MDPs with setwise continuous transition probabilities

This paper describes the structure of optimal policies for infinite-state Markov Decision Processes with setwise continuous transition probabilities. The action sets may be noncompact. The objective criteria are either the expected total discounted and undiscounted costs or average costs per unit time. The analysis of optimality equations and inequalities is based on the optimal selection theorem for inf-compact functions introduced in this paper.     

A probabilistic approach to a non‐local quadratic form and its connection to the Neumann boundary condition problem

In this paper we look at a probabilistic approach to a non‐local quadratic form that has lately attracted some interest. This form is related to a recently introduced non‐local normal derivative. The goal is to construct two Markov processes: one corresponding to that form and the other which is related to a probabilistic interpretation of the Neumann problem. We also study the Dirichlet‐to‐Neumann operator for non‐local operators.     

具有工作故障及有限容量的MAP/M/1排队系统性能分析

为了拓展随机排队理论,在具有工作故障的MAP/M/1排队的基础上,引入有限容量策略建立起一个新的排队模型.通过Uniformization Technique将连续时间排队模型转化成对应的离散时间排队模型,运用矩阵几何组合解给出系统中的顾客数量和服务器状态的联合稳态概率表达式,并给出基于稳态概率的性能指标.最后通过一些数值例子展示参数对性能指标的影响.     

基于马尔科夫过程的储备系统稳态性能分析

由于储备系统组成部件在存储期间的失效概率各不相同,当部件状态趋于稳定时,各个状态对系统性能的影响也存在差异。为了识别关键部件及其状态对系统性能的影响程度,本文以重要度为主要指标,应用马尔科夫过程研究储备系统在稳态时的性能变化模式。首先基于综合重要度研究系统性能的变化规律,并结合冷储备系统和温储备系统的状态转移矩阵推导出马尔科夫过程中稳态值的计算方法;其次基于稳态综合重要度获得系统稳态时的性能变化模式;最后以双臂机器人为例,分析部件处于不同状态时对系统性能的影响模式,比较了不同部件综合重要度的变化,验证了提出方法的有效性。     

Convergence,boundedness, and ergodicity of regime-switching diusion processes with infinite memory

We study a class of diffusion processes, which are determined by solutions X(t) to stochastic functional differential equation with infinite memory and random switching represented by Markov chain Λ(t): Under suitable conditions, we investigate convergence and boundedness of both the solutions X(t) and the functional solutions X_t: We show that two solutions (resp., functional solutions) from different initial data living in the same initial switching regime will be close with high probability as time variable tends to infinity, and that the solutions (resp., functional solutions) are uniformly bounded in the mean square sense. Moreover, we prove existence and uniqueness of the invariant probability measure of two-component Markov-Feller process (X_t,Λ(t)); and establish exponential bounds on the rate of convergence to the invariant probability measure under Wasserstein distance. Finally, we provide a concrete example to illustrate our main results.     

Hoeffding's inequality for Markov processes via solution of Poisson's equation

We investigate Hoeffding's inequality for both discrete-time Markov chains and continuous-time Markov processes on a general state space. Our results relax the usual aperiodicity restriction in the literature, and the explicit upper bounds in the inequalities are obtained via the solution of Poisson's equation. The results are further illustrated with applications to queueing theory and reective diffusion processes.     

Down/up crossing properties of weighted Markov collision processes

This paper concentrates on considering the down/up crossing property of weighted Markov collision processes. The joint probability generating function of down crossing and up crossing numbers of weighted Markov collision processes until its extinction are obtained by constructing and studying a related multi-dimensional Markov chain. Hence, the joint probability distribution of down crossing and up crossing numbers and the mean numbers are obtained.     

Electronic-spin generation in multi-photon processes: Cubic anisotropy of pumping

We study the spin generation in multi-photon absorption processes in a bulk semiconductor, pumped it by a circularly polarized intense light by varying the angle of incidence. The generated spin polarization is calculated using the eight-band Kane model in the limit of large spin–orbit splitting and on the basis of the multi-photon photo-generation rate of the conduction electron spin density. It is found that the spin polarization strongly depends on the pumping photon energy outside the band edge. Cubic anisotropy in crystal pumping is also calculated. The results show that due to this anisotropy the spin generation differs by ∼8%, in consistence with earlier results obtained by others.     

Industriall Control of the Filtration in the Beer Manufacturing Process

In the aim to improve the filtration process in the beer ma nufacture, a study on the beer turbidity have been made using two different techniques: nephelometry and V-UV spectrometry. Even though the former is the most commonly used, we propose the use of V-UV spectrometry since it is possible to follow the performace - of all the filtration line, not only in a punctual way but in a - wide range of wavelenghts. From the results of this work we deduce that V-UV spectrometry offers a better quality of results than nephelometry, being more useful in rutin periodic controls.     

Banana fiber/chemically functionalized polypropylene composites with in-situ fiber/matrix interfacial adhesion by Palsule process

Chemically functionalized maleic anhydride (MAH)-grafted polypropylene matrix has been used (in place of polypropylene as matrix with compatibilizer) to process banana fiber/chemically functionalized polypropylene (BF/CFPP) composites, without using any compatibilizer and without any fiber modification by Palsule process. Fiber/matrix interfacial adhesion generated, in-situ, due to interactions between BF and the MAH of the CFPP matrix has been established by Fourier transform infrared spectroscopy and scanning electron microscopy. Mechanical properties of the BF/CFPP composites developed by Palsule process with in-situ fiber/matrix interfacial adhesion in this study have been found to be higher than those of the matrix and it increases with increasing amounts of fibers in composites, and are better than properties of literature reported BF/polypropylene composites processed with compatibilizers. Measured modulus of BF/CFPP composites compares well with values predicted by rule of mixtures, Hrisch model, Halpin-Tsai equations and its modified Nielsen version, and with Palsule equation. The feasibility of developing natural fiber/MAH grafted polyolefin composites by Palsule process without using any compatibilizer and without any fiber treatment is demonstrated.