Optimal intensity control of a multi-class queue

We study a mixed problem of optimal scheduling and input and output control of a single server queue with multi-classes of customers. The model extends the classical optimal scheduling problem by allowing the general point processes as the arrival and departure processes and the control of the arrival and departure intensities. The objective of our scheduling and control problem is to minimize the expected discounted inventory cost over an infinite horizon, and the problem is formulated as an intensity control. We find the well-knownc is the optimal solution to our problem.Supported in part by NSF under grant ECS-8658157, by ONR under contract N00014-84-K-0465, and by a grant from AT&T Bell Laboratories.The work was done while the author was a postdoctoral fellow in the Division of Applied Sciences, Harvard University, Cambridge, Massachusetts 02138.     

Long-term optimal operation of series parallel reservoirs for critical period with specified monthly generation and average monthly storage

We present in this paper an efficient approach for solving the problem of planning the long-term (multiyear) operation of a multireservoir hydroelectric power system for the critical period with a monthly variable load. This load is equal to a certain percentage of the total generation at the end of the year, subject to satisfying a number of constraints on the hydrosystem, using the minimum norm formulation.The proposed method is efficient in computing time and in calculating the total expected benefits from the system during the critical period. Numerical results are reported for a real system in operation consisting of two rivers. Each river has two series reservoirs.This work was supported by the Natural Science and Engineering Research Council of Canada, Grant No. A4146.     

Prophet inequalities for parallel processes

Generalizations of prophet inequalities for single sequences are obtained for optimal stopping of several parallel sequences of independent random variables. For example, if {X_{i, j}, 1 ≤ i ≤ n, 1 ≤ j < ∞} are independent non-negative random variables, then

Full-size image

and this bound is best possible. Applications are made to comparisons of the optimal expected returns of various alternative methods of stopping of parallel processes.     

具有两个同阶轨道的双轨道图的圈边连通度

一个边割被称为圈边割,如果该边割能分离图的两个不同圈.如果一个图有圈边割,称该图为圈边可分离的.一个圈边可分离图G的最小圈边割的阶数被称为圈边连通度,记作cλ（G）.定义：ζ（G）=min{w（X）｜X导出G的最短圈},其中w（X）为端点分别在X和V（G）-X中的边的数目.如果一个圈边可分离图G使得cλ（G）=ζ（G）成立,称该图是圈边最优的.Tian和Meng在文章[11]以及Yang et al在文章[15]中研究了两种不同的双轨道图的圈边最优性.本文我们将研究具有两个同阶轨道的双轨道图的圈边连通度.     

Galerkin method for a Stefan-type problem in one space dimension

Based on a Landau-type transformation, both continuous and discrete in time L²-Galerkin methods are applied to a single-phase Stefan-type problem in one space dimension. Optimal rates of convergence in L^ℵ, L^∞, and H¹-norms are derived and computational results are presented. © 1997 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 13: 393–416, 1997     

均值-方差准则下的多期最优保险投资(英文)

近年来,最优保险投资问题吸引了越来越多的注意。一般这个问题是在连续时间框架下来研究的。本文针对这一问题建立离散时间的最优控制模型。应用动态规划原理求解模型对应的近似问题,得到了最优投资策略和投资有效边界的解析表达形式。本文得到的最优投资策略和投资有效边界均依赖于承保参数。通过数值例子分析了承保参数对最优投资策略和有效边界的影响。     

Zero-sum games with incompletely defined payoff

It is shown that a saddle-point solution exists in a two-person, zero-sum game whose payoff is given by a matrix which is not completely defined. On the other hand, we show that such games do not always have a value, so that a saddle-point solution is not necessarily an optimal solution.This work was supported by the Centre d'Etudes Atomiques, Saclay, France.     

A review of statistical models for global optimization

A review of statistical models for global optimization is presented. Rationality of the search for a global minimum is formulated axiomatically and the features of the corresponding algorithm are derived from the axioms. Furthermore the results of some applications of the proposed algorithm are presented and the perspectives of the approach are discussed.     

Constructions of optimal difference systems of sets

Difference systems of sets (DSSs) are combinatorial configurations which were introduced in 1971 by Levenstein for the construction of codes for synchronization. In this paper, we present two kinds of constructions of difference systems of sets by using disjoint difference families and a special type of difference sets, respectively. As a consequence, new infinite classes of optimal DSSs are obtained.     

非均匀加宽单模激光器的最佳透射率

给出四能级系统非均匀加宽单模激光器最佳透射率的表达式和分布曲线,并与均匀加宽单模激光器最佳透射率进行了比较.叙述了非均匀加宽单模激光器的特点.