Semiconvergence in distribution of random closed sets with application to random optimization problems

The paper considers upper semicontinuous behavior in distribution of sequences of random closed sets. Semiconvergence in distribution will be described via convergence in distribution of random variables with values in a suitable topological space. Convergence statements for suitable functions of random sets are proved and the results are employed to derive stability statements for random optimization problems where the objective function and the constraint set are approximated simultaneously. The author is grateful to two anonymous referees for helpful suggestions.     

Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure

Consider a portfolio containing heterogeneous risks. The premiums of the policyholders might not cover the amount of the payments which an insurance company pays the policyholders. When setting the premium, this risk has to be taken into consideration. On the other hand the premium that the insured pays has to be fair. This fairness is measured by a function of the difference between the risk and the premium paid—we call this function a distance function. For a given small probability of insolvency, we find the premium for each class, such that the distance function is minimized. Next we formulate and solve the dual problem, which is minimizing the insolvency probability under the constraint that the distance function does not exceed a given level. This paper generalizes a previous paper [Zaks, Y., Frostig, E., Levikson, B., 2006. Optimal pricing of a heterogeneous portfolio for a given risk level. Astin Bull. 36 (1), 161–185] where only a square distance function was considered.     

Some results on quasipolyhedral convexity

The objective of this paper is to analyze under what well-known operations the class of quasipolyhedral convex functions, which can be regarded as an extension of that of polyhedral convex functions, is closed. The operations that will be considered are those that preserve polyhedral convexity, such that the image and the inverse image under linear transformations, right scalar multiplication (including the case where λ=0⁺) and pointwise addition.      

A New View on Fuzzy Hypermodules

We describe the relationship between the fuzzy sets and the algebraic hyperstructures. In fact, this paper is a continuation of the ideas presented by Davvaz in （Fuzzy Sets Syst., 117： 477- 484, 2001） and Bhakat and Das in （Fuzzy Sets Syst., 80： 359-368, 1996）. The concept of the quasicoincidence of a fuzzy interval value with an interval-valued fuzzy set is introduced and this is a natural generalization of the quasi-coincidence of a fuzzy point in fuzzy sets. By using this new idea, the concept of interval-valued （α,β）-fuzzy sub-hypermodules of a hypermodule is defined. This newly defined interval-valued （α,β）-fuzzy sub-hypermodule is a We shall study such fuzzy sub-hypermodules and sub-hypermodules of a hypermodule. generalization of the usual fuzzy sub-hypermodule. consider the implication-based interval-valued fuzzy     

Estimates of covering numbers of convex sets with slowly decaying orthogonal subsets

Covering numbers of precompact symmetric convex subsets of Hilbert spaces are investigated. Lower bounds are derived for sets containing orthogonal subsets with norms of their elements converging to zero sufficiently slowly. When these sets are convex hulls of sets with power-type covering numbers, the bounds are tight. The arguments exploit properties of generalized Hadamard matrices. The results are illustrated by examples from machine learning, neurocomputing, and nonlinear approximation.     

几种模糊传递关系的收敛性

本文对几种模糊传递关系进行比较 ,从一个侧面说明了用于构造偏好关系的模糊关系应是互逆关系 .文中证明了对任意的 n阶互逆传递模糊关系 R,必有 Rn=Rn+1 .     

Global Solution of Optimization Problems with Parameter-Embedded Linear Dynamic Systems

This paper develops a theory for the global solution of nonconvex optimization problems with parameter-embedded linear dynamic systems. A quite general problem formulation is introduced and a solution is shown to exists. A convexity theory for integrals is then developed to construct convex relaxations for utilization in a branch-and-bound framework to calculate a global minimum. Interval analysis is employed to generate bounds on the state variables implied by the bounds on the embedded parameters. These bounds, along with basic integration theory, are used to prove convergence of the branch-and-bound algorithm to the global minimum of the optimization problem. The implementation of the algorithm is then considered and several numerical case studies are examined thoroughly     

带有单模糊映射的一般变分不等式解的存在性

众所周知，在各种变分不等式问题中，解的存在性是最基础也是最重要的问题之一．本文的目的是在Hilbert空间中研究带有单模糊映射的一般变分不等式解的存在性．此外，还讨论了几种特殊情况．     

Lattice valued intuitionistic fuzzy sets

In this paper a new definition of a lattice valued intuitionistic fuzzy set (LIFS) is introduced, in an attempt to overcome the disadvantages of earlier definitions. Some properties of this kind of fuzzy sets and their basic operations are given. The theorem of synthesis is proved: For every two families of subsets of a set satisfying certain conditions, there is an lattice valued intuitionistic fuzzy set for which these are families of level sets. The research supported by Serbian Ministry of Science and Technology, Grant No. 1227.     

The Exact Hausdorff Measure Function of the Level Sets of Multi-parameter Symmetric Stable Process

In this paper, we investigate the Hausdorff measure for level sets of N-parameter Rd-valued stable processes, and develop a means of seeking the exact Hausdorff measure function for level sets of N-parameter Rd-valued stable processes. We show that the exact Hausdorff measure function of level sets of N-parameter Rd-valued symmetric stable processes of index α is Ф（r） = r^N-d/α （log log l/r）d/α when Nα 〉 d. In addition, we obtain a sharp lower bound for the Hausdorff measure of level sets of general （N, d, α） strictly stable processes.