On Risk-Sensitive Ergodic Impulsive Control of Markov Processes

Impulsive control of continuous-time Markov processes with risk- sensitive long-run average cost is considered. The most general impulsive control problem is studied under the restriction that impulses are in dyadic moments only. In a particular case of additive cost for impulses, the impulsive control problem is solved without restrictions on the moments of impulses. Accepted 30 April 2001. Online publication 29 August 2001.     

Delay-dependent nonfragile guaranteed cost control for nonlinear time-delay systems

This paper concerns the nonfragile guaranteed cost control problem for a class of nonlinear dynamic systems with multiple time delays and controller gain perturbations. Guaranteed cost control law is designed under two classes of perturbations, namely, additive form and multiplicative form. The problem is to design a memoryless state feedback control law such that the closed-loop system is asymptotically stable and the closed-loop cost function value is not more than a specified upper bound for all admissible uncertainties. Based on the linear matrix inequality (LMI) approach, some delay-dependent conditions for the existence of such controller are derived. A numerical example is given to illustrate the proposed method.     

IMPACT OF OPERATING COSTS ON INVESTMENT STRATEGIES IN NEW TECHNOLOGY ADOPTION WITH A FURTHER NEW TECHNOLOGY ANTICIPATED

The adoption of new technologies often represents a crucial component of firms＇ investment decisions. This paper studies a dynamic duopoly model in which two firms compete in adoption of current technology with a further new technology anticipated. Here it is assumed that the operating costs are not zero which has more explanatory power of the real world. There exist three kinds of equilibria that may occur in adoption of current technology, which mainly depends on the level of operating costs and the first-move advantage. It shows that the faster technological substitution or innovation encourages the leader to invest earlier while induces the follower to invest later. Furthermore,like the investment costs,with the increase of operating costs the follower tends to invest later while the leader tends to invest earlier ,the investment thresholds are more sensitive to the change of operating costs than that of investment costs.     

基于蚁群系统的传感器网络广播与数据聚集算法

针对无线传感器网络能量受限和多跳路由的特点，将蚁群系统原理用于网络的广播和数据聚集中，提出并仿真实现了一种能够最小化传感器网络的总能耗算法．理论分析和仿真数据表明，基于启发式蚁群系统的算法，能够较快的收敛，并找到最优解或是近优解；在网络节点数不同（10～50）的情况下，该算法的单次广播能耗和通信距离比现有的两种主流广播协议算法分别减少了20％～60％和14％～20％，因此其网络生存时间增加了10％～100％，表明该算法总体性能优于传统算法．     

A decomposition method using a pricing mechanism for min concave cost flow problems with a hierarchical structure

In this paper we develop a decomposition method using a pricing mechanism which has been widely applied to linear and convex programs for a class of nonconvex optimization problems that are min concave cost flow problems under directed, uncapacitated networks with a hierarchical structure.This paper was completed during the author's stay supported by a Sophia lecturing-research Grant at Sophia University, Tokyo, Japan.     

造价低廉的圆柱形空间吸声体的设计与应用

本文通过空间吸声体的造价分析，分析了所设计的以镀锌电焊网为骨架的一种圆柱形空间吸声体，这种空间吸声体结构简单，造价低廉，比常规做法节省资金约５０％，将这种吸声体用于济南铁路体育馆的声学改造工程，收到了良好效果。     

Geometric bounds on the growth rate of null-controllability cost for the heat equation in small time

Given a control region Ω on a compact Riemannian manifold M, we consider the heat equation with a source term g localized in Ω. It is known that any initial data in L²(M) can be steered to 0 in an arbitrarily small time T by applying a suitable control g in L2([0,T]×Ω), and, as T tends to 0, the norm of g grows like exp(C/T) times the norm of the data. We investigate how C depends on the geometry of Ω. We prove C?d²/4 where d is the largest distance of a point in M from Ω. When M is a segment of length L controlled at one end, we prove for some . Moreover, this bound implies where is the length of the longest generalized geodesic in M which does not intersect Ω. The control transmutation method used in proving this last result is of a broader interest.     

Free transportation cost inequalities via random matrix approximation

By means of random matrix approximation procedure, we re-prove Biane and Voiculescus free analog of Talagrands transportation cost inequality for measures on R in a more general setup. Furthermore, we prove the free transportation cost inequality for measures on T as well by extending the method to special unitary random matrices.Supported in part by Grant-in-Aid for Scientific Research (C)14540198 and by the program R&D support scheme for funding selected IT proposals of the Ministry of Public Management, Home Affairs, Posts and Telecommunications.Supported in part by MTA-JSPS project (Quantum Probability and Information Theory) and by OTKA T032662.Supported in part by Grant-in-Aid for Young Scientists (B)14740118.Mathematics Subject Classification (2000): Primary: 46L54, 46L53; Secondary: 60F10, 15A52, 94A17.     

Global Optimization Versus Integer Programming in Portfolio Optimization under Nonconvex Transaction Costs

This paper is concerned with a portfolio optimization problem under concave and piecewise constant transaction cost. We formulate the problem as nonconcave maximization problem under linear constraints using absolute deviation as a measure of risk and solve it by a branch and bound algorithm developed in the field of global optimization. Also, we compare it with a more standard 0–1 integer programming approach. We will show that a branch and bound method elaborating the special structure of the problem can solve the problem much faster than the state-of-the integer programming code.