Zero-sum constrained stochastic games with independent state processes

We consider a zero-sum stochastic game with side constraints for both players with a special structure. There are two independent controlled Markov chains, one for each player. The transition probabilities of the chain associated with a player as well as the related side constraints depend only on the actions of the corresponding player; the side constraints also depend on the player’s controlled chain. The global cost that player 1 wishes to minimize and that player 2 wishes to maximize, depend however on the actions and Markov chains of both players. We obtain a linear programming formulations that allows to compute the value and saddle point policies for this problem. We illustrate the theoretical results through a zero-sum stochastic game in wireless networks in which each player has power constraints     

On the stability of retrial queues

We consider the following Type of problems. Calls arrive at a queue of capacity K (which is called the primary queue), and attempt to get served by a single server. If upon arrival, the queue is full and the server is busy, the new arriving call moves into an infinite capacity orbit, from which it makes new attempts to reach the primary queue, until it finds it non-full (or it finds the server idle). If the queue is not full upon arrival, then the call (customer) waits in line, and will be served according to the FIFO order. If λ is the arrival rate (average number per time unit) of calls and μ is one over the expected service time in the facility, it is well known that μ > λ is not always sufficient for stability. The aim of this paper is to provide general conditions under which it is a sufficient condition. In particular, (i) we derive conditions for Harris ergodicity and obtain bounds for the rate of convergence to the steady state and large deviations results, in the case that the inter-arrival times, retrial times and service times are independent i.i.d. sequences and the retrial times are exponentially distributed; (ii) we establish conditions for strong coupling convergence to a stationary regime when either service times are general stationary ergodic (no independence assumption), and inter-arrival and retrial times are i.i.d. exponentially distributed; or when inter-arrival times are general stationary ergodic, and service and retrial times are i.i.d. exponentially distributed; (iii) we obtain conditions for the existence of uniform exponential bounds of the queue length process under some rather broad conditions on the retrial process. We finally present conditions for boundedness in distribution for the case of nonpatient (or non persistent) customers. This revised version was published online in June 2006 with corrections to the Cover Date.     

Growth and characterization of model oxide catalysts

Oxide catalysts are frequently used to convert toxic species to environmentally benign molecules, and to prevent the formation of toxic species in the first place. In this paper, growth and characterization of model oxide systems employed in both approaches is discussed. An example of the former approach is the selective catalytic reduction (SCR) of NO emitted from power plants by NH₃, which employs tungsten and vanadium oxides supported on the anatase polymorph of TiO₂. To model SCR catalysts, epitaxial titanium, vanadium and tungsten oxide films were grown using molecular beam epitaxy and magnetron sputtering. Two different anatase orientations were grown on LaAlO₃ substrates and their interactions with vanadia were characterized. On LaAlO₃ (0 0 1), anatase exposed a (4 × 1) reconstructed (0 0 1) surface. Vanadia lifted the reconstruction and at 1 ML a (1 × 1) surface with mostly V⁵⁺ was observed. Continued V₂O₅ growth led to loss of order, but at high temperatures epitaxial VO₂ could be grown; vanadia behaved similarly on anatase films on LaAlO₃ (1 1 0). Results suggested that the monolayer is pseudomorphic with O adsorption oxidizing the surface V to 5+, since the anatase structure cannot accommodate more bulk oxygen, only a monolayer can be pseudomorphic and have only V⁵⁺. Thus the vanadia monolayer has unique structural and chemical properties that can help explain why vanadia monolayers on TiO₂ are much more active than bulk V₂O₅. For WO₃, a series of added row reconstructions were observed as the epitaxial films were reduced. The effect of these structures on surface chemistry was characterized by studying 1-propanol adsorption. The results indicated that the structure of the WO₃ surface did not alter its catalytic function but had a strong effect on reaction kinetics. As an example of a system where catalysts prevent the formation of toxic species, the reactivity of oxidized Pd surfaces used in CH₄ catalytic combustion were studied. An ordered PdO-like monolayer was found to be less reactive towards CO than adsorbed O on Pd. On the other hand, the PdO layer favored a lower activation energy C₃H₆ oxidation pathway. The results indicated that Pd oxidation reduces the sticking coefficient of reactive species but once molecules adsorb, the oxide surface can reduce the activation energy for subsequent reaction.     

Asymptotic properties of constrained Markov Decision Processes

We present in this paper several asymptotic properties of constrained Markov Decision Processes (MDPs) with a countable state space. We treat both the discounted and the expected average cost, with unbounded cost. We are interested in (1) the convergence of finite horizon MDPs to the infinite horizon MDP, (2) convergence of MDPs with a truncated state space to the problem with infinite state space, (3) convergence of MDPs as the discount factor goes to a limit. In all these cases we establish the convergence of optimal values and policies. Moreover, based on the optimal policy for the limiting problem, we construct policies which are almost optimal for the other (approximating) problems. Based on the convergence of MDPs with a truncated state space to the problem with infinite state space, we show that an optimal stationary policy exists such that the number of randomisations it uses is less or equal to the number of constraints plus one. We finally apply the results to a dynamic scheduling problem.This work was partially supported by the Chateaubriand fellowship from the French embassy in Israel and by the European Grant BRA-QMIPS of CEC DG XIII     

A new synthesis of amino acids—II: Amidoalkylation of olefins with glyoxylic acid derivatives

A new synthesis of leucine, aspartie acid, aspartic acid semialdehyde and unsaturated N-acyl-α amino acid from olefins and glyoxylic acid-primary amide adducts is described. The chemistry and stereochemistry of the intermediate oxazines 7 and α-amidobutyrolactones 8 is also discussed     

A new synthesis of α-amino acids—III: Amidoalkylation of active methylene compounds with glyoxylic acid derivatives

The synthesis of N-acyl derivatives of γ - keto - α - amino acids (3, 4, 5) by the amidoalkylation of 1,3-dicarbonyl compounds with glyoxylic acid-amide adducts (1, 2) is described. The γ - keto - α - amino acid derivatives (4, 5) were further converted to the corresponding butenolides (6, 7) and to pyrazolylglycine (12).     

Optimality of a Threshold Policy in theM/M/ queue with repeated vacations

Consider anM/M/1 queueing system with server vacations where the server is turned off as soon as the queue gets empty. We assume that the vacation durations form a sequence of i.i.d. random variables with exponential distribution. At the end of a vacation period, the server may either be turned on if the queue is non empty or take another vacation. The following costs are incurred: a holding cost ofh per unit of time and per customer in the system and a fixed cost of each time the server is turned on. We show that there exists a threshold policy that minimizes the long-run average cost criterion. The approach we use was first proposed in Blanc et al. (1990) and enables us to determine explicitly the optimal threshold and the optimal long-run average cost in terms of the model parameters.     

Eigenmode scattering relations for plane-stratified gyrotropic media

We consider the 4×4 scattering matrixS for a plane wave incident on a plane-stratified gyrotropic multilayer slab, which is assumed to have a single symmetry axis (the magnetisation vector in a ferrite sheet, or the external magnetic field direction in a plane-stratified magnetoplasma). In the given (original) problem the plane of incidence is at an azimuthal angle ϕ with respect to the magnetic meridian plane (the plane containing the normal to the stratification, and the gyrotropic symmetry axis), and there is a corresponding “conjugate” set of wave fields, in which the plane of incidence is at an azimuthal angle (π−ϕ), with a corresponding conjugate scattering matrixS′. Adjoint wave fields, obtained by reversing the magnetic symmetry vector, are used to yield the eigenmode amplitudes required in the definition of the scattering matrices. At an interface between two adjacent layers the scattering matrices are shown to be uniquely determined by the characteristic wave polarisations, and this is used to prove that the given and conjugate scattering matrices,S andS′, for the overall multilayer system are mutually transposed, i.e. .