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101.
Eitan Altman 《Mathematical Methods of Operations Research》1993,37(2):151-170
We present in this paper several asymptotic properties of constrained Markov Decision Processes (MDPs) with a countable state space. We treat both the discounted and the expected average cost, with unbounded cost. We are interested in (1) the convergence of finite horizon MDPs to the infinite horizon MDP, (2) convergence of MDPs with a truncated state space to the problem with infinite state space, (3) convergence of MDPs as the discount factor goes to a limit. In all these cases we establish the convergence of optimal values and policies. Moreover, based on the optimal policy for the limiting problem, we construct policies which are almost optimal for the other (approximating) problems. Based on the convergence of MDPs with a truncated state space to the problem with infinite state space, we show that an optimal stationary policy exists such that the number of randomisations it uses is less or equal to the number of constraints plus one. We finally apply the results to a dynamic scheduling problem.This work was partially supported by the Chateaubriand fellowship from the French embassy in Israel and by the European Grant BRA-QMIPS of CEC DG XIII 相似文献
102.
A series of chain-extended PET samples were obtained by the use of different amounts of a diepoxide as chain extender, which
was prepared for this purpose. These samples exhibited different intrinsic viscosities and degrees of branching or cross-linking.
The effects of this differentiation on the thermal properties were studied by differential scanning calorimetry. The thermal
parameters studied were the glass transition temperature (Tg), the cold-crystallization temperature (Tcc), the melting temperature (Tm), the enthalpy (ΔHm) and the degree of crystallinity. The data revealed that, the higher the quantity of chain extender or the chain extension
time, the higher Tgand Tcc, but the lower Tmand ΔHm, i.e. the more amorphous the chain-extended samples, as also shown by density measurements.
This revised version was published online in July 2006 with corrections to the Cover Date. 相似文献
103.
V. L. Oleinik 《Journal of statistical physics》1990,59(3-4):665-678
The mathematical foundation of the tight binding approximation is given. If 0 is a negative energy level of a real potentialq, then there exists an energy band for a one-dimensional chain with period 2T of the same atoms which lies near 0. We study this band whenT tends to infinity.On leave of absence from the Department of Physics, Leningrad State University, Leningrad, USSR. 相似文献
104.
A. Shapiro 《Journal of Optimization Theory and Applications》1990,66(3):477-487
Various definitions of directional derivatives in topological vector spaces are compared. Directional derivatives in the sense of Gâteaux, Fréchet, and Hadamard are singled out from the general framework of -directional differentiability. It is pointed out that, in the case of finite-dimensional spaces and locally Lipschitz mappings, all these concepts of directional differentiability are equivalent. The chain rule for directional derivatives of a composite mapping is discussed. 相似文献
105.
Hong Chen 《Queueing Systems》1989,5(4):281-293
We study a mixed problem of optimal scheduling and input and output control of a single server queue with multi-classes of customers. The model extends the classical optimal scheduling problem by allowing the general point processes as the arrival and departure processes and the control of the arrival and departure intensities. The objective of our scheduling and control problem is to minimize the expected discounted inventory cost over an infinite horizon, and the problem is formulated as an intensity control. We find the well-knownc is the optimal solution to our problem.Supported in part by NSF under grant ECS-8658157, by ONR under contract N00014-84-K-0465, and by a grant from AT&T Bell Laboratories.The work was done while the author was a postdoctoral fellow in the Division of Applied Sciences, Harvard University, Cambridge, Massachusetts 02138. 相似文献
106.
Hiroshi Konno 《Mathematical Programming》1988,41(1-3):185-193
We will consider a concave minimization problem associated with a series production system in which raw material is processed inm consecutive facilities. The products at some facility are either sent to the next facility or stocked in the warehouse. The amount of demand for the final products during periodi, i = 1,,n, are known in advance. Our problem is to minimize the sum of processing, holding and backlogging cost, all of which are assumed to be concave.The origin of this model is the classical economic lot size problem of Wagner and Whitin and was extensively studied by Zangwill. This model is very important from the theoretical as well as practical point of view and this is one of the very rare instances in which polynomial time algorithm has been constructed for concave minimization problems.The purpose of this paper is to extend the model further to the situation in which time lag is associated with processing at each facility. We will propose an efficient O(n
4
m) algorithm for this class of problems. 相似文献
107.
The construction of an expert-like system for machine scheduling called SCHEDULE is presented. Essential parts of SCHEDULE were developed by students in a laboratory course Operations Research on Microcomputers at the University of Karlsruhe, Germany. SCHEDULE consists of the components data base, knowledge base, inference engine, explanation facility, dialog component, and knowledge acquisition component. The knowledge base contains an algorithm base for solving different types of scheduling problems. To establish the rules of the knowledge base the well-known three-field classification of deterministic machine scheduling problems and the concept of the reduction digraph are exploited. Experiences gained during building and demonstrating SCHEDULE are reported. 相似文献
108.
This article is concerned with Markov chains on m constructed by randomly choosing an affine map at each stage, and then making the transition from the current point to its image under this map. The distribution of the random affine map can depend on the current point (i.e., state of the chain). Sufficient conditions are given under which this chain is ergodic. 相似文献
109.
新的酰胺型开链冠醚的合成与性质 总被引:2,自引:0,他引:2
Simon在70年代开发了一类酰胺型开链冠醚,能选择性配位碱土金属离子并可作为中性载体制备离子选择性电极.由于酰胺型开链冠醚易于制备,因此受到人们广泛地重视.Vgtle等提出的“末端基”概念为开链冠醚的合成、设计起了重要的指导作用.前文报道2-甲氧基-1-氨甲基萘与三甘醇二碘化物在无水碳酸钠存在下于乙腈中反应得到双手臂的套索冠醚与碘化钠的配合物.X射线衍射晶体结构分析表明萘环上的甲氧基中的氧原子参加了与钠离子的配位,生成了扭曲的六边形双锥结构配合物.因此2-甲氧基-1-氨基萘可以作为开链冠醚的“末端基”.开链冠醚的合成路线是: 相似文献
110.
The behavior of three-dimensional bond fluctuation model chains tethered on an adsorbing flat surface was simulated by the Monte Carlo method. The dependence of the number of surface contacts M on the interaction strength e and the chain length N was investigated by a finite-size scaling law M = N[a0 + a1N1/vk + O((N 1/vk)2)] for e near the critical adsorption point ec, i.e., k ≡(e-ec)/ec closes to 0. The critical adsorption point was estimated to be ec = 0.93, and the exponents 61542; = 0.49 and 1/v= 0.57. 相似文献