Single machine stochastic JIT scheduling problem subject to machine breakdowns

In this paper we research the single machine stochastic JIT scheduling problem subject to the machine breakdowns for preemptive-resume and preemptive-repeat.The objective function of the problem is the sum of squared deviations of the job-expected completion times from the due date.For preemptive-resume,we show that the optimal sequence of the SSDE problem is V-shaped with respect to expected processing times.And a dynamic programming algorithm with the pseudopolynomial time complexity is given.We discuss the difference between the SSDE problem and the ESSD problem and show that the optimal solution of the SSDE problem is a good approximate optimal solution of the ESSD problem,and the optimal solution of the SSDE problem is an optimal solution of the ESSD problem under some conditions.For preemptive-repeat,the stochastic JIT scheduling problem has not been solved since the variances of the completion times cannot be computed.We replace the ESSD problem by the SSDE problem.We show that the optimal sequence of the SSDE problem is V-shaped with respect to the expected occupying times.And a dynamic programming algorithm with the pseudopolynomial time complexity is given.A new thought is advanced for the research of the preemptive-repeat stochastic JIT scheduling problem.     

A Type of General Forward-Backward Stochastic Differential Equations and Applications

The authors discuss one type of general forward-backward stochastic differential equations (FBSDEs) with It?o’s stochastic delayed equations as the forward equations and anticipated backward stochastic differential equations as the backward equations. The existence and uniqueness results of the general FBSDEs are obtained. In the framework of the general FBSDEs in this paper, the explicit form of the optimal control for linearquadratic stochastic optimal control problem with delay and the Nash equilibrium point for nonzero sum differential games problem with delay are obtained.     

ADAPTIVE CONTROL FOR CONTINUOUS TIME STOCHASTIC SYSTEMS WITH QUADRATIC LOSS FUNCTION

Over the recent years there have appeared quite a number of papers on the adaptive control of stochastic systems with partial observations, but most of them have been concerned with discretetime systems. In [1] and[2] the adaptive tracking problem is considered and controt algorithms are described for which it is shown that     

SYMMETRIC INTEGRAL AND THE APPROXIMATION THEOREM OF STOCHASTIC INTEGRAL IN THE PLANE

In this paper, we consider the approximation problem of stochastic integral with respect to two-parameter Wiener process. We first introduce a kind of symmetric integral and prove it obeys the chain rule. Then we apply an integral formula of bounded variation functions with two variables to show the approximation theorem of stochastic integral in the plane. In particular, we prove that the symmetric stochastic integral is stable when the limit is taken in the sense of L~2convergence.     

具有时滞和毒素系统的动力学分析

In this paper, a toxin producing phytoplankton-zooplankton model with inhibitory substrate and time delay is investigated. A discrete time delay is induced to both of the consume response function and distribution of toxic substance term. Moreover, Tissiet type function is used for zooplankton grazing to account for the effect of toxication by the TPP population. The conditions to guarantee the coexistence of two species and stability of coexistence equilibrium are given. In particular, we show that there exist critical values of the delay parameters below which the coexistence equilibrium is stable and above which it is unstable. Hopf bifurcation occurs when the delay parameters cross their critical values. Some numerical simulations are executed to validate the analytical findings.     

PERSISTENCE AND GLOBAL STABILITY FOR A THREE-SPECIES RATIO-DEPENDENT PREDATOR-PREY SYSTEM WITH TIME DELAYS IN TWO-PATCH ENVIRONMENTS

A three-species ratio-dependent predator-prey diffusion model with time de-lays is investigated. It is shown that the system is uniformly persistent under some ap-propriate conditions, and sufficient conditions are obtained for the global stability of the positive equilibrium of the system.     

Critical Exponents for Fast Diffusion Equations with Nonlinear Boundary Sources

In this paper,we study the large time behavior of solutions to a class of fast diffusion equations with nonlinear boundary sources on the exterior domain of the unit ball.We are interested in the critical global exponent q_o and the critical Fujita exponent q_c for the problem considered,and show that q_o=q_c for the multidimensional Non-Newtonian polytropic filtration equation with nonlinear boundary sources,which is quite different from the known results that q_o〈q_c for the onedimensional case;moreover,the value is different from the slow case.     

SAMPLED-DATA STATE ESTIMATION FOR NEURAL NETWORKS WITH ADDITIVE TIME–VARYING DELAYS

In this paper, we consider the problem of delay-dependent stability for state estimation of neural networks with two additive time–varying delay components via sampleddata control. By constructing a suitable Lyapunov–Krasovskii functional with triple and four integral terms and by using Jensen's inequality, a new delay-dependent stability criterion is derived in terms of linear matrix inequalities(LMIs) to ensure the asymptotic stability of the equilibrium point of the considered neural networks. Instead of the continuous measurement,the sampled measurement is used to estimate the neuron states, and a sampled-data estimator is constructed. Due to the delay-dependent method, a significant source of conservativeness that could be further reduced lies in the calculation of the time-derivative of the Lyapunov functional. The relationship between the time-varying delay and its upper bound is taken into account when estimating the upper bound of the derivative of Lyapunov functional. As a result, some less conservative stability criteria are established for systems with two successive delay components. Finally, numerical example is given to show the superiority of proposed method.     

Interactional models for adults of two populations with maturation delays

This paper is concerned with interactional models for adults of two species delayed by their mature periods. The existence and local stability of equilibria are discussed thoroughly for competitive systems, cooperative systems and predator-prey systems, respectively. For systems with interaction of competition and cooperation, it is found that the two populations are uniformly persistent if the positive equilibrium is stable. For predator-prey interaction, however, some further conditions are needed to guarantee the persistence of the systems.     

An SIS Epidemic Model with Stage Structure and a Delay

A disease transmission model of SIS type with stage structure and a delay is formulated. Stability of the disease free equilibrium, and existence, uniqueness, and stability of an endemic equilibrium, are investigated for the model. The stability results arc stated in terms of a key threshold parameter. The effects of stage structure and time delay on dynamical behavior of the infectious disease are analyzed. It is shown that stage structure has no effect on the epidemic model and Hopf bifurcation can occur as the time delay increases.     

Mean Field Games with Common Noises and Conditional Distribution Dependent FBSDEs

In this paper, the authors consider the mean field game with a common noise and allow the state coefficients to vary with the conditional distribution in a nonlinear way. They assume that the cost function satisfies a convexity and a weak monotonicity property. They use the sufficient Pontryagin principle for optimality to transform the mean field control problem into existence and uniqueness of solution of conditional distribution dependent forward-backward stochastic differential equation (FBSDE for short). They prove the existence and uniqueness of solution of the conditional distribution dependent FBSDE when the dependence of the state on the conditional distribution is sufficiently small, or when the convexity parameter of the running cost on the control is sufficiently large. Two different methods are developed. The first method is based on a continuation of the coefficients, which is developed for FBSDE by [Hu, Y. and Peng, S., Solution of forward-backward stochastic differential equations, Probab. Theory Rel., 103(2), 1995,273–283]. They apply the method to conditional distribution dependent FBSDE. The second method is to show the existence result on a small time interval by Banach fixed point theorem and then extend the local solution to the whole time interval.     

EXPONENTIAL ESTIMATES FOR STOCHASTIC DELAY HYBRID SYSTEMS WITH MARKOVIAN SWITCHING

This paper deals with the problem of norm bounds for the solutions of stochastic hybrid systems with Markovian switching and time delay.Based on Lyapunov-Krasovskii theory for functional differential equations and the linear matrix inequality(LMI)approach,mean square exponential estimates for the solutions of this class of linear stochastic hybrid systems are derived.Finally,An example is illustrated to show the applicability and effectiveness of our method.     

GLOBAL BEHAVIOR IN A RATIONAL RECURSIVE SEQUENCE

In this paper, we study the global stability, and the periodic character of the rational recursive sequence. We show that the positive equilibrium of the sequence is a global attractor with a basin which depends on certain conditions posed on the coefficients.     

CAUCHY PROBLEM FOR THE ONE-DIMENSIONAL COMPRESSIBLE NAVIER-STOKES EQUATIONS Dedicated to Professor Constantine M. Dafermos on the occasion of his 70th birthday

We consider the Cauchy problem for one-dimensional isentropic compressible Navier-Stokes equations with density-dependent viscosity coefficient.For regular initial data,we show that the unique strong solution exits globally in time and converges to the equilibrium state time asymptotically.When initial density is piecewise regular with jump discontinuity,we show that there exists a unique global piecewise regular solution.In particular,the jump discontinuity of the density decays exponentially and the piecewise regular solution tends to the equilibrium state as t → +∞.     

TRACTABILITY OF MULTIVARIATE INTEGRATION PROBLEM FOR PERIODIC CONTINUOUS FUNCTIONS

The authors study the tractability and strong tractability of a multivariate integration problem in the worst case setting for weighted l-periodic continuous functions spaces of d coordinates with absolutely convergent Fourier series.The authors reduce the initial error by a factor ε for functions from the unit ball of the weighted periodic contin- uous functions spaces.Tractability is the minimal number of function samples required to solve the problem in polynomial in ε~(-1)and d.and the strong tractability is the pres- ence of only a polynomial dependence in ε.This problem has been recently studied for quasi-Monte Carlo quadrature rules.quadrature rules with non-negative coefficients. and rules for which all quadrature weights are arbitrary for weighted Korobov spaces of smooth periodic functions of d variables.The authors show that the tractability and strong tractability of a multivariate integration problem in worst case setting hold for the weighted periodic continuous functions spaces with absolutely convergent Fourier series under the same assumptions as in Ref.[14]on the weights of the Korobov space for quasi-Monte Carlo rules and rules for which all quadrature weights are non-negative.The arguments are not constructive.     

ASYMPTOTIC BEHAVIOR OF GLOBAL SMOOTH SOLUTIONS FOR BIPOLAR COMPRESSIBLE NAVIER-STOKES-MAXWELL SYSTEM FROM PLASMAS

This paper is concerned with the bipolar compressible Navier-Stokes-Maxwell system for plasmas. We investigated, by means of the techniques of symmetrizer and elaborate energy method, the Cauchy problem in R3. Under the assumption that the initial values are close to a equilibrium solutions, we prove that the smooth solutions of this problem converge to a steady state as the time goes to the infinity. It is shown that the difference of densities of two carriers converge to the equilibrium states with the norm · Hs-1, while the velocities and the electromagnetic fields converge to the equilibrium states with weaker norms than · Hs-1. This phenomenon on the charge transport shows the essential difference between the unipolar Navier-Stokes-Maxwell and the bipolar Navier-Stokes-Maxwell system.     

STABILIZATION OF MARKOVIAN JUMP LINEAR SYSTEMS VIA RANDOM COMMUNICATION TIME DELAYED AND IMPULSIVE CONTROLLERS

This paper deals with the stabilization problems for a networked control system via time-delayed and impulsive controllers. The random communication delays in the model signal are modeled as a Markov chain. First, we introduce a hybrid controller with delay and impulses for the networked control systems. Then, some sufficient conditions are proposed for the design of a hybrid controller such that the closed-loop system is stochastically stable.     

RELAXATION TIME LIMITS PROBLEM FOR HYDRODYNAMIC MODELS IN SEMICONDUCTOR SCIENCE

In this article, two relaxation time limits, namely, the momentum relaxation time limit and the energy relaxation time limit are considered. By the compactness argument, it is obtained that the smooth solutions of the multidimensional nonisentropic Euler-Poisson problem converge to the solutions of an energy transport model or a drift diffusion model, respectively, with respect to different time scales.     

具有接种的确定性和随机SIS流行病模型的全局稳定性

We study the stability of endemic equilibriums of the deterministic and stochastic SIS epidemic models with vaccination. The deterministic SIS epidemic model with vaccination was proposed by Li and Ma(2004), for which some sufficient conditions for the global stability of the endemic equilibrium were given in some earlier works. In this paper, we first prove by Lyapunov function method that the endemic equilibrium of the deterministic model is globally asymptotically stable whenever the basic reproduction number is larger than one. For the stochastic version, we obtain some sufficient conditions for the global stability of the endemic equilibrium by constructing a class of different Lyapunov functions.     

Deterministic Time-inconsistent Optimal Control Problems - an Essentially Cooperative Approach

A general deterministic time-inconsistent optimal control problem is formulated for ordinary differential equations. To find a time-consistent equilibrium value function and the corresponding time-consistent equilibrium control, a non-cooperative N-person differential game (but essentially cooperative in some sense) is introduced. Under certain conditions, it is proved that the open-loop Nash equilibrium value function of the N -person differential game converges to a time-consistent equilibrium value function of the original problem, which is the value function of a time-consistent optimal control problem. Moreover, it is proved that any optimal control of the time-consistent limit problem is a time-consistent equilibrium control of the original problem.