Research article

On Hermite-Hadamard type inequalities for $ n $-polynomial convex stochastic processes

  • Received: 03 January 2021 Accepted: 22 March 2021 Published: 12 April 2021
  • MSC : 34N05, 35A23

  • In this note, our purpose is to introduce the concept of $ n $-polynomial convex stochastic processes and study some of their algebraic properties. We establish new refinements for integral version of Hölder and power mean inequality. Also, we are concerned to extend several Hermite-Hadamard type inequalities for $ n $-polynomial convex stochastic processes by using Hölder, Hölder-İşcan, power mean and improved power mean integral inequalities. Moreover, we give comparison of obtained results.

    Citation: Haoliang Fu, Muhammad Shoaib Saleem, Waqas Nazeer, Mamoona Ghafoor, Peigen Li. On Hermite-Hadamard type inequalities for $ n $-polynomial convex stochastic processes[J]. AIMS Mathematics, 2021, 6(6): 6322-6339. doi: 10.3934/math.2021371

    Related Papers:

  • In this note, our purpose is to introduce the concept of $ n $-polynomial convex stochastic processes and study some of their algebraic properties. We establish new refinements for integral version of Hölder and power mean inequality. Also, we are concerned to extend several Hermite-Hadamard type inequalities for $ n $-polynomial convex stochastic processes by using Hölder, Hölder-İşcan, power mean and improved power mean integral inequalities. Moreover, we give comparison of obtained results.



    加载中


    [1] K. Nikodem, On convex stochastic processes, Aequationes Math., 20 (1980), 184–197. doi: 10.1007/BF02190513
    [2] A. Skowronski, On some properties of j-convex stochastic processes, Aequationes Math., 44 (1992), 249–258. doi: 10.1007/BF01830983
    [3] A. Skowronski, On Wright-convex stochastic processes, Ann. Math. Sil, 9 (1995), 29–32.
    [4] Z. Pales, Nonconvex functions and separation by power means, Math. Inequal. Appl., 3 (2000), 169–176.
    [5] D. Kotrys, Hermite-Hadamard inequality for convex stochastic processes, Aequationes Math., 83 (2012), 143–151. doi: 10.1007/s00010-011-0090-1
    [6] T. Toplu, M. kadakal, I. İşcan, On n-polynomial convexity and some related inequalities, AIMS Math., 5 (2020), 1304–1318. doi: 10.3934/math.2020089
    [7] Z. Brzezniak, T. Zastawniak, Basic stochastic processes: a course through exercises, Springer Science & Business Media, 2000.
    [8] K. Sobczyk, Stochastic differential equations with applications to physics and engineering, Springer Science & Business Media, 2013.
    [9] D. Kotrys, Remarks on strongly convex stochastic processes, Aequationes Math., 86 (2013), 91–98. doi: 10.1007/s00010-012-0163-9
    [10] D. Barrez, L. Gonzlez, N. Merentes, A. Moros, On h-convex stochastic processes, Mathematica Aeterna, 5 (2015), 571–581.
    [11] M. Shoaib Saleem, M. Ghafoor, H. Zhou, J. Li, Generalization of $h$-convex stochastic processes and some classical inequalities, Math. Probl. Eng., 2020 (2020), 1–9.
    [12] G. Farid, W. Nazeer, M. S. Saleem, S. Mehmood, S. M. Kang, Bounds of Riemann-Liouville fractional integrals in general form via convex functions and their applications, Mathematics, 6 (2018), 248. doi: 10.3390/math6110248
    [13] S. Zhao, S. I. Butt, W. Nazeer, J. Nasir, M. Umar, Y. Liu, Some Hermiteensenercer type inequalities for k-Caputo-fractional derivatives and related results, Adv. Differ. Equ-NY, 2020 (2020), 1–17. doi: 10.1186/s13662-019-2438-0
    [14] H. Bai, M. S. Saleem, W. Nazeer, M. S. Zahoor, T. Zhao, Hermite-Hadamard-and Jensen-type inequalities for interval nonconvex function, J. Math., 2020 (2020), 1–6.
    [15] S. M. Kang, G. Farid, W. Nazeer, B. Tariq, Hadamard and Fejadamard inequalities for extended generalized fractional integrals involving special functions, J. Inequal. Appl., 2018 (2018), 1–11. doi: 10.1186/s13660-017-1594-6
    [16] Y. C. Kwun, G. Farid, S. Ullah, W. Nazeer, K. Mahreen, S. M. Kang, Inequalities for a unified integral operator and associated results in fractional calculus, IEEE Access, 7 (2019), 126283–126292. doi: 10.1109/ACCESS.2019.2939166
    [17] X. Z. Yang, G. Farid, W. Nazeer, Y. M. Chu, C. F. Dong, Fractional generalized Hadamard and Fej-Hadamard inequalities for m-convex function, AIMS Math., 5 (2020), 6325–6340. doi: 10.3934/math.2020407
    [18] Y. C. Kwun, G. Farid, W. Nazeer, S. Ullah, S. M. Kang, Generalized riemann-liouville $ k $-fractional integrals associated with Ostrowski type inequalities and error bounds of hadamard inequalities, IEEE access, 6 (2018), 64946–64953. doi: 10.1109/ACCESS.2018.2878266
    [19] P. Chen, A. Quarteroni, G. Rozza, Stochastic optimal Robin boundary control problems of advection-dominated elliptic equations, SIAM J. Numer. Anal., 51 (2013), 2700–2722. doi: 10.1137/120884158
    [20] M. Mnif, H. Pham, Stochastic optimization under constraints, Stoch. Proc. Appl., 93 (2001), 149–180. doi: 10.1016/S0304-4149(00)00089-2
    [21] P. Bank, F. Riedel, Optimal consumption choice under uncertainty with intertemporal substitution, Ann. Appl. Probab., 11 (1999), 788.
    [22] D. Cuoco, Optimal consumption and equilibrium prices with portfolio constraints and stochastic income, J. Econom. Theory, 72 (1997), 33–73. doi: 10.1006/jeth.1996.2207
    [23] D. Cuoco, J. CvitaniCc, Optimal consumption choice for a large investor, J. Econom. Dyn. Control, 22 (1998), 401–436. doi: 10.1016/S0165-1889(97)00065-1
    [24] J. Cvitanić, I. Karatzas, Convex duality in convex portfolio optimization, Ann. Appl. Probab., 2 (1992), 767–818.
    [25] N. El Karoui, M. Jeanblanc, Optimization of consumption with labor income, Financ. Stoch., 4 (1998), 409–440.
    [26] H. He, H. Pagès, Labor income, borrowing constraints and equilibrium asset prices, Economic Theory, 3 (1993), 663–696. doi: 10.1007/BF01210265
    [27] R. Merton, Optimum consumption and portfolio rules in a continuous-time model, J. Econom. Theory, 3 (1971), 373–413. doi: 10.1016/0022-0531(71)90038-X
    [28] A. Liu, V. K. Lau, B. Kananian, Stochastic successive convex approximation for non-convex constrained stochastic optimization, IEEE T. Signal Proces., 67 (2019), 4189–4203. doi: 10.1109/TSP.2019.2925601
    [29] A. Nemirovski, A. Shapiro, Convex approximations of chance constrained programs, SIAM J. Optimiz., 17 (2007), 969–996. doi: 10.1137/050622328
    [30] A. Rakhlin, O. Shamir, K. Sridharan, Making gradient descent optimal for strongly convex stochastic optimization, arXiv preprint arXiv: 1109.5647, 2011.
    [31] S. Ghadimi, G. Lan, Optimal stochastic approximation algorithms for strongly convex stochastic composite optimization i: A generic algorithmic framework, SIAM J. Optimiz., 22 (2012), 1469–1492. doi: 10.1137/110848864
    [32] H. Yu, M. Neely, X. Wei, Online convex optimization with stochastic constraints, Advances in Neural Information Processing Systems, 30 (2017), 1428–1438.
    [33] A. Defazio, F. Bach, S. Lacoste-Julien, SAGA: A fast incremental gradient method with support for non-strongly convex composite objectives, Advances in neural information processing systems, 27 (2014), 1646–1654.
    [34] Y. Xu, W. Yin, Block stochastic gradient iteration for convex and nonconvex optimization, SIAM J. Optimiz., 25 (2015), 1686–1716. doi: 10.1137/140983938
    [35] A. K. Sahu, D. Jakovetic, D. Bajovic, S. Kar, Communication-efficient distributed strongly convex stochastic optimization: Non-asymptotic rates, arXiv preprint arXiv: 1809.02920, 2018.
    [36] M. Mahdavi, T. Yang, R. Jin, Stochastic convex optimization with multiple objectives, Advances in Neural Information Processing Systems, 26 (2013), 1115–1123.
  • Reader Comments
  • © 2021 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)
通讯作者: 陈斌, bchen63@163.com
  • 1. 

    沈阳化工大学材料科学与工程学院 沈阳 110142

  1. 本站搜索
  2. 百度学术搜索
  3. 万方数据库搜索
  4. CNKI搜索

Metrics

Article views(1730) PDF downloads(107) Cited by(8)

Article outline

/

DownLoad:  Full-Size Img  PowerPoint
Return
Return

Catalog