Piecewise Deterministic Markov Control Processes with Feedback Controls and Unbounded Costs

The control of piecewise-deterministic processes is studied where only local boundedness of the data is assumed. Moreover the discount rate may be zero. The value function is shown to be solution to the Bellman equation in a weak sense; however the solution concept is strong enough to generate optimal policies. Continuity and compactness conditions are given for the existence of nonrelaxed optimal feedback controls.     

Stability Conditions of the MMAP [ K ]/ G [ K ]/1/ LCFS Preemptive Repeat Queue

In this paper, we study the stability conditions of the MMAP[K]/G[K]/1/LCFS preemptive repeat queue. We introduce an embedded Markov chain of matrix M/G/1 type with a tree structure and identify conditions for the Markov chain to be ergodic. First, we present three conventional methods for the stability problem of the queueing system of interest. These methods are either computationally demanding or do not provide accurate information for system stability. Then we introduce a novel approach that develops two linear programs whose solutions provide sufficient conditions for stability or instability of the queueing system. The new approach is numerically efficient. The advantages and disadvantages of the methods introduced in this paper are analyzed both theoretically and numerically.     

THE CLASSIFICATION AND PERIOD OF STATES FOR MARKOV CHAIN IN RANDOM ENVIRONMENT

This paper is a continuation of [8]. In Section 1, three kinds of communication are introdnced for two states and the relations among them are investigated. In Section 2, two kinds of period of a state are introdnced and it is obtained that the period is a “class property” ,i.e. two states x and y belong to same class implies the period of x is equal to the period of y.     

Three-dimensional integrable models and associated tangle invariants

In this paper we show that the Boltzmann weights of the three-dimensional Baxter-Bazhanov model give representations of the braid group if some suitable spectral limits are taken. In the trigonometric case we classify all possible spectral limits which produce braid group representations. Furthermore, we prove that for some of them we get cyclotomic invariants of links and for others we obtain tangle invariants generalizing the cyclotomic ones.     

一个强极限定理

设是可列非齐次马氏链，本文通过利用［１］中提出的在Ｗｉｅｎｅｒ概率空间的一种实现，而给出了一个对任意可列非齐次马氏链普遍成立的强极限定理。     

OU型Markov过程的不变测度及弱对偶性

本文研究ＯＵ型Ｍａｒｋｏｖ过程的不变测度、参考测度和弱对偶半群的存在性问题，并得出了不变测度的唯一性。     

Single chain force spectroscopy - Reading the sequence of HP protein models

We study the elastic properties of single A/B random copolymer chains, with a specific sequence and use them as theoretical model for so called HP proteins. HP proteins carry hydrophilic (P) and hydrophobic (H) monomers. We predict a rich structure in the force-extension relations which can be attributed to the information in the sequence. The variational method is used to probe local minima on the path of stretching and releasing for the chain molecules. At a given force, we find multiple configurations which are separated by energy barriers. A collapsed globular configuration consists of several domains which unravel cooperatively. Upon stretching, the unfolding path shows a stepwise pattern corresponding to the unfolding of each domain. While releasing, several cores can be created simultaneously in the middle of the chain, resulting in a different path of collapse. The long-range interactions and stiffness of the chain simplify the potential landscape given by the disorder in sequence. Received 5 March 2002 / Received in final form 16 May 2002 Published online 13 August 2002     

Parametric and Non Homogeneous Semi-Markov Process for HIV Control

In AIDS control, physicians have a growing need to use pragmatically useful and interpretable tools in their daily medical taking care of patients. Semi-Markov process seems to be well adapted to model the evolution of HIV-1 infected patients. In this study, we introduce and define a non homogeneous semi-Markov (NHSM) model in continuous time. Then the problem of finding the equations that describe the biological evolution of patient is studied and the interval transition probabilities are computed. A parametric approach is used and the maximum likelihood estimators of the process are given. A Monte Carlo algorithm is presented for realizing non homogeneous semi-Markov trajectories. As results, interval transition probabilities are computed for distinct times and follow-up has an impact on the evolution of patients.      

Toda Chains in the Jacobi Method

We use the Jacobi method to construct various integrable systems, such as the Stäckel systems and Toda chains, related to various root systems. We find canonical transformations that relate integrals of motion for the generalized open Toda chains of types B _n, C _n, and D _n.