Weak convergence of Markov-modulated random sequences

This work is concerned with weak convergence of non-Markov random processes modulated by a Markov chain. The motivation of our study stems from a wide variety of applications in actuarial science, communication networks, production planning, manufacturing and financial engineering. Owing to various modelling considerations, the modulating Markov chain often has a large state space. Aiming at reduction of computational complexity, a two-time-scale formulation is used. Under this setup, the Markov chain belongs to the class of nearly completely decomposable class, where the state space is split into several subspaces. Within each subspace, the transitions of the Markov chain varies rapidly, and among different subspaces, the Markov chain moves relatively infrequently. Aggregating all the states of the Markov chain in each subspace to a single super state leads to a new process. It is shown that under such aggregation schemes, a suitably scaled random sequence converges to a switching diffusion process.     

One-dimensional cutting stock optimization in consecutive time periods

The paper deals with the general one-dimensional cutting stock problem (G1D-CSP), where optimization is not limited to a single order. Stock cutting is treated as a permanent business process in a company in which consecutive order sets need to be fulfilled either for production needs or for its customers. Exact demand for future orders is not known in advance. The unutilized and partly utilized stock lengths left after fulfilling current order sets are stored and used later. The goal is the reduction of trim loss and costs over a broader time-span. A new approach is suggested where previously developed method for G1D-CSP is modified. Several practical examples of the cutting process for several consecutive order sets are presented. An extension to a currently used typology for cutting stock problems is proposed.     

A theoretical study of the long-range-disorder mixed-spin antiferromagnet L2BaNiO5

In this paper, we introduce a quasi-one-dimensional S = 1 antiferromagnet Heisenberg model, and some physical properties of antiferromagnet L2BaNiO5 without frame of two-time Green's function theory. In a high temperature region, we calculate the correlation functions, and obtain excitation spectrum along Ni chains and the Haldane gap in this spectrum versus temperature. We find that the short-range correlation still exists at high temperature, which leads to the existence of Haldane gap in excitation spectrum. The increment of excitation energy in the spectrum along the Ni chain is found to be induced by the AF interaction between spins of rare-earth and Ni ions. Additionally, we also find that Haldane gap goes up with temperature increasing.     

可追加订购的报童问题

研究带有追加 (两次 )订购的报童模型 ,分析了此模型与经典 (一次订购 )报童模型的收益关系 ,服务水平评价 ,订购量与需求均值、方差、价格等的灵敏度及发现了在适当的条件下 ,最大追加订购量 M的最优解存在 ,且给出了求解的方法 .     

Multi-Server Queueing Systems with Multiple Priority Classes

We present the first near-exact analysis of an M/PH/k queue with m > 2 preemptive-resume priority classes. Our analysis introduces a new technique, which we refer to as Recursive Dimensionality Reduction (RDR). The key idea in RDR is that the m-dimensionally infinite Markov chain, representing the m class state space, is recursively reduced to a 1-dimensionally infinite Markov chain, that is easily and quickly solved. RDR involves no truncation and results in only small inaccuracy when compared with simulation, for a wide range of loads and variability in the job size distribution. Our analytic methods are then used to derive insights on how multi-server systems with prioritization compare with their single server counterparts with respect to response time. Multi-server systems are also compared with single server systems with respect to the effect of different prioritization schemes—“smart” prioritization (giving priority to the smaller jobs) versus “stupid” prioritization (giving priority to the larger jobs). We also study the effect of approximating m class performance by collapsing the m classes into just two classes. Supported by NSF Career Grant CCR-0133077, NSF Theory CCR-0311383, NSF ITR CCR-0313148, and IBM Corporation via Pittsburgh Digital Greenhouse Grant 2003. AMS subject classification: 60K25, 68M20, 90B22, 90B36     

也谈复利率的连续计算方法——析连续复利计算公式的科学性及实用性

本文分析了连续复利公式形成的经济背景，论述了它的科学性、实用性，并举例说明了它在经济决策中的重要作用     

ZrO2／SiO2多层膜中膜厚组合周期数及基底材料对残余应力的影响

ZrO₂／SiO₂多层膜由相同沉积条件下的电子束蒸发方法制备而成， 通过改变多层膜中高(ZrO₂)、低(SiO₂)折射率材料膜厚组合周期数的方法，研究了沉积 在熔石英和BK7玻璃 基底上多层膜中残余应力的变化. 用ZYGO光学干涉仪测量了基底镀膜前后曲率半径的变化， 并确定了薄膜中的残余应力. 结果发现，该多层膜中的残余应力为压应力，随着薄膜中膜厚 组合周期数的增加，压应力值逐渐减小. 而且在相同条件下，石英基底上所沉积多层膜中的 压应力值要小于BK7玻璃基底上所沉积多层膜中的压应力值. 用x射线衍射技术测量分析了膜 厚组合周期数不同的ZrO₂／SiO₂多层膜微结构，发现随着周期数增 加，多层膜的结晶程 度增强. 同时多层膜的微结构应变表现出了与所测应力不一致的变化趋势，这主要是由多层 膜中，膜层界面之间复杂的相互作用引起的. 关键词： 2／SiO₂多层膜')" href="#">ZrO₂／SiO₂多层膜 残余应力 膜厚组合周期数     

A model and solution method for multi-period sales promotion design

This research addresses the optimal design of a series of promotions (which might offer free gifts, discounts, or special services) periodically mailed to potential customers. A model and methodology are presented which maximize the multiple purchases of these customers over time using opinions from both promotion designers and customers. A Genetic Algorithm-based heuristic is developed to efficiently arrive at good promotion designs, and the methodology is applied to a problem using real data.     

The polling system with a stopping server

This paper analyzes the polling system in which, unlike nearly all previous studies, the server comes to a stop when the system is empty rather than continuing to cycle. The possibility of server stopping permits a rich variety of alternatives for server behavior; we consider threestopping rules, governing server behavior when the system is emptied, and twostarting rules, governing server behavior when an arrival occurs to an idle system. The Laplace-Stieltjes Transforms and means for the waiting time andserver return time (the interval from an arrival at an unserved queue until the server returns to that queue) are determined. For the special case of zero changeover times and strictly cyclic service, explicit results are obtained.     

Duality relations for certain single server queues

In this paper, relations are given between the joint distribution of several variables in a GI/G/1 queue and the joint distribution of variables associated with the busy cycle in the dual queue, that is in the queue which results from the original when the interarrival times and the service times are interchanged. It is assumed that the primal queue has the preemptive-resume last-come-first-served queue discipline while the dual queue may have any queue discipline which is work conserving. These relations generalize a result given recently for M/G/1 and GI/M/1 queues.