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91.
Perfect information two-person zero-sum markov games with imprecise transition probabilities 总被引:1,自引:0,他引:1
Hyeong Soo Chang 《Mathematical Methods of Operations Research》2006,64(2):335-351
Based on an extension of the controlled Markov set-chain model by Kurano et al. (in J Appl Prob 35:293–302, 1998) into competitive two-player game setting, we provide a model of perfect information two-person zero-sum Markov games with imprecise transition probabilities. We define an equilibrium value for the games formulated with the model in terms of a partial order and then establish the existence of an equilibrium policy pair that achieves the equilibrium value. We further analyze finite-approximation error bounds obtained from a value iteration-type algorithm and discuss some applications of the model. 相似文献
92.
Let D be a simply laced Dynkin diagram of rank r whose affinization has the shape of a star (i.e., D4,E6,E7,E8). To such a diagram one can attach a group G whose generators correspond to the legs of the affinization, have orders equal to the leg lengths plus 1, and the product of the generators is 1. The group G is then a 2-dimensional crystallographic group: G=Z??Z2, where ? is 2, 3, 4, and 6, respectively. In this paper, we define a flat deformation H(t,q) of the group algebra C[G] of this group, by replacing the relations saying that the generators have prescribed orders by their deformations, saying that the generators satisfy monic polynomial equations of these orders with arbitrary roots (which are deformation parameters). The algebra H(t,q) for D4 is the Cherednik algebra of type C∨C1, which was studied by Noumi, Sahi, and Stokman, and controls Askey-Wilson polynomials. We prove that H(t,q) is the universal deformation of the twisted group algebra of G, and that this deformation is compatible with certain filtrations on C[G]. We also show that if q is a root of unity, then for generic t the algebra H(t,q) is an Azumaya algebra, and its center is the function algebra on an affine del Pezzo surface. For generic q, the spherical subalgebra eH(t,q)e provides a quantization of such surfaces. We also discuss connections of H(t,q) with preprojective algebras and Painlevé VI. 相似文献
93.
E.H. El Abdalaoui F. Parreau A.A. Prikhod'ko 《Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques》2006,42(6):671-681
It is shown that for any family of probability measures in Ornstein type constructions, the corresponding transformation has almost surely a singular spectrum. This is a new generalization of Bourgain's theorem [J. Bourgain, On the spectral type of Ornstein class one transformations, Israel J. Math. 84 (1993) 53–63], same result is proved for Rudolph's construction [D. Rudolph, An example of a measure-preserving map with minimal self-joining and applications, J. Anal. Math. 35 (1979) 97–122]. 相似文献
94.
Li CHEN Hui Zhao LIU 《数学学报(英文版)》2006,22(2):455-468
The existence and uniqueness of the generalized solution for a kind of nonparametric curvature flow problem are obtained. This kind of curvature flow problem describes the evolution of graphs with speed depending on the reciprocal of the Gauss curvature. 相似文献
95.
We study Fourier multipliers which result from modulating jumps of Lévy processes. Using the theory of martingale transforms we prove that these operators are bounded in Lp(Rd) for 1<p<∞ and we obtain the same explicit bound for their norm as the one known for the second order Riesz transforms. 相似文献
96.
本文应用多重尺度法构造出非线性微分方程组的解的渐近展开式。并用微分不等式的技巧,证明原问题的解的存在性,且给出解的一致有效渐近估计. 相似文献
97.
伴有边界摄动的三阶拟线性向量微分方程边值问题的奇摄动 总被引:1,自引:0,他引:1
本文研究伴有边界摄动的三阶拟线性向量微分方程边值问题的奇摄动,在适当的假设下,利用对角化技巧和不动点原理证明了摄动问题解的存在唯一性并给出解的任意阶的一致有效的渐近展开式和余项的估计。 相似文献
98.
Bernhard Von Stengel 《Annals of Operations Research》1988,16(1):161-183
This paper integrates and extends the theory of the decomposition of multiattribute expected-utility functions based on utility independence. In a preliminary section, the standard decision model of expected utility is briefly discussed, including the fact that the decision maker's preference forlotteries with two outcomes determines the utility function uniquely. The decomposition possibilities of a utility function are captured by the concept ofautonomous sets of attributes, an affine separability of some kind known as generalized utility independence.Overlapping autonomous sets lead to biaffine-associative, i.e.multiplicative oradditive decompositions. The multiplicative representation shows that autonomy has strongerclosure properties than utility independence, for instance with respect to set-theoretic difference. Autonomy is also a concept with a wider scope since it applies to the decomposition of Boolean functions, games and a number of other topics in combinatorial optimization. This relationship to the well-known theory ofsubstitution decomposition in discrete mathematics also reveals a kind of discrete core behind the decomposition of utility functions. The entirety of autonomous sets can be represented by a compact data structure, the so-calledcomposition tree, which frequently corresponds to a natural hierarchy of attributes. Multiplicative/additive ormulti-affine functions correspond to the hierarchy steps. The known representation of multi-affine functions is shown to be given by aMoebius inversion formula. The entire approach has the advantage that it allows the application of more sophisticated representation methods on a detailed level, whereas it employs onlyfinite set theory andarithmetic on the main levels in the hierarchy. 相似文献
99.
100.
Gasphase Reactions. 92 Thermal Elimination of HCl from Alkyldichlorophosphanes (H3C/H)3C? PCl2 to Phosphaalkenes (H3C/H)2C?PCl and Phosphaalkines (H3C/H)C≡P The alkyldichlorophosphanes H3C? PCl2, ClH2? PCl2, (H3C)H2C? PCl2 and (H3C)2HC? PCl2 split off HCl on heating in a gasflow under reduced pressure. PE spectroscopic gas analysis proves that under these conditions the short-lived phosphaalkenes H2C?PCl, (H3C)H2C?PCl and – catalyzed by [MgCl2? MgO/SiO2]∞ – (H3C)2C?PCl as well as the phosphaalkines HC≡P and (H3C)C≡P are formed, all of which can be isolated by low temperature condensation. Based on the PES ionization patterns recorded and on the MNDO calculations for their assignment, the πCP multiple bonds are discussed. The presumable pathway of the HCl elimination is rationalized for (H3C)H2C? PCl2 by an approximate MNDO energy hypersurface. 相似文献