In this paper the substantiation of the method of full averaging for fuzzy differential inclusions is considered. These results generalize the results of [17, 20] for differential inclusions with Hukuhara derivative and of [18] for fuzzy differential equations.

The space-time dynamics of rigid inhomogeneities (inclusions) free to move in a randomly fluctuating fluid bio-membrane is derived and numerically simulated as a function of the membrane shape changes. Both vertically placed (embedded) inclusions and horizontally placed (surface) inclusions are considered. The energetics of the membrane, as a two-dimensional (2D) meso-scale continuum sheet, is ...

This work develops new results for stochastic approximation algorithms. The emphases are on treating algorithms and limits with discontinuities. main ingredients include the use of differential inclusions, set-valued analysis, nonsmooth inclusions. Under broad conditions, it is shown that a suitably scaled sequence iterates has inclusion limit. In addition, first time centered converges weakly ...

"This paper is devoted to the study of a convex stochastic sweeping process with fractional Brownian by time delay. The approach based on dis- cretizing functional differential inclusions."

In this paper, sufficient conditions are given for the existence of solutions for a class of second order stochastic differential inclusions in Hilbert space with the help of Leray-Schauder Nonlinear Alternative.

ABSTRACT. This paper is devoted to optimal control problem of stochastic switching systems. Dynamics of this processes governed by stochastic differential equations with control terms in the drift and diffusion coefficients. Necessary conditions for optimality of described systems with the restrictions in each interval are obtained. The constraints on the transitions are described by the set of...

We study non-zero-sum continuous-time stochastic games, also known as continuous-time Markov games, of fixed duration. We concentrate on Markovian strategies. We show by way of example that equilibria need not exist in Markovian strategies, but they always exist in Markovian publicsignal correlated strategies. To do so, we develop criteria for a strategy profile to be an equilibrium via differe...