1,337 research outputs found
Matrix Game with Payoffs Represented by Triangular Dual Hesitant Fuzzy Numbers
Matrix Game with Payoffs RepresentedDue to the complexity of information or the inaccuracy of decision-makers’ cognition, it is difficult for experts to quantify the information accurately in the decision-making process. However, the integration of the fuzzy set and game theory provides a way to help decision makers solve the problem. This research aims to develop a methodology for solving matrix game with payoffs represented by triangular dual hesitant fuzzy numbers (TDHFNs). First, the definition of TDHFNs with their cut sets are presented. The inequality relations between two TDHFNs are also introduced. Second, the matrix game with payoffs represented by TDHFNs is investigated. Moreover, two TDHFNs programming models are transformed into two linear programming models to obtain the numerical solution of the proposed fuzzy matrix game. Furthermore, a case study is given to to illustrate the efficiency and applicability of the proposed methodology. Our results also demonstrate the advantage of the proposed concept of TDHFNs
Exit Problem and Stochastic Resonance for a Class of Random Perturbations
The asymptotic exit problems for diffusion processes with small
parameter were considered in the classic work of Freidlin and
Wentzell. In 2000, a mathematical theory of stochastic resonance
for systems with random perturbations was established by Freidlin
in the frame of the large deviation theory.
This dissertation concerns exit problems and stochastic resonance
for a class of random perturbations approximating white noise. The
tools used in the proofs are the large deviation theory and the
Markov property of the processes. The first problem considered is
the exit problem and stochastic resonance for random perturbations
of random walks. It turns out that a specific random walk can be
chosen which approximates the large deviation asymptotics of the
Wiener process in the best way. Analogous results concerning exit
problems and stochastic resonance for this type of random
perturbations were obtained under appropriate assumptions and
compared with those of white noise type perturbation. The second
problem I consider is the exit problems for random perturbations
of a Gaussian process which satisfies
the equation \mu \dot{\eta}_{t}^{\mu,\varepsilon}=-
\eta_{t}^{\mu,\varepsilon}+\sqrt{\varepsilon}\dot{W}_{t},
\,\eta_{0}^{\mu,\varepsilon}=y, \,0<\mu<<1,\,0<\varepsilon<<1 .
One can check that
converges to uniformly on in
probability as . Results concerning asymptotic
exit problems for this type of random perturbation were obtained
under appropriate assumptions. Since
is not a Markov process, this creates some difficulties for the
proof. A new Markov process was constructed and the Markov
property of the new process was used in the proof
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