Index Heuristics for Multiclass M/G/1 Systems with Nonpreemptive Service and Convex Holding Costs

We consider the optimal service control of a multiclass M/G/1 queueing system in which customers are served nonpreemptively and the system cost rate is additive across classes and increasing convex in the numbers present in each class. Following Whittle's approach to a class of restless bandit problems, we develop a Langrangian relaxation of the service control problem which serves to motivate the development of a class of index heuristics. The index for a particular customer class is characterised as a fair charge for service of that class. The paper develops these indices and reports an extensive numerical investigation which exhibits strong performance of the index heuristics for both discounted and average costs.     

带惩罚项与随机输入的BP神经网络在线梯度学习算法的收敛性

本文对三层BP神经网络中带有惩罚项的在线梯度学习算法的收敛性问题进行了研究,在网络训练每一轮开始执行之前,对训练样本随机进行重排,以使网络学习更容易跳出局部极小,文中给出了误差函数的单调性定理以及该算法的弱收敛和强收敛性定理。     

M/G/1非空竭服务休假排队系统随机分解的简化算法

本文根据M／G／1非空竭服务休假排队系统稳态队长随机分解的结构特征提出一种统一算法，该方法简洁高效，避免了再生循环方法繁杂的运算。运用该方法得出的结果与已知的用再生循环方法得出的结论一致。并且修正了Levy(1989)关于Bernoulli闸门服务休假排队系统随机分解的一个错误。     

多重休假的带启动--关闭期的Geom/G/1排队

本研究多重休假的带启动——关闭期的Geom／G／1离散时间排队，给出稳态队长，等待时间分布的母函数及其随机分解结果，推导出忙期的全假期的母函数，给出该模型的几个特例。     

On Non-Continuous Dirichlet Processes

We introduce here some Itô calculus for non-continuous Dirichlet processes. Such calculus extends what was known for continuous Dirichlet processes or for semimartingales. In particular we prove that non-continuous Dirichlet processes are stable under C ¹ transformation.     

放射性9C束流不同贯穿深度上的线能谱测量

为阐述放射性⁹C束流应用于治癌的物理基础, 运用一个球形生物组织等效正比计数器测量了⁹C束流不同贯穿深度上的线能谱, 得到了沿束流贯穿深度上的剂量平均线能分布. 将实验测量得到的线能谱转换成为不同传能线密度在吸收剂量中所占份额的分布, 得到了该⁹C束流在不同贯穿深度上的剂量平均传能线密度分布. 将生物组织等效正比计数器测量得到的与先前通过平行板正比计数器测量得到的该⁹C束流的剂量平均传能线密度分布进行比较, 发现: 在束流入射通道上, 两者测量数据符合很好, 而在束流Bragg峰附近⁹C离子的沉积区域, 由组织等效正比计数器测量得到的剂量平均传能线密度值大于由平行板正比计数器测量得到的值.     

NCD系统的数学理论

无索赔折扣系统(No Claim Discount system,简记为NCD系统)是世界各国机动车辆险中广泛采用的一种经验费率厘定机制.本文尝试建立了NCD系统严谨的数学理论, 重点讨论了NCD系统的数学建模和稳态分析.此外,作为本文必要的数学前提,首先在第2节着重探讨了随机矩阵间的随机优序关系,并将所得结论运用至齐次不可约且遍历的马尔科夫链的研究中,这些内容也有其独立的数学上的兴趣.     

The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study

The sample average approximation (SAA) method is an approach for solving stochastic optimization problems by using Monte Carlo simulation. In this technique the expected objective function of the stochastic problem is approximated by a sample average estimate derived from a random sample. The resulting sample average approximating problem is then solved by deterministic optimization techniques. The process is repeated with different samples to obtain candidate solutions along with statistical estimates of their optimality gaps.We present a detailed computational study of the application of the SAA method to solve three classes of stochastic routing problems. These stochastic problems involve an extremely large number of scenarios and first-stage integer variables. For each of the three problem classes, we use decomposition and branch-and-cut to solve the approximating problem within the SAA scheme. Our computational results indicate that the proposed method is successful in solving problems with up to 2¹⁶⁹⁴ scenarios to within an estimated 1.0% of optimality. Furthermore, a surprising observation is that the number of optimality cuts required to solve the approximating problem to optimality does not significantly increase with the size of the sample. Therefore, the observed computation times needed to find optimal solutions to the approximating problems grow only linearly with the sample size. As a result, we are able to find provably near-optimal solutions to these difficult stochastic programs using only a moderate amount of computation time.     

High-Power CO2 Laser System with Repetition Rate Operation for High Current Multicharged Heavy Ion Generations

Experimental and numerical calculation results devoted to development of an optical system for an ion source based on a repetition rate CO₂ laser are described. The laser chain consists of a master oscillator, gas absorber cells, and a four-pass amplifier. The optical system provides smooth laser pulses with variable duration and high spatial quality that ensures efficiency for plasma heating and ion generation. The parameters of the plasma ion component measured in the CERN laboratory are applied for a lead target illumination.     

Physical Interpretation of the Motion of a Laser Pulse within the Framework of the Four-Oscillator Model

A physical multidimensional local model of the propagation process of a laser pulse in air having no analogy to famous models in laser physics is constructed. It is based on the representations of classical wave mechanics characteristic of the theory of scalar wave fields.