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141.
Given a subset E of convex functions from
into
which satisfy growth conditions of order p>1 and an open bounded subset
of
, we establish the continuity of a map μΦμ from the set of all Young measures on
equipped with the narrow topology into a set of suitable functionals defined in
and equipped with the topology of Γ-convergence. Some applications are given in the setting of periodic and stochastic homogenization. 相似文献
142.
Poisson跳的拟线性倒向随机微分方程x(t) ∫tf(s,x(s),,x(s)) y(s)]dMs =ξ,t∈[0,1],这里M = (W,Q)T,其中W为Wiener过程,Q为补偿Poisson过程.利用区间延拓和 Bihari 不等式证明了在某种弱于Lipschitz条件下方程存在唯一适应解,并给出了解的估计,从而将文章[1]的结论推广到带 Poission 跳的情形.另外,本文还讨论了以下形式的边值问题:dx(t) = f(t,x(t),y(t))dt y(t)dMt,Ax(0) Bx(1) =ξ*,t∈[0,1],并证明了在Lipschitz条件下适应解的存在唯一性. 相似文献
143.
144.
The dynamics of bistable oscillators driven by periodic dichotomous noise is described. The stochastic differential equation governing the flow implies smooth trajectories between noise switching events. The dynamics of the two-branched map induced by this flow is a Markov process. Harmonic and quartic models of the bistable potential are studied in the overdamped limit. In the linear (harmonic) case the dynamics can be reduced to a stochastic one-dimensional map with two branches. The moments decay exponentially in this case, although the invariant measure may be multifractal. For strong damping, relaxation induces a cascade leading to a Cantor set and anomalous decay of the density in this case is modeled by a Markov chain. For the physically more realistic case of a quartic potential many additional features arise since the contraction factor is distance dependent. By tuning the barrier-height parameter in the quartic potential, noise-induced transition rates with the characteristics of intermittency are found. 相似文献
145.
We show that it is possible to derive the stationary coverage of an adsorption–desorption process of dimers with diffusional relaxation with a very simple ansatz for the stationary distribution of the process supplemented by a hypothesis of global balance. Our approach is compared to the exact result and we seek to understand its validity within an instance of the model. 相似文献
146.
147.
Multistage stochastic programs with interstage independent random parameters have recourse functions that do not depend on
the state of the system. Decomposition-based algorithms can exploit this structure by sharing cuts (outer-linearizations of
the recourse function) among different scenario subproblems at the same stage. The ability to share cuts is necessary in practical
implementations of algorithms that incorporate Monte Carlo sampling within the decomposition scheme. In this paper, we provide
methodology for sharing cuts in decomposition algorithms for stochastic programs that satisfy certain interstage dependency
models. These techniques enable sampling-based algorithms to handle a richer class of multistage problems, and may also be
used to accelerate the convergence of exact decomposition algorithms.
Research leading to this work was partially supported by the Department of Energy Contract DE-FG03-92ER25116-A002; the Office
of Naval Research Contract N00014-89-J-1659; the National Science Foundation Grants ECS-8906260, DMS-8913089; and the Electric
Power Research Institute Contract RP 8010-09, CSA-4O05335.
This author's work was supported in part by the National Research Council under a Research Associateship at the Naval Postgraduate
School, Monterey, California. 相似文献
148.
Summary The aim of this paper is to analyze the asymptotic behavior of the value functions of a continuous stochastic game as the
number of stages grows to infinity or the discount factor approaches 1.
After the setup of the problem we prove that, in both cases, the extrema of the value functions converge to the same limits.
The convergence of the value functions is then obtained from the unicity of the solution of a functional problem and it is
thus possible to design hypotheses that assure the convergence to a constant. This allows to assign a value to an undiscounted
infinite-stage stochastic game in several senses and to show that optimal strategies are available for both players.
Furthermore the boundedness of the remainders of the value function after removing the principal terms is analyzed, with appropriate
hypotheses, and related to the existence of solutions of a Howard's type functional equation. This allows to show that for
an infinite-stage undiscounted stochastic game optimal stationary strategies exist at least if this functional equation has
some solution. 相似文献
149.
V. Solo 《Stochastic Processes and their Applications》1982,13(2):139-156
The aim here is to show how to obtain many of the well-known limit results (i.e., central limit theorem, law of the iterated logarithm, invariance principle) of stochastic approximation (SA) by a shorter argument and under weaker conditions. The idea is to introduce an artificial sequence, related to the SA scheme, and which clearly obeys the limit law. This sequence is subtracted from the SA scheme and then simple deterministic limit theory is used to show the remainder is negligible. As a consequence of this approach proofs are shorter and the meaning of conditions becomes clearer. Because the difference equations are not summed up it is simple to state results for general an, cn sequences. 相似文献
150.
Erik A. van Doorn 《Stochastic Processes and their Applications》1981,11(3):261-271
Conditions are obtained for the truncated birth-death process to be stochastically monotone in the long run. 相似文献