Efficient Control in Multistage Stochastic Optimization Problem

AMS subject classification: 90C31, 90A09, 49K15, 49L20.

Stochastic Arithmetic Theory and Experiments

Stochastic arithmetic has been developed as a model for exact computing with imprecise data. Stochastic arithmetic provides confidence intervals for the numerical results and can be implemented in any existing numerical software by redefining types of the variables and overloading the operators on them. Here some properties of stochastic arithmetic are further investigated and applied to the computation of inner products and the solution to linear systems. Several numerical experiments are performed showing the efficiency of the proposed approach.

A Stochastic Approach for Investigation Ultrafast Phenomena in Semiconductors

2002 Mathematics Subject Classification: 65C05

Detecting Precipitation Climate Changes: An Approach Based on a Stochastic Daily Precipitation Model

2002 Mathematics Subject Classification: 62M10.

Optimization Problem in a Class of Linear System. Application to Multiple Drug Administration

2000 Mathematics Subject Classification: 62H15, 62P10.

Suboptimal Multistage Nonparametric Hypotheses Test

2000 Mathematics Subject Classification: 62L10, 62L15.

Stochastic Optimization in Robust Statistic

2000 Mathematics Subject Classification: 62J05, 62G35

On a Stochastic Partial Differential Equation with a Noisy Term

2000 Mathematics Subject Classification: 60H15, 60H40