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951.
Vitaly Pruzhansky 《International Journal of Game Theory》2003,32(2):205-210
We characterize strategy sets that are closed under rational behavior (curb) in extensive games of perfect information and finite horizon. It is shown that any such game possesses only one minimal curb set, which necessarily includes all its subgame perfect Nash equilibria. Applications of this result are twofold. First, it lessens computational burden while computing minimal curb sets. Second, it implies that the profile of subgame perfect equilibrium strategies is always stochastically stable in a certain class of games.I am grateful to J. Kamphorst, G. van der Laan and X. Tieman, who commented on the earlier versions of the paper. I also thank an anonymous referee and an associate editor for their helpful remarks. The usual disclaimer applies. 相似文献
952.
Ya-GuangWang ZhoupingXint 《应用数学学报(英文版)》2003,19(4):529-558
The purpose of this paper is to prove the uniform stability of multidimensional subsonic phase transitions satisfying the viscosity-capillarity criterion in a van der Waals fluid, and further to establish the local existence of phase transition solutions. 相似文献
953.
Han-Fu ChenAcademy of Mathematics Systems Science Chinese Academy of Sciences Beijing China 《应用数学学报(英文版)》2003,19(4):573-580
Abstract For the multidimensional ARMA system A(z)y_k=C(z)w_k it is shown that stability(det A(z)≠0,z:│z│≤1)of A(z) is equivalent to the trajectory boundedness in the mean square sense(MSS)which,as a rule,is a consequence of a successful stochastic adaptive control leading the closed-loop of an ARMAXsystem to a steady state ARMA system.In comparison with existing results the stability condition imposed onC(z)is no longer needed.The only structural requirement on the system is that det A(z) and det C(z) have nounstable common factor. 相似文献
954.
A real valued function defined on a real interval is called -convex if it satisfies
The main results of the paper offer various characterizations for -convexity. One of the main results states that is -convex for some positive and if and only if can be decomposed into the sum of a convex function, a function with bounded supremum norm, and a function with bounded Lipschitz-modulus. In the special case , the results reduce to that of Hyers, Ulam, and Green obtained in 1952 concerning the so-called -convexity.
The main results of the paper offer various characterizations for -convexity. One of the main results states that is -convex for some positive and if and only if can be decomposed into the sum of a convex function, a function with bounded supremum norm, and a function with bounded Lipschitz-modulus. In the special case , the results reduce to that of Hyers, Ulam, and Green obtained in 1952 concerning the so-called -convexity.
955.
In this paper, theoretical results are described on the maximum norm stability and accuracy of finite difference discretizations of parabolic equations on overset nonmatching space-time grids. We consider parabolic equations containing a linear reaction term on a space-time domain which is decomposed into an overlapping collection of cylindrical subregions of the form , for . Each of the space-time domains are assumed to be independently grided (in parallel) according to the local geometry and space-time regularity of the solution, yielding space-time grids with mesh parameters and . In particular, the different space-time grids need not match on the regions of overlap, and the time steps can differ from one grid to the next. We discretize the parabolic equation on each local grid by employing an explicit or implicit -scheme in time and a finite difference scheme in space satisfying a discrete maximum principle. The local discretizations are coupled together, without the use of Lagrange multipliers, by requiring the boundary values on each space-time grid to match a suitable interpolation of the solution on adjacent grids. The resulting global discretization yields a large system of coupled equations which can be solved by a parallel Schwarz iterative procedure requiring some communication between adjacent subregions. Our analysis employs a contraction mapping argument.
Applications of the results are briefly indicated for reaction-diffusion equations with contractive terms and heterogeneous hyperbolic-parabolic approximations of parabolic equations.
956.
Jing Zhang 《Proceedings of the American Mathematical Society》2001,129(4):1113-1121
We consider the perturbation problem of wavelet frame (Riesz basis) about dilation and translation parameters and . For wavelet functions whose Fourier transforms have small supports, we give a method to determine whether the perturbation system is a frame (Riesz basis) and prove the stability about dilation parameter on Paley-Wiener space. For a great deal of wavelet functions, we give a definite answer to the stability about translation . Moreover, if the Fourier transform has small support, we can estimate the frame bounds about the perturbation of translation parameter . Our methods can be used to handle nonhomogeneous frames (Riesz basis).
957.
When the streamlinediffusion finite element method isapplied to convectiondiffusion problems using nonconformingtrial spaces, it has previously been observed that stabilityand convergence problems may occur. It has consequently beenproposed that certain jump terms should be added to the bilinearform to obtain the same stability and convergence behaviouras in the conforming case. The analysis in this paper showsthat for the Qrot1 1 element on rectangular shape-regular tensor-productmeshes, no jump terms are needed to stabilize the method. Inthis case moreover, for smooth solutions we derive in the streamlinediffusionnorm convergence of order h3/2 (uniformly in the diffusion coefficientof the problem), where h is the mesh diameter. (This estimateis already known for the conforming case.) Our analysis alsoshows that similar stability and convergence results fail tohold true for analogous piecewise linear nonconforming elements. 相似文献
958.
Solutions to optimization problems of convex type are typically characterized by saddle point conditions in which the primal vector is paired with a dual multiplier vector. This paper investigates the behavior of such a primal-dual pair with respect to perturbations in parameters on which the problem depends. A necessary and sufficient condition in terms of certain matrices is developed for the mapping from parameter vectors to saddle points to be single-valued and Lipschitz continuous locally. It is shown that the saddle point mapping is then semi-differentiable, and that its semi-derivative at any point and in any direction can be calculated by determining the unique solutions to an auxiliary problem of extended linear-quadratic programming and its dual. A matrix characterization of calmness of the solution mapping is provided as well. 相似文献
959.
A load-balanced network with two queues Q
1 and Q
2 is considered. Each queue receives a Poisson stream of customers at rate
i
, i=1,2. In addition, a Poisson stream of rate arrives to the system; the customers from this stream join the shorter of two queues. After being served in the ith queue, i=1,2, customers leave the system with probability 1–p
i
*, join the jth queue with probability p(i,j), j=1,2, and choose the shortest of two queues with probability p(i,{1,2}). We establish necessary and sufficient conditions for stability of the system. 相似文献
960.
We study multiclass queueing networks with the earliest-due-date, first-served (EDDFS) discipline. For these networks, the service priority of a customer is determined, upon its arrival in the network, by an assigned random due date. First-in-system, first-out queueing networks, where a customer's priority is given by its arrival time in the network, are a special case. Using fluid models, we show that EDDFS queueing networks, without preemption, are stable whenever the traffic intensity satisfies
j
<1 for each station j. 相似文献