On certain greedoid polyhedra, partially indexable scheduling problems and extended restless bandit allocation indices

We present a polyhedral framework for establishing general structural properties on optimal solutions of stochastic scheduling problems, where multiple job classes vie for service resources: the existence of an optimal priority policy in a given family, characterized by a greedoid(whose feasible class subsets may receive higher priority), where optimal priorities are determined by class-ranking indices, under restricted linear performance objectives (partial indexability). This framework extends that of Bertsimas and Niño-Mora (1996), which explained the optimality of priority-index policies under all linear objectives (general indexability). We show that, if performance measures satisfy partial conservation laws (with respect to the greedoid), which extend previous generalized conservation laws, then theproblem admits a strong LP relaxation over a so-called extended greedoid polytope, which has strong structural and algorithmic properties. We present an adaptive-greedy algorithm (which extends Klimov's) taking as input the linear objective coefficients, which (1) determines whether the optimal LP solution is achievable by a policy in the given family; and (2) if so, computes a set of class-ranking indices that characterize optimal priority policies in the family. In the special case of project scheduling, we show that, under additional conditions, the optimal indices can be computed separately for each project (index decomposition). We further apply the framework to the important restless bandit model (two-action Markov decision chains), obtaining new index policies, that extend Whittle's (1988), and simple sufficient conditions for their validity. These results highlight the power of polyhedral methods (the so-called achievable region approach) in dynamic and stochastic optimization.

Solving higher-dimensional continuous time stochastic control problems by value function regression

The paper develops a method to solve higher-dimensional stochasticcontrol problems in continuous time. A finite difference typeapproximation scheme is used on a coarse grid of low discrepancypoints, while the value function at intermediate points is obtainedby regression. The stability properties of the method are discussed,and applications are given to test problems of up to 10 dimensions.Accurate solutions to these problems can be obtained on a personalcomputer.

Exploiting fitness distance correlation of set covering problems

The set covering problem is an NP-hard combinatorial optimization problemthat arises in applications ranging from crew scheduling in airlines todriver scheduling in public mass transport. In this paper we analyze searchspace characteristics of a widely used set of benchmark instances throughan analysis of the fitness-distance correlation. This analysis shows thatthere exist several classes of set covering instances that have a largelydifferent behavior. For instances with high fitness distance correlation,we propose new ways of generating core problems and analyze the performanceof algorithms exploiting these core problems.

Galois representations, embedding problems and modular forms

To an odd irreducible 2-dimensional complex linear representation of the absolute Galois group of the field Q of rational numbers, a modular form of weight 1 is associated (modulo Artin's conjecture on the L-series of the representation in the icosahedral case). In addition, linear liftings of 2-dimensional projective Galois representations are related to solutions of certain Galois embedding problems. In this paper we present some recent results on the existence of liftings of projective representations and on the explicit resolution of embedding problems associated to orthogonal Galois representations, and explain how these results can be used to construct modular forms.

Arithmetical problems in number fields, abelian varieties and modular forms

Number theory, a fascinating area in mathematics and one of the oldest, has experienced spectacular progress in recent years. The development of a deep theoretical background and the implementation of algorithms have led to new and interesting interrelations with mathematics in general which have paved the way for the emergence of major theorems in the area. This report summarizes the contribution to number theory made by the members of the Seminari de Teoria de Nombres (UB-UAB-UPC) in Barcelona. These results are presented in connection with the state of certain arithmetical problems, and so this monograph seeks to provide readers with a glimpse of some specific lines of current mathematical research.

Design of homogeneous territorial units : a methodological proposal

One of the main questions to solve when analysing geographically added information consists of the design of territorial units adjusted to the objectives of the study. This is related with the reduction of the effects of the Modificable Areal Unit Problem (MAUP). In this paper an optimisation model to solve regionalisation problems is proposed. This model seeks to reduce disadvantages found in previous works about automated regionalisation tools

Heterogeneous discounting in consumption-investment problems. Time consistent solutions

[cat] En aquest treball s'analitza un model estocàstic en temps continu en el que l'agent decisor descompta les utilitats instantànies i la funció final amb taxes de preferència temporal constants però diferents. En aquest context es poden modelitzar problemes en els quals, quan el temps s'acosta al moment final, la valoració de la funció final incrementa en comparació amb les utilitats instantànies. Aquest tipus d'asimetria no es pot descriure ni amb un descompte estàndard ni amb un variable. Per tal d'obtenir solucions consistents temporalment es deriva l'equació de programació dinàmica estocàstica, les solucions de la qual són equilibris Markovians. Per a aquest tipus de preferències temporals, s'estudia el model clàssic de consum i inversió (Merton, 1971) per a les funcions d'utilitat del tipus CRRA i CARA, comparant els equilibris Markovians amb les solucions inconsistents temporalment. Finalment es discuteix la introducció del temps final aleatori.

Design of homogeneous territorial units : a methodological proposal

One of the main questions to solve when analysing geographically added information consists of the design of territorial units adjusted to the objectives of the study. This is related with the reduction of the effects of the Modificable Areal Unit Problem (MAUP). In this paper an optimisation model to solve regionalisation problems is proposed. This model seeks to reduce disadvantages found in previous works about automated regionalisation tools

Sequential decisions in allocation problems

[eng] In the context of cooperative TU-games, and given an order of players, we consider the problem of distributing the worth of the grand coalition as a sequentia decision problem. In each step of process, upper and lower bounds for the payoff of the players are required related to successive reduced games. Sequentially compatible payoffs are defined as those allocation vectors that meet these recursive bounds. The core of the game is reinterpreted as a set of sequentally compatible payoffs when the Davis-Maschler reduced game is considered (Th.1). Independently of the reduction, the core turns out to be the intersections of the family of the sets of sequentially compatible payoffs corresponding to the different possible orderings (Th.2), so it is in some sense order-independent. Finally, we analyze advantagenous properties for the first player

Some fundamental aspects of palentological methodology: its problems and incidence

Two trends which presently exist in relation to the concept of Paleontology are analyzed, pointing out some of the aspects which negative influence. Various reflections are made based on examples of some of the principal points of paleontological method, such as the influence of a punctual sampling, the meaning of size-frequency distribution and subjectivity in the identification of fossils. Topics which have a marked repercussion in diverse aspects of Paleontology are discussed.

Optimisation of doped microcrystalline silicon films deposited at very low temperatures by Hot-Wire CVD

In this paper we present new results on doped μc-Si:H thin films deposited by hot-wire chemical vapour deposition (HWCVD) in the very low temperature range (125-275°C). The doped layers were obtained by the addition of diborane or phosphine in the gas phase during deposition. The incorporation of boron and phosphorus in the films and their influence on the crystalline fraction are studied by secondary ion mass spectrometry and Raman spectroscopy, respectively. Good electrical transport properties were obtained in this deposition regime, with best dark conductivities of 2.6 and 9.8 S cm -1 for the p- and n-doped films, respectively. The effect of the hydrogen dilution and the layer thickness on the electrical properties are also studied. Some technological conclusions referred to cross contamination could be deduced from the nominally undoped samples obtained in the same chamber after p- and n-type heavily doped layers.

Internal and external fluctuations around nonequilibrium steady states in one-dimensional heat-conduction problems

Thermal fluctuations around inhomogeneous nonequilibrium steady states of one-dimensional rigid heat conductors are analyzed in the framework of generalized fluctuating hydrodynamics. The effect of an external source of noise is also considered. External fluctuations come from temperature and position fluctuations of the source. Contributions of each kind of noise to the temperature correlation function are computed and compared through the study of its asymptotic behavior.

Sequential decisions in allocation problems

[eng] In the context of cooperative TU-games, and given an order of players, we consider the problem of distributing the worth of the grand coalition as a sequentia decision problem. In each step of process, upper and lower bounds for the payoff of the players are required related to successive reduced games. Sequentially compatible payoffs are defined as those allocation vectors that meet these recursive bounds. The core of the game is reinterpreted as a set of sequentally compatible payoffs when the Davis-Maschler reduced game is considered (Th.1). Independently of the reduction, the core turns out to be the intersections of the family of the sets of sequentially compatible payoffs corresponding to the different possible orderings (Th.2), so it is in some sense order-independent. Finally, we analyze advantagenous properties for the first player