The roots of Borel sets go back to the work of Baire [8]. He was trying to come to grips with the abstract notion of a function introduced by Dirich let and Riemann. According to them, a function was to be an arbitrary correspondence between objects without giving any method or procedure by which the correspondence could be established. Since all the specific functions that one studied were determined by simple analytic expressions, Baire delineated those functions that can be constructed starting from con tinuous functions and iterating the operation 0/ pointwise limit on a se quence 0/ functions. These functions are now known as Baire functions. Lebesgue [65] and Borel [19] continued this work. In [19], Borel sets were defined for the first time. In his paper, Lebesgue made a systematic study of Baire functions and introduced many tools and techniques that are used even today. Among other results, he showed that Borel functions coincide with Baire functions. The study of Borel sets got an impetus from an error in Lebesgue's paper, which was spotted by Souslin. Lebesgue was trying to prove the following: Suppose / : )R2 -- R is a Baire function such that for every x, the equation /(x,y) = 0 has a. unique solution. Then y as a function 0/ x defined by the above equation is Baire.

Data processing has become essential to modern civilization. The original data for this processing comes from measurements or from experts, and both sources are subject to uncertainty. Traditionally, probabilistic methods have been used to process uncertainty. However, in many practical situations, we do not know the corresponding probabilities: in measurements, we often only know the upper bound on the measurement errors; this is known as interval uncertainty. In turn, expert estimates often include imprecise (fuzzy) words from natural language such as "small"; this is known as fuzzy uncertainty. In this book, leading specialists on interval, fuzzy, probabilistic uncertainty and their combination describe state-of-the-art developments in their research areas. Accordingly, the book offers a valuable guide for researchers and practitioners interested in data processing under uncertainty, and an introduction to the latest trends and techniques in this area, suitable for graduate students.

A comprehensive introduction to hybrid control systems and design Hybrid control systems exhibit both discrete changes, or jumps, and continuous changes, or flow. An example of a hybrid control system is the automatic control of the temperature in a room: the temperature changes continuously, but the control algorithm toggles the heater on or off intermittently, triggering a discrete jump within the algorithm. Hybrid control systems feature widely across disciplines, including biology, computer science, and engineering, and examples range from the control of cellular responses to self-driving cars. Although classical control theory provides powerful tools for analyzing systems that exhibit either flow or jumps, it is ill-equipped to handle hybrid control systems. In Hybrid Feedback Control, Ricardo Sanfelice presents a self-contained introduction to hybrid control systems and develops new tools for their analysis and design. Hybrid behavior can occur in one or more subsystems of a feedback system, and Sanfelice offers a unified control theory framework, filling an important gap in the control theory literature. In addition to the theoretical framework, he includes a plethora of examples and exercises, a Matlab toolbox (as well as two open-source versions), and an insightful overview at the beginning of each chapter. Relevant to dynamical systems theory, applied mathematics, and computer science, Hybrid Feedback Control will be useful to students and researchers working on hybrid systems, cyber-physical systems, control, and automation.

This book discusses stochastic game theory and related concepts. Topics focused upon in the book include matrix games, finite, infinite, and undiscounted stochastic games, n-player cooperative games, minimax theorem, and more. In addition to important definitions and theorems, the book provides readers with a range of problem-solving techniques and exercises. This book is of value to graduate students and readers of probability and statistics alike.

Thorough introduction to an important area of mathematics Contains recent results Includes many exercises

This book provides a unified treatment for the study of the existence of equilibria of abstract economics in topological vector spaces from the viewpoint of Ky Fan minimax inequalities, which strongly depend on his infinite dimensional version of the classical Knaster, Kuratowski and Mazurkiewicz Lemma (KKM Lemma) in 1961. Studied are applications of general system versions of minimax inequalities and generalized quasi-variational inequalities, and random abstract economies and its applications to the system of random quasi-variational inequalities are given.

This ENCYCLOPAEDIA OF MATHEMATICS aims to be a reference work for all parts of mathe matics. It is a translation with updates and editorial comments of the Soviet Mathematical Encyclopaedia published by 'Soviet Encyclopaedia Publishing House' in five volumes in 1977-1985. The annotated translation consists of ten volumes including a special index volume. There are three kinds of articles in this ENCYCLOPAEDIA. First of all there are survey-type articles dealing with the various main directions in mathematics (where a rather fine subdivi sion has been used). The main requirement for these articles has been that they should give a reasonably complete up-to-date account of the current state of affairs in these areas and that they should be maximally accessible. On the whole, these articles should be understandable to mathematics students in their first specialization years, to graduates from other mathematical areas and, depending on the specific subject, to specialists in other domains of science, en gineers and teachers of mathematics. These articles treat their material at a fairly general level and aim to give an idea of the kind of problems, techniques and concepts involved in the area in question. They also contain background and motivation rather than precise statements of precise theorems with detailed definitions and technical details on how to carry out proofs and constructions. The second kind of article, of medium length, contains more detailed concrete problems, results and techniques.

In complementarity theory, which is a relatively new domain of applied mathematics, several kinds of mathematical models and problems related to the study of equilibrium are considered from the point of view of physics as well as economics. In this book the authors have combined complementarity theory, equilibrium of economical systems, and efficiency in Pareto's sense. The authors discuss the use of complementarity theory in the study of equilibrium of economic systems and present results they have obtained. In addition the authors present several new results in complementarity theory and several numerical methods for solving complementarity problems associated with the study of economic equilibrium. The most important notions of Pareto efficiency are also presented. Audience: Researchers and graduate students interested in complementarity theory, in economics, in optimization, and in applied mathematics.

Robert Aumann's career in game theory has spanned over research - from his doctoral dissertation in 1956 to papers as recent as January 1995. Threaded through all of Aumann's work (symbolized in his thesis on knots) is the study of relationships between different ideas, between different phenomena, and between ideas and phenomena. When you look closely at one scientific idea, writes Aumann, you find it hitched to all others. It is these hitches that I have tried to study.