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991.
We consider an optimal two-country management of depleted transboundary renewable resources. The management problem is modelled as a differential game, in which memory strategies are used. The countries negotiate an agreement among Pareto efficient harvesting programs. They monitor the evolution of the agreement, and they memorize deviations from the agreement in the past. If the agreement is observed by the countries, they continue cooperation. If one of the countries breaches the contract, then both countries continue in a noncooperative management mode for the rest of the game. This noncooperative option is called a threat policy. The credibility of the threats is guaranteed by their equilibrium property. Transfer or side payments are studied as a particular cooperative management program. Transfer payments allow one country to buy out the other from the fishery for the purpose of eliminating the inefficiency caused by the joint access to the resources. It is shown that efficient equilibria can be reached in a class of resource management games, which allow the use of memory strategies. In particular, continuous time transfer payments (e.g., a share of the harvest) should be used instead of a once-and-for-all transfer payment. 相似文献
992.
K. S. Lin 《Journal of Optimization Theory and Applications》1983,39(1):105-124
This paper presents a solution algorithm for a single machine scheduling problem with two criteria: total tardiness and total flow time. Theoretical results of precedence properties which are respected by all nondominated schedules are first derived. These precedence properties are then incorporated into a multiple-criteria dynamic programming framework to improve the computational efficiency. Results of the computational experiment and the average behavior (computation time and efficiency) of the algorithm are reported.This investigation was supported in part by University of Kansas General Research Allocation No. 3470-20-0038 and the University of Kansas School of Business Research Fund provided by the Fourth National Bank and Trust Company, Wichita. The ideas and opinions expressed herein are solely those of the author. The author especially wants to thank Professor P. L. Yu for valuable comments on an earlier draft of this paper. 相似文献
993.
M. L. Puterman 《Journal of Optimization Theory and Applications》1977,22(1):103-116
In this paper, we consider the problem of optimally controlling a diffusion process on a closed bounded region ofR
n with reflection at the boundary. Employing methods similar to Fleming (Ref. 1), we present a constructive proof that there exists an optimal Markov control that is measurable or lower semicontinuous. We prove further that the expected cost function corresponding to the optimal control is the unique solution of the quasilinear parabolic differential equation of dynamic programming with Neumann boundary conditions and that there exists a diffusion process (in the sense of Stroock and Varadhan) corresponding to the optimal control.This work was partially supported by the National Science Foundation, Grant No. GK-18339, by the Office of Naval Research, Grant No. NR-042-264, and by the National Research Council of Canada, Grant No. A3609.The author would like to thank S. R. Pliska, J. Pisa, and N. Trudinger for helpful suggestions. He is especially grateful to Professor A. F. Veinott, Jr., for help and advice in the preparation of the doctoral dissertation, on which part of this paper is based. Finally, he wishes to thank one of the referees for the careful reading and constructive comments on an earlier version of this paper. 相似文献
994.
It is known that the classical capillary pressure-saturation relationship may be deficient under non-equilibrium conditions when large saturation changes may occur. An extended relationship has been proposed in the literature which correlates the rate of change of saturation to the difference between the phase pressures and the equilibrium capillary pressure. This linear relationship contains a damping coefficient, \tau, that may be a function of saturation. The extended relationship is examined at the macro-scale through simulations using the two-phase simulator MUFTE-UG. In these simulations, it is assumed that the traditional equilibrium relationship between the water saturation and the difference in fluid pressures holds locally. Steady-state and dynamic numerical experiments are performed where a non-wetting phase displaces a wetting phase in homogeneous and heterogeneous domains with varying boundary conditions, domain size, and soil parameters. From these simulations the damping coefficient can be identified as a (non-linear) function of the water saturation. It is shown that the value of increases with an increased domain size and/or with decreased intrinsic permeability. Also, the value of for a domain with a spatially correlated random distribution of intrinsic permeability is compared to a homogeneous domain with equivalent permeability; they are shown to be almost equal. 相似文献
995.
This study investigates how to dynamically allocate resources with a given budget for advertising through Web portals using keyword-activated banner ads on the Internet. Identifying the factors that affect the potential number of banner ad clickthroughs in each portal, we show that the process of budget allocation between the two types of portals (generic vs specialized) that leads to the largest banner clicksthrough in the long run is an optimal control problem. Using techniques of dynamic programming, we find analytical solutions for the optimal budgeting decisions. Our analysis shows that an advertisers optimal portal budgeting depends nonlinearly on the number of visitors who type the same trigger keyword and the average clicksthrough rates, as well as on the advertiser and ad effectiveness. Further, we find that the maximal number of banner clickthroughs from both portals, at time t, depends on the remaining budget until the end of the planning period. The analytical results have useful managerial insight. One of the interesting features of our solution shows that, while a large visitor base may favor the generic portal, other parameters may affect it unfavorably: e.g., lower clickthrough rates of keyword banners from a more heterogeneous audience. Using a specificaction that is consistent with empirical observations, we show that, in the long run, an advertiser must always spend more ad money at the specialized portal. 相似文献
996.
Metastability in the Ising model is studied in two ways. In a dynamical Monte Carlo model, metastable magnetization and lifetime are measured for various magnetic fields and low temperatures. Following up a proposed relation between analytic continuation of transfer matrix eigenvalues and metastability, transfer matrix eigenvalues are studied. We examine the extent to which these approaches agree. The Monte Carlo data also provide quantitative support for the critical droplet model for decay. 相似文献
997.
李继猛 《浙江大学学报(理学版)》1959,46(3):309-314
研究了时标上的一类具有阻尼项的二阶广义Emden-Fowler型泛函动态方程的振荡性,利用时标上的微积分理论和广义的Riccati变换及不等式技巧,建立了该方程振荡的若干判别准则, 推广且改进了一些已有的结果,并用具体实例来说明本文的主要结论。 相似文献
998.
By means of the Monte Carlo sampling technique the equilibrium thermodynamics of fluids and magnets can be calculated numerically. We show that the questions of convergence and accuracy of this method can be understood in terms of the dynamics of the appropriate stochastic model. Also, we discuss to what extent various choices of transition probabilities lead to different dynamic properties of the system. As examples of applications, we consider Ising and Heisenberg spin systems. The numerical results about the dynamic correlation functions are compared to simple approximations taken from the theory of the kinetic Ising model. 相似文献
999.
1000.
L. P. Liu 《Journal of Optimization Theory and Applications》1993,77(3):545-561
The problem of continuously dynamic multiobjective optimization, or multiobjective control, is discussed. The concepts of nondominated controls and viable controls are introduced. For a class of nonlinear dynamic systems, the convexity of their controlled Carathéodory trajectories is proved. Based on this convexity, sufficient conditions are given for the solution of a multiobjective control problem to be obtained in terms of solutions of weighting problems.This work was partly done at the Huazhong University of Science and Technology, Wuhan, China. The author is indebted to Professor Chen Ting for his advice. The author wishes to thank Professor G. Leitmann for his favorable comments. The author is also grateful to Ms. Mary S. Linn at the University of Kansas, who helped him improve the English presentation of this paper. 相似文献