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  • Search: subject:"Exponential convergence"
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Exponential convergence 5 Complementarity problem 1 Distributed delays 1 Entropy rate 1 Exponential convergence rate 1 Generalized chaotic systems 1 Global exponential convergence 1 H-calmness 1 Hidden Markov model 1 Implicit dynamics 1 Inequality 1 Lyapunov equation 1 Markov process 1 Mathematical programming 1 Mathematische Optimierung 1 Mixing 1 Nash-C-stationary point 1 Partial variables 1 Path-mergeable 1 Polynomial convergence 1 Power penalty method 1 Recurrent neural networks 1 Risk management 1 Sample average approximation 1 Second-order cone 1 Stochastic Nash equilibrium 1 Stochastic variational inequality 1 Strong ergodicity 1 Theorie 1 Theory 1 Time-varying 1 Time-varying delays 1 Variance minimization 1 Vaserstein coupling 1 exponential convergence 1 sample average approximation 1 stochastic complementarity problem 1
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Article 8
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Article in journal 1 Aufsatz in Zeitschrift 1
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Undetermined 7 English 1
Author
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Xu, Huifu 2 Zhang, Dali 2 Butkovsky, O.A. 1 Chi, Xiaoni 1 Guo, Dongsheng 1 Hao, Zijun 1 Jian, Jigui 1 Travers, Nicholas F. 1 Veretennikov, A. Yu. 1 Wan, Peng 1 Wan, Zhongping 1 XU, HUIFU 1 Yi, Chenfu 1 Zhang, Yunong 1
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Stochastic Processes and their Applications 2 Asia-Pacific Journal of Operational Research (APJOR) 1 Computational Management Science 1 Computational Optimization and Applications 1 Mathematics and Computers in Simulation (MATCOM) 1 Operations research letters 1 Physica A: Statistical Mechanics and its Applications 1
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RePEc 7 ECONIS (ZBW) 1
Showing 1 - 8 of 8
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Global exponential convergence of generalized chaotic systems with multiple time-varying and finite distributed delays
Jian, Jigui; Wan, Peng - In: Physica A: Statistical Mechanics and its Applications 431 (2015) C, pp. 152-165
Under some simple conditions, the convergence of a generalized chaotic system about its all variables is derived by only considering the convergence of its partial variables. Furthermore, based on some inequality techniques and employing the Lyapunov method, some novel sufficient criteria are...
Persistent link: https://www.econbiz.de/10011264523
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A power penalty method for second-order cone linear complementarity problems
Hao, Zijun; Wan, Zhongping; Chi, Xiaoni - In: Operations research letters 43 (2015) 2, pp. 137-142
Persistent link: https://www.econbiz.de/10010515799
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Exponential bounds for convergence of entropy rate approximations in hidden Markov models satisfying a path-mergeability condition
Travers, Nicholas F. - In: Stochastic Processes and their Applications 124 (2014) 12, pp. 4149-4170
A hidden Markov model (HMM) is said to have path-mergeable states if for any two states i,j there exist a word w and state k such that it is possible to transition from both i and j to k while emitting w. We show that for a finite HMM with path-mergeable states the block estimates of the entropy...
Persistent link: https://www.econbiz.de/10010940006
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A new type of recurrent neural networks for real-time solution of Lyapunov equation with time-varying coefficient matrices
Yi, Chenfu; Zhang, Yunong; Guo, Dongsheng - In: Mathematics and Computers in Simulation (MATCOM) 92 (2013) C, pp. 40-52
A new kind of recurrent neural network is presented for solving the Lyapunov equation with time-varying coefficient matrices. Different from other neural-computation approaches, the neural network is developed by following Zhang et al.'s design method, which is capable of solving the...
Persistent link: https://www.econbiz.de/10010869958
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On asymptotics for Vaserstein coupling of Markov chains
Butkovsky, O.A.; Veretennikov, A. Yu. - In: Stochastic Processes and their Applications 123 (2013) 9, pp. 3518-3541
We prove that strong ergodicity of a Markov process is linked with a spectral radius of a certain “associated” semigroup operator, although, not a “natural” one. We also give sufficient conditions for weak ergodicity and provide explicit estimates of the convergence rate. To establish...
Persistent link: https://www.econbiz.de/10011065060
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Stochastic Nash equilibrium problems: sample average approximation and applications
Xu, Huifu; Zhang, Dali - In: Computational Optimization and Applications 55 (2013) 3, pp. 597-645
This paper presents a Nash equilibrium model where the underlying objective functions involve uncertainty and nonsmoothness. The well-known sample average approximation method is applied to solve the problem and the first order equilibrium conditions are characterized in terms of Clarke...
Persistent link: https://www.econbiz.de/10010680666
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Monte Carlo methods for mean-risk optimization and portfolio selection
Xu, Huifu; Zhang, Dali - In: Computational Management Science 9 (2012) 1, pp. 3-29
Persistent link: https://www.econbiz.de/10010539352
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SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS
XU, HUIFU - In: Asia-Pacific Journal of Operational Research (APJOR) 27 (2010) 01, pp. 103-119
In this paper we apply the well known sample average approximation (SAA) method to solve a class of stochastic variational inequality problems (SVIPs). We investigate the existence and convergence of a solution to the sample average approximated SVIP. Under some moderate conditions, we show that...
Persistent link: https://www.econbiz.de/10008514995
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