Steady state analysis of an M/G/1 queue with two phase service and Bernoulli vacation schedule under multiple vacation policy

This paper examines the steady state behaviour of a batch arrival queue with two phases of heterogeneous service along and Bernoulli schedule vacation under multiple vacation policy, where after two successive phases service or first vacation the server may go for further vacations until it finds a new batch of customer in the system. We carry out an extensive stationary analysis of the system, including existence of stationary regime, queue size distribution of idle period process, embedded Markov chain steady state distribution of stationary queue size, busy period distribution along with some system characteristics.     

Partially finite convex programming,Part I: Quasi relative interiors and duality theory

We study convex programs that involve the minimization of a convex function over a convex subset of a topological vector space, subject to a finite number of linear inequalities. We develop the notion of the quasi relative interior of a convex set, an extension of the relative interior in finite dimensions. We use this idea in a constraint qualification for a fundamental Fenchel duality result, and then deduce duality results for these problems despite the almost invariable failure of the standard Slater condition. Part II of this work studies applications to more concrete models, whose dual problems are often finite-dimensional and computationally tractable.     

Lifetime measurement of the ((11/2)−) isomer in 125Cs

A new rotational band has been observed in ¹⁶⁷Lu by ¹⁵²Sm (¹⁹F,4n)reaction at the HI-13 tandem accelerator of CIAE in Beijing. The high spin transition energies of the new band are almost identical to the triaxial superdeformed bands recently discovered in ¹⁶³Lu and ¹⁶⁵Lu. This new band is predicted as a triaxial superdeformed band by total routhian surface calculations. Received: 6 October 1997     

Growth and long-run stability

This paper analyses the implications of persistent growth upon the stability properties of dynamic models. Besides the traditional concept of asymptotic stability, new stability criteria-strong/weak absolute, strong/weak relative, strong/weak logarithmic stability-are introduced, and global stability conditions for satisfying these criteria are stated for general first-order autonomous differential equations. The conflict between rapidity of growth and the degree of stability is demonstrated. Economic applications of the stability theorems are illustrated within the growth models of Harrod and Solow.     

Cone complementarity problems with finite solution sets

We introduce the notion of a complementary cone and a nondegenerate linear transformation and characterize the finiteness of the solution set of a linear complementarity problem over a closed convex cone in a finite dimensional real inner product space. In addition to the above, other geometrical properties of complementary cones have been explored.     

Recoil distance half-life measurements of the excited states in 145Sm

A recoil distance method was used to measure half-lives of the excited states of ₁₄₅Sm. The reaction used was ₁₃₉La(₁₀B, 4n)₁₄₅Sm. A plunger system was used. Half-lives were determined for two excited states for the first time. The yrast 27/2₊ state was found to have a half-life of 1.1 ± 0.2 ns corresponding to the retardation of 3.1 × 10₋₄ comparing with the single particle estimate of M1. The excitation energy of this state was well reproduced by the shell model calculation having a mixed configuration of [π{h^11/2(g^7/2)₋₂ (d^5/2)₋₁}¹⁰⁻, νf^7/2] + [π{h^11/2(g^7/2)₋₁}⁹⁻,νh^9/2]. Another retarded E1 transition was also found in a decay of a 21/2₊ state. Its retardation was 1.6 × 10₋₄ comparing with the single particle value. Received: 9 September 1997 / Revised version: 12 June 1998     

Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints

   Abstract. This paper deals with an extension of Merton's optimal investment problem to a multidimensional model with stochastic volatility and portfolio constraints. The classical dynamic programming approach leads to a characterization of the value function as a viscosity solution of the highly nonlinear associated Bellman equation. A logarithmic transformation expresses the value function in terms of the solution to a semilinear parabolic equation with quadratic growth on the derivative term. Using a stochastic control representation and some approximations, we prove the existence of a smooth solution to this semilinear equation. An optimal portfolio is shown to exist, and is expressed in terms of the classical solution to this semilinear equation. This reduction is useful for studying numerical schemes for both the value function and the optimal portfolio. We illustrate our results with several examples of stochastic volatility models popular in the financial literature.     

Farkas-type results for fractional programming problems

Considering a constrained fractional programming problem, within the present paper we present some necessary and sufficient conditions, which ensure that the optimal objective value of the considered problem is greater than or equal to a given real constant. The desired results are obtained using the Fenchel–Lagrange duality approach applied to an optimization problem with convex or difference of convex (DC) objective functions and finitely many convex constraints. These are obtained from the initial fractional programming problem using an idea due to Dinkelbach. We also show that our general results encompass as special cases some recently obtained Farkas-type results.     

Density estimation and adaptive control of markov processes: Average and discounted criteria

We consider a class of discrete-time Markov control processes with Borel state and action spaces, and ^d i.i.d. disturbances with unknown distribution . Under mild semi-continuity and compactness conditions, and assuming that is absolutely continuous with respect to Lebesgue measure, we establish the existence of adaptive control policies which are (1) optimal for the average-reward criterion, and (2) asymptotically optimal in the discounted case. Our results are obtained by taking advantage of some well-known facts in the theory of density estimation. This approach allows us to avoid restrictive conditions on the state space and/or on the system's transition law imposed in recent works, and on the other hand, it clearly shows the way to other applications of nonparametric (density) estimation to adaptive control.Research partially supported by The Third World Academy of Sciences under Research Grant No. MP 898-152.