1999

最新文章

• Decision making with monotone lower probabilities of infinite order AI翻译
  作者：Philippe, F; Debs, G; Jaffray, JY
  作者单位：Sorbonne Universite; Universite de Montpellier; Universite Paul-Valery
  摘要：Properties of convex and monotone capacities of infinite order in Polish spaces are studied and used to justify the representation of certain situations of imprecise risk (imprecisely known probabilities) by lower probabilities, which are monotone of infinite order. Decision making with imprecise risk is then modeled, and linear utility theory is shown to be generalizable to the case of imprecise risk.
• Global convergence analysis of the generalized Newton and Gauss-Newton methods of the Fischer-Burmeister equation for the complementarity problem AI翻译
  作者：Jiang, HY
  作者单位：University of Melbourne
  摘要：The nonlinear complementarity problem has been converted into a system of nonsmooth equations by means of Fischer-Burmeister functional, which may be called the Fischer-Burmeister equation. The local superlinear convergence of the generalized Newton method applied to the Fischer-Burmeister equation has been established under certain regularity assumptions. In contrast to the damped Newton method for systems of smooth equations, global convergence of the damped generalized Newton method for sys...
• Mean cost cyclical games AI翻译
  作者：Pisaruk, NN
  作者单位：Belarusian State University
  摘要：We study the mean cost cyclical game in a more general setting than that in Gurvitch et al. (1988) and Karzanow and Lebedev (1993). The game is played on a directed graph and generalizes the single source shortest. path problem. the minimum mean cycle problem (see Karp 1978), and the ergodic extension of matrix games (Moulin 1976). We prove the existence of a solution in uniform stationary strategies and present an algorithm for finding such optimal strategies. In fact, our algorithm is an ext...