Robust Dynamic Pricing Over Infinite Horizon in The Presence of Model Uncertainty( 2* Journal)

This paper studies a problem of dynamic pricing faced by a retailer with limited inventory, uncertain about the demand rate model, aiming to maximize expected discounted revenue over an infinite time horizon. The retailer doubts his demand model which is generated by historical data and views it as an approximation. Uncertainty in the demand rate model is represented by a notion of generalized relative entropy process, and the robust pricing problem is formulated as a two-player zero-sum stochastic differential game. The pricing policy is obtained through the Hamilton-Jacobi-Isaacs (HJI) equation. The existence and uniqueness of the solution of the HJI equation is shown and a verification theorem is proved to show that the solution of the HJI equation is indeed the value function of the pricing problem. The results are illustrated by an example with exponential nominal demand rate.

Analytically continued generalized continuum distorted waves

The continuum distorted-wave eikonal-initial-state (CDW-EIS) theory of Crothers and McCann (Crothers DSF and McCann JF, 1983 J. Phys. B: At. Mol. Opt. Phys. 16 3229 ) used to describe ionization in ion-atom collisions is generalized (G) to GCDW-EIS, to incorporate the azimuthal ange dependence into the final-state wavefunction. This is accomplished by the analytic continuation of hydrogenic-like wavefunctions from below to above threshold, using parabolic coordinates and quantum numbers including magnetic quantum numbers, thus providing a more complete set of states. At impact energies lower than 25 ke V u^{-1}, the total CDW-EIS ionization cross section falls off, with decreasing energy, too quickly in comparison with experimental data by Crothers and McCann. The idea behind and motivation for the GCDW-EIS model is to improve the theory with respect to experiment, by including contributions from non-zero magnetic quantum numbers. We also therefore incidentally provide a new derivation of the theory of continuum distorted waves for zero magnetic quantum numbers while simultaneously generalizing it.

Generalized compound transport of charged particles in turbulent magnetized plasmas

The transport of charged particles in partially turbulent magnetic systems is investigated from first principles. A generalized compound transport model is proposed, providing an explicit relation between the mean-square deviation of the particle parallel and perpendicular to a magnetic mean field, and the mean-square deviation which characterizes the stochastic field-line topology. The model is applied in various cases of study, and the relation to previous models is discussed.

A comprehensive comparison between generalized incidence calculus and Dempster-Shafer theory of evidence.

Dealing with uncertainty problems in intelligent systems has attracted a lot of attention in the AI community. Quite a few techniques have been proposed. Among them, the Dempster-Shafer theory of evidence (DS theory) has been widely appreciated. In DS theory, Dempster's combination rule plays a major role. However, it has been pointed out that the application domains of the rule are rather limited and the application of the theory sometimes gives unexpected results. We have previously explored the problem with Dempster's combination rule and proposed an alternative combination mechanism in generalized incidence calculus. In this paper we give a comprehensive comparison between generalized incidence calculus and the Dempster-Shafer theory of evidence. We first prove that these two theories have the same ability in representing evidence and combining DS-independent evidence. We then show that the new approach can deal with some dependent situations while Dempster's combination rule cannot. Various examples in the paper show the ways of using generalized incidence calculus in expert systems.