Related papers: Weakly Consistent Extensions of Lower Previsions
In literature on imprecise probability little attention is paid to the fact that imprecise probabilities are precise on a set of events. We call these sets systems of precision. We show that, under mild assumptions, the system of precision…
We obtain an elementary characterization of expected utility based on a representation of choice in terms of psychological gambles, which requires no assumption other than coherence between ex-ante and ex-post preferences. Weaker version of…
We study a class of second order variational inequalities with bilateral constraints. Under certain conditions we show the existence of a unique viscosity solution of these variational inequalities and give a stochastic representation to…
We develop a formal theory of the weak values with emphasis on the consistency conditions and a probabilistic interpretation in the counter-factual processes. We present the condition for the choice of the post-selected state to give a…
The paper concerns foundations of sensitivity and stability analysis in optimization and related areas, being primarily addressed truncated constrained systems. We consider general models, which are described by multifunctions between…
Fourth-order accurate compact schemes for variable coefficient convection diffusion equations are considered. A sufficient condition for the stability of the fully discrete problem is derived using a difference equation based approach. The…
Let $H$ be a Hilbert space. We investigate the properties of weak limit points of iterates of random projections onto $K\geq 2$ closed convex sets in $H$ and the parallel properties of weak limit points of residuals of random greedy…
We consider a class of hierarchical noncooperative $N$-player games where the $i$th player solves a parametrized stochastic mathematical program with equilibrium constraints (MPEC) with the caveat that the implicit form of the $i$th…
Weak coalgebra-Galois extensions are studied. A notion of an invertible weak entwining structure is introduced. It is proven that, within an invertible weak entwining structure, the surjectivity of the canonical map implies bijectivity…
This paper investigates a well-posedness property of parametric constraint systems named here Robinson stability. Based on advanced tools of variational analysis and generalized differentiation, we derive first-order and second-order…
In this paper, we discuss the ambiguous chance constrained based portfolio optimization problems, in which the perturbations associated with the input parameters are stochastic in nature, but their distributions are not known precisely. We…
We study the existence and computation of Nash equilibria in concave games where the players' admissible strategies are subject to shared coupling constraints. Under playerwise concavity of constraints, we prove existence of Nash…
We consider stochastic partial differential equations under minimal assumptions: the coefficients are merely bounded and measurable and satisfy the stochastic parabolicity condition. In particular, the diffusion term is allowed to be…
Self-stabilization is a strong property that guarantees that a network always resume correct behavior starting from an arbitrary initial state. Weaker guarantees have later been introduced to cope with impossibility results: probabilistic…
Many supervised machine learning methods are naturally cast as optimization problems. For prediction models which are linear in their parameters, this often leads to convex problems for which many mathematical guarantees exist. Models which…
This paper establishes various variational properties of parametrized versions of two convexity-preserving constructs that were recently introduced in the literature: the proximal composition of a function and a linear operator, and the…
We consider the Cauchy problem for incompressible viscoelastic fluids in the whole space $\mathbb{R}^d$ ($d=2,3$). By introducing a new decomposition via Helmholtz's projections, we first provide an alternative proof on the existence of…
Leveraging tools from the study of linear fractional transformations and algebraic Riccati equations, a local characterization of consistent conjectural variations equilibrium is given for two player games on continuous action spaces with…
While probability theory is normally applied to external environments, there has been some recent interest in probabilistic modeling of the outputs of computations that are too expensive to run. Since mathematical logic is a powerful tool…
Sensitivity analysis informs causal inference by assessing the sensitivity of conclusions to departures from assumptions. The consistency assumption states that there are no hidden versions of treatment and that the outcome arising…