A quantum probability measure is a function on a sigma-algebra of subsets of a (locally compact and Hausdorff) sample space that satisfies the formal requirements for a measure, but whose values are ...

Abstract: This paper is concerned with the Tobit Kalman filtering for a class of discrete-time linear systems. A set of Bernoulli random variables is introduced to describe the randomly occurring ...

In this paper we study random sets, with values in a separable Banach space. First we establish several useful properties of the set-valued conditional expectation and then prove some convergence ...

ABSTRACT: In this paper, we propose a novel approach for Fuzzy random-valued Optimization. The main idea behind our approach consists of taking advantage of interplays between fuzzy random variables ...

We consider risk minimization problems for Markov decision processes. From a standpoint of making the risk of random reward variable at each time as small as possible, a risk measure is introduced ...

As acronyms go, GMM-DCKE – Gaussian mixture model dynamically controlled kernel estimation – is a bit of a mouthful. Its proponents, though, consider it to be the simplest expression of conditional ...