We consider discrete-time Markov control processes on Borel spaces and infinite-horizon undiscounted cost criteria which are sensitive to the growth rate of finite-horizon costs. These criteria include, at one extreme, the grossly underselective average cost
The admissibility of spaces for Itô functional difference equations is investigated by the method of modeling equations. The problem of space admissibility is closely connected with the initial data stability problem of solutions for Itô delay differential equations. For these equations the -stability of initial data solutions is studied as a special case of admissibility of spaces for the corresponding Itô functional difference equation. In most cases, this approach seems to be more constructive...
Ce travail est une étude théorique d’opérateurs de Toeplitz dont le symbole est une fonction matricielle régulière définie positive partout sur le tore à une dimension. Nous proposons d’abord une formule d’inversion exacte pour un opérateur de Toeplitz à symbole matriciel, démontrée au moyen d’un théorème établi en annexe et donnant la solution du problème de la prédiction relatif à un passé fini pour un processus stationnaire du second ordre. Nous établissons ensuite, à partir de cet inverse, un...
A new kind of linear model with partially variant coefficients is proposed and a series of iterative algorithms are introduced and verified. The new generalized linear model includes the ordinary linear regression model as a special case. The iterative algorithms efficiently overcome some difficulties in computation with multidimensional inputs and incessantly appending parameters. An important application is described at the end of this article, which shows that this new model is reasonable and...
The paper introduces a novel proposal of a security management system destined primarily for application in the field of IT. Its core is formed by a triplet of cooperating knowledge-based (expert) systems, the knowledge bases of which consist of vague If-Then rules. The knowledge bases were created by experts on the problem domain and multiple times tested and verified on actual scenarios and real systems. With the system, a comprehensive methodology that is a part of a more complex approach to...
Wireless Backbone Networks (WBNs) equipped with Multi-Radio Multi-Channel (MRMC) configurations do experience power control problems such as the inter-channel and co-channel interference, high energy consumption at multiple queues and unscalable network connectivity. Such network problems can be conveniently modelled using the theory of queue perturbation in the multiple queue systems and also as a weak coupling in a multiple channel wireless network. Consequently, this paper proposes a queue perturbation...
We establish a Large Deviations Principle for diffusions with Lipschitz continuous oblique reflections on regular domains. The rate functional is given as the value function of a control problem and is proved to be good. The proof is based on a viscosity solution approach. The idea consists in interpreting the probabilities as the solutions to some PDEs, make the logarithmic transform, pass to the limit, and then identify the action functional as the solution of the limiting equation.