Optimal server assignment in a two-stage tandem queueing system

We study Markovian queueing systems consisting of two stations in tandem. There is a dedicated server in each station and an additional server that can be assigned to any station. Assuming that linear holding costs are incurred by jobs in the system and two servers can collaborate to work on the same job, we determine structural properties of optimal server assignment policies under the discounted and the average cost criteria.     

Control Limits for Multi-stage Manufacturing Processes with Binomial Yield (Single and Multiple Production Runs)

The problem of ordering a single or a series of production runs to meet a single make-to-order demand, where the various stages in the production process have binomial yields, is addressed. Use of additional procurement of part-finished products or reworking defective material previously made to supplement yields at any stage is considered. The costs of this and manufacture, disposal of surplus or shortages are assumed to be proportional to the numbers involved. It is shown that when a single production run is considered, the optimal policy is defined by two critical numbers (control limits) at each stage. The treatment of ordering a series of production runs follows from and builds on the single run analytical result by developing an approximation in which the problem is decomposed into a series of single runs. Set-up costs may or may not be incurred.     

Viewing and realizing diameters

This paper is about diameters of compact sets. These are chords of maximal length. On one hand we see that the sum of the angles under which we see a diameter from two points of the set separated by the diameter is never smaller than 5π/6. On the other hand we describe cases in which the diameter of a point-symmetric set must join symmetric points.      

An impulse control of a geometric Brownian motion with quadratic costs

We examine an optimal impulse control problem of a stochastic system whose state follows a geometric Brownian motion. We suppose that, when an agent intervenes in the system, it requires costs consisting of a quadratic form of the system state. Besides the intervention costs, running costs are continuously incurred to the system, and they are also of a quadratic form. Our objective is to find an optimal impulse control of minimizing the expected total discounted sum of the intervention costs and running costs incurred over the infinite time horizon. In order to solve this problem, we formulate it as a stochastic impulse control problem, which is approached via quasi-variational inequalities (QVI). Under a suitable set of sufficient conditions on the given problem parameters, we prove the existence of an optimal impulse control such that, whenever the system state reaches a certain level, the agent intervenes in the system. Consequently it instantaneously reduces to another level.     

Measurable chromatic number of geometric graphs and sets without some distances in euclidean space

LetH be a set of positive real numbers. We define the geometric graphG _H as follows: the vertex set isR ⁿ (or the unit circleS ¹) andx, y are joined if their distance belongs toH. We define the measurable chromatic number of geometric graphs as the minimum number of classes in a measurable partition into independent sets. In this paper we investigate the difference between the notions of the ordinary and measurable chromatic numbers. We also prove upper and lower bounds on the Lebesgue upper density of independent sets.     

Polynomiality of monotone Hurwitz numbers in higher genera

Hurwitz numbers count branched covers of the Riemann sphere with specified ramification, or equivalently, transitive permutation factorizations in the symmetric group with specified cycle types. Monotone Hurwitz numbers count a restricted subset of these branched covers, related to the expansion of complete symmetric functions in the Jucys–Murphy elements, and have arisen in recent work on the asymptotic expansion of the Harish-Chandra–Itzykson–Zuber integral. In previous work we gave an explicit formula for monotone Hurwitz numbers in genus zero. In this paper we consider monotone Hurwitz numbers in higher genera, and prove a number of results that are reminiscent of those for classical Hurwitz numbers. These include an explicit formula for monotone Hurwitz numbers in genus one, and an explicit form for the generating function in arbitrary positive genus. From the form of the generating function we are able to prove that monotone Hurwitz numbers exhibit a polynomiality that is reminiscent of that for the classical Hurwitz numbers, i.e.  , up to a specified combinatorial factor, the monotone Hurwitz number in genus g$g$ with ramification specified by a given partition is a polynomial indexed by g$g$ in the parts of the partition.     

Symplectic matrices with predetermined left eigenvalues

We prove that given four arbitrary quaternion numbers of norm 1 there always exists a 2×2 symplectic matrix for which those numbers are left eigenvalues. The proof is constructive. An application to the LS category of Lie groups is given.     

Optimal control of a divergent multi-echelon inventory system

Consider a divergent multi-echelon inventory system, such as a distribution system or a production system. At every facility in the system orders are placed (or production is initiated) periodically. The order arrives after a fixed lead time. At the end of each period linear costs are incurred penalty costs are incurred at the most downstream facilities for back-orders. The objective is to minimize the expected holding and penalty costs per period. We prove that under the balance assumption it is cost optimal to control every facility by an order-up-to-policy. The optimal replenishment policy, i.e. the order-up-to-level and the allocation functions at each facility, can be determined by system decomposition. This decomposition reduces complex multi-dimensional control problems to simple one-dimensional problems.     

Random Points in the Unit Ball of ℓ n p

We show that two limit results from random matrix theory, due to Marčenko–Pastur and Bai–Yin, are also valid for matrices with independent rows (as opposed to independent entries in the classical theory), when rows are uniformly distributed on the unit ball of ℓⁿ_p, under proper normalization. Research was supported in part by the European Network PHD, FP6 Marie Curie Actions, MCRN-511953 and was done in part while the author was visiting the University of Athens.     

Convex polarities over ordered fields

We use tools and methods from real algebraic geometry (spaces of ultrafilters, elimination of quantifiers) to formulate a theory of convexity in K^N over an arbitrary ordered field. By defining certain ideal points (which can be viewed as generalizations of recession cones) we obtain a generalized notion of polar set. These satisfy a form of polar duality that applies to general convex sets and does not reduce to classical duality if K is the field of real numbers. As an application we give a partial classification of total orderings of Artinian local rings and two applications to ordinary convex geometry over the real numbers.     

When do several linear operators share an invariant cone?

We establish a criterion for a finite family of matrices to possess a common invariant cone. The criterion reduces the problem of existence of an invariant cone to equality of two special numbers that depend on the family. In spite of theoretical simplicity, the practical use of the criterion may be difficult. We show that the problem of existence of a common invariant cone for four matrices with integral entries is algorithmically undecidable. Corollaries of the criterion, which give sufficient and necessary conditions, are derived. Finally, we introduce a “co-directional number” of several matrices. We prove that this parameter is close to zero iff there is a small perturbation of matrices, after which they get an invariant cone. An algorithm for its computation is presented.     

Fibonacci numbers, alternating parity sequences and faces of the tridiagonal Birkhoff polytope

We determine the number of alternating parity sequences that are subsequences of an increasing m-tuple of integers. For this and other related counting problems we find formulas that are combinations of Fibonacci numbers. These results are applied to determine, among other things, the number of vertices of any face of the polytope of tridiagonal doubly stochastic matrices.     

On equivalence of pencils from discrete-time and continuous-time control

We study two matrix pencils that arise, respectively, in discrete-time and continuous-time optimal and robust control. We introduce a one-to-one transformation between these two pencils. We show that for the pencils under the transformation, their regularity is preserved and their eigenvalues and deflating subspaces are equivalently related. The eigen-structures of the pencils under consideration have strong connections with the associated control problems. Our result may be applied to connect the discrete-time and continuous-time control problems and eventually lead to a unified treatment of these two types of control problems.     

Optimal production control of a dynamic two-product manufacturing system with setup costs and setup times

This paper deals with the optimal control of a one-machine two-product manufacturing system with setup changes, operating in a continuous time dynamic environment. The system is deterministic. When production is switched from one product to the other, a known constant setup time and a setup cost are incurred. Each product has specified constant processing time and constant demand rate, as well as an infinite supply of raw material. The problem is formulated as a feedback control problem. The objective is to minimize the total backlog, inventory and setup costs incurred over a finite horizon. The optimal solution provides the optimal production rate and setup switching epochs as a function of the state of the system (backlog and inventory levels). For the steady state, the optimal cyclic schedule is determined. To solve the transient case, the system's state space is partitioned into mutually exclusive regions such that with each region, the optimal control policy is determined analytically.     

How to hold a convex body?

Convex bodies are often used for mathematical tests. They occasionally try to escape. Can the testing mathematician hold them still by using a circle? Rarely not.     

Transient and steady-state analysis of a manufacturing system with setup changes

This paper deals with the optimal scheduling of a one-machine two-product manufacturing system with setup, operating in a continuous time dynamic environment. The machine is reliable. A known constant setup time is incurred when switching over from a part to the other. Each part has specified constant processing time and constant demand rate, as well as an infinite supply of raw material. The problem is formulated as a production flow control problem. The objective is to minimize the sum of the backlog and inventory costs incurred over a finite planning horizon. The global optimal solution, expressed as an optimal feedback control law, provides the optimal production rate and setup switching epochs as a function of the state of the system (backlog and inventory levels). For the steady-state, the optimal cyclic schedule (Limit Cycle) is determined. This is equivalent to solving a one-machine two-product Lot Scheduling Problem. To solve the transient case, the system's state space is partitioned into mutually exclusive regions such that with each region is associated an optimal control policy. A novel algorithm (Direction Sweeping Algorithm) is developed to obtain the optimal state trajectory (optimal policy that minimizes the sum of inventory and backlog costs) for this last case.     

On visualization scaling, subeigenvectors and Kleene stars in max algebra

The purpose of this paper is to investigate the interplay arising between max algebra, convexity and scaling problems. The latter, which have been studied in nonnegative matrix theory, are strongly related to max algebra. One problem is that of strict visualization scaling, defined as, for a given nonnegative matrix A, a diagonal matrix X such that all elements of X^-1AX are less than or equal to the maximum cycle geometric mean of A, with strict inequality for the entries which do not lie on critical cycles. In this paper such scalings are described by means of the max algebraic subeigenvectors and Kleene stars of nonnegative matrices as well as by some concepts of convex geometry.     

泄洪设施修建计划的数学模型

某乡政府计划解决防汛水利设施建设问题,即通过开挖小型排洪沟与修建新的泄洪河道来满足防汛需要.针对该乡的泄洪设施修建计划,主要研究以下三个问题:(1)给出同时开挖给定的8条小型排洪沟和新建一条给定的泄洪河道的最优修建方案;(2)已知该乡各村之间新建泄洪河道的长度,给出一个在各村之间互通的另一新泄洪河道的网络修建计划,使之达到可泄洪量100万立方米/小时;(3)当新泄洪河道网络修建完后,安排人员进行维护工作,研究维护人员在各村留宿的概率分布.在费用最省的目标下,建立了问题(1)和问题(2)的数学规划模型,并得到泄洪设施的最优修建方案.应用Markov链及转移概率矩阵等知识,建立了问题(3)的等概率和非等概率的两种数学模型,并得知维护人员在各村留宿的概率分布是稳定的.     

Dual Orlicz–Brunn–Minkowski theory

In this paper, a dual Orlicz–Brunn–Minkowski theory is presented. An Orlicz radial sum and dual Orlicz mixed volumes are introduced. The dual Orlicz–Minkowski inequality and the dual Orlicz–Brunn–Minkowski inequality are established. The variational formula for the volume with respect to the Orlicz radial sum is proved. The equivalence between the dual Orlicz–Minkowski inequality and the dual Orlicz–Brunn–Minkowski inequality is demonstrated. Orlicz intersection bodies are defined and the Orlicz–Busemann–Petty problem is posed.     

On the volume of convex hulls of sets on spheres

We prove that for a measurable subset of S ^n–1 with fixed Haar measure, the volume of its convex hull is minimized for a cap (i.e. a ball with respect to the geodesic measure). We solve a similar problem for symmetric sets and n=2, 3. As a consequence, we deduce a result concerning Gaussian measures of dilatations of convex, symmetric sets in R ² and R ³.Partially supported by KBN (Poland), Grant No. 2 1094 91 01.