Download or read book Soft Methods for Handling Variability and Imprecision written by Didier Dubois and published by Springer Science & Business Media. This book was released on 2008-10-01 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability theory has been the only well-founded theory of uncertainty for a long time. It was viewed either as a powerful tool for modelling random phenomena, or as a rational approach to the notion of degree of belief. During the last thirty years, in areas centered around decision theory, artificial intelligence and information processing, numerous approaches extending or orthogonal to the existing theory of probability and mathematical statistics have come to the front. The common feature of those attempts is to allow for softer or wider frameworks for taking into account the incompleteness or imprecision of information. Many of these approaches come down to blending interval or fuzzy interval analysis with probabilistic methods. This book gathers contributions to the 4th International Conference on Soft methods in Probability and Statistics. Its aim is to present recent results illustrating such new trends that enlarge the statistical and uncertainty modeling traditions, towards the handling of incomplete or subjective information. It covers a broad scope ranging from philosophical and mathematical underpinnings of new uncertainty theories, with a stress on their impact in the area of statistics and data analysis, to numerical methods and applications to environmental risk analysis and mechanical engineering. A unique feature of this collection is to establish a dialogue between fuzzy random variables and imprecise probability theories.

Download or read book Set Valued Stochastic Integrals and Applications written by Michał Kisielewicz and published by Springer Nature. This book was released on 2020-06-26 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is among the first concise presentations of the set-valued stochastic integration theory as well as its natural applications, as well as the first to contain complex approach theory of set-valued stochastic integrals. Taking particular consideration of set-valued Itô , set-valued stochastic Lebesgue, and stochastic Aumann integrals, the volume is divided into nine parts. It begins with preliminaries of mathematical methods that are then applied in later chapters containing the main results and some of their applications, and contains many new problems. Methods applied in the book are mainly based on functional analysis, theory of probability processes, and theory of set-valued mappings. The volume will appeal to students of mathematics, economics, and engineering, as well as to mathematics professionals interested in applications of the theory of set-valued stochastic integrals.

Download or read book Integral Representation written by Walter Roth and published by Walter de Gruyter GmbH & Co KG. This book was released on 2023-10-04 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a wide-ranging approach to operator-valued measures and integrals of both vector-valued and set-valued functions. It covers convergence theorems and an integral representation for linear operators on spaces of continuous vector-valued functions on a locally compact space. These are used to extend Choquet theory, which was originally formulated for linear functionals on spaces of real-valued functions, to operators of this type.

Download or read book Theory of Random Sets written by Ilya Molchanov and published by Springer. This book was released on 2017-12-14 with total page 688 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph, now in a thoroughly revised second edition, offers the latest research on random sets. It has been extended to include substantial developments achieved since 2005, some of them motivated by applications of random sets to econometrics and finance. The present volume builds on the foundations laid by Matheron and others, including the vast advances in stochastic geometry, probability theory, set-valued analysis, and statistical inference. It shows the various interdisciplinary relationships of random set theory within other parts of mathematics, and at the same time fixes terminology and notation that often vary in the literature, establishing it as a natural part of modern probability theory and providing a platform for future development. It is completely self-contained, systematic and exhaustive, with the full proofs that are necessary to gain insight. Aimed at research level, Theory of Random Sets will be an invaluable reference for probabilists; mathematicians working in convex and integral geometry, set-valued analysis, capacity and potential theory; mathematical statisticians in spatial statistics and uncertainty quantification; specialists in mathematical economics, econometrics, decision theory, and mathematical finance; and electronic and electrical engineers interested in image analysis.

Download or read book Operator Valued Measures and Integrals for Cone Valued Functions written by Walter Roth and published by Springer Science & Business Media. This book was released on 2009-02-05 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: Integration theory deals with extended real-valued, vector-valued, or operator-valued measures and functions, but different approaches are used for each case. This book develops a general theory of integration that simultaneously deals with all three cases.

Download or read book Handbook of Measure Theory written by E. Pap and published by Elsevier. This book was released on 2002-10-31 with total page 1633 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main goal of this Handbook isto survey measure theory with its many different branches and itsrelations with other areas of mathematics. Mostly aggregating many classical branches of measure theory the aim of the Handbook is also to cover new fields, approaches and applications whichsupport the idea of "measure" in a wider sense, e.g. the ninth part of the Handbook. Although chapters are written of surveys in the variousareas they contain many special topics and challengingproblems valuable for experts and rich sources of inspiration.Mathematicians from other areas as well as physicists, computerscientists, engineers and econometrists will find useful results andpowerful methods for their research. The reader may find in theHandbook many close relations to other mathematical areas: realanalysis, probability theory, statistics, ergodic theory,functional analysis, potential theory, topology, set theory,geometry, differential equations, optimization, variationalanalysis, decision making and others. The Handbook is a richsource of relevant references to articles, books and lecturenotes and it contains for the reader's convenience an extensivesubject and author index.

Download or read book Evolution Processes and the Feynman Kac Formula written by Brian Jefferies and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an outgrowth of ideas originating from 1. Kluvanek. Unfortunately, Professor Kluvanek did not live to contribute to the project of writing up in a systematic form, the circle of ideas to which the present work is devoted. It is more than likely that with his input, the approach and areas of emphasis of the resulting exposition would have been quite different from what we have here. Nevertheless, the stamp of Kluvanek's thought and philosophy (but not necessarily his approval) abounds throughout this book. Although the title gives no indication, integration theory in vector spaces is a cen tral topic of this work. However, the various notions of integration developed here are intimately connected with a specific application-the representation of evolutions by func tional integrals. The representation of a perturbation to the heat semigroup in terms of Wiener measure is known as the Feynman-Kac formula, but the term has a wider meaning in the present work. Traditionally, such representations have been used to obtain analytic information about perturbations to free evolutions as an alternative to arguments with a more operator-theoretic flavour. No applications of this type are given here. It is an un derlying assumption of the presentation of this material that representations of the nature of the Feynman-Kac formula are worth obtaining, and in the process of obtaining them, we may be led to new, possibly fertile mathematical structures-a view largely motivated by the pervasive use of path integrals in quantum physics.

Download or read book Vector Measures Integration and Related Topics written by Guillermo Curbera and published by Springer Science & Business Media. This book was released on 2010-02-21 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains a selection of articles on the theme "vector measures, integration and applications" together with some related topics. The articles consist of both survey style and original research papers, are written by experts in thearea and present a succinct account of recent and up-to-date knowledge. The topic is interdisciplinary by nature and involves areas such as measure and integration (scalar, vector and operator-valued), classical and harmonic analysis, operator theory, non-commutative integration, andfunctional analysis. The material is of interest to experts, young researchers and postgraduate students.

Download or read book On Logical Algebraic and Probabilistic Aspects of Fuzzy Set Theory written by Susanne Saminger-Platz and published by Springer. This book was released on 2016-01-11 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is a collection of contributions by leading experts, developed around traditional themes discussed at the annual Linz Seminars on Fuzzy Set Theory. The different chapters have been written by former PhD students, colleagues, co-authors and friends of Peter Klement, a leading researcher and the organizer of the Linz Seminars on Fuzzy Set Theory. The book also includes advanced findings on topics inspired by Klement’s research activities, concerning copulas, measures and integrals, as well as aggregation problems. Some of the chapters reflect personal views and controversial aspects of traditional topics, while others deal with deep mathematical theories, such as the algebraic and logical foundations of fuzzy set theory and fuzzy logic. Originally thought as an homage to Peter Klement, the book also represents an advanced reference guide to the mathematical theories related to fuzzy logic and fuzzy set theory with the potential to stimulate important discussions on new research directions in the field.

Download or read book Collected Papers written by Robert J. Aumann and published by MIT Press. This book was released on 2000 with total page 818 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robert Aumann's career in game theory has spanned over research - from his doctoral dissertation in 1956 to papers as recent as January 1995. Threaded through all of Aumann's work (symbolized in his thesis on knots) is the study of relationships between different ideas, between different phenomena, and between ideas and phenomena. "When you look closely at one scientific idea", writes Aumann, "you find it hitched to all others. It is these hitches that I have tried to study". The papers are organized in several categories: general, knot theory, decision theory (utility and subjective probability), strategic games, coalitional games, and mathematical methods. Aumann has written an introduction to each of these groups that briefly describes the content and background of each paper, including the motivation and the research process, and relates it to other work in the collection and to work by others. There is also a citation index that allows readers to trace the considerable body of literature which cites Aumann's own work.

Download or read book Equilibrium Theory in Infinite Dimensional Spaces written by M. Ali Khan and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 441 pages. Available in PDF, EPUB and Kindle. Book excerpt: Apart from the underlying theme that all the contributions to this volume pertain to models set in an infinite dimensional space, they differ on many counts. Some were written in the early seventies while others are reports of ongoing research done especially with this volume in mind. Some are surveys of material that can, at least at this point in time, be deemed to have attained a satisfactory solution of the problem, while oth ers represent initial forays into an original and novel formulation. Some furnish alternative proofs of known, and by now, classical results, while others can be seen as groping towards and exploring formulations that have not yet reached a definitive form. The subject matter also has a wide leeway, ranging from solution concepts for economies to those for games and also including representation of preferences and discussion of purely mathematical problems, all within the rubric of choice variables belonging to an infinite dimensional space, interpreted as a commodity space or as a strategy space. Thus, this is a collective enterprise in a fairly wide sense of the term and one with the diversity of which we have interfered as little as possible. Our motivation for bringing all of this work under one set of covers was severalfold.

Download or read book Mathematical Reviews written by and published by . This book was released on 2003 with total page 1596 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Nonlinear Mathematics for Uncertainty and its Applications written by Shoumei Li and published by Springer Science & Business Media. This book was released on 2011-07-21 with total page 708 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of papers presented at the international conference on Nonlinear Mathematics for Uncertainty and Its Applications (NLMUA2011), held at Beijing University of Technology during the week of September 7--9, 2011. The conference brought together leading researchers and practitioners involved with all aspects of nonlinear mathematics for uncertainty and its applications. Over the last fifty years there have been many attempts in extending the theory of classical probability and statistical models to the generalized one which can cope with problems of inference and decision making when the model-related information is scarce, vague, ambiguous, or incomplete. Such attempts include the study of nonadditive measures and their integrals, imprecise probabilities and random sets, and their applications in information sciences, economics, finance, insurance, engineering, and social sciences. The book presents topics including nonadditive measures and nonlinear integrals, Choquet, Sugeno and other types of integrals, possibility theory, Dempster-Shafer theory, random sets, fuzzy random sets and related statistics, set-valued and fuzzy stochastic processes, imprecise probability theory and related statistical models, fuzzy mathematics, nonlinear functional analysis, information theory, mathematical finance and risk managements, decision making under various types of uncertainty, and others.

Download or read book Optimal Control of Dynamic Systems Driven by Vector Measures written by N. U. Ahmed and published by Springer Nature. This book was released on 2021-09-13 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the development of optimal control theory for finite dimensional systems governed by deterministic and stochastic differential equations driven by vector measures. The book deals with a broad class of controls, including regular controls (vector-valued measurable functions), relaxed controls (measure-valued functions) and controls determined by vector measures, where both fully and partially observed control problems are considered. In the past few decades, there have been remarkable advances in the field of systems and control theory thanks to the unprecedented interaction between mathematics and the physical and engineering sciences. Recently, optimal control theory for dynamic systems driven by vector measures has attracted increasing interest. This book presents this theory for dynamic systems governed by both ordinary and stochastic differential equations, including extensive results on the existence of optimal controls and necessary conditions for optimality. Computational algorithms are developed based on the optimality conditions, with numerical results presented to demonstrate the applicability of the theoretical results developed in the book. This book will be of interest to researchers in optimal control or applied functional analysis interested in applications of vector measures to control theory, stochastic systems driven by vector measures, and related topics. In particular, this self-contained account can be a starting point for further advances in the theory and applications of dynamic systems driven and controlled by vector measures.

Download or read book Integral Measure and Ordering written by Beloslav Riecan and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present book is a monograph including some recent results of mea sure and integration theory. It concerns three main ideas. The first idea deals with some ordering structures such as Riesz spaces and lattice or dered groups, and their relation to measure and integration theory. The second is the idea of fuzzy sets, quite new in general, and in measure theory particularly. The third area concerns some models of quantum mechanical systems. We study mainly models based on fuzzy set theory. Some recent results are systematically presented along with our suggestions for further development. The first chapter has an introductory character, where we present basic definitions and notations. Simultaneously, this chapter can be regarded as an elementary introduction to fuzzy set theory. Chapter 2 contains an original approach to the convergence of sequences of measurable functions. While the notion of a null set can be determined uniquely, the notion of a set of "small" measure has a fuzzy character. It is interesting that the notion of fuzzy set and the notion of a set of small measure (described mathematically by so-called small systems) were introduced independently at almost the same time. Although the axiomatic systems in both theories mentioned are quite different, we show that the notion of a small system can be considered from the point of view of fuzzy sets.

Download or read book Regular Non Additive Multimeasures Fundaments and Applications written by Alina Gavriluţ and published by Springer Nature. This book was released on 2022-10-07 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended to be an exhaustive study on regularity and other properties of continuity for different types of non-additive multimeasures and with respect to different types of topologies. The book is addressed to graduate and postgraduate students, teachers and all researchers in mathematics, but not only. Since the notions and results offered by this book are closely related to various notions of the theory of probability, this book will be useful to a wider category of readers, using multivalued analysis techniques in areas such as control theory and optimization, economic mathematics, game theory, decision theory, etc. Measure and integration theory developed during the early years of the 20th century is one of the most important contributions to modern mathematical analysis, with important applications in many fields. In the last years, many classical problems from measure theory have been treated in the non-additive case and also extended in the set-valued case. The property of regularity is involved in many results of mathematical analysis, due to its applications in probability theory, stochastic processes, optimal control problems, dynamical systems, Markov chains, potential theory etc.

Download or read book Convergence Theorems for Lattice Group Valued Measures written by Antonio Boccuto and published by Bentham Science Publishers. This book was released on 2015-04-06 with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt: Convergence Theorems for Lattice Group-valued Measures explains limit and boundedness theorems for measures taking values in abstract structures. The book begins with a historical survey about these topics since the beginning of the last century, moving on to basic notions and preliminaries on filters/ideals, lattice groups, measures and tools which are featured in the rest of this text. Readers will also find a survey on recent classical results about limit, boundedness and extension theorems for lattice group-valued measures followed by information about recent developments on these kinds of theorems and several results in the setting of filter/ideal convergence. In addition, each chapter has a general description of the topics and an appendix on random variables, concepts and lattices is also provided. Thus readers will benefit from this book through an easy-to-read historical survey about all the problems on convergence and boundedness theorems, and the techniques and tools which are used to prove the main results. The book serves as a primer for undergraduate, postgraduate and Ph. D. students on mathematical lattice and topological groups and filters, and a treatise for expert researchers who aim to extend their knowledge base.