Related papers: Weakly Consistent Extensions of Lower Previsions
This paper conducts sensitivity analysis of random constraint and variational systems related to stochastic optimization and variational inequalities. We establish efficient conditions for well-posedness, in the sense of robust Lipschitzian…
The goal of this survey is to describe some recent results concerning the L 2 extension of holomorphic sections or cohomology classes with values in vector bundles satisfying weak semi-positivity properties. The results presented here are…
Many practical optimization problems lack strong convexity. Fortunately, recent studies have revealed that first-order algorithms also enjoy linear convergences under various weaker regularity conditions. While the relationship among…
We study a generalized notion of a homogeneous skew-product extension of a probability-preserving system in which the homogeneous space fibres are allowed to vary over the ergodic decomposition of the base. The construction of such…
The 2-sets convex feasibility problem aims at finding a point in the intersection of two closed convex sets $A$ and $B$ in a normed space $X$. More generally, we can consider the problem of finding (if possible) two points in $A$ and $B$,…
Any strategy and prior probability together are a coherent conditional probability that can be extended, generally not in a unique way, to a full conditional probability. The corresponding class of extensions is studied and a closed form…
A convergence theorem for the continuous weak approximation of the solution of stochastic differential equations by general one step methods is proved, which is an extension of a theorem due to Milstein. As an application, uniform second…
In this paper, what we concern about is the weakly homogeneous variational inequality over a finite dimensional real Hilbert space. We achieve an existence result {under} copositivity of leading term of the involved map, norm-coercivity of…
The Goodman-Nguyen relation is a partial order generalising the implication (inclusion) relation to conditional events. As such, with precise probabilities it both induces an agreeing probability ordering and is a key tool in a certain…
We study several constrained variational problem in the 2-Wasserstein metric for which the set of probability densities satisfying the constraint is not closed. For example, given a probability density $F_0$ on $\R^d$ and a time-step $h>0$,…
The results in this paper add useful tools to the theory of sets of desirable gambles, a growing toolbox for reasoning with partial probability assessments. We investigate how to combine a number of marginal coherent sets of desirable…
Player-Compatible Equilibrium (PCE) imposes cross-player restrictions on the magnitudes of the players' "trembles" onto different strategies. These restrictions capture the idea that trembles correspond to deliberate experiments by agents…
Variational weak-coupling perturbation theory yields converging approximations, uniformly in the coupling strength. This allows us to calculate directly the coefficients of `strong-coupling' expansions. For the anharmonic oscillator we…
Classical extragradient schemes and their stochastic counterpart represent a cornerstone for resolving monotone variational inequality problems. Yet, such schemes have a per-iteration complexity of two projections onto a convex set and…
We study randomized variants of two classical algorithms: coordinate descent for systems of linear equations and iterated projections for systems of linear inequalities. Expanding on a recent randomized iterated projection algorithm of…
We examine the convexity and tractability of the two-sided linear chance constraint model under Gaussian uncertainty. We show that these constraints can be applied directly to model a larger class of nonlinear chance constraints as well as…
Systems of PDEs comprised of a combination of constraints and evolution equations are ubiquitous in physics. For both theoretical and practical reasons, such as numerical integration, it is desirable to have a systematic understanding of…
We define strict and weak duality involutions on 2-categories, and prove a coherence theorem that every bicategory with a weak duality involution is biequivalent to a 2-category with a strict duality involution. For this purpose we…
In this paper, we study the existence of the random approximations and fixed points for random almost lower semicontinuous operators defined on finite dimensional Banach spaces, which in addition, are condensing or 1-set-contractive. Our…
Solutions of a variational inequality are found by giving conditions for the monotone convergence with respect to a cone of the Picard iteration corresponding to its natural map. One of these conditions is the isotonicity of the projection…