On the compactness method in general ergodic impulsive control of markov processes

In this paper the impulsive control of Feller Markov processes on compact state space with long run average cost criterion is studied. Under the assumption of compactness of the resolvent operator the optimal strategies corresponding to general cost for impulses are constructed. Also the case of purely jump Markov processes is considered     

Residuated Structures,Concentric Sums and Finiteness Conditions

This article is motivated by a concern with finiteness conditions on varieties of residuated structures—particularly residuated meet semilattice-ordered commutative monoids. A “concentric sum” construction is developed and is used to prove, among other results, a local finiteness theorem for a class that encompasses all n-potent hoops and all idempotent subdirect products of residuated chains. This in turn implies that a range of residuated lattice-based varieties have the finite embeddability property, whence their quasi-equational theories are decidable. Applications to substructural logics are discussed.     

齐次生产函数条件下长期成本函数的确定方法

文章研究一般性齐次生产函数条件下长期成本函数的确定方法，证明了长期成本函数是关于产量的幂函数，并指出了长期边际成本函数和长期平均成本函数之间的特殊关系。     

On Transience Conditions for Markov Chains and Random Walks

We prove a new transience criterion for Markov chains on an arbitrary state space and give a corollary for real-valued chains. We show by example that in the case of a homogeneous random walk with infinite mean the proposed sufficient conditions are close to those necessary. We give a new proof of the well-known criterion for finiteness of the supremum of a random walk.     

Sooner and Later Waiting Time Problems for Runs in Markov Dependent Bivariate Trials

In this paper we study exact distributions of sooner and later waiting times for runs in Markov dependent bivariate trials. We give systems of linear equations with respect to conditional probability generating functions of the waiting times. By considering bivariate trials, we can treat very general and practical waiting time problems for runs of two events which are not necessarily mutually exclusive. Numerical examples are also given in order to illustrate the feasibility of our results.     

Queues with Service Rate Controlled by a Delayed Feedback

We consider a single queue with a Markov modulated Poisson arrival process. Its service rate is controlled by a scheduler. The scheduler receives the workload information from the queue after a delay. This queue models the buffer in an earth station in a satellite network where the scheduler resides in the satellite. We obtain the conditions for stability, rates of convergence to the stationary distribution and the finiteness of the stationary moments. Next we extend these results to the system where the scheduler schedules the service rate among several competing queues based on delayed information about the workloads in the different queues.     

Extinction on Islands: Vindicating Waiting Times

We present estimators of extinction and migration rates based on the runs of presences and absences of a species on an island, that behave as well as those based on the 2-state (presence and absence) Markov chain, both regarding their computational and memory complexities, and their asymptotic statistical behavior (we prove that they are strongly consistent and asymptotically unbiased). Furthermore, they have the intuitive appeal of their interpretation as waiting times.     

On the finiteness property for rational matrices

We analyze the periodicity of optimal long products of matrices. A set of matrices is said to have the finiteness property if the maximal rate of growth of long products of matrices taken from the set can be obtained by a periodic product. It was conjectured a decade ago that all finite sets of real matrices have the finiteness property. This “finiteness conjecture” is now known to be false but no explicit counterexample is available and in particular it is unclear if a counterexample is possible whose matrices have rational or binary entries. In this paper, we prove that all finite sets of nonnegative rational matrices have the finiteness property if and only if pairs of binary matrices do and we state a similar result when negative entries are allowed. We also show that all pairs of 2×2 binary matrices have the finiteness property. These results have direct implications for the stability problem for sets of matrices. Stability is algorithmically decidable for sets of matrices that have the finiteness property and so it follows from our results that if all pairs of binary matrices have the finiteness property then stability is decidable for nonnegative rational matrices. This would be in sharp contrast with the fact that the related problem of boundedness is known to be undecidable for sets of nonnegative rational matrices.     

Entropy of first return partitions of a Markov chain

Summary We consider the first return time distributions for each state in a Markov chain and show that finiteness of entropy of these distributions is a class property for recurrent and transient classes.The work of the second author was supported in part by National Science Foundation Grant GP 7631.     

单边合格品链长中位数控制图设计

针对过程数据存在异常值的问题,为了监控过程均值的偏移,采用中位数统计量(X)代替传统均值(X)统计量,提出了一种单边合格品链长X(Sided Sensitive Conforming Run Length X, SCRL & X)控制图。采用马尔科夫链方法研究了SCRL & X控制图的性能,首先推导出其一步状态转移矩阵,进一步根据马尔科夫链的性质得到其平均链长(Average Run Length, ARL)。为了获得控制图的最优设计参数和性能指标值,保证其处于过程受控状态下的性能,并使其处于过程失控状态下的平均链长最小。研究结果表明,提出的SCRL & X控制图的统计性能优于传统的双边合格品链长X(Conforming Run Length, CRL & X)控制图,尤其针对过程均值产生较小偏移的情形,其优势较为明显。     

The Transformation Method for Continuous-Time Markov Decision Processes

In this paper, we show that a discounted continuous-time Markov decision process in Borel spaces with randomized history-dependent policies, arbitrarily unbounded transition rates and a non-negative reward rate is equivalent to a discrete-time Markov decision process. Based on a completely new proof, which does not involve Kolmogorov??s forward equation, it is shown that the value function for both models is given by the minimal non-negative solution to the same Bellman equation. A verifiable necessary and sufficient condition for the finiteness of this value function is given, which induces a new condition for the non-explosion of the underlying controlled process.     

Minimaxness and finiteness properties of local homology and local cohomology modules

We prove some results concerning minimaxness and finiteness of local homology modules and by Matlis duality we extend some results for the minimaxness and finiteness of local cohomology modules. We introduce the concept of C-minimax R-modules, and we discuss the maximum and minimum integers such that local homology and local cohomology modules are C-minimax. As a consequence, we find minimum integers such that local homology and local cohomology modules are of finite length.     

群的Gorenstein同调维数

设$k$是一个弱维数有限的交换环, $G$是一个群. 本文讨论了群$G$具有有限的Gorenstein同调维数的标准.证明了群$G$的Gorenstein同调维数的有限性与群环$kG$的Gorenstein弱维数的有限性是一致的.进一步,我们给出了Serre定理的一个Gorenstein类比.推广了整环上$G$的Gorenstein同调维数的一些已知结果.     

Some limit theorems for regenerative queues

We consider a single server queue with the interarrival times and the service times forming a regenerative sequence. This traffic class includes the standard models: iid, periodic, Markov modulated (e.g., BMAP model of Lucantoni [18]) and their superpositions. This class also includes the recently proposed traffic models in high speed networks, exhibiting long range dependence. Under minimal conditions we obtain the rates of convergence to stationary distributions, finiteness of stationary moments, various functional limit theorems and the continuity of stationary distributions and moments. We use the continuity results to obtain approximations for stationary distributions and moments of an MMPP/GI/1 queue where the modulating chain has a countable state space. We extend all our results to feed-forward networks where the external arrivals to each queue can be regenerative. In the end we show that the output process of a leaky bucket is regenerative if the input process is and hence our results extend to a queue with arrivals controlled by a leaky bucket. This revised version was published online in June 2006 with corrections to the Cover Date.     

Characterization of finite dimensionality for semi-simple Banach algebras

Some conditions which are equivalent to finite dimensionality for a semi-simple Banach algebra A are given, and simplification of the proofs of previously known results are included. These conditions include local finiteness, spectral finiteness and the condition that socle A exists and is equal to A.     

A Note on the Radical of a Module Category

We characterize the finiteness of the representation type of an artin algebra in terms of the behavior of the projective covers and the injective envelopes of the simple modules with respect to the infinite radical of the module category. In case the algebra is representation-finite, we show that the nilpotency of the radical of the module category is the maximal depth of the composites of these maps, which is independent from the maximal length of the indecomposable modules.     

A mean–variance optimization problem for discounted Markov decision processes

In this paper, we consider a mean–variance optimization problem for Markov decision processes (MDPs) over the set of (deterministic stationary) policies. Different from the usual formulation in MDPs, we aim to obtain the mean–variance optimal policy that minimizes the variance over a set of all policies with a given expected reward. For continuous-time MDPs with the discounted criterion and finite-state and action spaces, we prove that the mean–variance optimization problem can be transformed to an equivalent discounted optimization problem using the conditional expectation and Markov properties. Then, we show that a mean–variance optimal policy and the efficient frontier can be obtained by policy iteration methods with a finite number of iterations. We also address related issues such as a mutual fund theorem and illustrate our results with an example.     

Distributions of Runs and Consecutive Systems on Directed Trees

In this paper we study exact distributions of runs on directed trees. On the assumption that the collection of random variables indexed by the vertices of a directed tree has a directed Markov distribution, the exact distribution theory of runs is extended from based on random sequences to based on directed trees. The distribution of the number of success runs of a specified length on a directed tree along the direction is derived. A consecutive-k-out-of-n:F system on a directed tree is introduced and investigated. By assuming that the lifetimes of the components are independent and identically distributed, we give the exact distribution of the lifetime of the consecutive system. The results are not only theoretical but also suitable for computation.