Analysis for some properties of discrete time Markov decision processes

This paper investigates properties of the optimality equation and optimal policies in discrete time Markov decision processes with expected discounted total rewards under weak conditions that the model is well defined and the optimality equation is true. The optimal value function is characterized as a solution of the optimality equation and the structure of optimal policies is also given.     

Necessary optimality conditions and regularity results for state and adjoint state of nonlinear control problems

For optimal control problems of nonlinear evolution equations of first order we derive regularity properties for the corresponding adjoint states where the proof is based on the necessary optimal conditions and smoothness properites of the optimal states. These results are used for the characterization of the optimal solution and the corresponding adjoint state of the periodic three-dimensionel NAVIER-STOKES system.     

Weierstrass theorem for monotonically semicontinuous functions

The concept of monotone semicontinuity is introduced. It is shown that every monotonically semicontinuous function with values in a space equipped with arbitrary preference relation achieves its extremes on compacts     

The nonlinear bilevel programming problem:formulations,regularity and optimality conditions

In this paper, we study regularity and optimality conditions for the BLPP by using a marginal function formulation, where the marginal function is defined by the optimal value function of the lower problem. We address the regularity issue by exploring the structure of the tangent cones of the feasible set of the BLPP. These regularity results indicate that the nonlinear/nonlinear BLPP is most likely degenerate and a class of nonlinear/linear BLPP is regular in the conventional sense. Existence of exact penalty function is proved for a class of nonlinear/linear BLPP. Fritz-John type optimality conditions are derived for nonlinear BLPP, while KKT type conditions are obtained for a class of nonlinear/linear BLPP in the framework of nonsmooth analysis. A typical example is examined for these conditions and some applications of these conditions are pointed out     

Mixed Type Duality for Set-valued Optimization Problems via Higher-order Radial Epiderivatives

In this article, we introduce a notion of higher-order radial epiderivative for set-valued maps and study its properties. A generalized concept of higher-order strict minimizers in set-valued optimization is proposed as well. By virtue of the radial epiderivative, we establish a mixed dual problem, and then weak, strong, and converse duality theorems are obtained in dealing with generalized strict minimizers.     

On the optimality equation for average cost Markov control processes with Feller transition probabilities

We consider Markov control processes with Borel state space and Feller transition probabilities, satisfying some generalized geometric ergodicity conditions. We provide a new theorem on the existence of a solution to the average cost optimality equation.     

On the Karush-Kuhn-Tucker reformulation of the bilevel optimization problem

This paper is mainly concerned with the classical KKT reformulation and the primal KKT reformulation (also known as an optimization problem with generalized equation constraint (OPEC)) of the optimistic bilevel optimization problem. A generalization of the MFCQ to an optimization problem with operator constraint is applied to each of these reformulations, hence leading to new constraint qualifications (CQs) for the bilevel optimization problem. M- and S-type stationarity conditions tailored for the problem are derived as well. Considering the close link between the aforementioned reformulations, similarities and relationships between the corresponding CQs and optimality conditions are highlighted. In this paper, a concept of partial calmness known for the optimal value reformulation is also introduced for the primal KKT reformulation and used to recover the M-stationarity conditions.     

On the Regularity Condition for Vector Programming Problems

In this work, we use a notion of approximation derived from Jourani and Thibault [13] to ascertain optimality conditions analogous to those that established but applicable to larger class of vector valued objective mappings and constraint set-valued mappings. To this end, we introduce an appropriate regularity condition to help us discern the Karush-Kuhn-Tucker multipliers.     

ε－次可微多目标规划的最优性条件

本文主要从多目标规划相应的加权问题出发，讨论了在ε－次可微的条件下，凸多目标规划问题η－有效解存在的必要条件与充分条件．     

Average-optimal string matching

The exact string matching problem is to find the occurrences of a pattern of length m from a text of length n symbols. We develop a novel and unorthodox filtering technique for this problem. Our method is based on transforming the problem into multiple matching of carefully chosen pattern subsequences. While this is seemingly more difficult than the original problem, we show that the idea leads to very simple algorithms that are optimal on average. We then show how our basic method can be used to solve multiple string matching as well as several approximate matching problems in average optimal time. The general method can be applied to many existing string matching algorithms. Our experimental results show that the algorithms perform very well in practice.