Houston Journal of Mathematics

Solving fuzzy stochastic multi-objective programming problems based on a fuzzy inequality

Probabilistic or stochastic programming is a framework for modeling optimization problems that involve uncertainty.In this paper, we focus on multi-objective linear programmingproblems in which the coefficients of constraints and the righthand side vector are fuzzy random variables. There are several methodsin the literature that convert this problem to a stochastic or<b...

Instrumental Variables Regression with Measurement Errors and Multicollinearity in Instruments

In this paper we obtain a consistent estimator when there exist some measurement errors and multicollinearity in the instrumental variables in a two stage least square estimation of parameters. We investigate the asymptotic distribution of the proposed estimator and discuss its properties using some theoretical proofs and a simulation study. A real numerical application is also provided for mor...

1 Mathematics of Games ( Continuation Report ) Robin Houston

Parametric Estimation of Stationary Stochastic Processes under Indirect Observability

For many natural turbulent dynamic systems, observed high dimensional dynamic data can be approximated at slow time scales by a process Xt driven by a systems of stochastic differential equations (SDEs). When one tries to estimate the parameters of this unobservable SDEs systems, there is a clear mismatch between the available data and the SDEs dynamics to be parametrized. Here, we formalize th...

Supplementary Material: Transcriptional delay stabilizes bistable gene networks

Chinmaya Gupta, José Manuel López, William Ott, Krešimir Josić, 2 and Matthew R. Bennett 4, 5 Department of Mathematics, University of Houston, Houston, TX Department of Biology & Biochemistry, University of Houston, Houston, TX Department of Biochemistry & Cell Biology, Rice University, Houston, TX Institute of Biosciences & Bioengineering, Rice University, Houston, TX To whom correspondence s...

On an Additive Schwarz Preconditioner for the Crouzeix-Raviart Mortar Finite Element

1 University of Augsburg, Department of Mathematics, Universitätsstr. 14, D-86159 Augsburg, Germany ([email protected]) 2 LSEC, Institute of Computational Mathematics, Chinese Academy of Sciences, P.O.Box 2719, Beijing, 100080, People’s Republic of China. ([email protected]) 3 Department of Mathematics, University of Houston, Calhoun Street, Houston, TX-77204-3008, U.S.A., (roho...