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Non-stationary departure process in a batch-arrival queue with finite buffer capacity and threshold-type control mechanism

Wojciech M. Kempa, Dariusz Kurzyk (2022)

Kybernetika

Non-stationary behavior of departure process in a finite-buffer M X / G / 1 / K -type queueing model with batch arrivals, in which a threshold-type waking up N -policy is implemented, is studied. According to this policy, after each idle time a new busy period is being started with the N th message occurrence, where the threshold value N is fixed. Using the analytical approach based on the idea of an embedded Markov chain, integral equations, continuous total probability law, renewal theory and linear algebra, a...

Note on stability estimation in average Markov control processes

Jaime Martínez Sánchez, Elena Zaitseva (2015)

Kybernetika

We study the stability of average optimal control of general discrete-time Markov processes. Under certain ergodicity and Lipschitz conditions the stability index is bounded by a constant times the Prokhorov distance between distributions of random vectors determinating the “original and the perturbated” control processes.

Note on the paper: interior proximal method for variational inequalities on non-polyhedral sets

Alexander Kaplan, Rainer Tichatschke (2010)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

In this paper we clarify that the interior proximal method developed in [6] (vol. 27 of this journal) for solving variational inequalities with monotone operators converges under essentially weaker conditions concerning the functions describing the "feasible" set as well as the operator of the variational inequality.

Notes on free lunch in the limit and pricing by conjugate duality theory

Alena Henclová (2006)

Kybernetika

King and Korf [KingKorf01] introduced, in the framework of a discrete- time dynamic market model on a general probability space, a new concept of arbitrage called free lunch in the limit which is slightly weaker than the common free lunch. The definition was motivated by the attempt at proposing the pricing theory based on the theory of conjugate duality in optimization. We show that this concept of arbitrage fails to have a basic property of other common concepts used in pricing theory – it depends...

Numerical behavior of the method of projection onto an acute cone with level control in convex minimization

Robert Dylewski (2000)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

We present the numerical behavior of a projection method for convex minimization problems which was studied by Cegielski [1]. The method is a modification of the Polyak subgradient projection method [6] and of variable target value subgradient method of Kim, Ahn and Cho [2]. In each iteration of the method an obtuse cone is constructed. The obtuse cone is generated by a linearly independent system of subgradients. The next approximation of a solution is the projection onto a translated acute cone...

Numerical considerations of a hybrid proximal projection algorithm for solving variational inequalities

Christina Jager (2007)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

In this paper, some ideas for the numerical realization of the hybrid proximal projection algorithm from Solodov and Svaiter [22] are presented. An example is given which shows that this hybrid algorithm does not generate a Fejér-monotone sequence. Further, a strategy is suggested for the computation of inexact solutions of the auxiliary problems with a certain tolerance. For that purpose, ε-subdifferentials of the auxiliary functions and the bundle trust region method from Schramm and Zowe [20]...

Numerical modelling of semi-coercive beam problem with unilateral elastic subsoil of Winkler's type

Stanislav Sysala (2010)

Applications of Mathematics

A non-linear semi-coercive beam problem is solved in this article. Suitable numerical methods are presented and their uniform convergence properties with respect to the finite element discretization parameter are proved here. The methods are based on the minimization of the total energy functional, where the descent directions of the functional are searched by solving the linear problems with a beam on bilateral elastic ``springs''. The influence of external loads on the convergence properties is...

Numerical resolution of an “unbalanced” mass transport problem

Jean-David Benamou (2003)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

We introduce a modification of the Monge–Kantorovitch problem of exponent 2 which accommodates non balanced initial and final densities. The augmented lagrangian numerical method introduced in [6] is adapted to this “unbalanced” problem. We illustrate the usability of this method on an idealized error estimation problem in meteorology.

Numerical resolution of an “unbalanced” mass transport problem

Jean-David Benamou (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We introduce a modification of the Monge–Kantorovitch problem of exponent 2 which accommodates non balanced initial and final densities. The augmented Lagrangian numerical method introduced in [6] is adapted to this “unbalanced” problem. We illustrate the usability of this method on an idealized error estimation problem in meteorology.

Currently displaying 81 – 100 of 106