Analysis on free Riemannian path spaces

The gradient operator is defined on the free path space with reference measure Pμ, the law of the Brownian motion on the base manifold with initial distribution μ, where μ has strictly positive density w.r.t. the volume measure. The formula of integration by parts is established for the underlying directional derivatives, which implies the closability of the gradient operator so that it induces a conservative Dirichlet form on the free path space. The log-Sobolev inequality for this Dirichlet form is established and, consequently, the transportation cost inequality is obtained for the associated intrinsic distance.     

Randomized Algorithms for Robust Stability and Guaranteed Cost Control of Stochastic Jump Parameter Systems with Uncertain Switching Policies

It has been suggested recently that the uncertainty randomization approach may offer numerical advantages when applied to robust control problems. This paper investigates new possibilities which this approach may offer in relation to the robust stability and control of stochastic systems governed by uncertain discrete-state Markov processes.This work was supported by the Australian Research Council.The author thanks Professors R. Tempo and B. Polyak for discussions concerning possible applications of the results of Refs. 9--10. Also, technical discussions with Professor R. Tempo and Dr. Y. Fujisaki during the author visit to IRITI-CNR, Torino, Italy are gratefully acknowledged.     

A new preventive maintenance strategy for items sold under warranty

When products are sold under warranty, the manufacturer incursadditional costs for warranty servicing. Preventive maintenanceactions can be used to reduce this cost and these are worthwhileonly if the extra cost incurred is less than the reduction achieved.In this paper we propose a new preventive maintenance policywhere the parameters are selected optimally to minimize thetotal warranty servicing cost.     

一种新的武器总体综合设计方法

对武器装备的作战效能、寿命周期费用、风险和研制周期的模型进行了研究,提出了综合运用这四维指标作为目标函数的武器总体综合设计的思路和数学模型,可以全面而系统地认识武器装备的发展问题,避免设计中由于只注重提高性能而引起的弊端.     

Review of Some Functionals of Compound Poisson Processes and Related Stopping Times

The paper reviews recent results of D. Perry, W. Stadje and S. Zacks, on functionals of stopping times and the associated compound Poisson process with lower and upper linear boundaries. In particular, formulae of these functionals are explicitly developed for the total expected discounted cost of discarded service in an M/G/1 queue with restricted accessibility; for the expected total discounted waiting cost in an M/G/1 restricted queue; for the shortage, holding and clearing costs in an inventory system with continuous input; for the risk in sequential estimation and for the transform of the busy period when the upper boundary is random.      

Infinite Time-Dependent Network Equilibria with a Multivalued Cost Function

In this paper, we consider the dynamic traffic network equilibria with possibly an infinite number of routes, a possibly multivalued cost function, and a not necessarily reflexive Banach space of flow trajectories. We investigate the existence of equilibria under a monotonicity assumption on the cost function, as well as an equivalent condition for equilibria under additional constraints. Finally, we give an iterative method for the computation of equilibria. Our results generalize and extend previous results in Refs. 1–2.Communicated by F. GiannessiThe authors are thankful to the referee and Professor F. Giannessi for valuable suggestions and comments leading the paper to its present form.All correspondence should be sent to the first author.     

Computation of Signature Symmetric Balanced Realizations

A new numerical scheme for computing balancing coordinate transformations for signature symmetric realizations in linear systems theory is presented. The method is closely related to the Jacobi method for diagonalizing symmetric matrices. Here the minimization of the sum of traces of the Gramians by orthogonal and hyperbolic Jacobi-type rotations is considered. Local quadratic convergence of the algorithm is shown.     

成本最小问题与(弱)DEA有效性

在文[1]的基础上,本文证明了在一定条件下对所给的决策单元、其弱DEA有效性或DEA有效性能由成本最小问题的最优解来判断.     

A generalized discrete-time order replacement model

In this article, we consider a discrete-time order replacementproblem. More precisely, we treat a generalized model with morecomplex cost structure than Kaio & Osaki (1979, IEEE Trans.Reliab., R-29, 405–406) and with two decision variables:allowable inventory time and ordering time. Based on the discreteprobabilistic argument, we derive the optimal ordering policyto deliver a spare unit preventively by a regular order, soas to minimize the expected cost per unit time in the steadystate. Numerical examples are devoted to carrying out the sensitivityanalysis of model parameters on the optimal ordering policyand its associated expected cost value.     

A TRUST REGION ALGORITHM VIA BILEVEL LINEAR PROGRAMMING FOR SOLVING THE GENERAL MULTICOMMODITY MINIMAL COST FLOW PROBLEMS

This paper proposes a nonmonotonic backtracking trust region algorithm via bilevel linear programming for solving the general multicommodity minimal cost flow problems. Using the duality theory of the linear programming and convex theory, the generalized directional derivative of the general multicommodity minimal cost flow problems is derived. The global convergence and superlinear convergence rate of the proposed algorithm are established under some mild conditions.