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Random correspondences and nonlinear equations |
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| Authors: | R Kannan |
| Institution: | Department of Mathematics, The University of Texas at Arlington USA |
| Abstract: | The question of existence of random solutions of nonlinear equations involving random correspondences is studied by direct use of the results from the deterministic case without resorting to iterative techniques. Applications to stochastic control and nonlinear random operator equations are given. |
| Keywords: | 60H99 47H15 Random correspondences upper semicontinuity stochastic optimization compact-valued correspondences |
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