Cascadic multigrid methods for parabolic problems

In this paper,we consider the cascadic multigrid method for a parabolic type equation.Backward Euler approximation in time and linear finite element approximation in space are employed.A stability result is established under some conditions on the smoother.Using new and sharper estimates for the smoothers that reflect the precise dependence on the time step and the spatial mesh parameter,these conditions are verified for a number of popular smoothers.Optimal error bound sare derived for both smooth and non-smooth data.Iteration strategies guaranteeing both the optimal accuracy and the optimal complexity are presented.     

Common Fixed Points for Mappings with Quasi-Lipschitz Conditions on TVS-valued Cone Metric Spaces

A new unique common fixed point result for a pair of mappings satisfying certain quasi-Lipschitz type conditions on a topological vector space-valued cone metric space is obtained, and its particular forms and a more general form are given. Our main results generalize and improve some well-known recent results in the literature.     

EXISTENCE AND EXPONENTIAL STABILITY OF ALMOST PERIODIC SOLUTIONS TO BAM RECURRENT NEURAL NETWORKS WITH TRANSMISSION DELAYS AND CONTINUOUSLY DISTRIBUTED DELAYS

In this paper,a class of bidirectional associative memory(BAM) recurrent neural networks with delays are studied.By a fixed point theorem and a Lyapunov functional,some new sufficient conditions for the existence,uniqueness and global exponential stability of the almost periodic solutions are established.These conditions are easy to be verified and our results complement the previous known results.     

Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates

This paper attempts to study two-person nonzero-sum games for denumerable continuous-time Markov chains determined by transition rates,with an expected average criterion.The transition rates are allowed to be unbounded,and the payoff functions may be unbounded from above and from below.We give suitable conditions under which the existence of a Nash equilibrium is ensured.More precisely,using the socalled "vanishing discount" approach,a Nash equilibrium for the average criterion is obtained as a limit point of a sequence of equilibrium strategies for the discounted criterion as the discount factors tend to zero.Our results are illustrated with a birth-and-death game.     

矩形网格上二元NEVILLE型向量有理插值

A new kind of bivariate vector-valued rational interpolants is recursively established by means of Samelson inverse over rectangular grids, with scalar numerator and vector-valued denominator. In this respect, it is essentially different from that of the previous work. Sufficient conditions for existence, characterization and uniqueness in some sense are proved respectively. And the resIuts in the paper are illustrated with some numerical examples.     

ON SOLUTIONS OF MATRIX EQUATION AXAT ＋ BYBT=C

By making use of the quotient singular value decomposition (QSVD) of a matrix pair,this paper establishes the necessary and sufficient conditions for the existence of and the expressions for the general solutions of the linear matrix equation AXA^T BYB^T=C with the unknown X and Y, which may be both symmetric, skew-symmetric, nonnegativede finite, positive definite or some cross combinations respectively. Also, the solutions of some optimal problems are derived.     

ON A BI-HARMONIC EQUATION INVOLVING CRITICAL EXPONENT: EXISTENCE AND MULTIPLICITY RESULTS

In this paper, we consider the problem of existence as well as multiplicity results for a bi-harmonic equation under the Navier boundary conditions: △2 u = K(x)u p , u > 0 in Ω , △u = u = 0 on Ω , where Ω is a smooth domain in R n , n 5, and p + 1 = 2 n n 4 is the critical Sobolev exponent. We obtain highlightly a new criterion of existence, which provides existence results for a dense subset of positive functions, and generalizes Bahri-Coron type criterion in dimension six. Our argument gives also estimates on the Morse index of the obtained solutions and extends some known results. Moreover, it provides, for generic K, Morse inequalities at infinity, which delivers lower bounds for the number of solutions. As further applications of this Morse theoretical approach, we prove more existence results.     

The pointwise estimates of solutions for a nonlinear convection diffusion reaction equation

This paper studies the time asymptotic behavior of solutions for a nonlinear convection diffusion reaction equation in one dimension.First,the pointwise estimates of solutions are obtained,furthermore,we obtain the optimal L~p,1≤ p ≤ +∞,convergence rate of solutions for small initial data.Then we establish the local existence of solutions,the blow up criterion and the sufficient condition to ensure the nonnegativity of solutions for large initial data.Our approach is based on the detailed analysis of the Green function of the linearized equation and some energy estimates.     

广义平衡问题与非扩张映象不动点问题公解的一个新迭代方法

In this paper,we introduce a new iterative scheme for finding a common element of the set of solutions for a generalized equilibrium problems and the set of fixed points for nonexpansive mappings in Hilbert space.Under suitable conditions,some strong convergence theorems are proved.Our results extend and improve some recent results.     

PERIODIC OSCILLATORY SOLUTION TO DELAYED BAM NEURAL NETWORKS WITH PERIODIC COEFFICIENTS

In this paper,using the continuation theorem of coincidence degree theory,Lyapu- nov functionals and some new inequality techniques,some new sufficient criteria are obtained to ensure the existence and global exponential stability of periodic solution. Our results are less restrictive than previous works and more effective than those in [12],which plays a significant role in designing globally exponentially stable and peri- odic oscillatory BAM neural networks with periodic coefficients.One example is al...     

A New Condition and Approach for Zero-Sum Stochastic Games with Average Payoffs

Abstract

This article deals with discrete-time two-person zero-sum stochastic games with Borel state and action spaces. The optimality criterion to be studied is the long-run expected average payoff criterion, and the (immediate) payoff function may have neither upper nor lower bounds. We first replace the optimality equation widely used in the previous literature with two so-called optimality inequalities, and give a new set of conditions for the existence of solutions to the optimality inequalities. Then, from the optimality inequalities we ensure the existence of a pair of average optimal stationary strategies. Our new condition is slightly weaker than those in the previous literature, and as a byproduct some interesting results such as the convergence of a value iteration scheme to the value of the discounted payoff game is obtained. Finally, we first apply the main results in this article to generalized inventory systems, and then further provide an example of controlled population processes for which all of our conditions are satisfied, while some of conditions in some of previous literature fail to hold.     

Stochastic Games with Average Payoff Criterion

We study two-person stochastic games on a Polish state and compact action spaces and with average payoff criterion under a certain ergodicity condition. For the zero-sum game we establish the existence of a value and stationary optimal strategies for both players. For the nonzero-sum case the existence of Nash equilibrium in stationary strategies is established under certain separability conditions. Accepted 9 January 1997     

Markov Decision Processes with Variance Minimization: A New Condition and Approach

Abstract

This article deals with the limiting average variance criterion for discrete-time Markov decision processes in Borel spaces. The costs may have neither upper nor lower bounds. We propose another set of conditions under which we prove the existence of a variance minimal policy in the class of average expected cost optimal stationary policies. Our conditions are weaker than those in the previous literature. Moreover, some sufficient conditions for the existence of a variance minimal policy are imposed on the primitive data of the model. In particular, the stochastic monotonicity condition in this paper has been first used to study the limiting average variance criterion. Also, the optimality inequality approach provided here is different from the “optimality equation approach” widely used in the previous literature. Finally, we use a controlled queueing system to illustrate our results.     

Average cost Markov decision processes under the hypothesis of Doeblin

Average cost Markov decision processes (MDPs) with compact state and action spaces and bounded lower semicontinuous cost functions are considered. Kurano [7] has treated the general case in which several ergodic classes and a transient set are permitted for the Markov process induced by any randomized stationary policy under the hypothesis of Doeblin and showed the existence of a minimum pair of state and policy. This paper considers the same case as that discussed in Kurano [7] and proves some new results which give the existence theorem of an optimal stationary policy under some reasonable conditions.     

Another set of conditions for Markov decision processes with average sample-path costs

This paper deals with discrete-time Markov decision processes with average sample-path costs (ASPC) in Borel spaces. The costs may have neither upper nor lower bounds. We propose new conditions for the existence of ε-ASPC-optimal (deterministic) stationary policies in the class of all randomized history-dependent policies. Our conditions are weaker than those in the previous literature. Moreover, some sufficient conditions for the existence of ASPC optimal stationary policies are imposed on the primitive data of the model. In particular, the stochastic monotonicity condition in this paper has first been used to study the ASPC criterion. Also, the approach provided here is slightly different from the “optimality equation approach” widely used in the previous literature. On the other hand, under mild assumptions we show that average expected cost optimality and ASPC-optimality are equivalent. Finally, we use a controlled queueing system to illustrate our results.     

New Average Optimality Conditions for Semi-Markov Decision Processes in Borel Spaces

This paper deals with semi-Markov decision processes under the average expected criterion. The state and action spaces are Borel spaces, and the cost/reward function is allowed to be unbounded from above and from below. We give another set of conditions, under which the existence of an optimal (deterministic) stationary policy is proven by a new technique of two average optimality inequalities. Our conditions are slightly weaker than those in the existing literature, and some new sufficient conditions for the verifications of our assumptions are imposed on the primitive data of the model. Finally, we illustrate our results with three examples.     

Average optimality for continuous-time Markov decision processes with a policy iteration approach

This paper deals with the average expected reward criterion for continuous-time Markov decision processes in general state and action spaces. The transition rates of underlying continuous-time jump Markov processes are allowed to be unbounded, and the reward rates may have neither upper nor lower bounds. We give conditions on the system's primitive data and under which we prove the existence of the average reward optimality equation and an average optimal stationary policy. Also, under our conditions we ensure the existence of ?-average optimal stationary policies. Moreover, we study some properties of average optimal stationary policies. We not only establish another average optimality equation on an average optimal stationary policy, but also present an interesting “martingale characterization” of such a policy. The approach provided in this paper is based on the policy iteration algorithm. It should be noted that our way is rather different from both the usually “vanishing discounting factor approach” and the “optimality inequality approach” widely used in the previous literature.     

Sample-path optimality and variance-maximization for Markov decision processes

This paper studies both the average sample-path reward (ASPR) criterion and the limiting average variance criterion for denumerable discrete-time Markov decision processes. The rewards may have neither upper nor lower bounds. We give sufficient conditions on the system’s primitive data and under which we prove the existence of ASPR-optimal stationary policies and variance optimal policies. Our conditions are weaker than those in the previous literature. Moreover, our results are illustrated by a controlled queueing system. Research partially supported by the Natural Science Foundation of Guangdong Province (Grant No: 06025063) and the Natural Science Foundation of China (Grant No: 10626021).     

Discrete-time zero-sum Markov games with first passage criteria

In this paper, we deal with two-person zero-sum stochastic games for discrete-time Markov processes. The optimality criterion to be studied is the discounted payoff criterion during a first passage time to some target set, where the discount factor is state-dependent. The state and action spaces are all Borel spaces, and the payoff functions are allowed to be unbounded. Under the suitable conditions, we first establish the optimality equation. Then, using dynamic programming techniques, we obtain the existence of the value of the game and a pair of optimal stationary policies. Moreover, we present the exponential convergence of the value iteration and a ‘martingale characterization’ of a pair of optimal policies. Finally, we illustrate the applications of our main results with an inventory system.     

Recent results on conditions for the existence of average optimal stationary policies

This paper concerns countable state space Markov decision processes endowed with a (long-run expected)average reward criterion. For these models we summarize and, in some cases,extend some recent results on sufficient conditions to establish the existence of optimal stationary policies. The topics considered are the following: (i) the new assumptions introduced by Sennott in [20–23], (ii)necessary and sufficient conditions for the existence of a bounded solution to the optimality equation, and (iii) equivalence of average optimality criteria. Some problems are posed.This research was partially supported by the Third World Academy of Sciences (TWAS) under Grant No. TWAS RG MP 898-152.