Measure change techniques in optimal control

Fully and partially observed stochastic control of systems with nonlinear dynamics and terminal and running costs are considered. Measure changes are introduced which allow both state and observation dynamics to be thought of as linear. In the case when the terms of the cost have a special form the measure change transformation “cancels out” the nonlinearities and changes the original nonlinear problem into a classical LQG one and standard results can be applied. We also consider unnormalized conditional densities of the whole path as state variables and obtain dynamic programming and verification results. R. J. Elliott wishes to acknowledge support of the Natural Sciences and Engineering Research Council of Canada, Grant A7964.     

Second Quantization of the Stueckelberg Relativistic Quantum Theory and Associated Gauge Fields

The gauge compensation fields induced by the differential operators of the Stueckelberg-Schrödinger equation are discussed, as well as the relation between these fields and the standard Maxwell fields; An action is constructed and the second quantization of the fields carried out using a constraint procedure. The properties of the second quantized matter fields are discussed.     

Control Policy for a Manufacturing System with Random Yield and Rework

We develop a production policy that controls work-in-process (WIP) levels and satisfies demand in a multistage manufacturing system with significant uncertainty in yield, rework, and demand. The problem addressed in this paper is more general than those in the literature in three aspects: (i) multiple products are processed at multiple workstations, and the capacity of each workstation is limited and shared by multiple operations; (ii) the behavior of a production policy is investigated over an infinite-time horizon, and thus the system stability can be evaluated; (iii) the representation of yield and rework uncertainty is generalized. Generalizing both the system structure and the nature of uncertainty requires a new mathematical development in the theory of infinite-horizon stochastic dynamic programming. The theoretical contributions of this paper are the existence proofs of the optimal stationary control for a stochastic dynamic programming problem and the finite covariances of WIP and production levels under the general expression of uncertainty. We develop a simple and explicit sufficient condition that guarantees the existence of both the optimal stationary control and the system stability. We describe how a production policy can be constructed for the manufacturing system based on the propositions derived.     

An application of radon inversion to diffraction tomography

Basic equations of linear computer tomography are considered; a connection of the mathermatical formulation of problems of computer tomography with problems of integral geometry is indicated; the properties of the Radon transform for even- and odd-dimensional spaces are analyzed, and applications of Radon inversion to problems of diffraction tomography are presented. Bibliography: 5 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 230, 1995, pp. 264–277. Translated by V. N. Troyan.     

A highly selective solid phase extraction sorbent for pre-concentration of sameridine made by molecular imprinting

Summary A novel approach to solid phase extraction, based on the use of a highly selective molecularly imprinted polymer, is presented. The versatility of this type of sorbent for solid phase extraction was demonstrated in a model batch-wise pre-concentration of sameridine prior to gas chromatography. Problems associated with leakage of remaining imprint molecules during the desorption phase could be eliminated by the use of a close structural analogue of sameridine as the imprint species. It was found that a major benefit of the imprinted polymer was its specificity, which lead to distinctly cleaner chromatographic traces and ability to improve sensitivity by extracting sameridine from larger sample volumes.     

Laser systems specialized for laser spectroscopy at storage rings

Laser spectroscopy at storage rings often suffers from a limited resolution due to Doppler-broadened resonances. Broadening is caused by the velocity spread of the ions stored in the beam. In the following, the present status of our work on laser systems specialized on the specific needs of laser spectroscopy at storage rings is reported. Two pulsed laser systems were developed. One is a dye laser whose spectral bandwidth can be switched by inserting different Littrow-prisms into the resonator. An increase in bandwidth up to a factor of 45 was achieved. This laser was used for fast qualitative scans and high resolution measurements. The other laser system is a Nd : YAG laser pumped optical parametric oscillator. It is a tunable laser system covering the spectral range from 410 to 4000 nm. Furthermore, a continuous wave laser with a frequency shifted feedback cavity is described. It shows broadband emission with an adjustable bandwidth of up to 4.5 GHz. This laser can be advantageous for laser cooling of ion beams. This revised version was published online in August 2006 with corrections to the Cover Date.     

Vibrational spectrum of uridine obtained by means of nonresonant-background-free CARS spectroscopy

Received: 18 June 1996/Revised version: 3 January 1997     

Success and survival of operational research groups—A review

Operational Research groups were established in private and public sector organizations following on from their success supporting the military in the Second World War. In the early years their numbers grew rapidly but by the mid-1970s evidence started to accumulate that they were being viewed less favourably. Many organizations chose not to set up OR groups. Established groups were closed down or dispersed to operating units in organizations, particularly during the recessionary periods. In 1993 following on the closures of some major OR groups in the UK, the Operational Research Society decided to fund research to examine those factors influencing a group's success and survival. This review, which forms part of the research, first examines the history of OR groups in the UK and North America, arguing that in practice they were one of a number of internal organizational consultancies. As such they were judged by their competitive performance. Despite the intent of the founding fathers of OR many groups found their scope was limited to mainly tactical problems using analytical model based approaches although there were exceptions that were successful in making major contributions at the strategic level also. Within their chosen fields of activity however many groups flourished whilst some failed. This review presents a comprehensive list of influences on success and survival. They include changes in the external environment, together with shifts in managerial style and culture, organizational factors, and the OR group itself. The review concludes that, while OR groups can do much to protect themselves from closure, organizational changes within a hostile managerial culture demand a creative response that acknowledges new requirements. Areas where an OR group has greatest influence over its effectiveness include its leadership and personnel, project balance and management. In addition, to be successful OR groups need to positively develop and market their services in an increasingly competitive managerial climate.