Optimal Control of Markov Processes with Age-Dependent Transition Rates

We study optimal control of Markov processes with age-dependent transition rates. The control policy is chosen continuously over time based on the state of the process and its age. We study infinite horizon discounted cost and infinite horizon average cost problems. Our approach is via the construction of an equivalent semi-Markov decision process. We characterise the value function and optimal controls for both discounted and average cost cases.

Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space

In this article, we study risk-sensitive control problem with controlled continuous time Markov chain state dynamics. Using multiplicative dynamic programming principle along with the atomic structure of the state dynamics, we prove the existence and a characterization of optimal risk-sensitive control under geometric ergodicity of the state dynamics along with a smallness condition on the running cost.

Tractable nonparametric bayesian inference in poisson processes with Gaussian process intensities

The inhomogeneous Poisson process is a point process that has varying intensity across its domain (usually time or space). For nonparametric Bayesian modeling, the Gaussian process is a useful way to place a prior distribution on this intensity. The combination of a Poisson process and GP is known as a Gaussian Cox process, or doubly-stochastic Poisson process. Likelihood-based inference in these models requires an intractable integral over an infinite-dimensional random function. In this paper we present the first approach to Gaussian Cox processes in which it is possible to perform inference without introducing approximations or finitedimensional proxy distributions. We call our method the Sigmoidal Gaussian Cox Process, which uses a generative model for Poisson data to enable tractable inference via Markov chain Monte Carlo. We compare our methods to competing methods on synthetic data and apply it to several real-world data sets. Copyright 2009.

Tractable nonparametric Bayesian inference in Poisson processes with Gaussian process intensities

The inhomogeneous Poisson process is a point process that has varying intensity across its domain (usually time or space). For nonparametric Bayesian modeling, the Gaussian process is a useful way to place a prior distribution on this intensity. The combination of a Poisson process and GP is known as a Gaussian Cox process, or doubly-stochastic Poisson process. Likelihood-based inference in these models requires an intractable integral over an infinite-dimensional random function. In this paper we present the first approach to Gaussian Cox processes in which it is possible to perform inference without introducing approximations or finite-dimensional proxy distributions. We call our method the Sigmoidal Gaussian Cox Process, which uses a generative model for Poisson data to enable tractable inference via Markov chain Monte Carlo. We compare our methods to competing methods on synthetic data and apply it to several real-world data sets.

High-energy scattering processes with cuts in the angular momentum plane

The experimental consequence of Regge cuts in the angular momentum plane are investigated. The principle tool in the study is the set of diagrams originally proposed by Amati, Fubini, and Stanghellini. Mandelstam has shown that the AFS cuts are actually cancelled on the physical sheet, but they may provide a useful guide to the properties of the real cuts. Inclusion of cuts modifies the simple Regge pole predictions for high-energy scattering data. As an example, an attempt is made to fit high energy elastic scattering data for pp, ṗp, π^±p, and K^±p, by replacing the Igi pole by terms representing the effect of a Regge cut. The data seem to be compatible with either a cut or the Igi pole.

The use of spatial impulse responses to characterise flexible forming processes with mobile tools

A novel test method for the characterisation of flexible forming processes is proposed and applied to four flexible forming processes: Incremental Sheet Forming (ISF), conventional spinning, the English wheel and power hammer. The proposed method is developed in analogy with time-domain control engineering, where a system is characterised by its impulse response. The spatial impulse response is used to characterise the change in workpiece deformation created by a process, but has also been applied with a strain spectrogram, as a novel way to characterise a process and the physical effect it has on the workpiece. Physical and numerical trials to study the effects of process and material parameters on spatial impulse response lead to three main conclusions. Incremental sheet forming is particularly sensitive to process parameters. The English wheel and power hammer are strongly similar and largely insensitive to both process and material parameters. Spinning develops in two stages and is sensitive to most process parameters, but insensitive to prior deformation. Finally, the proposed method could be applied to modelling, classification of existing and novel processes, product-process matching and closed-loop control of flexible forming processes. © 2012 Elsevier B.V.