Instabilities in Concave, Dynamic, Economic Optimization

An important and numerous literature argues that nonconcavity (often convexity with respect to the state) of the Hamiltonian leads to multiple steady states, instability, and a threshold. This threshold property provides a powerful paradigm to explain history dependency and hysteresis. This paper shows that economically relevant properties (in particular, multiple steady states and thresholds) are possible in strict concave models too. Two corresponding necessary conditions with intuitive economic interpretation are derived.     

Simulations of the electrostatic field,temperature, and tissue damage generated by multiple electrodes for electrochemical treatment

Integrated analysis of the spatial distributions of the electric potential, electric field, temperature, and tissue damage generated by multiple arrays of straight needle electrodes inserted into tumors is highly significant for improving the effectiveness of electrochemical treatment. In this study, we simulated the spatial profiles generated by multiple electrodes inserted individually into a tumor and multiple pairs of straight needle electrodes inserted in a tumor surrounded by healthy tissue. Poisson nonlinear and Laplace equations were used to calculate the electric potential in the tumor and the surrounding healthy tissue, respectively. The stationary bioheat transfer equation of Pennes was used to calculate the temperature in both tissues. The percentage tissue damage was computed in each biological medium for each electrode array shape. Numerical simulations showed that the non-homogeneous spatial distributions of the temperature (above 40°C) generated by different types of multiple pairs of straight needle electrodes covered the whole tumor volume. Spatial profiles of this physical magnitude were generated by multiple straight needle electrodes, which were individually inserted into the tumor and partially covered by its volume. In addition, the simulations showed that multiple pairs of electrodes led to tumor damage percentages above 80%. By contrast, multiple electrodes inserted individually in the tumor induced damage percentages below 25%. We conclude that multiple pairs of straight needle electrodes may be applied to deep-seated solid tumors in treatment with electrochemical therapy considering their theoretically calculated high tumor damage percentages.     

Integrals over polytopes, multiple zeta values and polylogarithms, and Euler’s constant

Let T be the triangle with vertices (1, 0), (0, 1), (1, 1). We study certain integrals over T, one of which was computed by Euler. We give expressions for them both as linear combinations of multiple zeta values, and as polynomials in single zeta values. We obtain asymptotic expansions of the integrals, and of sums of certain multiple zeta values with constant weight. We also give related expressions for Euler’s constant, and study integrals, one of which is the iterated Chen (Drinfeld-Kontsevich) integral, over some polytopes that are higher-dimensional analogs of T. The latter leads to a relation between certain multiple polylogarithm values and multiple zeta values.     

多寡头市场下领先者、追随者和竞争者的市场绩效比较分析

根据"结构-行为-绩效"的SCP分析框架,分析了企业在多寡头产量竞争的Cournot市场结构、多寡头价格竞争的Bertrand市场结构、1个领先者和多个追随者的Stackberg市场结构下,分别采取自主创新、跟踪新产品开发和引进模仿等不同的产品开发战略的市场绩效.结果表明,在同质产品多寡头市场上的产量竞争中,企业采取领先者、竞争者和追随者3种行为的企业均衡产量和企业利润依次递减;多寡头Stackberg市场结构在总产量、消费者剩余和社会福利上表现更佳;多寡头Cournot市场结构在市场价格和行业总利润上更高.在异质产品多寡头市场上的Bertrand价格竞争中,互补品市场的均衡价格和均衡产量相对于替代品都提高;当替代程度较大时,寡头数目较少,同时每个寡头的均衡产量和均衡价格都上升.     

Real-World Contexts,Multiple Representations,Student-Invented Terminology,and Y-Intercept

One classroom using two units from a Standards-based curriculum was the focus of a study designed to examine the effects of real-world contexts, delays in the introduction of formal mathematics terminology, and multiple function representations on student understanding. Students developed their own terminology for y-intercept, which was tightly connected to the meaningfulness and implicit/explicit temporality of the contexts that students investigated as part of their classroom activities. This terminology held great promise for promoting the concept of y-intercept within a multiple representation environment. However, the teacher's interpretation of different activities and his assumptions about the transparency of different representations, as well as students' past experiences left the student-generated terminology and the concept of y-intercept disconnected from one another. This resulted in student-generated terminology that had limited applicability, a fragile understanding of y-intercept within different representations, and for some students, interference between their invented terminology and the concept of y-intercept itself.     

Quadratures with multiple nodes,power orthogonality,and moment-preserving spline approximation

Quadrature formulas with multiple nodes, power orthogonality, and some applications of such quadratures to moment-preserving approximation by defective splines are considered. An account on power orthogonality (s- and σ-orthogonal polynomials) and generalized Gaussian quadratures with multiple nodes, including stable algorithms for numerical construction of the corresponding polynomials and Cotes numbers, are given. In particular, the important case of Chebyshev weight is analyzed. Finally, some applications in moment-preserving approximation of functions by defective splines are discussed.     

Multiple zeta values of fixed weight, depth, and height

We give a generating function for the sums of multiple zeta values of fixed weight, depth and height in terms of Riemann zeta values.     

Spreads, arcs, and multiple wavelength codes

We present several new families of multiple wavelength (2-dimensional) optical orthogonal codes (2D-OOCs) with ideal auto-correlation λ_a=0 (codes with at most one pulse per wavelength). We also provide a construction which yields multiple weight codes. All of our constructions produce codes that are either optimal with respect to the Johnson bound (J-optimal), or are asymptotically optimal and maximal. The constructions are based on certain pointsets in finite projective spaces of dimension k over GF(q) denoted PG(k,q).     

Duality,Indifference and Sensitivity Analysis inr Multiple Objective Linear Programming

Many decision situations can be described as multiple objective linear programmes. In this paper, the duality of such programmes is investigated, and the duality theorem is used to illustrate aspects of sensitivity analysis with multiple objectives. Both optimizing and satisficing situations are considered.     

Parallel optimal control with multiple shooting, constraints aggregation and adjoint methods

In this paper, constraint aggregation is combined with the adjoint and multiple shooting strategies for optimal control of differential algebraic equations (DAE) systems. The approach retains the inherent parallelism of the conventional multiple shooting method, while also being much more efficient for large scale problems. Constraint aggregation is employed to reduce the number of nonlinear continuity constraints in each multiple shooting interval, and its derivatives are computed by the adjoint DAE solver DASPKADJOINT together with ADIFOR and TAMC, the automatic differentiation software for forward and reverse mode, respectively. Numerical experiments demonstrate the effectiveness of the approach.     

Stochastic integration,trace and the skeleton of wiener functionals

It is shown that the notion of trace induced by a given complete orthonormal system relates the Skorohod integral with a corresponding Ogawa‐type integral evaluated with respect to the same orthonormal systems. Similarly the multiple Wiener‐Ito integral is shown to be related to a multiple Ogawa‐type integral induced by a complete orthonormal system via the Hu‐Meyer formula with suitably defined multiple traces. The notion of skeleton of a Wiener functional relative to a given orthonormal system is defined and yields what seems to be a “natural” extension of Wiener functionals to the Cameron Martin space and the Wiener processes with a different scale.     

Suitable-portfolio investors,nondominated frontier sensitivity,and the effect of multiple objectives on standard portfolio selection

In standard portfolio theory, an investor is typically taken as having one stochastic objective, to maximize the random variable of portfolio return. But in this paper, we focus on investors whose purpose is to build, more broadly, a “suitable portfolio” taking additional concerns into account. Such investors would have additional stochastic and deterministic objectives that might include liquidity, dividends, number of securities in a portfolio, social responsibility, and so forth. To accommodate such investors, we develop a multiple criteria portfolio selection formulation, corroborate its appropriateness by examining the sensitivity of the nondominated frontier to various factors, and observe the conversion of the nondominated frontier to a nondominated surface. Furthermore, multiple criteria enable us to provide an explanation as to why the “market portfolio,” so often found deep below the nondominated frontier, is roughly where one would expect it to be with multiple criteria. After commenting on solvability issues, the paper concludes with the idea that what is the “modern portfolio theory” of today might well be interpreted as a projection onto two-space of a real multiple criteria portfolio selection problem from higher dimensional space. M. Hirschberger: Research conducted while a Visiting Scholar at the Department of Banking and Finance, Terry College of Business, University of Georgia, October 2003–March 2004.     

Approximation algorithms for multiple terminal, Hamiltonian path problems

This article presents a new 2-approximation algorithm for a multiple depot, multiple terminal, Hamiltonian path problem when the costs satisfy the triangle inequality. For the case where all the salesmen start from the same depot, we present another algorithm with an approximation ratio of \frac53{\frac{5}{3}}. These results generalize the approximation algorithms currently available for the single depot, single terminal Hamiltonian path problem.     

A multi-period,multiple criteria optimization system for manpower planning

This paper discusses a multi-period, multiple criteria optimization system for manpower supply forecasting. The system is used to identify recruitment and promotion strategies for managing the enlisted force of the U.S. Navy. With the criteria modeled as trajectories of goal values over the multiple time periods, the system uses the interactive augmented weighted Tchebycheff method as its solution procedure. Illustrative computer results are presented.     

Harmonic-number summation identities,symmetric functions,and multiple zeta values

We show how infinite series of a certain type involving generalized harmonic numbers can be computed using a knowledge of symmetric functions and multiple zeta values. In particular, we prove and generalize some identities recently conjectured by Choi, and give several more families of identities of a similar nature.     

On nonparametricT-method of multiple,comparisons for randomized blocks

Summary Some nonparametric generalizations of Tukey’s [9]T-method of multiple comparisons are considered for randomized blocks and the allied efficiency results are studied. For this, the distribution theory of aligned rank order statistics developed in [6], [7] is extended for multiple comparisons along the lines of [5] which deals with one-way layouts. Work supported by the National Institute of Health, Public Health Service, Grant GM-12868.     

Optimization model for a production,inventory, distribution and routing problem in small furniture companies

Production and distribution are two key decisions in supply chain planning. In order to achieve an effective operational performance, it is important for these two decisions to be integrated, especially in supply chains with low inventory levels. In this paper, we propose a mixed integer programming model to integrate production, inventory, distribution and routing decisions in a single framework. The model was inspired by small Brazilian furniture companies and focuses on production and distribution decisions at an operational level. In particular, we consider a scenario in which only one production line and one vehicle, which makes multiple trips over the planning horizon, are available to produce items and deliver final products, respectively. We also take into account some features rarely considered in the literature, but commonly found in real-world applications, such as producing and stocking multiple items, distribution routes extending over one or more periods, multiple time windows and customers’ due dates. Computational tests on a set of randomly generated instances were carried out using a well-known optimization software and six relax-and-fix heuristics, which explore different criteria for partitioning and fixing variables. We also implemented two hybrid heuristics in which an initial solution is first constructed and then fed into the optimization software to improve it. The results showed that one relax-and-fix and the two hybrid heuristics performed better than the solver on the largest instances.     

Power,Embedded Games,and Coalition Formation

Applications of game theory frequently presume but do not show that social structures contain games. This study shows that multiple games are embedded in strong power structures and that power is exercised because 1) the game of those low in power contains a dilemma whereas 2) the game of those high in power does not. As in previous analyses, we find those low in power play the Prisoner's Dilemma game. New to this analysis is the discovery that those high in power play the Privileged game, a game with no dilemma. Also new is the extension of the analysis to the design of coalitions. That extension shows that, when coalition formation succeeds, it eliminates the dilemma of those low in power by transforming their game from Prisoner's Dilemma to Privileged. By contrast, exactly the same coalition structure does not alter the game played by those high in power. Applying well-known game theoretic solution concepts, we predict that low power coalitions will countervail power, but that coalitions of those high in power will not affect power exercise. Experiments testing this theory investigate 1) coalitions of those high in power, 2) low power coalitions organized against multiple high power positions, and 3) opposed coalitions struggling for power against each other. Results strongly support the theory.     

SOURCES,SINKS AND SELECTIVITY

ABSTRACT. A model, which consists of a system of several nonlinear ordinary differential equations, is developed to describe a metapopulation. Results regarding the location and stability of fixed population vectors are obtained, including conditions for the existence of multiple stable equilibria. The convergence of all solutions is established.     

Using phase-type models to cost stroke patient care across health,social and community services

Stroke disease places a heavy burden on society, incurring long periods of time in hospital and community care, and associated costs. Also stroke is a highly complex disease with diverse outcomes and multiple strategies for therapy and care. Previously a modeling framework has been developed which clusters patients into classes with respect to their length of stay (LOS) in hospital. Phase-type models were then used to describe patient flows for each cluster. Also multiple outcomes, such as discharge to normal residence, nursing home, or death can be permitted. We here add costs to this model and obtain the Moment Generating Function for the total cost of a system consisting of multiple transient phase-type classes with multiple absorbing states. This system represents different classes of patients in different hospital and community services states. Based on stroke patients’ data from the Belfast City Hospital, various scenarios are explored with a focus on comparing the cost of thrombolysis treatment under different regimes. The overall modeling framework characterizes the behavior of stroke patient populations, with a focus on integrated system-wide costing and planning, encompassing hospital and community services. Within this general framework we have developed models which take account of patient heterogeneity and multiple care options. Such complex strategies depend crucially on developing a deep engagement with the health care professionals and underpinning the models with detailed patient-specific data.