An application of Lemke's method to a class of Markov decision problems

This paper presents an application of Lemke's method to a class of Markov decision problems, appearing in the optimal stopping problems, and other well-known optimization problems. We consider a special case of the Markov decision problems with finitely many states, where the agent can choose one of the alternatives; getting a fixed reward immediately or paying the penalty for one term. We show that the problem can be reduced to a linear complementarity problem that can be solved by Lemke's method with the number of iterations less than the number of states. The reduced linear complementarity problem does not necessarily satisfy the copositive-plus condition. Nevertheless we show that the Lemke's method succeeds in solving the problem by proving that the problem satisfies a necessary and sufficient condition for the extended Lemke's method to compute a solution in the piecewise linear complementarity problem.     

Bilinear minimax control problems for a class of parabolic systems with applications to control of nuclear reactors

This paper considers the bilinear minimax control problem of an important class of parabolic systems with Robin boundary conditions. Such systems are linear on state variables when the control and disturbance are fixed, and linear on the control or disturbance when the state variables are fixed. The objective is to maintain target state variables by taking account the influence of noises in data, while a desired power level and adjustment costs are taken into consideration. Firstly we introduce some classes of bilinear systems and obtain the existence and the uniqueness of the solution, as well as stability under mild assumptions. Afterwards the minimax control problem is formulated. We show the existence of an optimal solution, and we also find necessary optimality conditions. Finally, to illustrate the abstract results, we present two examples of neutron fission systems.     

Optimization of the boundary control induced by the third boundary condition

We study the boundary control by the third boundary condition on the left end of a string, the right end being fixed. An optimality criterion based on the minimization of an integral of a linear combination of the control itself and its antiderivative raised to an arbitrary power p ≥ 1 is established. A method is developed permitting one to find a control satisfying this optimality criterion and write it out in closed form. The uniqueness of the optimal control for p > 1 is proved.     

Complexity of Linear Problems with a Fixed Output Basis

We use an information-based complexity approach to study the complexity of approximation of linear operators. We assume that the values of a linear operator may be elements of an infinite dimensional space G. It seems reasonable to look for an approximation as a linear combination of some elements g_i from the space G and compute only the coefficients c_i of this linear combination. We study the case when the elements g_i are fixed and compare it with the case where the g_i can be chosen arbitrarily. We show examples of linear problems where a significant output data compression is possible by the use of a nonlinear algorithm, and this nonlinear algorithm is much better than all linear algorithms. We also provide an example of a linear problem for which one piece of information is enough whereas an optimal (minimal cost) algorithm must use information of much higher cardinality.     

An iterative method for a system of linear complementarity problems with perturbations and interval data

In this paper, we introduce a total step method for solving a system of linear complementarity problems with perturbations and interval data. It is applied to two interval matrices [A] and [B] and two interval vectors [b] and [c]. We prove that the sequence generated by the total step method converges to ([x^∗],[y^∗]) which includes the solution set for the system of linear complementarity problems defined by any fixed A∈[A],B∈[B],b∈[b] and c∈[c]. We also consider a modification of the method and show that, if we start with two interval vectors containing the limits, then the iterates contain the limits. We close our paper with two examples which illustrate our theoretical results.     

Approximation of common fixed points for a countable family of relatively nonexpansive mappings in a Banach space and applications

In this paper, we prove a strong convergence theorem by the hybrid method for a countable family of relatively nonexpansive mappings in a Banach space. We also establish a new control condition for the sequence of mappings {T_n} which is weaker than the control condition in Lemma 3.1 of Aoyama et al. [K. Aoyama, Y. Kimura, W. Takahashi and M. Toyoda, Approximation of common fixed points of a countable family of nonexpansive mappings in a Banach space, Nonlinear Anal. 67 (2007) 2350-2360]. Moreover, we apply our results for finding a common fixed point of two relatively nonexpansive mappings in a Banach space and an element of the set of solutions of an equilibrium problem in a Banach space, respectively. Our results are applicable to a wide class of mappings.     

Existence and instability of steady states for a triangular cross-diffusion system: A computer-assisted proof

In this paper, we present and apply a computer-assisted method to study steady states of a triangular cross-diffusion system. Our approach consist in an a posteriori validation procedure, that is based on using a fixed point argument around a numerically computed solution, in the spirit of the Newton–Kantorovich theorem. It allows to prove the existence of various non homogeneous steady states for different parameter values. In some situations, we obtain as many as 13 coexisting steady states. We also apply the a posteriori validation procedure to study the linear stability of the obtained steady states, proving that many of them are in fact unstable.     

Analysis of a two-phase queueing system with a fixed-size batch policy

We consider a single-server, two-phase queueing system with a fixed-size batch policy. Customers arrive at the system according to a Poisson process and receive batch service in the first-phase followed by individual services in the second-phase. The batch service in the first-phase is applied for a fixed number (k) of customers. If the number of customers waiting for the first-phase service is less than k when the server completes individual services, the system stays idle until the queue length reaches k. We derive the steady state distribution for the system’s queue length. We also show that the stochastic decomposition property can be applied to our model. Finally, we illustrate the process of finding the optimal batch size that minimizes the long-run average cost under a linear cost structure.     

A method for proving polynomial enumeration formulas

We present an elementary method for proving enumeration formulas which are polynomials in certain parameters if others are fixed and factorize into distinct linear factors over Z. Roughly speaking the idea is to prove such formulas by “explaining” their zeros using an appropriate combinatorial extension of the objects under consideration to negative integer parameters. We apply this method to prove a new refinement of the Bender-Knuth (ex-)Conjecture, which easily implies the Bender-Knuth (ex-)Conjecture itself. This is probably the most elementary way to prove this result currently known. Furthermore we adapt our method to q-polynomials, which allows us to derive generating function results as well. Finally we use this method to give another proof for the enumeration of semistandard tableaux of a fixed shape which differs from our proof of the Bender-Knuth (ex-)Conjecture in that it is a multivariate application of our method.     

Convergence of an adaptive Ka?anov FEM for quasi-linear problems

We design an adaptive finite element method to approximate the solutions of quasi-linear elliptic problems. The algorithm is based on a Ka?anov iteration and a mesh adaptation step is performed after each linear solve. The method is thus inexact because we do not solve the discrete nonlinear problems exactly, but rather perform one iteration of a fixed point method (Ka?anov), using the approximation of the previous mesh as an initial guess. The convergence of the method is proved for any reasonable marking strategy and starting from any initial mesh. We conclude with some numerical experiments that illustrate the theory.     

Positive solutions of m-point boundary value problems for a class of nonlinear fractional differential equations

This paper deals with the existence and multiplicity of positive solutions for a class of nonlinear fractional differential equations with m-point boundary value problems. We obtain some existence results of positive solution by using the properties of the Green’s function, u ₀-bounded function and the fixed point index theory under some conditions concerning the first eigenvalue with respect to the relevant linear operator.     

Smooth diffeomorphisms of the plane with stable periodic points in a neighborhood of a homoclinic point

We consider self-diffeomorphisms of the plane of the class C ^r (1 ?? r < ??) with a fixed hyperbolic point and a nontransversal point homoclinic to it. We present a method for constructing a set of diffeomorphisms for which the neighborhood of a homoclinic point contains countably many stable periodic points with characteristic exponents bounded away from zero.     

Selecting mixed-effects models based on a generalized information criterion

The generalized information criterion (GIC) proposed by Rao and Wu [A strongly consistent procedure for model selection in a regression problem, Biometrika 76 (1989) 369-374] is a generalization of Akaike's information criterion (AIC) and the Bayesian information criterion (BIC). In this paper, we extend the GIC to select linear mixed-effects models that are widely applied in analyzing longitudinal data. The procedure for selecting fixed effects and random effects based on the extended GIC is provided. The asymptotic behavior of the extended GIC method for selecting fixed effects is studied. We prove that, under mild conditions, the selection procedure is asymptotically loss efficient regardless of the existence of a true model and consistent if a true model exists. A simulation study is carried out to empirically evaluate the performance of the extended GIC procedure. The results from the simulation show that if the signal-to-noise ratio is moderate or high, the percentages of choosing the correct fixed effects by the GIC procedure are close to one for finite samples, while the procedure performs relatively poorly when it is used to select random effects.     

Inner iterations in the shift-invert residual Arnoldi method and the Jacobi-Davidson method

We establish a general convergence theory of the Shift-Invert Residual Arnoldi(SIRA)method for computing a simple eigenvalue nearest to a given targetσand the associated eigenvector.In SIRA,a subspace expansion vector at each step is obtained by solving a certain inner linear system.We prove that the inexact SIRA method mimics the exact SIRA well,i.e.,the former uses almost the same outer iterations to achieve the convergence as the latter does if all the inner linear systems are iteratively solved with low or modest accuracy during outer iterations.Based on the theory,we design practical stopping criteria for inner solves.Our analysis is on one step expansion of subspace and the approach applies to the Jacobi-Davidson(JD)method with the fixed targetσas well,and a similar general convergence theory is obtained for it.Numerical experiments confirm our theory and demonstrate that the inexact SIRA and JD are similarly effective and are considerably superior to the inexact SIA.     

Joint pricing and inventory control with a Markovian demand model

We consider the joint pricing and inventory control problem for a single product over a finite horizon and with periodic review. The demand distribution in each period is determined by an exogenous Markov chain. Pricing and ordering decisions are made at the beginning of each period and all shortages are backlogged. The surplus costs as well as fixed and variable costs are state dependent. We show the existence of an optimal (s, S, p)-type feedback policy for the additive demand model. We extend the model to the case of emergency orders. We compute the optimal policy for a class of Markovian demand and illustrate the benefits of dynamic pricing over fixed pricing through numerical examples. The results indicate that it is more beneficial to implement dynamic pricing in a Markovian demand environment with a high fixed ordering cost or with high demand variability.     

Existence of positive solutions for a class of higher-order nonlinear fractional differential equations with integral boundary conditions and a parameter

In this paper, we study the existence of positive solutions for a class of higher-order nonlinear fractional differential equations with integral boundary conditions and a parameter. By using the properties of the Green’s function, u ₀-positive function and the fixed point index theory, we obtain some existence results of positive solution under some conditions concerning the first eigenvalue with respect to the relevant linear operator. The method of this paper is a unified method for establishing the existence of multiple positive solutions for a large number of nonlinear differential equations of arbitrary order with any allowed number of non-local boundary conditions.     

Valid inequalities for mixed-integer programmes with fixed charges on sets of variables

We consider mixed 0-1 linear programmes in which one is given a collection of (not necessarily disjoint) sets of variables and, for each set, a fixed charge is incurred if and only if at least one of the variables in the set takes a positive value. We derive strong valid linear inequalities for these problems, and show that they generalise and dominate a subclass of the well-known flow cover inequalities for the classical fixed-charge problem.     

A Stefan problem for a non-classical heat equation with a convective condition

We prove the existence and uniqueness, local in time, of the solution of a one-phase Stefan problem for a non-classical heat equation for a semi-infinite material with a convective boundary condition at the fixed face x = 0. Here the heat source depends on the temperature at the fixed face x = 0 that provides a heating or cooling effect depending on the properties of the source term. We use the Friedman-Rubinstein integral representation method and the Banach contraction theorem in order to solve an equivalent system of two Volterra integral equations. We also obtain a comparison result of the solution (the temperature and the free boundary) with respect to the one corresponding with null source term.     

On fixed points of a linear operator of polynomial form of order 3

Let X be a complex linear space, endowed with an extended (that is, admitting infinite values) norm. We prove a fixed point theorem for operators of the form \(p_3 \mathcal {L}^3 + p_2 \mathcal {L}^2 +p_1\mathcal {L}\), where \( \mathcal {L}:X\rightarrow X\) is linear and \(p_1,p_2,p_3\) are fixed scalars. That result has been motivated by some issues arising in Ulam stability. One of the tools is the Diaz-Margolis fixed point alternative.     

Approximation algorithms for the m-dimensional 0–1 knapsack problem: Worst-case and probabilistic analyses

We describe a polynomial approximation scheme for an m-constraint 0–1 integer programming problem (m fixed) based on the use of the dual simplex algorithm for linear programming.We also analyse the asymptotic properties of a particular random model.