This paper considers the variance optimization problem of average reward in continuous-time Markov decision process (MDP). It is assumed that the state space is countable and the action space is Borel measurable space...This paper considers the variance optimization problem of average reward in continuous-time Markov decision process (MDP). It is assumed that the state space is countable and the action space is Borel measurable space. The main purpose of this paper is to find the policy with the minimal variance in the deterministic stationary policy space. Unlike the traditional Markov decision process, the cost function in the variance criterion will be affected by future actions. To this end, we convert the variance minimization problem into a standard (MDP) by introducing a concept called pseudo-variance. Further, by giving the policy iterative algorithm of pseudo-variance optimization problem, the optimal policy of the original variance optimization problem is derived, and a sufficient condition for the variance optimal policy is given. Finally, we use an example to illustrate the conclusion of this paper.展开更多
The exponential stability is investigated for a class of continuous time linear systems with a finite state Markov chain form process and the impulsive jump at switching moments. The conditions, based on the average d...The exponential stability is investigated for a class of continuous time linear systems with a finite state Markov chain form process and the impulsive jump at switching moments. The conditions, based on the average dwell time and the ratio of expectation of the total time running on all unstable subsystems to the expectation of the total time running on all stable subsystems, assure the exponential stability with a desired stability degree of the system irrespective of the impact of impulsive jump. The uniformly bounded result is realized for the case in which switched system is subjected to the impulsive effect of the excitation signal at some switching moments.展开更多
With the current situation of insecurity in Nigeria and the worsening condition of Nigerian roads, there is increasing demand for air travel. This increasing demand for airline services amidst limited resources result...With the current situation of insecurity in Nigeria and the worsening condition of Nigerian roads, there is increasing demand for air travel. This increasing demand for airline services amidst limited resources results in passenger dissatisfaction and reduction of revenue for airports and airlines. The dynamics of service demand and resource supply result in check-in issues for all the stakeholders in the commercial aviation industry. Hence, this research simulated the developed model for travelers’ check-in process at the “D Wing” of the Departure Section of Murtala Muhammed International Airport (MMIA), Ikeja, using Arena Software Tool. The simulation of the developed model was carried out by varying five different configurations of the servers with respect to the baggage weighing machines and passenger profiling devices to obtain the minimum average check-in time (ACT) for the process, with each configuration undergoing 133 completions of simulation runs. The result of the experimentation revealed that the 3 × 3 × 4 configuration of servers produced the smallest ACT of 18.25 minutes. This translates to a difference of about 58 minutes from the 76.16 minutes ACT of the real system;representing about 76% improvement in the check-in time of passengers. This study contributed to knowledge by revealing that the main choke points in the MMIA check-in system occur at the baggage weighing and passenger profiling areas as against the check-in counter sub-section as advanced by previous works. Furthermore, the research added value to knowledge by creating a balance between customer satisfaction and cost of operations thereby accommodating the interests of the passenger and the operator who are the two main stakeholders in the commercial aviation industry.展开更多
The increasing demand for airline services amidst limited resources results in passenger dissatisfaction and dwindling revenue for airports and airlines. The dynamics of service demand and resource supply results in c...The increasing demand for airline services amidst limited resources results in passenger dissatisfaction and dwindling revenue for airports and airlines. The dynamics of service demand and resource supply results in check-in issues for the stakeholders in the commercial aviation industry. This has the effect of impacting negatively on service performance, cost of operations, customer satisfaction, and overall throughput. Hence, this paper modelled the travelers’ check-in process at the “D Wing” of the Departure Section of Murtala Muhammed International Airport (MMIA), Ikeja, using Arena Software Tool. The work was carried out by determining the parameters of the queues at designated service points in the check-in process. The primary data required to develop the model were acquired by direct observation of passenger flow and oral interview. Thus, the average check-in time was determined. Thereafter, a model of the international check-in system of the MMIA was developed using Arena software in combination with Microsoft Office tools. The data collected were therefore inputted into the model and simulated;the real result was compared with the simulation result of 133 completions and there was no significant difference. The result showed that the model is a representation of the real system under study. Further work will be tailored towards simulation (<em>i.e</em>. the model will be subjected to experimentation in order to have different scenario).展开更多
In this paper we study the average sample-path cost(ASPC) problem for continuous-time Markov decision processes in Polish spaces.To the best of our knowledge,this paper is a first attempt to study the ASPC criterion o...In this paper we study the average sample-path cost(ASPC) problem for continuous-time Markov decision processes in Polish spaces.To the best of our knowledge,this paper is a first attempt to study the ASPC criterion on continuous-time MDPs with Polish state and action spaces.The corresponding transition rates are allowed to be unbounded,and the cost rates may have neither upper nor lower bounds.Under some mild hypotheses,we prove the existence of ε(ε≥ 0)-ASPC optimal stationary policies based on two different approaches:one is the "optimality equation" approach and the other is the "two optimality inequalities" approach.展开更多
This paper attempts to study the convergence of optimal values and optimal policies of continuous-time Markov decision processes(CTMDP for short)under the constrained average criteria. For a given original model M_∞o...This paper attempts to study the convergence of optimal values and optimal policies of continuous-time Markov decision processes(CTMDP for short)under the constrained average criteria. For a given original model M_∞of CTMDP with denumerable states and a sequence {M_n} of CTMDP with finite states, we give a new convergence condition to ensure that the optimal values and optimal policies of {M_n} converge to the optimal value and optimal policy of M_∞as the state space Snof Mnconverges to the state space S_∞of M_∞, respectively. The transition rates and cost/reward functions of M_∞are allowed to be unbounded. Our approach can be viewed as a combination method of linear program and Lagrange multipliers.展开更多
文摘This paper considers the variance optimization problem of average reward in continuous-time Markov decision process (MDP). It is assumed that the state space is countable and the action space is Borel measurable space. The main purpose of this paper is to find the policy with the minimal variance in the deterministic stationary policy space. Unlike the traditional Markov decision process, the cost function in the variance criterion will be affected by future actions. To this end, we convert the variance minimization problem into a standard (MDP) by introducing a concept called pseudo-variance. Further, by giving the policy iterative algorithm of pseudo-variance optimization problem, the optimal policy of the original variance optimization problem is derived, and a sufficient condition for the variance optimal policy is given. Finally, we use an example to illustrate the conclusion of this paper.
基金the National Natural Science Foundation of China (60674027, 60574007)Doctoral Foundation of Education Ministry of China (20050446001).
文摘The exponential stability is investigated for a class of continuous time linear systems with a finite state Markov chain form process and the impulsive jump at switching moments. The conditions, based on the average dwell time and the ratio of expectation of the total time running on all unstable subsystems to the expectation of the total time running on all stable subsystems, assure the exponential stability with a desired stability degree of the system irrespective of the impact of impulsive jump. The uniformly bounded result is realized for the case in which switched system is subjected to the impulsive effect of the excitation signal at some switching moments.
文摘With the current situation of insecurity in Nigeria and the worsening condition of Nigerian roads, there is increasing demand for air travel. This increasing demand for airline services amidst limited resources results in passenger dissatisfaction and reduction of revenue for airports and airlines. The dynamics of service demand and resource supply result in check-in issues for all the stakeholders in the commercial aviation industry. Hence, this research simulated the developed model for travelers’ check-in process at the “D Wing” of the Departure Section of Murtala Muhammed International Airport (MMIA), Ikeja, using Arena Software Tool. The simulation of the developed model was carried out by varying five different configurations of the servers with respect to the baggage weighing machines and passenger profiling devices to obtain the minimum average check-in time (ACT) for the process, with each configuration undergoing 133 completions of simulation runs. The result of the experimentation revealed that the 3 × 3 × 4 configuration of servers produced the smallest ACT of 18.25 minutes. This translates to a difference of about 58 minutes from the 76.16 minutes ACT of the real system;representing about 76% improvement in the check-in time of passengers. This study contributed to knowledge by revealing that the main choke points in the MMIA check-in system occur at the baggage weighing and passenger profiling areas as against the check-in counter sub-section as advanced by previous works. Furthermore, the research added value to knowledge by creating a balance between customer satisfaction and cost of operations thereby accommodating the interests of the passenger and the operator who are the two main stakeholders in the commercial aviation industry.
文摘The increasing demand for airline services amidst limited resources results in passenger dissatisfaction and dwindling revenue for airports and airlines. The dynamics of service demand and resource supply results in check-in issues for the stakeholders in the commercial aviation industry. This has the effect of impacting negatively on service performance, cost of operations, customer satisfaction, and overall throughput. Hence, this paper modelled the travelers’ check-in process at the “D Wing” of the Departure Section of Murtala Muhammed International Airport (MMIA), Ikeja, using Arena Software Tool. The work was carried out by determining the parameters of the queues at designated service points in the check-in process. The primary data required to develop the model were acquired by direct observation of passenger flow and oral interview. Thus, the average check-in time was determined. Thereafter, a model of the international check-in system of the MMIA was developed using Arena software in combination with Microsoft Office tools. The data collected were therefore inputted into the model and simulated;the real result was compared with the simulation result of 133 completions and there was no significant difference. The result showed that the model is a representation of the real system under study. Further work will be tailored towards simulation (<em>i.e</em>. the model will be subjected to experimentation in order to have different scenario).
基金Supported by the National Natural Science Foundation of China (No.10801056)the Natural Science Foundation of Ningbo (No. 2010A610094)K.C. Wong Magna Fund in Ningbo University
文摘In this paper we study the average sample-path cost(ASPC) problem for continuous-time Markov decision processes in Polish spaces.To the best of our knowledge,this paper is a first attempt to study the ASPC criterion on continuous-time MDPs with Polish state and action spaces.The corresponding transition rates are allowed to be unbounded,and the cost rates may have neither upper nor lower bounds.Under some mild hypotheses,we prove the existence of ε(ε≥ 0)-ASPC optimal stationary policies based on two different approaches:one is the "optimality equation" approach and the other is the "two optimality inequalities" approach.
文摘This paper attempts to study the convergence of optimal values and optimal policies of continuous-time Markov decision processes(CTMDP for short)under the constrained average criteria. For a given original model M_∞of CTMDP with denumerable states and a sequence {M_n} of CTMDP with finite states, we give a new convergence condition to ensure that the optimal values and optimal policies of {M_n} converge to the optimal value and optimal policy of M_∞as the state space Snof Mnconverges to the state space S_∞of M_∞, respectively. The transition rates and cost/reward functions of M_∞are allowed to be unbounded. Our approach can be viewed as a combination method of linear program and Lagrange multipliers.
