On the control of a generalized storage model

A finite-capacity storage model is considered. The random inputs (negative inputs represent demands) are of various types, determined by a Markov chain, and occur at discrete times. Under suitable assumptions on the costs involved, including a penalty cost for unmet demand, an optimal control policy is determined for the releases from the storage facility, when operated over a finite horizon. Stationary control policies for the unbounded horizon are also determined and conditions for their optimality are discussed. Finally, a few simple examples are considered.The author would like to acknowledge the constructive comments of the referee, which led to an improved exposition of the present paper.     

干预分析模型及其应用

讨论了干预分析模型及其应用,对政策干预施加于经济活动的影响提出了几种测算方法,并具体分析了中国城市经济体制改革对工业生产的干预影响,建立了改革开放以来国民收入增长的灰色干预分析模型。     

ENVIRONMENTAL UNCERTAINTY AND THE TIMING OF ENVIRONMENTAL POLICY

ABSTRACT. This paper shows that the timing of an investment to reduce the emissions of a stock pollutant under environmental uncertainty depends on the specification of uncertainty, on its level, and on the presence of a lower reflecting barrier for the stock pollutant. With quadratic damages, when variability increases with the level of pollution, emissions should be curbed immediately when uncertainty is large enough; when uncertainty is small, however, its impact is ambiguous. A lower reflecting barrier may also significantly influence the investment threshold. These results highlight the importance of better understanding the links between greenhouse gas concentration and weather variability.     

Queueing systems with inventory management with random lead times and with backordering

We investigate M/M/1/∞-systems with inventory management, continuous review, exponentially distributed lead times and backordering. We compute performance measures and derive optimality conditions under different order policies. For performance measures, which are not explicitly at hand, we present an approximation scheme for all possible parameter combinations. Although we cannot completely determine analytically the steady state probabilities for the system we are able to derive functional relations between interesting probabilities and show surprising insensitivity properties of several performance measures. For the approximations we develop an algorithm adapted to the system structure which suggests easy adaption to other systems.Work supported by Deutscher Akademischer Austauschdienst and KBN, Poland, Project D/02/32206.     

状态离散的确定性多阶段群体决策的满意策略

为了求解状态离散的确定性多阶段群体决策问题,建立了多阶段群体决策模型,定义了群体Pareto最优策略、群体满意策略等概念,依据Bellman最优性原理,提出了多阶段群体决策问题的逆向递推算法,并通过引入偏好关系,得到了各阶段的子过程群体满意策略以及全过程群体满意策略,最后给出了一个计算实例．     

A modified vacation model M[x]/G/1 system

This paper studies the operating characteristics of an M^[x]/G/1 queueing system under a modified vacation policy, where the server leaves for a vacation as soon as the system is empty. The server takes at most J vacations repeatedly until at least one customer is found waiting in the queue when the server returns from a vacation. We derive the system size distribution at different points in time, as well as the waiting time distribution in the queue. Further, we derive some important characteristics including the expected length of the busy period and idle period. This shows that the results generalize those of the multiple vacation policy and the single vacation policy M^[x]/G/1 queueing system. Finally, a cost model is developed to determine the optimum of J at a minimum cost. Copyright © 2006 John Wiley & Sons, Ltd.     

一种基于随机行走和策略连接的网络演化模型

本文提出了一个基于随机行走和策略选择的复杂网络局域演化模型RAPA. 新节点加入系统不需要全局知识,而是通过随机行走构造局域世界;然后依据概率采用随机连接,"扶贫"连接或"亲富"连接策略,从局域世界中选择节点增加连接边;最终自组织演化具有幂律特点的复杂网络. 初步的解析计算和仿真实验都表明,RAPA模型不仅重现了具有小世界特性、整体上的无标度特性,还可以演化出小变量饱和以及指数截断等现象,同时也具有明显的聚类特性,并能够构造出同配或异配等不同混合模式的网络. 关键词： 复杂网络 模型 随机行走 策略连接     

Markovian Controllable Queueing Systems with Hysteretic Policies: Busy Period and Waiting Time Analysis

We study Markovian queueing systems in which the service rate varies whenever the queue length changes. More specifically we consider controllable queues operating under the so-called hysteretic policy which provides a rather versatile class of operating rules for increasing and decreasing service rate at the arrival and service completion times. The objective of this paper is to investigate algorithmically the busy period and the waiting time distributions. Our analysis supplements the classical work of Yadin and Naor (1967) who focused on the steady-state probabilities of the system state. AMS 2000 Subject Classification 60K25, 90B22     

The Slow Server Problem for Uninformed Customers

In this paper, we analyze systems that can be modelled by M ∨ M ∨ n queues with heterogeneous servers and non informed customers. We solve the balance equations. We present a threshold result for a system with an arbitrary number n of servers, i.e. we show that there is a value of arrival rate below which the slow server should not be used and above which it should be used. The structure of the slow server problem for uninformed costumers is investigated. Results for homogeneous systems are also provided in order to add insight into the structure of the problem.Supported by grants from CAPES, CNPq, FAPESP and FAPERJ.AMS subject classification: 90B22, 60K25, 68M20     

Energy and Climate Policy Analysis with the Hybrid Bottom-Up Computable General Equilibrium Model SCREEN: The Case of the Swiss CO2 Act

This paper shows how bottom-up activity analyses within a dynamic computable general equilibrium framework can be undertaken for the longer-term analysis of energy and climate policies using the model SCREEN [25]. In particular we demonstrate for the case of Switzerland how the impact of policy measures to reduce the carbon intensity of the energy sector can be assessed with such a model for various socio-economic and environmental dimensions (e.g., C0₂ emissions, GDP, employment, foreign exchange rate). The results can provide valuable insights for the appropriate design of energy or climate policies that allow for the targeted fostering of a more sustainable energy development.