Role of information in the stochastic zero-sum differential game

In this paper, a linear-quadratic Gaussian zero-sum differential game is studied. Maneuverability is defined to measure players' strength. It is shown that a more maneuverable player would prefer a more observable information system. An example is given to show that a more controllable player might not prefer more observable measurements in the stochastic environment.The research reported in this paper was made possible through support extended to the Division of Engineering and Applied Physics, Harvard University, by the US Office of Naval Research under the Joint Services Electronics Program by Contract No. N00014-75-c-0648 and by the National Science Foundation under Grant No. GK31511.     

On the continuity of midpoint hull convex set-valued functions

Summary The concept of hull convexity (midpoint hull convexity) for set-valued functions in vector spaces is examined. This concept, introduced by A. V. Fiacco and J. Kyparisis (Journal of Optimization Theory and Applications,43 (1986), 95–126), is weaker than one of convexity (midpoint convexity).The main result is a sufficient condition for a midpoint hull convex set-valued function to be continuous. This theorem improves a result obtained by K. Nikodem (Bulletin of the Polish Academy of Sciences, Mathematics,34 (1986), 393–399).     

A Kantorovich-type convergence analysis for the Gauss-Newton-Method

Summary We present a (semilocal) Kantorovich-type convergence analysis for the Gauss-Newton-Method which reduces to the wellknown Newton-Kantorovich-Theorem for the Newton-Method in a natural way. Additionnally a classification of the nonlinear regression problem into adequate and not-adequate models is obtained.     

A Nonlinear Problem Associated to the Motion of a Membrane

A nonlinear model associated to the motion of a membrane is considered as limit of a sequence of approximate models, for which a global existence and uniqueness theorem can be proved. The paper investigates the relationship between the solutions of the real and approximate models.     

Chapter 1 Introduction: Extensions and new developments in DEA

The extensions, new developments and new interpretations for DEA covered in this paper include: (1) new measures of efficiency, (2) new models and (3) new ways of implementing established models with new results and interpretations presented that include treatments of congestion, returns-to-scale and mix and technical inefficiencies and measures of efficiency that can be used to reflect all pertinent properties. Previously used models, such as those used to identify allocative inefficiencies, are extended by means of assurance region approaches which are less demanding in their information requirements and underlying assumptions. New opportunities for research are identified in each section of this chapter. Sources of further developments and possible sources for further help are also suggested with references supplied to other papers that appear in this volume and which are summarily described in this introductory chapter.     

A new class of cutting planes for the symmetric travelling salesman problem

A comprehensive class of cutting planes for the symmetric travelling salesman problem (TSP) is proposed which contains the known comb inequalities, the path inequalities and the 3-star constraints as special cases. Its relation to the clique tree inequalities is discussed. The cutting planes are shown to be valid for a relaxed version of the TSP, the travelling salesman problem on a road network, and—under certain conditions—to define facets of the polyhedron associated with this problem.     

Smoluchowski's theory of coagulation in colloids holds rigorously in the Boltzmann-Grad-limit

Summary We consider Smoluchowski's model of coagulation in colloids: n particles move in three-dimensional euclidean space according to Brownian motions independently of each other as long as the particles are at a distance greater than R. When two particles come to within a distance R they stick together and form a double particle, which itself is in Brownian motion — and so on. In the Boltzmann-Grad-limit n, n R=constant, we prove propagation of chaos and derive the kinetic equations for the densities of the k-fold particles.Research supported by the Deutsche Forschungsgemeinschaft (Sonderforschungsbereich 123)     

Stellare Abänderungen und Schälbarkeit von Komplexen und Polytopen

Brugesser and Mani proved that the boundary-complex of a convex polytope can be shelled. This result lead to McMullen's proof of the Upper-bound-conjecture. We show that the shellability of complexes has a close connection to the theory of stellar operations. Several results on special shelling procedures and on non-shellable complexes are obtained.     

Multicolor particle systems with large threshold and range

In this paper we consider the Greenberg-Hastings and cyclic color models. These models exhibit (at least) three different types of behavior. Depending on the number of colors and the size of two parameters called the threshold and range, the Greenberg-Hastings model either dies out, or has equilibria that consist of debris or fire fronts. The phase diagram for the cyclic color models is more complicated. The main result of this paper, Theorem 1, proves that the debris phase exists for both systems.     

Previsible sets for hyperfinite filtrations

Summary Previsible (or predictable) stochastic processes are defined for any filtration over a probability space (Dellacherie and Meyer (1978), IV. 61). This technical definition gives previsible processes certain predictability properties such as not being able to oscillate in unison with martingale differentials. Thus previsibility has become one essential ingredient in The General Theory of Stochastic Processes.We show that previsible sets for Keisler's (1984) special hyperfinite filtration are given both combinatorially and by a left filtration. Keisler's scheme has many other interesting features.Our main technical tool is an extension of Henson's (1979) analysis of analytic sets and the standard part map.     

Weyl's theorem for operator matrices

Weyl's theorem holds for an operator when the complement in the spectrum of the Weyl spectrum coincides with the isolated points of the spectrum which are eigenvalues of finite multiplicity. By comparison Browder's theorem holds for an operator when the complement in the spectrum of the Weyl spectrum coincides with Riesz points. Weyl's theorem and Browder's theorem are liable to fail for 2×2 operator matrices. In this paper we explore how Weyl's theorem and Browder's theorem survive for 2×2 operator matrices on the Hilbert space.Supported in part by BSRI-97-1420 and KOSEF 94-0701-02-01-3.     

Borel fibrations and G-spaces

Considering discrete groups G only, we present an elementary proof of the familiar equivalence of the category of G-spaces (with maps equivariant up to homotopy) and the category of Borel fibrations over BG.     

Model reduction techniques for sampled-data systems

An approximately balanced realization of linear finite-dimensional sampled-data systems is proposed. The theoretical support of the approximately balancing algorithm is represented by a result on the asymptotic expansions with respect to the sampling step of the sampled controllability and observability graminas. Reduced order models obtained as singular perturbational approximations of approximately balanced realizations of sampled-data systems are shown to be acceptable solutions to the sampled-data system model reduction problem in the sense that, enjoying some asymptotic properties, they come close to the exact solutions as the sampling step decreases. An example illustrates the results.     

Representations of *-algebras with two generators and polynomial relations

It is shown that all * -algebras with two generators with quadratic relations are tame and a classification of their representations is given. A number of examples of general polynomial relations are analyzed (the algebras here can be either tame or wild).Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova, Akad. Nauk SSSR, Vol. 172, pp. 121–129, 1989.     

On Dirichlet series satisfying Riemann's functional equation

Summary According to convention, Hamburger's theorem (1921) says-roughly-that Riemann's (s) is uniquely determined by its functional equation. In 1944 Hecke pointed out that there are two distinct versions of Hamburger's theorem. Hecke's remark has led me, in examining just how rough the convention is, to prove that, with a weakening of certain auxiliary conditions, there are infinitely many linearly independent solutions of Riemann's functional equation (Theorem 1). In Theorem 1, as in Hamburger's theorem, the weight parameter is 1/2. In Theorem 2 we obtain stronger results when this parameter is 2: a Mittag-Leffler theorem for Dirichlet series with functional equations.Oblatum 23-XII-1992 & 9-IX-1993Research supported in part by NSA/MSP Grant MDA 90-H-4025 To the memory of Martin Eichler     

Discrete Newton methods and iterated defect corrections

Summary In this paper we present a general theory for discrete Newton methods, iterated defect corrections via neighbouring problems and deferred corrections based on asymptotic expansions of the discretization error.Dedicated to Professor Dr. J. Weisinger on the occasion of his sixty-fifth birthday     

Large transversals to small families of unit disks

Summary It is proved that if the nonempty intersection of bounded closed convex sets AnB is contained in (A + F)U(B+F) and one of the following holds true: (i) the space X is less-than-three dimensional, (ii) AUB is convex, (iii) F is a one-point set, then AnBCA+F or AnBCB+F (Theorems 2 and 3). Moreover, under some hypotheses the characterization of A and B such that AnB is a summand of AUB is given (Theorem 3).     

Fixed-width confidence intervals for contrasts in the means

The sequential procedure developed by Bhargava and Srivastava (1973, J. Roy. Statist. Soc. Ser. B, 35, 147–152) to construct fixed-width confidence intervals for contrasts in the means is further analyzed. Second-order approximations for the first two moments of the stopping time and the coverage probability associated with the sequential procedure, are obtained. A lower bound for the number of additional observations after stopping is derived, which ensures the mxact probability of coverage. Moreover, two-stage, three-stage and modified sequential procedures are proposed for the same estimation problem. Relative advantages and disadvantages of these sampling schemes are discussed and their properties are studied.     

Invarianz gewisser Operatorenklassen unter nichtkommutativen ergodischen Mitteln

Let be a group of *-automorphisms on the algebra of bounded linear operators on a complex Hilbert space H. Then the strongly closed convex hull of the orbit of any compact operator under consists of compact operators. The same is true if one replaces compact by nuclear, Hilbert-Schmidt or positive Fredholm. We further discuss these results in the framework of the noncommutative mean ergodic theorem of KOVACS and SZ#x00FC;CS and formulate an analogous theorem for the algebra of compact operators on a complex Hilbert space.

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Gefördert von der Deutschen Forschungsgemeinschaft im Rahmen des Forschungsvorhabens Ko 506/1.     

Computations in choice groupoids

Defining achoice as a mapping of the subsets of a setX into their respective subsets, a one-to-one (and naturally) corresponding binary operation,sequential choice, is identified under which the power set ofX is closed as achoice groupoid. A complete logical diagram is given, exhibiting all the implications between conjunctions of the seven conditions: (1) idempotence, (2) consistency, (3) absorbence, and (4) homomorphism of a choice, and (5) commutativity, (6) associativity, and (7) path-independence of the corresponding sequential choice.