ASYMPTOTIC BEHAVIOUR OF A DIFFUSION SYSTEM WITH TIME DELAY IN POPULATION DYNAMICS

ＡＳＹＭＰＴＯＴＩＣＢＥＨＡＶＩＯＵＲＯＦＡＤＩＦＦＵＳＩＯＮＳＹＳＴＥＭＷＩＴＨＴＩＭＥＤＥＬＡＹＩＮＰＯＰＵＬＡＴＩＯＮＤＹＮＡＭＩＣＳＤｉｎｇＣｈｏｎｇｗｅｎ(丁崇文）（ＦｕｊｉａｎＥｄｕｃａｔｉｏｎａｌＣｏｌｌｅｇｅ，福建教育学院，邮编：３５?..     

LARGE－TIME BEHMIOR OF SOLUTIONS FOR THE SYSTEM OF COMPRESSIBLE ADIABATIC FLOW THROUGHPOROUS MEDIA

ＬＡＲＧＥ－ＴＩＭＥＢＥＨＭＩＯＲＯＦＳＯＬＵＴＩＯＮＳＦＯＲＴＨＥＳＹＳＴＥＭＯＦＣＯＭＰＲＥＳＳＩＢＬＥＡＤＩＡＢＡＴＩＣＦＬＯＷＴＨＲＯＵＧＨＰＯＲＯＵＳＭＥＤＩＡ￥ＸＩＡＯＬＩＮＧ（Ｌ．ＨＳＩＡＯ）Ｄ．ＳＥＲＲＥ（ＩｎｓｔｉｔｕｔｅｏｆＭａｔ...     

EXPONENTIAL STABILITY OF LINEAR TIME－VARYING IMPULSIVE DIFFERENTIAL SYSTEMS WITHDELAYS

ＥＸＰＯＮＥＮＴＩＡＬＳＴＡＢＩＬＩＴＹＯＦＬＩＮＥＡＲＴＩＭＥ－ＶＡＲＹＩＮＧＩＭＰＵＬＳＩＶＥＤＩＦＦＥＲＥＮＴＩＡＬＳＹＳＴＥＭＳＷＩＴＨＤＥＬＡＹＳ￥ＧｕａｎＺｈｉｈｏｎｇ（关治洪）；ＬｉｕＹｏｎｇｑｉｎｇ（刘永清）（ＳｏｕｔｈＣｈｉｎａＵｎ...     

A SUFFICIENT CONDITION FOR NON－COEXISTENCE OF ONE DIMENSIONAL MULTICOLOR CONTACT PROCESSES

ＡＳＵＦＦＩＣＩＥＮＴＣＯＮＤＩＴＩＯＮＦＯＲＮＯＮ－ＣＯＥＸＩＳＴＥＮＣＥＯＦＯＮＥＤＩＭＥＮＳＩＯＮＡＬＭＵＬＴＩＣＯＬＯＲＣＯＮＴＡＣＴＰＲＯＣＥＳＳＥＳＬＩＵＸＩＵＦＡＮＧ（刘秀芳）ＷＡＮＧＪＵＮ（王军）（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅｍ...     

ON BAHADUR－TYPE ASYMPTOTIC EFFICIENCY OF POINT ESTIMATORS UNDER IRREGULAR TRUNCATED DISTRIBUTION FAM

ＯＮＢＡＨＡＤＵＲ－ＴＹＰＥＡＳＹＭＰＴＯＴＩＣＥＦＦＩＣＩＥＮＣＹＯＦＰＯＩＮＴＥＳＴＩＭＡＴＯＲＳＵＮＤＥＲＩＲＲＥＧＵＬＡＲＴＲＵＮＣＡＴＥＤＤＩＳＴＲＩＢＵＴＩＯＮＦＡＭＩＬＹ￥ＣｈｅｎＧｕｉｊｉｎｇ（陈桂景）（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔ...     

GLOBAL EXISTENCE FOR A PARTICULAR INHOMOGENEOUSCONVECTION DIFFUSION SYSTEM

ＧＬＯＢＡＬＥＸＩＳＴＥＮＣＥＦＯＲＡＰＡＲＴＩＣＵＬＡＲＩＮＨＯＭＯＧＥＮＥＯＵＳＣＯＮＶＥＣＴＩＯＮＤＩＦＦＵＳＩＯＮＳＹＳＴＥＭＺｈｕＣｈａｎｇｊｉａｎｇ（朱长江）ＺｈａｏＨｕｌｊｉａｎｇ（赵会江）（ＹｏｕｎｇＳｃｉｅｎｔｉｓｔＬａｂｏｒａｔｏ...     

EXISTENCE AND UNIQUENESS OF GLOBAL SOLUTION FOR CERTAIN NONLINEAR DEGENERATE PARABOLIC SYSTEMS

ＥＸＩＳＴＥＮＣＥＡＮＤＵＮＩＱＵＥＮＥＳＳＯＦＧＬＯＢＡＬＳＯＬＵＴＩＯＮＦＯＲＣＥＲＴＡＩＮＮＯＮＬＩＮＥＡＲＤＥＧＥＮＥＲＡＴＥＰＡＲＡＢＯＬＩＣ　ＳＹＳＴＥＭＳＬＵＧＵＯＦＵ（卢国富）（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅｍａｔｉｃｓ，Ｐｕｔｉ...     

A CLASS OF TRUST REGION METHODS FOR LINEAR INEQUALITY CONSTRAINED OPTIMIZATION AND ITS THEORY ANALYSIS：I．ALGORITHM AND GLOBAL CONVERGENCE

ＡＣＬＡＳＳＯＦＴＲＵＳＴＲＥＧＩＯＮＭＥＴＨＯＤＳＦＯＲＬＩＮＥＡＲＩＮＥＱＵＡＬＩＴＹＣＯＮＳＴＲＡＩＮＥＤＯＰＴＩＭＩＺＡＴＩＯＮＡＮＤＩＴＳＴＨＥＯＲＹＡＮＡＬＹＳＩＳ：Ｉ．ＡＬＧＯＲＩＴＨＭＡＮＤＧＬＯＢＡＬＣＯＮＶＥＲＧＥＮＣＥＸＩＵＮＡ...     

A NOTE FOR THE TOPOLOGICAL CLASSIFICATION OF STRUCTURALLY STABLE QUADRATIC DIFFERENTIAL SYSTEMS WITHOUT LIMIT CYCLES

ＡＮＯＴＥＦＯＲＴＨＥＴＯＰＯＬＯＧＩＣＡＬＣＬＡＳＳＩＦＩＣＡＴＩＯＮＯＦＳＴＲＵＣＴＵＲＡＬＬＹＳＴＡＢＬＥＱＵＡＤＲＡＴＩＣＤＩＦＦＥＲＥＮＴＩＡＬＳＹＳＴＥＭＳＷＩＴＨＯＵＴＬＩＭＩＴＣＹＣＬＥＳ￥ＹｅＷｅｉｙｉｎ（叶惟寅）（ＮａｎｊｉｎｇＮ...     

ON THE EXISTENCE THEOREMS OF NONTRIVIAL PERIODIC SOLUTIONS TOA CLASS OF NONLINEAR NON－AUTONOMOUS SYS

ＯＮＴＨＥＥＸＩＳＴＥＮＣＥＴＨＥＯＲＥＭＳＯＦＮＯＮＴＲＩＶＩＡＬＰＥＲＩＯＤＩＣＳＯＬＵＴＩＯＮＳＴＯＡＣＬＡＳＳＯＦＮＯＮＬＩＮＥＡＲＮＯＮ－ＡＵＴＯＮＯＭＯＵＳＳＹＳＴＥＭＳ￥ＧａｏＺｈａｎｈａｉ（高占海）；ＺｈａｎｇＤｉ（张棣）（Ｎｏｒｔｈ...     

Optimal models for the first arrival time distribution function in continuous time — With a special case

Optimal Models for first arrival time ( _H ) and first arrival target total return (W _H ) distribution functions on MDP in continuous time are presented. Asymptotic expansions of _H andW _H are derived and expressed in simple, explicit forms, and some of their properties are discussed. Two methods to find an optimal policy for distribution function of _H are given. Several necessary and sufficient conditions for the existence of the optimal policy are obtained. This result leads to that the scope of finding the optimal policy is greatly reduced. A special case is also discussed and some deep results are given.     

具有位相型随机补货提前期的PH退化可修系统及其最优更换策略

将几何过程与PH分布相结合, 讨论一个带有位相型随机补货提前期的PH退化可修系统.通过建立最小生成元$Q$矩阵,获得了系统在稳态情形下的状态概率分布向量及其数值解.根据上述研究结果同时也得到了系统的几个重要可靠性指标. 进一步地,还考虑了基于部件故障次数的订购策略和更换策略,导出系统单位时间平均运行成本的解析表达式并给出一个确定最优$N$策略的数值算例.     

Queueing with Cyclic Arrival Distributions and Variable Service Facilities: A Simulation Approach

This paper develops a near optimal policy for opening a second counter in a quick-service restaurant when n persons are in the first line, given that the arrival process is cyclic rather than purely stationary. A simulation was written in GPSS which permitted the use of different arrival generators during different time segments of the simulated day. Results indicate that as n is varied, waiting time and utilization levels exhibit an S-shaped curve between the pure 1 facility and the 2 facility cases. Results also indicate that a cyclic arrival process greatly increases (relative to the case of exponential arrivals) mean waiting time, facility utilization, and the range of n. Finding the optimal (least cost) value of n is illustrated for cases in which costs of customer waiting time can be meaningfully imputed.     

Optimal Control of an M/G/1/K Queueing System with Combined <Emphasis Type="Italic">F</Emphasis> Policy and Startup Time

We investigate the optimal management problem of an M/G/1/K queueing system with combined F policy and an exponential startup time. The F policy queueing problem investigates the most common issue of controlling the arrival to a queueing system. We present a recursive method, using the supplementary variable technique and treating the supplementary variable as the remaining service time, to obtain the steady state probability distribution of the number of customers in the system. The method is illustrated analytically for exponential service time distribution. A cost model is established to determine the optimal management F policy at minimum cost. We use an efficient Maple computer program to calculate the optimal value of F and some system performance measures. Sensitivity analysis is also investigated.     

Threshold policies for controlled retrial queues with heterogeneous servers

Retrial queues are an important stochastic model for many telecommunication systems. In order to construct competitive networks it is necessary to investigate ways for optimal control. This paper considers K -server retrial systems with arrivals governed by Neut' Markovian arrival process, and heterogeneous service time distributions of general phase-type. We show that the optimal policy which minimizes the number of customers in the system is of a threshold type with threshold levels depending on the states of the arrival and service processes. An algorithm for the numerical evaluation of an optimal control is proposed on the basis of Howar's iteration algorithm. Finally, some numerical results will be given in order to illustrate the system dynamics. AMS subject classification: 60K25 93E20     

A model for speculation in a dynamic economy

The paper deals with speculation strategies in a dynamic economy, where “speculation” means participating in a market with the intention to gain a reward by first buying an item and thereafter selling it at a possibly higher price. By assuming that the states of the economy form a Markov chain the problem is modeled as a discrete time Markov decision process. The optimal strategies (which are pairs of stopping times) are identified. Under quite general conditions the optimal rule for the selling process turns out to be a control limit policy in both state of economy and time. Techniques for the computation of optimal strategies are presented; some numerical examples are also discussed. For a static economy closed-form solutions are given     

Towards an Erlang formula for multiclass networks

Consider a multiclass stochastic network with state-dependent service rates and arrival rates describing bandwidth-sharing mechanisms as well as admission control and/or load balancing schemes. Given Poisson arrival and exponential service requirements, the number of customers in the network evolves as a multi-dimensional birth-and-death process on a finite subset of ℕ ^k . We assume that the death (i.e., service) rates and the birth rates depending on the whole state of the system satisfy a local balance condition. This makes the resulting network a Whittle network, and the stochastic process describing the state of the network is reversible with an explicit stationary distribution that is in fact insensitive to the service time distribution. Given routing constraints, we are interested in the optimal performance of such networks. We first construct bounds for generic performance criteria that can be evaluated using recursive procedures, these bounds being attained in the case of a unique arrival process. We then study the case of several arrival processes, focusing in particular on the instance with admission control only. Building on convexity properties, we characterize the optimal policy, and give criteria on the service rates for which our bounds are again attained.     

一个布朗运动最佳时机的选择

本文进一步讨论了文献所给出的布朗运动模型的最佳时机的选择问题，并用随机游动模型作为有趋势布朗运动的近似，给出了对应随机模型的最佳时机，其思想方法是有实际意义的．     

Distribution of the time of first arrival of a Wiener process at a given boundary

An exact expression is derived for the characteristic function of the distribution of the first arrival time of a Wiener process at a given boundary, which is fixed in time. An approximate expression is obtained for the same characteristic function assuming that the given boundary is a function of time. The properties of the distribution of the first arrival time are analyzed.Translated from Statisticheskie Metody, pp. 31–42, 1980.     

Optimal control of a removable and non-reliable server in an infinite and a finite M/H2/1 queueing system

This paper deals with a single removable and non-reliable server in both an infinite and a finite queueing system with Poisson arrivals and two-type hyper-exponential distribution for the service times. The server may be turned on at arrival epochs or off at service completion epochs. Breakdown and repair times of the server are assumed to follow a negative exponential distribution. Conditions for a stable queueing system, that is steady-state, are provided. Cost models for both system capacities are respectively developed to determine the optimal operating policy numerically at minimum cost. This paper provides the minimum expected cost and the optimal operating policy based on assumed numerical values given to the system parameters, as well as to the cost elements. Sensitivity analysis is also investigated.