G., Duality Theory for marginal problems , Z. Wahrscheinlichkeitstheorie, vol. 67 (1984), 399–432. MATH MathSciNetKellerer, H. G.: Duality theorems for marginal problems. z. Wahrsch. 67 (1984), 399–432 MathSciNet MATHKellerer, H.G.: Duality theorems for marginal problems. Z. ...
New duality theorems for Marginal problems with some applications in stochastics No Abstract available for this chapter. V.L.Levin,S.T.Rachev 被引量: 7发表: 1989年 New duality theorems for Marginal problems with some applications in stochastics In what follows ~ is a topological space, ~(S~...
Levin, V.L., Rachev, S.T. (1989). New duality theorems for Marginal problems with some applications in stochastics. In: Kalashnikov, V.V., Zolotarev, V.M. (eds) Stability Problems for Stochastic Models. Lecture Notes in Mathematics, vol 1412. Springer, Berlin, Heidelberg. https://doi....
A Duality Approach to Continuous- Time Contracting Problems with Limited Commitment We propose a duality approach to solving contracting models with either one-sided or two-sided limited commitment in continuous time. We establish weak and strong duality theorems and provide a dynamic programming ...
A general duality theorem for marginal problems Given probability spaces ( X i , A i , P i ), i =1, 2 let M ( P 1 , P 2 ) denote the set of all probabilities on the product space with marginals P 1... D Ramachandran,L Rüschendorf - 《Probability Theory & Related Fields》...
Theorems 19 and 20 state the equivalence of secret sharing conjectures and matroid representation problems using the standard and the relaxed models, respectively. The final construction in Section 4 is based on the second theorem. Settling the duality conjecture in the standard model is an ...
We establish weak and strong duality theorems and provide a dynamic programming characterization of the dual problem. The dual problem gives a linear Hamilton-Jacobi-Bellman equation with a known state space subject to free-boundary conditions, making analysis much more tractable than the primal ...
We establish weak and strong duality theorems and provide a dynamic programming characterization of the dual problem. The dual problem gives a linear Hamilton–Jacobi–Bellman equation with a known state space subject to free-boundary conditions, making analysis much more tractable than the primal ...
In this section, we use Theorems 2 and 4 to establish a duality relationship between coherent risk measures for stochastic processes defined over Orlicz spaces, and performance measures given over the same spaces. Our representation of an AI is not meant to be dynamic, since it relies on ...
In the present survey, we reveal links betweenconvex analysis and two variants of the Monge-Kantorovich Problem (MKP), with given marginals and with a given marginal difference. It includes: (1) the equivalence of the validity of duality theorems for MKP and appropriateconvexity of the ...