Wigner distributions for finite-state systems without redundant phase-point operators

We set up Wigner distributions for N-state quantum systems following a Dirac-inspired approach. In contrast to much of the work in this study, requiring a 2N x 2N phase space, particularly when N is even, our approach is uniformly based on an N x N phase-space grid and thereby avoids the necessity of having to invoke a `quadrupled' phase space and hence the attendant redundance. Both N odd and even cases are analysed in detail and it is found that there are striking differences between the two. While the N odd case permits full implementation of the marginal property, the even case does so only in a restricted sense. This has the consequence that in the even case one is led to several equally good definitions of the Wigner distributions as opposed to the odd case where the choice turns out to be unique.

A reinforcement learning based algorithm for finite horizon Markov decision processes

We develop a simulation based algorithm for finite horizon Markov decision processes with finite state and finite action space. Illustrative numerical experiments with the proposed algorithm are shown for problems in flow control of communication networks and capacity switching in semiconductor fabrication.

Generating synchronizable test sequences based on finite-statemachine with distributed ports

In the area of testing communication systems, the interfaces between systems to be tested and their testers have great impact on test generation and fault detectability. Several types of such interfaces have been standardized by the International Standardization Organization (ISO). A general distributed test architecture, containing distributed interfaces, has been presented in the literature for testing distributed systems based on the Open Distributing Processing (ODP) Basic Reference Model (BRM), which is a generalized version of ISO distributed test architecture. We study in this paper the issue of test selection with respect to such an test architecture. In particular, we consider communication systems that can be modeled by finite state machines with several distributed interfaces, called ports. A test generation method is developed for generating test sequences for such finite state machines, which is based on the idea of synchronizable test sequences. Starting from the initial effort by Sarikaya, a certain amount of work has been done for generating test sequences for finite state machines with respect to the ISO distributed test architecture, all based on the idea of modifying existing test generation methods to generate synchronizable test sequences. However, none studies the fault coverage provided by their methods. We investigate the issue of fault coverage and point out a fact that the methods given in the literature for the distributed test architecture cannot ensure the same fault coverage as the corresponding original testing methods. We also study the limitation of fault detectability in the distributed test architecture.

An Actor-Critic Algorithm for Finite Horizon Markov Decision Processes

We develop a simulation based algorithm for finite horizon Markov decision processes with finite state and finite action space. Illustrative numerical experiments with the proposed algorithm are shown for problems in flow control of communication networks and capacity switching in semiconductor fabrication.

Specification Based Regression Testing Using Explicit State Space Enumeration

This paper presents a method of partial automation of specification based regression testing, which we call ESSE (Explicit State Space Enumeration). The first step in ESSE method is the extraction of a finite state model of the system making use of an already tested version of the system under test (SUT). Thereafter, the finite state model thus obtained is used to compute good test sequences that can be used to regression test subsequent versions of the system. We present two new algorithms for test sequence computation - both based on our finite state model generated by the above method. We also provide the details and results of the experimental evaluation of ESSE method. Comparison with a practically used random-testing algorithm has shown substantial improvements.

Model-checking bisimulation-based information flow properties for infinite state sstems

Bisimulation-based information flow properties were introduced by Focardi and Gorrieri [1] as a way of specifying security properties for transition system models. These properties were shown to be decidable for finite-state systems. In this paper, we study the problem of verifying these properties for some well-known classes of infinite state systems. We show that all the properties are undecidable for each of these classes of systems.

Ergodic control of partially observed Markov chains

The ergodic or long-run average cost control problem for a partially observed finite-state Markov chain is studied via the associated fully observed separated control problem for the nonlinear filter. Dynamic programming equations for the latter are derived, leading to existence and characterization of optimal stationary policies.

Hingeless-rotor aeromechanical stability in axial and forward flight with wake dynamics

A finite-state wake model is used to investigate aeromechanical stability of hingeless-rotor helicopters in the ground-contact, hover and trimmed-night conditions. The investigation covers three items: (1) the convergence of the damping with increasing number of wake harmonics for the lag regressing, and body pitch and roll modes; (2) a parametric study of the damping over a range of thrust level, advance ratio and number of blades; and (3) correlations, primarily with the damping and frequency measurements of these lag and body modes. The convergence and parametric studies are conducted in the hover and trimmed-flight conditions; they include predictions from the widely used dynamic inflow model. The correlations are conducted in the ground-contact conditions and include predictions from the dynamic inflow and vortex models; recently, this vortex model is proposed for the axial-flight conditions and is used to investigate the coupled free vibrations of rotor flapping and body modes. The convergence and parametric studies show that a finite-state wake model that goes well beyond the dynamic inflow model is required for fairly converged damping, Moreover, the correlations from the finite-state wake, dynamic inflow and vortex models are generally satisfactory.

Risk Minimizing Option Pricing in a Semi-Markov Modulated Market

We address risk minimizing option pricing in a semi-Markov modulated market where the floating interest rate depends on a finite state semi-Markov process. The growth rate and the volatility of the stock also depend on the semi-Markov process. Using the Föllmer–Schweizer decomposition we find the locally risk minimizing price for European options and the corresponding hedging strategy. We develop suitable numerical methods for computing option prices.

Asymptotic analysis of option pricing in a Markov modulated market

We address asymptotic analysis of option pricing in a regime switching market where the risk free interest rate, growth rate and the volatility of the stocks depend on a finite state Markov chain. We study two variations of the chain namely, when the chain is moving very fast compared to the underlying asset price and when it is moving very slow. Using quadratic hedging and asymptotic expansion, we derive corrections on the locally risk minimizing option price.

Guessing based on length functions

Close relationships between guessing functions and length functions are established. Good length functions lead to good guessing functions. In particular, guessing in the increasing order of Lempel-Ziv lengths has certain universality properties for finite-state sources. As an application, these results show that hiding the parameters of the key-stream generating source in a private key crypto-system may not enhance the privacy of the system, the privacy level being measured by the difficulty in brute-force guessing of the key stream.

Solution of MDPS using simulation-based value iteration

This article proposes a three-timescale simulation based algorithm for solution of infinite horizon Markov Decision Processes (MDPs). We assume a finite state space and discounted cost criterion and adopt the value iteration approach. An approximation of the Dynamic Programming operator T is applied to the value function iterates. This 'approximate' operator is implemented using three timescales, the slowest of which updates the value function iterates. On the middle timescale we perform a gradient search over the feasible action set of each state using Simultaneous Perturbation Stochastic Approximation (SPSA) gradient estimates, thus finding the minimizing action in T. On the fastest timescale, the 'critic' estimates, over which the gradient search is performed, are obtained. A sketch of convergence explaining the dynamics of the algorithm using associated ODEs is also presented. Numerical experiments on rate based flow control on a bottleneck node using a continuous-time queueing model are performed using the proposed algorithm. The results obtained are verified against classical value iteration where the feasible set is suitably discretized. Over such a discretized setting, a variant of the algorithm of [12] is compared and the proposed algorithm is found to converge faster.

Computing complete test graphs for hierarchical systems

Conformance testing focuses on checking whether an implementation. under test (IUT) behaves according to its specification. Typically, testers are interested it? performing targeted tests that exercise certain features of the IUT This intention is formalized as a test purpose. The tester needs a "strategy" to reach the goal specified by the test purpose. Also, for a particular test case, the strategy should tell the tester whether the IUT has passed, failed. or deviated front the test purpose. In [8] Jeron and Morel show how to compute, for a given finite state machine specification and a test purpose automaton, a complete test graph (CTG) which represents all test strategies. In this paper; we consider the case when the specification is a hierarchical state machine and show how to compute a hierarchical CTG which preserves the hierarchical structure of the specification. We also propose an algorithm for an online test oracle which avoids a space overhead associated with the CTG.

Flap‐Lag Damping in Hover and Forward Flight with a Three‐Dimensional Wake

Prediction of lag damping is difficult owing to the delicate balance of drag, induced drag and Coriolis forces in the in‐plane direction. Moreover, induced drag” is sensitive to dynamic wake, bath shed and trailing components, and thus its prediction requires adequate unsteady‐wake representation. Accordingly, rigid‐blade flap‐lag equations are coupled with a three‐dimensional finite‐state wake model; three isolatcd rotor canfigurations with three, four and five blades are treated over a range of thrust levels, tack numbers, lag frequencies and advance ratios. The investigation includes convergence characteristics of damping with respect to the number of radial shape functions and harmonics of the wake model for multiblade modes of low frequency (< 1/ rev.) to high frequency (> 1/rev.). Predicted flap and lag damping levels are then compared with similar predictions with 1) rigid wake (no unsteady induced now), 2) Loewy lift deficiency and 3) dynamic inflow. The coverage also includes correlations with the measured lag regressive‐mode damping in hover and forward flight and comparisons with similar correlations with dynamic inflow. Lag‐damping predictions with the dynamic wake model are consistently higher than the predictions with the dynamic inflow model; even for the low frequency lag regressive mode, the number of wake harmonics should at least be equal to twice the number of blades.

Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market

We address risk minimizing option pricing in a regime switching market where the floating interest rate depends on a finite state Markov process. The growth rate and the volatility of the stock also depend on the Markov process. Using the minimal martingale measure, we show that the locally risk minimizing prices for certain exotic options satisfy a system of Black-Scholes partial differential equations with appropriate boundary conditions. We find the corresponding hedging strategies and the residual risk. We develop suitable numerical methods to compute option prices.