摘要:

U étant une function reéelle concave d'une variable positive etétant une suite de nombres strictement positifs tels que, nous étudions certains conditions (suffisantes) d'optimalité (selon une espérance conditionnelle, par rapport à une certaine) de solutions fiables (c'set às dire de suitesde vairables aléatories positives soumises às une certains contrainte). Nous examinous d'abord le cas de la fiailité générale, puis celui de la fiabilité Markovienne. Le problèsme est d'origine économique. Cet article fait suite à un précédent(cf.[2]).

ISSN:0323-3898    

DOI:10.1080/02331938108842711

出版商:Akademic-Verlag    

年代:1981

数据来源: Taylor

摘要:

Letmdenote the infimum of the Integral of a functionqwrtall probability measures with given marginals. The determination of m is of interest for a series of stochastic problems. In the present paper we prove a duality theorem for the determination of m and give some examples for its application. We consider especially the problem of extremal variance of sums of random variables and prove a theorem for the existence of random variables with given marginal distributions, such that their sum has variance zero.

ISSN:0323-3898    

DOI:10.1080/02331938108842712

出版商:Akademic-Verlag    

年代:1981

数据来源: Taylor

摘要:

It was shown by Blackwell [2] that for discounted Markovian Decision Problems (MDP) with countable state space and finite action space there exists a minimal expected total loss function is hounded). In this note we apply an approximation procedure given in [b], [10] to such a discounted MDP, It is shown, that the sequence of solutions for the considered approximating problems converges to the solution of the given MDP. Simultaneously common bounds for the total loss of the approximative and the orignal Droblsms are obtained.

ISSN:0323-3898    

DOI:10.1080/02331938108842713

出版商:Akademic-Verlag    

年代:1981

数据来源: Taylor

摘要:

R. Ahlswede: I. Wegener: Suchprobleme. B. G. Teubner Vorlag Stuttgart 1979, 328 S., DM 28,80.

ISSN:0323-3898    

DOI:10.1080/02331938108842714

出版商:Akademic-Verlag    

年代:1981

数据来源: Taylor

ISSN:0323-3898    

DOI:10.1080/02331938108842699

出版商:Akademic-Verlag    

年代:1981

数据来源: Taylor