SINGULARLY PERTURBED DISCOUNTED MARKOV CONTROL PROCESSES IN A GENERAL STATE SPACE

This paper studies the asymptotic optimality of discrete-time Markov decision processes (MDPs) with general state space and action space and having weak and strong interactions. By using a similar approach as developed by Liu, Zhang, and Yin [Appl. Math. Optim., 44 (2001), pp. 105-129], the idea in this paper is to consider an MDP with general state and action spaces and to reduce the dimension of the state space by considering an averaged model. This formulation is often described by introducing a small parameter epsilon > 0 in the definition of the transition kernel, leading to a singularly perturbed Markov model with two time scales. Our objective is twofold. First it is shown that the value function of the control problem for the perturbed system converges to the value function of a limit averaged control problem as epsilon goes to zero. In the second part of the paper, it is proved that a feedback control policy for the original control problem defined by using an optimal feedback policy for the limit problem is asymptotically optimal. Our work extends existing results of the literature in the following two directions: the underlying MDP is defined on general state and action spaces and we do not impose strong conditions on the recurrence structure of the MDP such as Doeblin's condition.

How far is C-0(Gamma, X) with Gamma discrete from C-0(K, X) spaces?

For a locally compact Hausdorff space K and a Banach space X we denote by C-0(K, X) the space of X-valued continuous functions on K which vanish at infinity, provided with the supremum norm. Let n be a positive integer, Gamma an infinite set with the discrete topology, and X a Banach space having non-trivial cotype. We first prove that if the nth derived set of K is not empty, then the Banach-Mazur distance between C-0(Gamma, X) and C-0(K, X) is greater than or equal to 2n + 1. We also show that the Banach-Mazur distance between C-0(N, X) and C([1, omega(n)k], X) is exactly 2n + 1, for any positive integers n and k. These results extend and provide a vector-valued version of some 1970 Cambern theorems, concerning the cases where n = 1 and X is the scalar field.

Mean-Field critical behavior and ergodicity break in a nonequilibrium one-dimensional RSOS growth model

We investigate the nonequilibrium roughening transition of a one-dimensional restricted solid-on-solid model by directly sampling the stationary probability density of a suitable order parameter as the surface adsorption rate varies. The shapes of the probability density histograms suggest a typical Ginzburg-Landau scenario for the phase transition of the model, and estimates of the "magnetic" exponent seem to confirm its mean-field critical behavior. We also found that the flipping times between the metastable phases of the model scale exponentially with the system size, signaling the breaking of ergodicity in the thermodynamic limit. Incidentally, we discovered that a closely related model not considered before also displays a phase transition with the same critical behavior as the original model. Our results support the usefulness of off-critical histogram techniques in the investigation of nonequilibrium phase transitions. We also briefly discuss in the appendix a good and simple pseudo-random number generator used in our simulations.

UNIVERSALITY OF RANDOM GRAPHS

We prove that asymptotically (as n -> infinity) almost all graphs with n vertices and C(d)n(2-1/2d) log(1/d) n edges are universal with respect to the family of all graphs with maximum degree bounded by d. Moreover, we provide an efficient deterministic embedding algorithm for finding copies of bounded degree graphs in graphs satisfying certain pseudorandom properties. We also prove a counterpart result for random bipartite graphs, where the threshold number of edges is even smaller but the embedding is randomized.

Spin-glass behaviour on random lattices

The ground-state phase diagram of an Ising spin-glass model on a random graph with an arbitrary fraction w of ferromagnetic interactions is analysed in the presence of an external field. Using the replica method, and performing an analysis of stability of the replica-symmetric solution, it is shown that w = 1/2, corresponding to an unbiased spin glass, is a singular point in the phase diagram, separating a region with a spin-glass phase (w < 1/2) from a region with spin-glass, ferromagnetic, mixed and paramagnetic phases (w > 1/2).

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

QUASI-TOPOLOGICAL QUANTUM FIELD THEORIES AND Z(2) LATTICE GAUGE THEORIES

We consider a two-parameter family of Z(2) gauge theories on a lattice discretization T(M) of a three-manifold M and its relation to topological field theories. Familiar models such as the spin-gauge model are curves on a parameter space Gamma. We show that there is a region Gamma(0) subset of Gamma where the partition function and the expectation value h < W-R(gamma)> i of the Wilson loop can be exactly computed. Depending on the point of Gamma(0), the model behaves as topological or quasi-topological. The partition function is, up to a scaling factor, a topological number of M. The Wilson loop on the other hand, does not depend on the topology of gamma. However, for a subset of Gamma(0), < W-R(gamma)> depends on the size of gamma and follows a discrete version of an area law. At the zero temperature limit, the spin-gauge model approaches the topological and the quasi-topological regions depending on the sign of the coupling constant.

On the optical properties of copper nanocubes as a function of the edge length as modeled by the discrete dipole approximation

This Letter reports an investigation on the optical properties of copper nanocubes as a function of size as modeled by the discrete dipole approximation. In the far-field, our results showed that the extinction resonances shifted from 595 to 670 nm as the size increased from 20 to 100 nm. Also, the highest optical efficiencies for absorption and scattering were obtained for nanocubes that were 60 and 100 nm in size, respectively. In the near-field, the electric-field amplitudes were investigated considering 514, 633 and 785 nm as the excitation wavelengths. The E-fields increased with size, being the highest at 633 nm. (c) 2012 Elsevier B.V. All rights reserved.

Estimating reaction constants by ab initio molecular modeling: a study on the oxidation of phenol to catechol and hydroquinone in advanced oxidation processes

Molecular modeling is growing as a research tool in Chemical Engineering studies, as can be seen by a simple research on the latest publications in the field. Molecular investigations retrieve information on properties often accessible only by expensive and time-consuming experimental techniques, such as those involved in the study of radical-based chain reactions. In this work, different quantum chemical techniques were used to study phenol oxidation by hydroxyl radicals in Advanced Oxidation Processes used for wastewater treatment. The results obtained by applying a DFT-based model showed good agreement with experimental values available, as well as qualitative insights into the mechanism of the overall reaction chain. Solvation models were also tried, but were found to be limited for this reaction system within the considered theoretical level without further parameterization.

Her2p molecular modeling, mutant analysis and intramitochondrial localization

Bacterial GatCAB amidotransferases are responsible for the transamidation of mischarged glutamyl-tRNA(Gln) into glutaminyl-tRNA(Gln). Mitochondria matrix also has a multienzymatic complex necessary for the transamidation of glutamyl-tRNA(Gln). Gtf1p, Her2p and Pet112p are the constituents of mitochondrial GatFAB amidotransferase complex. Her2p is subunit A of GatFAB complex, while Gtf1p is subunit F, a connector protein between Pet112p (subunit B) and Her2p. Here we evaluate through molecular modeling and amino acid correlation analysis the HER2 protein family. Localization studies indicated that Her2p is predominantly localized in the mitochondrial outer membrane, but it is also located in the mitochondrial matrix where together with Pet112p and Gtf1p constitutes the GatFAB complex. Finally, HER2 random mutagenesis unveiled important residues that provide thermo stability for the complex and are differently suppressed by overexpression of GTF1 or PET112. For instance, her2/ts11 mutant showed its fermentative growth impaired, and poorly rescued by GTF1 indicating that Her2p unknown function in the mitochondria outer membrane affects cell viability.