A numerically stable algorithm for two server queue models

In this paper, we consider a queueing system in which there are two exponential servers, each having his own queue, and arriving customers will join the shorter queue. Based on the results given in Flatto and McKean, we rewrite the formula for the probability that there are exactlyk customers in each queue, wherek = 0, 1,…. This enables us to present an algorithm for computing these probabilities and then to find the joint distribution of the queue lengths in the system. A program and numerical examples are given.     

平面旋转场诱导下磁流变液的结构模型

针对平面旋转场下磁流变液中诱导产生的层状结构 ,提出了恰当的理论模型 ,该模型成功的解释了层状结构在同步旋转状态下 :层间距随磁场的变化关系 ;旋转层的滞后角随旋转角频率以及其他物理量之间的关系 ;层半径与旋转角频率之间的关系 .理论结果与文献中发表的实验结果相吻合     

关于非齐次m阶马氏信源的渐近均分割性

本文研究非齐次m阶马氏信源的渐近均分割性，首先我们得到关于此种信源m 1元函数的一类强极限定理，作为推论，得到关于任意非齐次m阶马氏信源状态和熵密度的几个极限定理，最后得到一类非齐次m阶马氏信源的渐近均分割性。     

On distributionally regenerative processes

The paper is concerned with characterization results for distributional regeneration. It is shown that distributional regeneration is equivalent to renewal representation of the associated (shift) Markov operator. A sufficient condition for the distributional regeneration of the transfer operator in terms of variation is also formulated. Finally, a minorization condition is formulated and proved to be sufficient for recurrent co-Feller operators.     

教学质量的时齐马尔可夫链评估法

本文研究了教学质量评估中的一种定量分析方法──时齐马尔可夫链评估法．阐明了这种方法的理论依据及其实施程序、并指出它较之其他教学质量评估法更显合理．     

The effect of multiple optima on the simple GA run-time complexity

Genetic algorithms are stochastic search algorithms that have been applied to optimization problems. In this paper we analyze the run-time complexity of a genetic algorithm when we are interested in one of a set of distinguished solutions. One such case occurs when multiple optima exist. We define the worst case scenario and derive a probabilistic worst case bound on the number of iterations required to find one of these multiple solutions of interest.     

Analyzing the effect of the inventory policy on order and inventory variability with linear control theory

In this paper we apply linear control theory to study the effect of various inventory policies on order and inventory variability, which are key drivers of supply chain performance. In particular, we study a two-echelon supply chain with a stationary demand pattern under the influence of three inventory policies: an inventory-on-hand policy that bases orders on the visible inventory at an installation, an installation-stock policy that bases orders on the inventory position (on-hand plus on-order inventory) at an installation, and an echelon-stock policy that bases orders on the inventory position at that installation and all downstream installations. We prove analytically that the inventory-on-hand policy is unstable in practical settings, confirming analytically what has been observed in experimental settings and in practice. We also prove that the installation-stock and echelon-stock policies are stable and analyze their effect on order and inventory fluctuation. Specifically, we show the general superiority of the echelon-stock in our setting and demonstrate analytically the effect of forecasting parameters on order and inventory fluctuations, confirming the results in other research.     

2‐Cyanoprop‐2‐yl dithiobenzoate mediated reversible addition–fragmentation chain transfer polymerization of acrylonitrile targeting a polymer with a higher molecular weight

The reversible addition–fragmentation chain transfer (RAFT) polymerization of acrylonitrile (AN) mediated by 2‐cyanoprop‐2‐yl dithiobenzoate was first applied to synthesize polyacrylonitrile (PAN) with a high molecular weight up to 32,800 and a polydispersity index as low as 1.29. The key to success was ascribed to the optimization of the experimental conditions to increase the fragmentation reaction efficiency of the intermediate radical. In accordance with the atom transfer radical polymerization of AN, ethylene carbonate was also a better solvent candidate for providing higher controlled/living RAFT polymerization behaviors than dimethylformamide and dimethyl sulfoxide. The various experimental parameters, including the temperature, the molar ratio of dithiobenzoate to the initiator, the molar ratio of the monomer to dithiobenzoate, the monomer concentration, and the addition of the comonomer, were varied to improve the control of the molecular weight and polydispersity index. The molecular weights of PANs were validated by gel permeation chromatography along with a universal calibration procedure and intrinsic viscosity measurements. ¹H NMR analysis confirmed the high chain‐end functionality of the resultant polymers. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 1272–1281, 2007     

Robust Dynamics and Control of a Partially Observed Markov Chain

In a seminal paper, Martin Clark (Communications Systems and Random Process Theory, Darlington, 1977, pp. 721–734, 1978) showed how the filtered dynamics giving the optimal estimate of a Markov chain observed in Gaussian noise can be expressed using an ordinary differential equation. These results offer substantial benefits in filtering and in control, often simplifying the analysis and an in some settings providing numerical benefits, see, for example Malcolm et al. (J. Appl. Math. Stoch. Anal., 2007, to appear). Clark’s method uses a gauge transformation and, in effect, solves the Wonham-Zakai equation using variation of constants. In this article, we consider the optimal control of a partially observed Markov chain. This problem is discussed in Elliott et al. (Hidden Markov Models Estimation and Control, Applications of Mathematics Series, vol. 29, 1995). The innovation in our results is that the robust dynamics of Clark are used to compute forward in time dynamics for a simplified adjoint process. A stochastic minimum principle is established.