We consider both discrete and continuous time finite state-action stochastic games. In discrete time stochastic games, it is known that a stationary BlackwellNash equilibrium (BNE) exists for a single controller additive reward (SC-AR) stochastic game which is a special case of a general stochastic game. We show that, in general, the additive reward condition is needed for the existence of a BN...

The probabilistic fuzzy set (PFS) and the related probabilistic fuzzy logic system (PFLS) is designed for handling the uncertainties in both stochastic and nonstochastic nature. In this paper, a bell-shaped probabilistic fuzzy set is proposed and the related PFLS is constructed and applied to a modeling problem to study stochastic modeling capability. It clearly discloses that the bell-shaped P...

The verification problem for stochastic hybrid systems is quite difficult. One method to verify these systems is stochastic reachability analysis. Concepts of abstractions for stochastic hybrid systems are needed to ease the stochastic reachability analysis. In this paper, we set up different ways to define abstractions for stochastic hybrid systems, which preserve the parameters of stochastic ...

In this article we consider the stochastic restricted ridge estimation in semipara-metric linear models when the covariates are measured with additive errors. The development of penalized corrected likelihood method in such model is the basis for derivation of ridge estimates. The asymptotic normality of the resulting estimates are established. Also, necessary and sufficient condition...

 Abstract: A new method to generate various family of distributions is introduced. This method introduces a new two-parameter extension of the exponential distribution to illustrate its application. Some statistical and reliability properties of the new distribution, including explicit expressions for the moments, quantiles, mode, moment generating function, mean residual lifetime, stochas...