Necessary and Sufficient Conditions of Stability in the Quadratic Mean of Linear Stochastic Partial Differential-Difference Equations Subject to External Perturbations of the Type of Random Variables
Sign Up to like & getrecommendations! Published in 2020 at "Cybernetics and Systems Analysis"
DOI: 10.1007/s10559-020-00246-5
Abstract: We obtain the necessary and sufficient conditions for the stability in the quadratic mean of strong solutions to stochastic partial differential-difference equations with pairwise independent external random perturbations of the type of random variables. read more here.
Keywords: quadratic mean; sufficient conditions; necessary sufficient; conditions stability ... See more keywords
Linear–Quadratic Mean-Field Game for Stochastic Delayed Systems
Sign Up to like & getrecommendations! Published in 2018 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2018.2798807
Abstract: This paper studies the linear–quadratic mean-field game (MFG) for a class of stochastic delayed systems. We consider a large-population system, where the dynamics of each agent is modeled by a stochastic differential delayed equation. The… read more here.
Keywords: quadratic mean; stochastic delayed; mean field; field game ... See more keywords
Sharp bounds for Sándor-Yang means in terms of quadratic mean
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Mathematical Inequalities"
DOI: 10.7153/jmi-2018-12-87
Abstract: In the article, we find the best possible parameters α , β , λ , μ ∈ (1/2,1) such that the double inequalities Q[αa+(1−α)b,αb+(1−α)a] < RQA(a,b) < Q[βa+(1−β)b,βb+(1−β)a], Q[λa+(1−λ)b,λb+(1−λ)a] < RAQ(a,b) < Q[μa+(1−μ)b,μb+(1−μ)a] hold for… read more here.
Keywords: sharp bounds; quadratic mean; yang means; means terms ... See more keywords