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991.
K.D. Glazebrook 《Stochastic Processes and their Applications》1982,13(2):171-187
A general model is proposed for the stochastic version of the single-machine allocation problem. Sufficient conditions are given to ensure that there is an optimal strategy given by a fixed permutation of the job set. Additional results are given for an important special case of the general model involving simple jobs. The paper concludes with material concerning the evaluation of fixed permutations as strategies under conditions more general than the sufficient conditions mentioned above. 相似文献
992.
We propose a generalization of the Enskog equation for homogeneous dense systems including the complete three-particle dynamics. To this end the time derivative of the one-particle distribution is represented in the thermodynamic limit as the sum of three terms describing the effect of the initials-particle correlations, collisions withins-particle clusters, and coupling ofs-particle clusters to the surrounding gaseous medium, respectively. The analysis of casess=2 ands=3 is performed both for hard spheres and for a smooth, repulsive interaction. On assuming the equilibrium structure and spatial dependence of terms reflecting the effect of the medium, we obtain fors=2 the Enskog equation, and fors=3 a new equation, going beyond the Enskog theory. Apart from the Enskog collision term it contains additional contributions, and can be shown to reduce to the Choh-Uhlenbeck equation in the long-time, low-density limit. 相似文献
993.
The main objects here are finite-strategy games in which entropic terms are subtracted from the payoffs. After such subtraction
each Nash equilibrium solves an explicit, unconstrained, nonlinear system of smooth equations. That system, while characteristic
of perturbed best responses, is amenable in computation. It also facilitates analysis of fictitious play, learning by reinforcement,
and evolutionary dynamics. 相似文献
994.
Global Optimization Method for Solving Mathematical Programs with Linear Complementarity Constraints
N. V. Thoai Y. Yamamoto A. Yoshise 《Journal of Optimization Theory and Applications》2005,124(2):467-490
We propose a method for finding a global optimal solution of programs with linear complementarity constraints. This problem arises for instance in bilevel programming. The main idea of the method is to generate a sequence of points either ending at a global optimal solution within a finite number of iterations or converging to a global optimal solution. The construction of such sequence is based on branch-and-bound techniques, which have been used successfully in global optimization. Results on a numerical test of the algorithm are reported.The main part of this article was written during the first authors stay as Visiting Professor at the Institute of Policy and Planning Sciences, University of Tsukuba, Tsukuba, Japan. The second and the third authors were supported by Grant-in-Aid for Scientific Research C(2) 13650061 of the Ministry of Education, Culture, Sports, Science, and\break Technology of Japan.The authors thank P. B. Hermanns, Department of Mathematics, University of Trier, for carrying out the numerical test reported in Section 5. The authors also thank the referees and the Associate Editor for comments and suggestions which helped improving the first version of this article. 相似文献
995.
This study investigates how to dynamically allocate resources with a given budget for advertising through Web portals using keyword-activated banner ads on the Internet. Identifying the factors that affect the potential number of banner ad clickthroughs in each portal, we show that the process of budget allocation between the two types of portals (generic vs specialized) that leads to the largest banner clicksthrough in the long run is an optimal control problem. Using techniques of dynamic programming, we find analytical solutions for the optimal budgeting decisions. Our analysis shows that an advertisers optimal portal budgeting depends nonlinearly on the number of visitors who type the same trigger keyword and the average clicksthrough rates, as well as on the advertiser and ad effectiveness. Further, we find that the maximal number of banner clickthroughs from both portals, at time t, depends on the remaining budget until the end of the planning period. The analytical results have useful managerial insight. One of the interesting features of our solution shows that, while a large visitor base may favor the generic portal, other parameters may affect it unfavorably: e.g., lower clickthrough rates of keyword banners from a more heterogeneous audience. Using a specificaction that is consistent with empirical observations, we show that, in the long run, an advertiser must always spend more ad money at the specialized portal. 相似文献
996.
In this paper computations in the two dimensional case of a harmonic Navier-Stokes problem with periodic boundary conditions are presented. This study of an incompressible viscous fluid leads to a non-symmetric linear problem (very low Reynolds number). Moreover unknown functions have complex values (monochromatic dynamic behaviour). Numerical treatment of the incompressibility condition is a generalization of the classical treatment of Stokes problem. A mixed formulation, where discrete pressure plays the role of Lagrange multipliers is used (Uzawa algorithm). Two conforming finite element methods are tested on different meshes. The second one uses a classical refinement in the shape function: the so-called bulb function. All computational tests show that the use of a bulb function on each element gives better results than refinement in the mesh without introducing too many degrees of freedom. Finally numerical results are compared to experimental data. 相似文献
997.
We argue that to some degree Juche is represented by the concept of Nash equilibrium, and Sadae by Thompson and Faith's truly perfect information equilibrium. We characterize the latter, and show that for a Pareto optimal Nash equilibrium, Juche is as good as, or better than Sadae. This includes the game of brinkmanship. 相似文献
998.
Ryoichi Kikuchi 《Journal of statistical physics》1969,1(2):351-375
The factor of 1017 proposed by Lothe and Pound in the theory of nucleation of droplets from the vapor phase is studied using classical statistical mechanics. The controversial factor is derived from partition functions for an isolatedn-mer and for ann-molecular cluster imbedded in the bulk liquid phase. The rotational degrees of freedom have no place in, in agreement with Reiss, Katz, and Cohen's treatment. It is proved that the surface free energy of a cluster is proportional to the surface area. The estimate of what Lothe and Pound called the replacement term is different from those of previous authors. It is concluded that is written as a ratio =
g/l, where g and
l
, are the volumes per molecule in the gas phase and in the liquid phase, respectively. For water at 300K, is approximately equal to 104. 相似文献
999.
A. Lenard 《Journal of statistical physics》1978,19(6):575-586
An elementary derivation is given of the formula for the thermal equilibrium states of quantum systems that can be described in finite-dimensional Hilbert spaces. The three assumptions made, Passivity, Structural Stability, and Consistency, have phenomenological interpretations. Except at zero temperature, Structural Stability follows already from Passivity and a weak form of Consistency. 相似文献
1000.