aumann set-valued random Lebesgue integral is discussed. This paper proves that the integral’s representation theorem. Finally, an important inequality proved and other properties of are
منابع مشابه
Aumann Type Set-valued Lebesgue Integral and Representation Theorem
In this paper, we shall firstly illustrate why we should discuss the Aumann type set-valued Lebesgue integral of a set-valued stochastic process with respect to time t under the condition that the set-valued stochastic process takes nonempty compact subset of d-dimensional Euclidean space. After recalling some basic results about set-valued stochastic processes, we shall secondly prove that the...
متن کاملFuzzy set-valued stochastic Lebesgue integral
This paper studies Lebesgue integral of a fuzzy closed set-valued stochastic process with respect to the time t. Firstly, a progressively measurable fuzzy closed set-valued stochastic process is discussed and an almost everywhere problem in the former Aumann type Lebesgue integral of the level-set process is pointed out. Secondly, a new definition of the Lebesgue integral by decomposable closur...
متن کاملStochastic Processes Problem Set 1
You are a contestant on a game show. There are three closed doors leading to three rooms. Two of the rooms contain nothing, but the third contains a luxury automobile which is yours if you pick the right door. You are asked to pick a door by the MC who knows which room contains the car. After you pick a door, the MC opens a door (not the one you picked) to show an empty room. Show that, even wi...
متن کاملNonzero - Sum Stochastic Games
This paper extends the basic work that has been done on tero-sum stochastic games to those that are nonzerosum. Appropriately defined equilibrium points are shown to exist for both the case where the players seek to maximize the total value of their discounted period rewards and the case where they wish to maximize their average reward per period. For the latter case, conditions required on the...
متن کاملStochastic Optimization over a Pareto Set Associated with a Stochastic Multi-Objective Optimization Problem
We deal with the problem of minimizing the expectation of a real valued random function over the weakly Pareto or Pareto set associated with a Stochastic MultiObjective Optimization Problem (SMOP) whose objectives are expectations of random functions. Assuming that the closed form of these expectations is difficult to obtain, we apply the Sample Average Approximation method (SAA-N, where N is t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Lecture Notes in Electrical Engineering
سال: 2022
ISSN: ['1876-1100', '1876-1119']
DOI: https://doi.org/10.1007/978-981-19-2456-9_1