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.     

Third order nonoscillatory central scheme for hyperbolic conservation laws

Summary. A third-order accurate Godunov-type scheme for the approximate solution of hyperbolic systems of conservation laws is presented. Its two main ingredients include: 1. A non-oscillatory piecewise-quadratic reconstruction of pointvalues from their given cell averages; and 2. A central differencing based on staggered evolution of the reconstructed cell averages. This results in a third-order central scheme, an extension along the lines of the second-order central scheme of Nessyahu and Tadmor \cite{NT}. The scalar scheme is non-oscillatory (and hence – convergent), in the sense that it does not increase the number of initial extrema (– as does the exact entropy solution operator). Extension to systems is carried out by componentwise application of the scalar framework. In particular, we have the advantage that, unlike upwind schemes, no (approximate) Riemann solvers, field-by-field characteristic decompositions, etc., are required. Numerical experiments confirm the high-resolution content of the proposed scheme. Thus, a considerable amount of simplicity and robustness is gained while retaining the expected third-order resolution. Received April 10, 1996 / Revised version received January 20, 1997     

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     

THE EFFECT OF LIPOSOMES'' MEMBRANE COMPOSITION ON THE BINDING OF THE PHOTOSENSITIZERS HPD AND PHOTOFRIN II

Abstract— Photofrin II (PF-II) is the commercial name of the active photosensitizer which is used in photodynamic therapy of cancer. The effect of the composition of lipid membranes on the binding of PF-II was studied and compared to hematoporphyrin derivative (Hpd), which is a complex mixture of porphyrins and from which PF-II is separated. We find that increasing the content of cholesterol in the bilayer decreases the partitioning of PF-II into the bilayer, similar to what we have found earlier with Hpd. However, inserting DMPC or DPPC into the membrane, which was shown to decrease the binding of Hpd, causes the opposite trend with PF-H. A membrane fluidizer such as benzyl alcohol also has different effects on the membrane binding of Hpd and PF-II. The rate of binding of PF-II to a lipid membrane is about 10 times lower than that of Hpd. These results as well as I^- quenching of the fluorescence of the two porphyrins indicate that PF-II is immersed less homogeneously and deeper in the bilayer than Hpd. The unique additive-dependent binding of PF-II to lipid membranes calls for care in using Hpd as a model photosensitizer.     

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.     

Approximating the Pathway Axis and the Persistence Diagrams for a Collection of Balls in 3-Space

Given a collection ℬ of balls in a three-dimensional space, we wish to explore the cavities, voids, and tunnels in the complement space of ∪ℬ. We introduce the pathway axis of ℬ as a useful subset of the medial axis of the complement of ∪ℬ and prove that it satisfies several desirable geometric properties. We present an algorithm that constructs the pathway graph of ∪ℬ, a piecewise-linear approximation of the pathway axis. At the heart of our approach is an approximation scheme that constructs a collection K{\mathcal{K}} of same-size balls that approximate ℬ so that the Hausdorff distance between ∪ℬ and èK\bigcup{\mathcal{K}} is bounded by a prescribed parameter. We prove a bound on the ratio between the number of balls in K{\mathcal{K}} and the number of balls in ℬ. We employ this bound and the approximation scheme to show how to approximate the persistence diagrams for ∪ℬ, which can be used to extract major topological features such as the large voids and tunnels in the complement of ∪ℬ. We show that our approach is superior in terms of complexity to the standard point-sample approaches for the two problems that we address in this paper: approximating the pathway axis of ℬ and approximating the persistence diagrams for ∪ℬ. In a companion paper we introduce MolAxis, a tool for the identification of channels in macromolecules that demonstrates how the pathway graph and the persistence diagrams are used to identify plausible pathways in the complement of molecules.     

The numerical radius and specttural matrices

In this paper we investigate spectral matrices, i.e., matrices with equal spectral and numerical radii. Various characterizations and properties of these matrices are given.