Optimization of Discrete-Time, Stochastic Systems

* This research was supported by a grant from the Greek Ministry of Industry and Technology.

Computing and Visualizing Solution Sets of Interval Linear Systems

The paper has been presented at the 12th International Conference on Applications of Computer Algebra, Varna, Bulgaria, June, 2006

Models of Alternating Renewal Process at Discrete Time

We study a class of models used with success in the modelling of climatological sequences. These models are based on the notion of renewal. At first, we examine the probabilistic aspects of these models to afterwards study the estimation of their parameters and their asymptotical properties, in particular the consistence and the normality. We will discuss for applications, two particular classes of alternating renewal processes at discrete time. The first class is defined by laws of sojourn time that are translated negative binomial laws and the second class, suggested by Green is deduced from alternating renewal process in continuous time with sojourn time laws which are exponential laws with parameters α^0 and α^1 respectively.

On the Difference of 4-Gonal Linear Systems on some Curves

Let C = (C, g^1/4 ) be a tetragonal curve. We consider the scrollar invariants e1 , e2 , e3 of g^1/4 . We prove that if W^1/4 (C) is a non-singular variety, then every g^1/4 ∈ W^1/4 (C) has the same scrollar invariants.

On some Modifications of the Nekrassov Method for Numerical Solution of Linear Systems of Equations

A modification of the Nekrassov method for finding a solution of a linear system of algebraic equations is given and a numerical example is shown.

A Solver for Complex-Valued Parametric Linear Systems

This work reports on a new software for solving linear systems involving affine-linear dependencies between complex-valued interval parameters. We discuss the implementation of a parametric residual iteration for linear interval systems by advanced communication between the system Mathematica and the library C-XSC supporting rigorous complex interval arithmetic. An example of AC electrical circuit illustrates the use of the presented software.

Notes on the Solution of Dynamic Optimization Problems with Explicit Controls in Discrete-Time Economic Models

Йордан Йорданов, Андрей Василев - В работата се изследват методи за решаването на задачи на оптималното управление в дискретно време с безкраен хоризонт и явни управления. Дадена е обосновка на една процедура за решаване на такива задачи, базирана на множители на Лагранж, коята често се употребява в икономическата литература. Извеждени са необходимите условия за оптималност на базата на уравнения на Белман и са приведени достатъчни условия за оптималност при допускания, които често се използват в икономиката.

Discrete Time Bisexual Branching Processes in Varying Environments

2000 Mathematics Subject Classification: 60J80

A Computational Approach for the Statistical Estimation of Discrete Time Branching Processes with Immigration

2010 Mathematics Subject Classification: 60J80.

Vector Combinatorial Problems in a Space of Combinations with Linear Fractional Functions of Criteria

The paper considers vector discrete optimization problem with linear fractional functions of criteria on a feasible set that has combinatorial properties of combinations. Structural properties of a feasible solution domain and of Pareto–optimal (efficient), weakly efficient, strictly efficient solution sets are examined. A relation between vector optimization problems on a combinatorial set of combinations and on a continuous feasible set is determined. One possible approach is proposed in order to solve a multicriteria combinatorial problem with linear- fractional functions of criteria on a set of combinations.

On the Structure of Spatial Branching Processes

The paper is a contribution to the theory of branching processes with discrete time and a general phase space in the sense of [2]. We characterize the class of regular, i.e. in a sense sufficiently random, branching processes (Φk) k∈Z by almost sure properties of their realizations without making any assumptions about stationarity or existence of moments. This enables us to classify the clans of (Φk) into the regular part and the completely non-regular part. It turns out that the completely non-regular branching processes are built up from single-line processes, whereas the regular ones are mixtures of left-tail trivial processes with a Poisson family structure.

Timed Transition Automata as Numerical Planning Domain

A general technique for transforming a timed finite state automaton into an equivalent automated planning domain based on a numerical parameter model is introduced. Timed transition automata have many applications in control systems and agents models; they are used to describe sequential processes, where actions are labelling by automaton transitions subject to temporal constraints. The language of timed words accepted by a timed automaton, the possible sequences of system or agent behaviour, can be described in term of an appropriate planning domain encapsulating the timed actions patterns and constraints. The time words recognition problem is then posed as a planning problem where the goal is to reach a final state by a sequence of actions, which corresponds to the timed symbols labeling the automaton transitions. The transformation is proved to be correct and complete and it is space/time linear on the automaton size. Experimental results shows that the performance of the planning domain obtained by transformation is scalable for real world applications. A major advantage of the planning based approach, beside of the solving the parsing problem, is to represent in a single automated reasoning framework problems of plan recognitions, plan synthesis and plan optimisation.

Study of Queueing Behaviour in IP Buffers

It is unquestioned that the importance of IP network will further increase and that it will serve as a platform for more and more services, requiring different types and degrees of service quality. Modern architectures and protocols are being standardized, which aims at guaranteeing the quality of service delivered to users. In this paper, we investigate the queueing behaviour found in IP output buffers. This queueing increases because multiple streams of packets with different length are being multiplexed together. We develop balance equations for the state of the system, from which we derive packet loss and delay results. To analyze these types of behaviour, we study the discrete-time version of the “classical” queue model M/M/1/k called Geo/Gx/1/k, where Gx denotes a different packet length distribution defined on a range between a minimum and maximum value.

Examples Illustrating some Aspects of the Weak Deligne-Simpson Problem

Research partially supported by INTAS grant 97-1644

Algorithm of Decision Support in Emergency

Constant increase of human population result in more and more people living in emergency dangerous regions. In order to protect them from possible emergencies we need effective solution for decision taking in case of emergencies, because lack of time for taking decision and possible lack of data. One among possible methods of taking such decisions is shown in this article.