Asymptotic properties of constrained Markov Decision Processes

We present in this paper several asymptotic properties of constrained Markov Decision Processes (MDPs) with a countable state space. We treat both the discounted and the expected average cost, with unbounded cost. We are interested in (1) the convergence of finite horizon MDPs to the infinite horizon MDP, (2) convergence of MDPs with a truncated state space to the problem with infinite state space, (3) convergence of MDPs as the discount factor goes to a limit. In all these cases we establish the convergence of optimal values and policies. Moreover, based on the optimal policy for the limiting problem, we construct policies which are almost optimal for the other (approximating) problems. Based on the convergence of MDPs with a truncated state space to the problem with infinite state space, we show that an optimal stationary policy exists such that the number of randomisations it uses is less or equal to the number of constraints plus one. We finally apply the results to a dynamic scheduling problem.This work was partially supported by the Chateaubriand fellowship from the French embassy in Israel and by the European Grant BRA-QMIPS of CEC DG XIII     

Curran猜想的解答

本文确定了能作为有限群自同构群的Ｐ－群的最佳下最，彻底解决了Ｃｕｒｒａｎ在１９８９年提出的关于此最佳下界的三个猜想。     

关于一个猜想的探讨

作者在文献[1]中证明了一个结果:有限群G如果满足|P(G),p|=1,则G为P~-可解群。本文将指出,这个论断的逆命题不成立。并且还指出,满足条件(|P(G)|,p)=1的有限群也不一定是p~-超可解群。     

Das Düsenschwellphänomen beim Austritt einer wandhaftenden anorganischen Glasschmelze aus Strangpreßwerkzeugen mit nichtkreisförmigem Öffnungsquerschnitt

Zusammenfassung Eine ausgeprägte Strangaufweitung tritt bei anorganischen Glasschmelzen dann auf, wenn bei schleichender Strömung eine Haftung zwischen der Wand des Matrizenkanals und dem strömenden Medium gegeben ist. Sie rührt dabei von der Umorientierung der Geschwindigkeitsverteilung von einem parabelförmigen zu einem kastenförmigen Profil her.In den experimentellen Untersuchungen konnte festgestellt werden, daß oberhalb einer bestimmten Kanallänge, d. h. bei ausgeprägten Strömungsverhältnissen im Preßwerkzeug die flächenbezogene Strangaufweitung konstant und dabei insbesondere unabhängig von der Profilform etwa 29% beträgt. Daraus wird gefolgert, daß dieser Betrag dem linearen Wert für den zweidimensionalen Fall des unendlich ausgedehnten Spaltes entsprechen muß.In einer theoretischen Analyse wurde die Berechnung dieses Falles ausgehend von der Stokes-Gleichung mit Hilfe der Methode der finiten Elemente durchgeführt. Aus der sich daraus ergebenden Druck- und Geschwindigkeitsverteilung konnte schließlich die Kontur des austretenden Stranges sowie dessen Endhöhe ermittelt werden.Ein Vergleich der experimentell und rechnerisch ermittelten Werte für die Strangaufweitung zeigt dabei eine recht gute Übereinstimmung und bestätigt dadurch auch die weitgehende Unabhängigkeit der flächenbezogenen Aufweitung von der Querschnittsform des Stranges.

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Inorganic glass melts are showing a characteristic die swell, when in the case of slow motion a strong adhesion between the streaming fluid and the wall of the die channel exists. The reason for this phenomenon is the rearrangement of the velocity profile from a parabolic to a box-type design form.The experimental investigations have demonstrated, that above a certain channel length, this means at distinct flow conditions inside the die channel, the value for the extension of the cross-sectional area is constant of about 29%. Particularly it is independent of the shape of the used die profiles. From this result, it is to deduce that this value must correspond to that of the two-dimensional case of the infinite extended slit.In a theoretical analysis the computation of this case was performed, starting from the Stokes-equation by the finite element method. By means of the resulting pressure and velocity distribution, the contour of the emerging rod and its final thickness could be determined.A comparison between experimental and computational results shows good agreement. So the appreciable independence of the magnitude of the die swell from the profile of the extruded rod is confirmed.

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A Fläche - a ^p ,a ^u Knotenpunktsvariablen für Druck bzw. Geschwindigkeit - a, b Seitenlängen des Rechteckprofils - B =L · N ^u Matrix - D Viskositätsmatrix - f Kräftematrix - K Schwerkraftvektor - K ^p ,K ^u Elementdruckmatrix, Elementgeschwindigkeitsmatrix - L Transformationsmatrix für den ebenen Fall - m Kronecker-Symbol für den zweidimensionalen Strömungszustand - N ^p ,N ^u Ansatzfunktionsmatrizen für Druck bzw. Geschwindigkeit - p Preßdruck - R Radius - T Preßtemperatur - t Lastvektor - u = (w, v) Geschwindigkeitsvektor - _A flächenbezogene Strangaufweitung - _R Aufweitung einer linearen QuerschnittsabmessungR - dynamische Viskosität - Dichte - D u/Dt Substantielle Ableitung der Geschwindigkeit nach der Zeit - T Transponierte einer Matrix (oberer Index) Vorgetragen auf der Jahrestagung der Deutschen Rheologischen Gesellschaft in Berlin vom 13.–15. Mai 1985     

Existence of finitely optimal solutions for infinite-horizon optimal control problems

In this paper, we investigate the existence of finitely optimal solutions for the Lagrange problem of optimal control defined on [0, ) under weaker convexity and seminormality hypotheses than those of previous authors. The notion of finite optimality has been introduced into the literature as the weakest of a hierarchy of types of optimality that have been defined to permit the study of Lagrange problems, arising in mathematical economics, whose cost functions either diverge or are not bounded below. Our method of proof requires us to analyze the continuous dependence of finite-interval Lagrange problems with respect to a prescribed terminal condition. Once this is done, we show that a finitely optimal solution can be obtained as the limit of a sequence of solutions to a sequence of corresponding finite-horizon optimal control problems. Our results utilize the convexity and seminormality hypotheses which are now classical in the existence theory of optimal control.This research forms part of the author's doctoral dissertation written at the University of Delaware, Newark, Delaware under the supervision of Professor Thomas S. Angell.     

Filter Diagonalization with Finite Fourier Transform Eigenfunctions

Below, we briefly report on the progress in the development of the Filter Diagonalization technique when filtering is carried out with the aid of Finite Fourier Transform (FFT) eigenfunctions. During recent years interest in these functions, also known as ‘prolates’, or ‘slepians’, has increased among scientists doing research in the field of signal processing. The main explanation to this follows from the set of very special extremal and orthogonality properties exibited by the FFT eigenfunctions. Recent results of Walter and Shen on sampling with prolate spheroidal functions will necessary produce a new wave of interest. In the presented, Filter diagonalization machinery, we show that the sampling formula of Walter and Shen simplifies essentially the computation of matrix elements as certain 2D–integrals involving FFT eigenfunctions.     

Residence times in kink sites and Markov chain model of alloy and intermetallic compound deposition

The concept of the residence time τ_ksp of an atom in a kink site has recently been suggested to understand the processes in electrochemical deposition of alloys and intermetallic compounds. Different kink sites with different residence times must be defined for alloys and intermetallic compounds. Based on this model, the finite Markov chain theory is applied to describe the selectivity of the growth process. An analytical relationship between the alloy composition and the metal ion concentrations in the electrolyte is derived. General model parameters are ratios g _i = K _ii/K _ij of equilibrium constants of the reaction of electrolyte ions with different kink sites on the surface (i, j representing different alloy components). These ratios are called selectivity constants. For simple conditions, the equation g _i ≈ τ_ii/τ_ij connects the g _i values with the residence times. The theory is tested in the deposition of alloys Co-Ni (anomalous co-deposition) and Ni-Mo (induced co-deposition). Additionally, Bi₂Te₃, an example of stoichiometric semiconductor deposition, is treated. Published in Russian in Elektrokhimiya, 2006, Vol. 42, No. 10, pp. 1216–1223. The text was submitted by the authors in English.     

聚乙撑二氧噻吩膜在氧化态的充电过程及电容研究

In this paper, the chronoamperometry was used to study the charging processes of polyethylenedioxythiophene (PEDOT) modified electrodes in the potential range where PEDOT was in the oxidized state. The results show that the charging behaviors of the PEDOT films are well agreed with the exhausted finite diffusion model. The dependence of the capacitance values of the films on potential and concentration of solution was also studied in this potential range.     

Finite extensibility and orientational effects in rubbers. A physical interpretation of the ‘van der Waals equation’ for the elastic force

We propose a physical interpretation of the so-called van der Waals equation of state for rubbers, which gives a relation between the force and the deformation. On a phenomenological basis this equation takes the finite extensibility and a non-defined interaction into account. Here the fininte extensibility is discussed for the dilute case (no entanglements) and the highly entangled limit. The intramolecular interactions are described by orientational effects. The resulting equation of state for the force shows the same features as the van der Waals equation.Dedicated to Prof. H.-G. Kilian on the occasion of his 60th birthday.