Existence of optimal controls for systems driven by FBSDEs

We prove the existence of optimal relaxed controls as well as strict optimal controls for systems governed by non linear forward-backward stochastic differential equations (FBSDEs). Our approach is based on weak convergence techniques for the associated FBSDEs in the Jakubowski S-topology and a suitable Skorokhod representation theorem.     

Iterative analysis of Markov regenerative models

Conventional algorithms for the steady-state analysis of Markov regenerative models suffer from high computational costs which are caused by densely populated matrices. In this paper, a new algorithm is suggested which avoids computing these matrices explicitly. Instead, a two-stage iteration scheme is used. An extended version of uniformization is applied as a subalgorithm to compute the required transient quantities “on-the fly”. The algorithm is formulated in terms of stochastic Petri nets. A detailed example illustrates the proposed concepts.     

Response-time simulation of multivariate point process models for multiprogrammed jobstreams

We consider simulation methods for particular marked multivariate point processes, calledR-processes, which have recently been proposed as models for multiprogrammed jobstreams. Using workload marks on events, such models facilitate the incorporation of realistic workload characteristics into computer system performance predictions. We consider R-processes in which workload marks for an individual jobstream form a stationary sequence of discrete random variables having a (generally non-Markovian) mixed moving average-autoregressive dependency structure. For such models we provide a method for obtaining from a single simulation run point and interval estimates for general characteristics of job response times.     

Impact of personality and intelligence on job satisfaction of assembly line and bench work - an industrial study

A study of the impact of machine-paced (M/P) and self-paced (S/P) work on job satisfaction of 28 female industrial assembly workers was evaluated in which M/P work was confounded with simplified work and the S/P job was confounded with enriched tasks. Results indicated the following:

1. 1. Over three-quarters of workers were more satisfied in S/P jobs, while only less than one-quarter were more satisfied in M/P jobs.

2. 2. The 16PF personality test effectively predicts (0·88 multiple correlation) the satisfaction ratios of M/P to S/P jobs.

HPO己内酰胺工艺的现状与前景分析

分析了世界己内酰胺生产和消费现状，指出了HPO工艺在己内酰胺工业中的重要地位，并与己内酰胺生产新工艺进行了比较，提出了今后发展方向，对前景进行了展望。     

Adaptive equality prediction of batch processes based on PLS model

There are usually no on-line product quality measurements in batch and semi-batch processes, which make the process control task very difficult. In this paper, a model for predicting the end-product quality from the available on-line process variables at the early stage of a batch is developed using partial least squares (PLS) method. Furthermore, some available mid-course quality measurements are used to rectify the final prediction results. To deal with the problem that the process may change with time, recursive PLS (RPLS) algorithm is used to update the model based on the new batch data and the old model parameters after each batch. An application to a simulated batch MMA polymerization process demonstrates the effectiveness of the proposed method. __________ Translated from Jorunal of Tsinghua Science and Technology(Natural Science Edition), 2004, 44(10): 1360–1363 (in Chinese)     

Solutions of partial differential equations with random Dirichlet boundary conditions by multiquadric collocation method

Problems described by deterministic partial differential equations with random Dirichlet boundary conditions are considered. Formulation of the solution to such a problem by the global collocation method using multiquadrics is presented. The quality of the solution to a stochastic problem depends on both its expected value and its variance. It is proposed that the shape parameter of multiquadrics should be chosen to optimize both the accuracy and the variance of the solution. Test problems described by the Poisson, the Helmholtz, and the diffusion–convection equations with random Dirichlet boundary conditions are solved by the multiquadric collocation method. It is found that there is a trade-off between solution accuracy and solution variance for each problem.     

Consistency property of extended least-squares parameter estimation for stochastic diffusion equation

The extended least-squares parameter estimate for stochastic heat diffusion equations is considered. The unknown parameter is a heat diffusion coefficient which is a function of a spatial variable. Almost sure convergence for the estimated parameter is proved. A numerical example is demonstrated for supporting the theoretical results developed here.     

Least possible time paths in stochastic, time-varying networks

In this paper, two computationally efficient algorithms are presented for determining the least possible time paths for all origins to a single destination in networks where the arc weights are discrete random variables whose probability distribution functions vary with time. The first algorithm determines the least possible time path from each node for each departure time interval, the least possible travel time and a lower bound on the associated probability of the occurrence of this travel time. The second algorithm determines up to k least possible time paths, the associated travel times and the corresponding probabilities of occurrence of the travel times (or a lower bound on this probability). No such efficient algorithms for determining least time paths in stochastic, time-varying networks exist in the literature.     

泥沙随机起动的简化模式

泥沙的起动既有随机性，又有模糊性，据此作者将模糊数学方法引入泥沙起动研究。建立了直接反映泥沙随机起动特性的起动流速计算模式，该模式得到了实测资料的检验。这一模式可以体现泥沙起动的随机性，较好地反映了泥沙起动的本来面目