Continuous approximation schemes for stochastic programs

One of the main methods for solving stochastic programs is approximation by discretizing the probability distribution. However, discretization may lose differentiability of expectational functionals. The complexity of discrete approximation schemes also increases exponentially as the dimension of the random vector increases. On the other hand, stochastic methods can solve stochastic programs with larger dimensions but their convergence is in the sense of probability one. In this paper, we study the differentiability property of stochastic two-stage programs and discuss continuous approximation methods for stochastic programs. We present several ways to calculate and estimate this derivative. We then design several continuous approximation schemes and study their convergence behavior and implementation. The methods include several types of truncation approximation, lower dimensional approximation and limited basis approximation.His work is supported by Office of Naval Research Grant N0014-86-K-0628 and the National Science Foundation under Grant ECS-8815101 and DDM-9215921.His work is supported by the Australian Research Council.     

Cost–benefit modelling for reliability growth

Decisions during the reliability growth development process of engineering equipment involve trade-offs between cost and risk. However slight, there exists a chance an item of equipment will not function as planned during its specified life. Consequently the producer can incur a financial penalty. To date, reliability growth research has focussed on the development of models to estimate the rate of failure from test data. Such models are used to support decisions about the effectiveness of options to improve reliability. The extension of reliability growth models to incorporate financial costs associated with ‘unreliability’ is much neglected. In this paper, we extend a Bayesian reliability growth model to include cost analysis. The rationale of the stochastic process underpinning the growth model and the cost structures are described. The ways in which this model can be used to support cost–benefit analysis during product development are discussed and illustrated through a simple case.     

A class of multivariate skew-normal models

The existing model for multivariate skew normal data does not cohere with the joint distribution of a random sample from a univariate skew normal distribution. This incoherence causes awkward interpretation for data analysis in practice, especially in the development of the sampling distribution theory. In this paper, we propose a refined model that is coherent with the joint distribution of the univariate skew normal random sample, for multivariate skew normal data. The proposed model extends and strengthens the multivariate skew model described in Azzalini (1985,Scandinavian Journal of Statistics,12, 171–178). We present a stochastic representation for the newly proposed model, and discuss a bivariate setting, which confirms that the newly proposed model is more plausible than the one given by Azzalini and Dalla Valle (1996,Biometrika,83, 715–726).     

Correction to: On Webs of Maximum Rank (Geom. Dedicata 31 (1989), 19–35)

We correct an error in Example (3.4) in Geom. Dedicata 31 (1989), 19–35.     

Synthesis of all diastereomeric methyl 2,5-anhydro-3-deoxy-hexonates: precursors to C-2-deoxynucleosides and THF-templated γ- and δ-amino acids

Efficient syntheses of all diastereomers of methyl 2,5-anhydro-3-deoxy-hexonate from mannono- or gulono-lactones provide precursors for C-nucleosides of 2-deoxyribose and for THF-templated γ- and δ-amino acids.     

A local characterization of simply-laced crystals

We provide a simple list of axioms that characterize the crystal graphs of integrable highest weight modules for simply-laced quantum Kac-Moody algebras.

     

3,4‐[2,2‐Bis(methoxyethoxymethoxymethyl)propylenedithio]‐3′,4′‐(ethylenedithio)tetrathiafulvalene: a spiro‐substituted BEDT–TTF analogue

The crystal structure of the title compound [systematic name: 2‐(1,3‐dithiolo[4,5‐b][1,4]dithiin‐2‐ylidene)‐6,6‐bis(methoxyethoxymethoxymethyl)‐1,3‐dithiolo[4,5‐b][1,4]dithiepine], C₂₁H₃₀O₆S₈, a spiro‐substituted BEDT–TTF analogue [BEDT–TTF is bis(ethylenedithio)tetrathiafulvalene], has a strongly bent heterocyclic framework. The seven‐membered ring adopts a pseudo‐chair conformation with notably widened ring bond angles, especially at the methylene C atoms [119.49 (11) and 117.60 (11)°]. The axial side chain adopts an extended conformation, but the equatorial side chain curls back on itself and the O atom nearest the ring system is involved in three short contacts to H atoms (2.45–2.53 Å). The molecules pack in centrosymmetrically related pairs, which are isolated from each other by columns of the polyether side chains. This study emphasizes the ease of distortion of the neutral bis(propylenedithio)tetrathiafulvalene ring structure, and how the need to accommodate side chains can easily override the tendency of these donor systems to form stacks in the crystalline state.