On computation of C-stationary points for equilibrium problems with linear complementarity constraints via homotopy method

Title:

On computation of C-stationary points for equilibrium problems with linear complementarity constraints via homotopy method

Creator:

Červinka, Michal

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:f388f009-3e7e-4be4-96f9-aab6b430ef8c
uuid:f388f009-3e7e-4be4-96f9-aab6b430ef8c

Subject:

equilibrium problems with complementarity constraints, homotopy, and C-stationarity

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

In this article, a general problem of sequential statistical inference for general discrete-time stochastic processes is considered. The problem is to minimize an average sample number given that Bayesian risk due to incorrect decision does not exceed some given bound. We characterize the form of optimal sequential stopping rules in this problem. In particular, we have a characterization of the form of optimal sequential decision procedures when the Bayesian risk includes both the loss due to incorrect decision and the cost of observations.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[730]-753

Source:

Kybernetika | 2010 Volume:46 | Number:4

Harvested from:

CDK

Metadata only:

false