Random differential inclusions: Measurable selection approach

Random Measurable Selections

We make the first steps towards showing a general “randomness for free” theorem for stochastic automata. The goal of such theorems is to replace randomized schedulers by averages of pure schedulers. Here, we explore the case of measurable multifunctions and their measurable selections. This involves constructing probability measures on the measurable space of measurable selections of a given me...

A fuzzy random multi-objective approach for portfolio selection

In this paper, the portfolio selection problem is considered, where fuzziness and randomness appear simultaneously in optimization process. Since return and dividend play an important role in such problems, a new model is developed in a mixed environment by incorporating fuzzy random variable as multi-objective nonlinear model. Then a novel interactive approach is proposed to determine the pref...

THE FULL AVERAGING OF FUZZY DIFFERENTIAL INCLUSIONS

In this paper the substantiation of the method of full averaging for fuzzy differential inclusions is considered. These results generalize the results of [17, 20] for differential inclusions with Hukuhara derivative and of [18] for fuzzy differential equations.

Random symmetrizations of measurable sets

In this paper we prove almost sure convergence to the ball, in the Nikodym metric, of sequences of random Steiner symmetrizations of bounded Caccioppoli and bounded measurable sets, paralleling a result due to Mani-Levitska concerning convex bodies. AMS classification: 60D05, 52A40, 28A05

Improving the Solution of Fuzzy Differential Inclusions