In the paper,we obtain the SRC lifting of a right continuous, left upper semi-continuous random process on a Loeb space.And show the existence of S-optimal stopping of an internal process,construct the S-optimal stopp...In the paper,we obtain the SRC lifting of a right continuous, left upper semi-continuous random process on a Loeb space.And show the existence of S-optimal stopping of an internal process,construct the S-optimal stopping. Finally we prove the fact that the standard part of the S-optimal stopping of a SRC lifting is the optimal stopping of the corresponding standard process,which generalizes the conclusions in [8]on a Loeb space.展开更多
We study in this paper a mathematical programming model for the coexistence of competitions and cooperations problems. We introduce a new solution concept, s-optimal solution for the problem, which always exists under...We study in this paper a mathematical programming model for the coexistence of competitions and cooperations problems. We introduce a new solution concept, s-optimal solution for the problem, which always exists under compact and continuous conditions. It is shown that an s-optimal solution can be obtained by solving a nonlinear programming problem. Some examples are given to explain how to compute an s-optimal solution.展开更多
文摘In the paper,we obtain the SRC lifting of a right continuous, left upper semi-continuous random process on a Loeb space.And show the existence of S-optimal stopping of an internal process,construct the S-optimal stopping. Finally we prove the fact that the standard part of the S-optimal stopping of a SRC lifting is the optimal stopping of the corresponding standard process,which generalizes the conclusions in [8]on a Loeb space.
基金This research is supported by the National Natural Science Foundation of China under grunt 70271021 and SRG7001150.
文摘We study in this paper a mathematical programming model for the coexistence of competitions and cooperations problems. We introduce a new solution concept, s-optimal solution for the problem, which always exists under compact and continuous conditions. It is shown that an s-optimal solution can be obtained by solving a nonlinear programming problem. Some examples are given to explain how to compute an s-optimal solution.
