摘要:

An error-free computational approach is employed for finding the integer solution to a system of linear equations, using finite-field arithmetic. This approach is also extended to find the optimum solution for linear inequalities such as those arising in interval linear programming probloms.

ISSN:0020-7721    

DOI:10.1080/00207727708942113

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

摘要:

Let z =k+wt be a simply controlled diffusion process an Rn, where Wtis an n-dimensionnl Brownian motion on (ω,F, P). We say xεRnis stochastically attainable if there exists a eeU, a fixed restraint set, such that P[ZkεBlpar;x)]≥G(k). where B(x) is a closed n-dimoiisional ball of fixed radius centred at x, and G : U-Rnis a given function whose inverse is logarithmically concave. The main result of this paper proves that the stochastic attainable set is convex. This property is useful in establishing the existence and uniqueness of a time-optimal stochastic control.

ISSN:0020-7721    

DOI:10.1080/00207727708942114

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor