A class of pseudo-monotone operators and its applications in PDE

In this paper we give a criterion of pseudo-monotone operators by which a class of operators related to elliptic partial differential equations is recognized as pseudo-monotone operators. Some applications in boundary value problems for elliptic equations and obstacle problems are given. Research supported by the Fund of IMAS     

Multi-policy improvement in stochastic optimization with forward recursive function criteria

Iwamoto recently established a formal transformation via an invariant imbedding to construct a controlled Markov chain that can be solved in a backward manner, as in backward induction for finite-horizon Markov decision processes (MDPs), for a given controlled Markov chain with non-additive forward recursive objective function criterion. Chang et al. presented formal methods, called “parallel rollout” and “policy switching,” of combining given multiple policies in MDPs and showed that the policies generated by both methods improve all of the policies that the methods combine. This brief paper extends the methods of parallel rollout and policy switching for forward recursive objective function criteria and shows that the similar property holds as in MDPs. We further discuss how to implement these methods via simulation.     

A commentary on the method of successive starts

A number of comments are made on the method of successive starts. These include a derivation of the method, a discussion of it in its most general setting, remarks on its use, suggestions to improve its accuracy, and some open questions about the method. Several numerical examples are discussed illustrating both success and failure with the method.     

Existence of optimal controls for a partially observed semimartingale

For a partially observed control problem we prove the existence of an optimal control. Purely probabilistic means as Skorokhod imbedding and convergence are used to derive the result.     

线性和环型Consecutive-k-out-of-r-from-n:F系统可靠性的精确解

本文利用马氏链嵌入法给出了工程上被称为Consecutive k out of r from n :F系统的可靠性精确解。这种方法适用于较复杂的系统可靠性计算 ,且易于在计算机上实现。     

A least-squares model specification test for a class of dynamic nonlinear economic models with systematically varying parameters

The problem of structural instability in estimated macroeconomic relationships has recently surfaced anew, due to a series of articles by the rational expectations school. A key explanation for the observed instability is said to be that the parameters appearing in modelled macroeconomic relationships, traditionally treated as constant or purely random, must realistically be viewed as the reflections of the demand and supply decisions of optimizing agents in the economy reacting rationally to changes in endogenous and exogenous variables, including changes induced by shifts in government policy decision rules. The present paper develops a least-squares measure for simultaneously testing the basic compatibility of prior dynamical, observational, and distributional model specifications against actual data for a class of dynamic nonlinear economic models with parameters explicitly modelled as nonlinear functions of endogenous and exogenous variables. Using invariant imbedding techniques, an algorithm is derived for sequentially updating the optimal least-squares estimates for parameters, endogenous variables, and squared residual modelling error sums as the duration of the process increases and new observations are obtained.Dedicated to R. BellmanThis work was partially supported by the National Science Foundation under Grant No. ENG-77-28432 and the National Institutes of Health under Grant No. GM-3732-03. A previous version of this paper (Ref. 1) was presented at the Econometrics Modelling Research Seminar, Department of Economics, University of Southern California, Los Angeles, 1979. The authors are grateful to numerous colleagues for helpful comments.     

Imbedding methods for the integral equations for the optimal control of time-lag systems,I: Parameter dependence

The problem of the optimal control of systems with time lags can be reduced to a Fredholm integral equation. In this paper, it is shown that the Fredholm resolvent satisfies an initial-value problem in which a parameter serves as the independent variable. This reduction may be of computational utility.This work was partially supported by Sigma Delta Epsilon—Graduate Women in Science and NIH Grant No. GM-23732.     

Imbeddings between Weighted Orlicz–Lorentz Spaces

We establish necessary and sufficient conditions for imbeddings of weighted Orlicz–Lorentz spaces.     

Local Isometric Imbeddings of Symplectic Groups

We show that the canonical isometric imbedding of the symplectic group Sp(n) into R ^{4n 2} gives the least-dimensional isometric imbedding into the Euclidean space, even in the local standpoint. We prove this result by calculating the quantity p_G determined by the curvature of Sp(n), which serves as an obstruction to the existence of local isometric imbeddings. We also exhibit the estimates on the value p_G for the remaining compact classical simple Lie groups, and improve the previous results on the codimension of local isometric imbeddings of these groups.     

Precise inclusion relations among Bergman–Besov and Bloch–Lipschitz spaces and on the unit ball of

We describe exactly and fully which of the spaces of holomorphic functions in the title are included in which others. We provide either new results or new proofs. More importantly, we construct explicit functions in each space that show our relations are strict and the best possible. Many of our inclusions turn out to be sharper than the Sobolev imbeddings.