The variance of zt around its expected value E( gt ) in this particular generation is σ g(t) + σ 2 e(t). However, we usually don’t know the particular value of dt, which is assumed to be uncorrelated between generations (σ(dt, dt′) = 0), with mean 0 and variance σ d. Thus, the expected value of zt measured at a random time (e.g., the value of d is chosen at random) is μ+E( gt ) and the variance...

The variance of zt around its expected value E( gt ) in this particular generation is σ g(t) + σ 2 e(t). However, we usually don’t know the particular value of dt, which is assumed to be uncorrelated between generations (σ(dt, dt′) = 0), with mean 0 and variance σ d. Thus, the expected value of zt measured at a random time (e.g., the value of d is chosen at random) is μ+E( gt ) and the variance...

In stochastic games, the player’s payoff is a variable. most papers, expected considered as payoff, which means risk neutrality of players. However, there may exist risk-sensitive players who would take into account “risk” measuring their payoffs. paper, we propose model games with mean-variance functions, sum expectation and standard deviation multiplied by coefficient characterizing attention...

In this paper, first the available single charting methods, which have been proposed to detect simultaneous shifts in a single process mean and variance, are reviewed. Then, by designing proper simulation studies these methods are evaluated in terms of in-control and out-ofcontrol average run length criteria (ARL). The results of these simulation experiments show that the EWMA and EWMS methods ...