Stochastic programs without duality gaps

This paper studies dynamic stochastic optimization problems parameterized by a random variable. Such problems arise in many applications in operations research and mathematical finance. We give sufficient conditions for the existence of solutions and the absence of a duality gap. Our proof uses extended dynamic programming equations, whose validity is established under new relaxed conditions that generalize certain no-arbitrage conditions from mathematical finance.     

Electrochemical characterisation of a Zn/(PEO)4ZnCl2/Nb2O5 solid-state cell

The (PEO)₄ZnCl₂ electrolyte (PEO, polyethylene oxide) was studied in view of its potential application in a solid-state rechargeable zinc cell. The electrochemical stability window was established, and decomposition voltage values between 3.19 (20 °C) and 1.44 V (150 °C) were estimated. Cyclic voltammetry studies using a Pt/(PEO)₄ZnCl₂/Pt cell indicated reversibility of the Zn²⁺/Zn couple at the electrode/electrolyte interface. Laboratory cells Zn(−)/(PEO)₄ZnCl₂/Nb₂O₅(+) were assembled and studied at 55 °C, under various discharge current densities. Results of cell discharge profiles, capacity values, charge–discharge cycles and cell stabilities are reported.     

Nonlinear Poisson autoregression

We study statistical properties of a class of non-linear models for regression analysis of count time series. Under mild conditions, it is shown that a perturbed version of the model is geometrically ergodic and possesses moments of any order. This result turns out to be instrumental on deriving large sample properties of the maximum likelihood estimators of the regression parameters. The theory is illustrated with examples.     

Intra-cavity generation of superpositions of Laguerre–Gaussian beams

In this paper we demonstrate experimentally the intra-cavity generation of a coherent superposition of Laguerre–Gaussian modes of zero radial order but opposite azimuthal order. The superposition is created with a simple intra-cavity stop that creates equal losses for the two azimuthal modes, and we show that by adjustment of the stop we can produce modes up to azimuthal order 8. The fact that we have a coherent superposition rather than an incoherent superposition is verified by intensity measurements, propagation measurements and a decomposition of the field by an inner product executed on a phase-only spatial light modulator. Such fields have relevance in quantum information and optical trapping.