The existence of sensitive optimal policies in two multi-dimensional queueing models

Recently Dekker and Hordijk [3,4] introduced conditions for the existence of deterministic Blackwell optimal policies in denumerable Markov decision chains with unbounded rewards. These conditions include- uniform geometric recurrence.The-uniform geometric recurrence property also implies the existence of average optimal policies, a solution to the average optimality equation with explicit formula's and convergence of the value iteration algorithm for average rewards. For this reason, the verification of-uniform geometric convergence is also useful in cases where average and-discounted rewards are considered.On the other hand,-uniform geometric recurrence is a heavy condition on the Markov decision chain structure for negative dynamic programming problems. The verification of-uniform geometric recurrence for the Markov chain induced by some deterministic policy together with results by Sennott [14] yields the existence of a deterministic policy that minimizes the expected average cost for non-negative immediate cost functions.In this paper-uniform geometric recurrence will be proved for two queueing models: theK competing queues and the two centre open Jackson network with control of the service rates.The research of the author is supported by the Netherlands Organization for Scientific Research N.W.O.     

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.     

Numerical solution of minimax problems of optimal control,part 1

This paper contains general transformation techniques useful to convert minimax problems of optimal control into the Mayer-Bolza problem of the calculus of variations [Problem (P)]. We consider two types of minimax problems: minimax problems of Type (Q), in which the minimax function depends on the state and does not depend on the control; and minimax problems of Type (R), in which the minimax function depends on both the state and the control. Both Problem (Q) and Problem (R) can be reduced to Problem (P).For Problem (Q), we exploit the analogy with a bounded-state problem in combination with a transformation of the Jacobson type. This requires the proper augmentation of the state vectorx(t), the control vectoru(t), and the parameter vector , as well as the proper augmentation of the constraining relations. As a result of the transformation, the unknown minimax value of the performance index becomes a component of the parameter vector being optimized.For Problem (R), we exploit the analogy with a bounded-control problem in combination with a transformation of the Valentine type. This requires the proper augmentation of the control vectoru(t) and the parameter vector , as well as the proper augmentation of the constraining relations. As a result of the transformation, the unknown minimax value of the performance index becomes a component of the parameter vector being optimized.In a subsequent paper (Part 2), the transformation techniques presented here are employed in conjunction with the sequential gradient-restoration algorithm for solving optimal control problems on a digital computer; both the single-subarc approach and the multiple-subarc approach are discussed.This research was supported by the National Science Foundation, Grant No. ENG-79-18667, and by Wright-Patterson Air Force Base, Contract No. F33615-80-C3000. This paper is a condensation of the investigations reported in Refs. 1–7. The authors are indebted to E. M. Coker and E. M. Sims for analytical and computational assistance.     

Facility location in the presence of forbidden regions,I: Formulation and the case of Euclidean distance with one forbidden circle

A constrained form of the Weber problem is formulated in which no path is permitted to enter a prespecified forbidden region $\text{R}$ of the plane. Using the calculus of variations the shortest path between two points $\text{x}\text{,}\text{y}\text{?}\text{R}$ which does not intersect $\text{R}$ is determined. If $\text{d(}\text{x}\text{,}\text{y}\text{)}$ is unconstrained distance, we denote the shortes distance along a feasible path by $\text{d}\text{(}\text{x}\text{y}\text{)}$. The constrained Weber problem is, then: given points $\text{x}{}_{\mathrm{j}}\text{?}\text{R}$ and positive weights w_j, j = 1,2,…,n, find a point $\text{x}\text{?}\text{R}$ such that

$\text{f(}\text{x}\text{)=}\text{Σ}\text{n}\text{j=1}\text{d(}\text{x}\text{,}\text{x}{}_{\mathrm{j}}\text{)}$

is a minimum.An algorithm is formulated for the solution of this problem when $\text{d(}\text{x}\text{,}\text{y}\text{)}$ is Euclidean distance and $\text{R}$ is a single circular region. Numerical results are presented.     

对称广义中心对称矩阵模型修正的矩阵逼近法及其扰动性

X,B是实测的位移矩阵和载荷矩阵,C是有限元方法得到的估计矩阵,给出了AX=B的对称广义中心对称矩阵解集合ζ的表达式,对于逼近问题||C-A||F=min A∈ζ||C-A||F的解A,给出了它的表达式并分析了解A的扰动性,数值结果表明方法是行之有效的.     

Morris-Lecar系统中通道噪声诱导的自发性动作电位研究

在生物物理学中,越来越多的现象是由于分段确定性的动力系统与连续时间马氏过程之间的耦合作用而产生的.因为这种耦合性,相关的数学模型更适合取为随机混合系统而不是扩散过程(基于It?o随机微分方程).本文从理论上和数值上研究了在弱噪声条件下无鞍点状态的随机混合Morris-Lecar系统中,由通道噪声诱导的自发性放电现象.一个动作电位的初始阶段可视为噪声诱导的逃逸事件,其最优路径和拟势可由辅助Hamilton系统给出.由于系统不存在鞍点,因此可选择虚拟分界线(ghost separatrix)为阈值,研究噪声诱导的自静息态的逃逸事件.通过计算在阈值处的拟势,便可发现其值有一个明显的最小值,其作用类似于鞍点.通过改进的Monte Carlo模拟方法,计算了历程概率分布,其结果对初始阶段和兴奋阶段的理论解均给出了验证.此外,基于前人将拟势等高线作为阈值的另一种选择,我们对两种阈值取法的优劣性进行了比较.最后,本文研究了钠离子和钾离子通道噪声的不同组合对最优路径和拟势的影响.结果表明:钾离子通道噪声在自发性放电过程中起主导作用,且两种噪声强度存在一个最优比例能使总的噪声强度达到最小.     

Maximum Profit Output Configuration of Multi-Reservoir Resource Exchange Intermediary

A model of a multi-reservoir resource exchange intermediary also defined as a commercial engine is proposed according to analogies and similarities between thermodynamics and economics. The optimal configuration of a multi-reservoir commercial engine with a maximum profit output objective is determined by applying optimal control theory. The optimal configuration consists of two instantaneous constant commodity flux processes and two constant price processes, and the configuration is independent of a number of economic subsystems and commodity transfer law qualitatively. The maximum profit output needs some economic subsystems to never contact with the commercial engine during commodity transfer processes. Numerical examples are provided for a three-economic-subsystem commercial engine with linear commodity transfer law. The effects of price changes of an intermediate economic subsystem on the optimal configuration of a three-economic-subsystem and the performance of optimal configuration are discussed. The research object is general, and the results can provide some theoretical guidelines for operations of actual economic processes and systems.     

An Uzawa-type algorithm for the coupled Stokes equations

An Uzawa-type algorithm is designed for the coupled Stokes equations discretized by the mixed finite element method. The velocity solved by the presented algorithm is weakly divergence-free, which is different from the one solved by the common Uzawa method. Besides, an optimal relaxation parameter of the presented algorithm is provided.     

基于改进遗传算法主动柔性结构压电元件位置优化

基于改进的遗传算法提出了一种解决多压电片布置在柔性结构上以实现振动主动控制的有效方法.本文采用D优化设计准则,即把Fisher信息矩阵行列式最大值作为目标函数的一种优化方法.通过对结构模态振型和动力特性的研究,使用一种简单的方法将所选择的低阶模态振型转化为归一化形式,最后通过结构模态振型可确定压电片最优位置.为了达到更好的振动控制效果,压电片布置在结构模态应变最大位置处.当在结构不同位置上布置压电片时,结构各阶模态振型也将随之发生不同程度的变化.本文建立了ANSYS软件和遗传算法的接口来实现对结构的模态重分析,从而提取各阶模态振型.     

斜面上任意抛射的最佳抛射角

对斜面上任意抛射的最佳抛射角和射程计算公式进行了推导.