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Alexander Shapiro 《Annals of Operations Research》1991,30(1):169-186
In this paper we discuss a general approach to studying asymptotic properties of statistical estimators in stochastic programming. The approach is based on an extended delta method and appears to be particularly suitable for deriving asymptotics of the optimal value of stochastic programs. Asymptotic analysis of the optimal value will be presented in detail. Asymptotic properties of the corresponding optimal solutions are briefly discussed. 相似文献
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We briefly review series solutions of differential equations problems of the second order that lead to coefficients expressed in terms of determinants. Derivative type formulas involving a generating function with several parameters are developed for these determinant coefficients in first order problems. These permit constructing determinant forms for the heat polynomials and their Appell transforms. Hadamard's theorem for bounding determinants and conical regions are used to deduce simplified versions of expansion theorems involving these polynomials and associated Appell transforms. Extended versions of the heat equation are also considered. 相似文献
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本文在序线性拓扑空间中,证明了广义Y+一次似凸集值映射的一个择一性定理,利用此定理,我们得到集值映射向量最优化问题的最优性条件. 相似文献
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This short note revisits the classical Theorem of Borch on the characterization of Pareto optimal risk exchange treaties under the expected utility paradigm. Our objective is to approach the optimal risk exchange problem by a new method, which is based on a Breeden–Litzenberger type integral representation formula for increasing convex functions and the theory of comonotonicity. Our method allows us to derive Borch’s characterization without using Kuhn–Tucker theory, and also without the need of assuming that all utility functions are continuously differentiable everywhere. We demonstrate that our approach can be used effectively to solve the Pareto optimal risk-sharing problem with a positivity constraint being imposed on the admissible allocations when the aggregate risk is positive. 相似文献
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In this paper we present a combinatorial proof of the Kronecker–Weber Theorem for global fields of positive characteristic. The main tools are the use of Witt vectors and their arithmetic developed by H.L. Schmid. The key result is to obtain, using counting arguments, how many p-cyclic extensions exist of fixed degree and bounded conductor where only one prime ramifies. We then compare this number with the number of subextensions of cyclotomic function fields of the same type and verify that these two numbers are the same. 相似文献
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Franz-Viktor Kuhlmann 《代数通讯》2013,41(5):1730-1776
We give a criterion for maps on ultrametric spaces to be surjective and to preserve spherical completeness. We show how Hensel's Lemma and the multidimensional Hensel's Lemma follow from our result. We give an easy proof that the latter holds in every henselian field. We also prove a basic infinite-dimensional Implicit Function Theorem. Further, we apply the criterion to deduce various versions of Hensel's Lemma for polynomials in several additive operators, and to give a criterion for the existence of integration and solutions of certain differential equations on spherically complete valued differential fields, for both valued D-fields in the sense of Scanlon, and differentially valued fields in the sense of Rosenlicht. We modify the approach so that it also covers logarithmic-exponential power series fields. Finally, we give a criterion for a sum of spherically complete subgroups of a valued abelian group to be spherically complete. This in turn can be used to determine elementary properties of power series fields in positive characteristic. 相似文献
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