Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Khwanchai Kunwai"'
Autor:
Teeranush Suebcharoen, Raweerote Suparatulatorn, Tanadon Chaobankoh, Khwanchai Kunwai, Thanasak Mouktonglang
Publikováno v:
Mathematics, Vol 12, Iss 15, p 2406 (2024)
This article presents a novel inertial relaxed CQ algorithm for solving split feasibility problems. Note that the algorithm incorporates two adaptive step sizes here. A strong convergence theorem is established for the problem under some standard con
Externí odkaz:
https://doaj.org/article/89b525154069465a9b2eea2708c543d0
Autor:
Khwanchai Kunwai
Publikováno v:
Journal of Applied Probability. 59:167-186
This paper is devoted to the study of regime-switching jump diffusion processes with countable regimes. It aims to establish Foster–Lyapunov-type criteria for exponential ergodicity of such processes. After recalling results concerning the petitene
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3e132a5f0157cde8b2527a953fd79550
https://doi.org/10.1017/jpr.2021.48
https://doi.org/10.1017/jpr.2021.48
Publikováno v:
Applied Mathematics & Optimization. 86
Motivated by applications in natural resource management, risk management, and finance, this paper is focused on an ergodic two-sided singular control problem for a general one-dimensional diffusion process. The control is given by a bounded variatio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::935c05a4cf6dff191bb220491e8aec4d
https://doi.org/10.1007/s00245-022-09881-0
https://doi.org/10.1007/s00245-022-09881-0
Autor:
Chao Zhu, Khwanchai Kunwai
This work focuses on a class of regime-switching jump diffusion processes with a countably infinite state space for the discrete component. Such processes can be used to model complex hybrid systems in which both structural changes, small fluctuation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::425b9a6ab07f0b1177a41d848bcb74c7
http://arxiv.org/abs/2002.01422
http://arxiv.org/abs/2002.01422
