Lower Bounds for the Rate of Convergence of Dynamic Reconstruction Algorithms for Distributed-Parameter Systems

We obtain lower bounds for the rate of convergence of reconstruction algorithms for distributed-parameter systems of parabolic type. In the case of a pointwise constraint on control for known reconstruction algorithms, we establish a lower bound on the rate of convergence, which shows that, given certain conditions, for each solution of the system one can choose such a collection of measurements so that the reconstruction error will not be less than a certain value. In the case of unbounded controls, we obtain lower bounds for a possible reconstruction error for each trajectory as well as for a given set of trajectories. For a system of special form, we construct an algorithm for which we obtain upper and lower bounds for accuracy having identical order for a specific choice of matching of the parameters.     

BATE curve in assessment of clinical utility of predictive biomarkers

In this paper,for time-to-event data,we propose a new statistical framework for casual inference in evaluating clinical utility of predictive biomarkers and in selecting an optimal treatment for a particular patient.This new casual framework is based on a new concept,called Biomarker Adjusted Treatment Effect (BATE) curve.The BATE curve can be used for assessing clinical utility of a predictive biomarker,for designing a subsequent confirmation trial,and for guiding clinical practice.We then propose semi-parametric methods for estimating the BATE curves of biomarkers and establish asymptotic results of the proposed estimators for the BATE curves.We also conduct extensive simulation studies to evaluate finite-sample properties of the proposed estimation methods.Finally,we illustrate the application of the proposed method in a real-world data set.     

树的稳定子集和稳定指标

一个实矩阵的符号稳定性问题在经济学、生态学等诸多领域中都有应用背景．本文利用[1]中给出的不可约矩阵的符号稳定性的有关结论，将一个实矩阵的符号稳定性判定问题转化为一个等价的图论问题，即判定无向树中一个点子集的稳定性问题．本文引入了树的稳定子集的概念并给出了稳定子集的递归判别方法．本文还提出井研究了树的稳定指标，即树中所有稳定子集的最小基数，证明了关于稳定指标的一个min—max型定理，井给出了n阶树的稳定指标的最好上界及达到上界的极树的完全刻划。     

A new hybrid method for solving a generalized equilibrium problem, solving a variational inequality problem and obtaining common fixed points in Banach spaces, with applications

The purpose of this paper is to prove by using a new hybrid method a strong convergence theorem for finding a common element of the set of solutions for a generalized equilibrium problem, the set of solutions for a variational inequality problem and the set of common fixed points for a pair of relatively nonexpansive mappings in a Banach space. As applications, we utilize our results to obtain some new results for finding a solution of an equilibrium problem, a fixed point problem and a common zero-point problem for maximal monotone mappings in Banach spaces.     

Necessary and sufficient existence conditions for a boundary control of vibrations of a string and a spherical layer for small times

We find necessary and sufficient conditions for the existence of a boundary control of vibrations of a string or a spherical layer for critical and subcritical times. We completely analyze the existence of a boundary control of vibrations of a spherical layer by a force on two spheres. We find necessary and sufficient existence conditions for the control. Along with the control problem for vibrations of a spherical layer, we consider a similar control problem for string vibrations.     

Propagation of a plane wave to a materially uniform but inhomogeneous body

We produce the equations of small deformations superimposed upon large for materially uniform but inhomogeneous bodies and specialize to an isotropic material and to a homogeneous finite elastic deformation. By assuming the small deformation to be a plane wave, a set of equations for the amplitude of the wave is produced which is accompanied by an additional set of conditions. By requiring a non-trivial solution for the amplitude, we obtain the secular equation and from it a set of necessary and sufficient conditions for having a real wave speed. The second set of conditions that have to be satisfied is due to the materials inhomogeneity. Essentially, the present analysis enhances the approach of Hayes and Rivlin for materially uniform but inhomogeneous bodies. The outcome is that for such bodies the restrictions on the constitutive law for having real wave speeds for an isotropic material subjected to a pure homogeneous deformation involves the field of the inhomogeneity as well.     

Sequence of operations analysis for dynamic data structures

This paper introduces a rather general technique for computing the average-case performance of dynamic data structures, subjected to arbitrary sequences of insert, delete, and search operations. The method allows us effectively to evaluate the integrated cost of various interesting data structure implementations, for stacks, dictionaries, symbol tables, priority queues, and linear lists; it can thus be used as a basis for measuring the efficiency of each proposed implementation. For each data type, a specific continued fraction and a family of orthogonal polynomials are associated with sequences of operations: Tchebycheff for stacks, Laguerre for dictionaries, Charlier for symbol tables, Hermite for priority queues, and Meixner for linear lists. Our main result is an explicit expression, for each of the above data types, of the generating function for integrated costs, as a linear integral transform of the generating functions for individual operation costs. We use the result to compute explicitly integrated costs of various implementations of dictionaries and priority queues.     

Determinants of matrices over semirings

In this paper, the concept of determinants for the matrices over a commutative semiring is introduced, and a development of determinantal identities is presented. This includes a generalization of the Laplace and Binet–Cauchy Theorems, as well as on adjoint matrices. Also, the determinants and the adjoint matrices over a commutative difference-ordered semiring are discussed and some inequalities for the determinants and for the adjoint matrices are obtained. The main results in this paper generalize the corresponding results for matrices over commutative rings, for fuzzy matrices, for lattice matrices and for incline matrices.     

Competence-driven project portfolio selection,scheduling and staff assignment

This paper presents a new model for project portfolio selection, paying specific attention to competence development. The model seeks to maximize a weighted average of economic gains from projects and strategic gains from the increment of desirable competencies. As a sub-problem, scheduling and staff assignment for a candidate set of selected projects must also be optimized. We provide a nonlinear mixed-integer program formulation for the overall problem, and then propose heuristic solution techniques composed of (1) a greedy heuristic for the scheduling and staff assignment part, and (2) two (alternative) metaheuristics for the project selection part. The paper outlines experimental results on a real-world application provided by the E-Commerce Competence Center Austria and, for a slightly simplified instance, presents comparisons with the exact solution computed by CPLEX.     

Project Planning and Prioritization in the Social Services–an OR Contribution

This paper describes a study carried out for the Social Services Department of a UK County Council towards the development of a system for the evaluation and prioritization of project-based work. There are three major components of the study; an activity analysis to investigate how managers in the department spend their time, with a view to establishing a time budget for the project work; a pilot study to introduce a simple system for project planning and workload balancing with a specialist team; and the development of a multiple criteria model for the evaluation and prioritization of projects. We envisaged a Decision Support System which integrated all of these elements; however, this was never developed; instead, the resultant benefits were of a very different nature. We reflect on the reasons for this and the implications for the success of the study.     

A Simple Method for Computing the Observed Information Matrix When Using the EM Algorithm with Categorical Data

Abstract

A simple matrix formula is given for the observed information matrix when the EM algorithm is applied to categorical data with missing values. The formula requires only the design matrices, a matrix linking the complete and incomplete data, and a few simple derivatives. It can be easily programmed using a computer language with operators for matrix multiplication, element-by-element multiplication and division, matrix concatenation, and creation of diagonal and block diagonal arrays. The formula is applicable whenever the incomplete data can be expressed as a linear function of the complete data, such as when the observed counts represent the sum of latent classes, a supplemental margin, or the number censored. In addition, the formula applies to a wide variety of models for categorical data, including those with linear, logistic, and log-linear components. Examples include a linear model for genetics, a log-linear model for two variables and nonignorable nonresponse, the product of a log-linear model for two variables and a logit model for nonignorable nonresponse, a latent class model for the results of two diagnostic tests, and a product of linear models under double sampling.     

Correlated equilibrium and concave games

This paper shows that if a game satisfies the sufficient condition for the existence and uniqueness of a pure-strategy Nash equilibrium provided by Rosen (Econometrica 33:520, 1965), then the game has a unique correlated equilibrium, which places probability one on the unique pure-strategy Nash equilibrium. In addition, it shows that a weaker condition suffices for the uniqueness of a correlated equilibrium. The condition generalizes the sufficient condition for the uniqueness of a correlated equilibrium provided by Neyman (Int J Game Theory 26:223, 1997) for a potential game with a strictly concave potential function. I thank the editor, an associate editor, and an anonymous referee for detailed comments and suggestions, which have substantially improved this paper. Special thanks are due to the referee for pointing out Lemmas 4 and 5. I acknowledge financial support by The Japan Economic Research Foundation and by MEXT, Grant-in-Aid for Scientific Research. All remaining errors are mine.     

Stackelberg–Nash exact controllability for the Kuramoto–Sivashinsky equation

This paper deals with a hierarchical control problem for the Kuramoto–Sivashinsky equation following a Stackelberg–Nash strategy. We assume that there is a main control, called the leader, and two secondary controls, called the followers. The leader tries to drive the solution to a prescribed target and the followers intend to be a Nash equilibrium for given functionals. It is known that this problem is equivalent to a null controllability result for an optimality system consisting of three non-linear equations. One of the novelties is a new Carleman estimate for a fourth-order equation with right-hand sides in Sobolev spaces of negative order, which allows to relax some geometric conditions for the observation sets for the followers.     

Diffusion in poro‐plastic media

A model is developed for the flow of a slightly compressible fluid through a saturated inelastic porous medium. The initial‐boundary‐value problem is a system that consists of the diffusion equation for the fluid coupled to the momentum equation for the porous solid together with a constitutive law which includes a possibly hysteretic relation of elasto‐visco‐plastic type. The variational form of this problem in Hilbert space is a non‐linear evolution equation for which the existence and uniqueness of a global strong solution is proved by means of monotonicity methods. Various degenerate situations are permitted, such as incompressible fluid, negligible porosity, or a quasi‐static momentum equation. The essential sufficient conditions for the well‐posedness of the system consist of an ellipticity condition on the term for diffusion of fluid and either a viscous or a hardening assumption in the constitutive relation for the porous solid. Copyright © 2004 John Wiley & Sons, Ltd.     

Weak solutions of the Vlasov–Poisson initial boundary value problem

This paper deals with existence results for a Vlasov-Poisson system, equipped with an absorbing-type law for the Vlasov equation and a Dirichlet-type boundary condition for the Poisson part. Using the ideas of Lions and Perthame [21], we prove the existence of a weak solution having good L^p estimates for moment and electric field, by a good control on the higher moments of the initial data. As an application, we establish a homogenization result in the Hilbertian framework for this type of problem in non-homogeneous media, following the work by Alexandre and Hamdache [2] for general kinetic equations, and Cioranescu and Mural [11] for the Laplace problem.     

Optimal execution with weighted impact functions: a quadratic programming approach

In this paper, we develop optimal trading strategies for a risk averse investor by minimizing the expected cost and the risk of execution. Here we consider a law of motion for price which uses a convex combination of temporary and permanent market impact. In the special case of unconstrained problem for a risk neutral investor, we obtain a closed form solution for optimal trading strategies by using dynamic programming. For a general problem, we use a quadratic programming approach to get approximate dynamic optimal trading strategies. Further, numerical examples of optimal execution strategies are provided for illustration purposes.     

Coupled-expanding maps and one-sided symbolic dynamical systems

This paper studies relationships between coupled-expanding maps and one-sided symbolic dynamical systems. The concept of coupled-expanding map is extended to a more general one: coupled-expansion for a transitive matrix. It is found that the subshift for a transitive matrix is strictly coupled-expanding for the matrix in certain disjoint compact subsets; the topological conjugacy of a continuous map in its compact invariant set of a metric space to a subshift for a transitive matrix has a close relationship with that the map is strictly coupled-expanding for the matrix in some disjoint compact subsets. A certain relationship between strictly coupled-expanding maps for a transitive matrix in disjoint bounded and closed subsets of a complete metric space and their topological conjugacy to the subshift for the matrix is also obtained. Dynamical behaviors of subshifts for irreducible matrices are then studied and several equivalent statements to chaos are obtained; especially, chaos in the sense of Li–Yorke is equivalent to chaos in the sense of Devaney for the subshift, and is also equivalent to that the domain of the subshift is infinite. Based on these results, several new criteria of chaos for maps are finally established via strict coupled-expansions for irreducible transitive matrices in compact subsets of metric spaces and in bounded and closed subsets of complete metric spaces, respectively, where their conditions are weaker than those existing in the literature.     

Additive functionals of semi-Markov processes with absorption

Given a semi-Markov process with an arbitrary set of states, a criterion is obtained for the attainability of a certain isolated subset of states and for finiteness of the average attainment time. An equation is given for the average of an additive functional of a process with absorption, existence and uniqueness conditions are deduced for the solution of that equation in a given class of functions, and an integral representation is obtained for the solution.     

Duality for generalized equilibrium problem

We introduce a generalized equilibrium problem (GEP) that allow us to develop a robust dual scheme for this problem, based on the theory of conjugate functions. We obtain a unified dual analysis for interesting problems. Indeed, the Lagrangian duality for convex optimization is a particular case of our dual problem. We establish necessary and sufficient optimality conditions for GEP that become a well-known theorem given by Mosco and the dual results obtained by Morgan and Romaniello, which extend those introduced by Auslender and Teboulle for a variational inequality problem.