Linear programming formulation of MDPs in countable state space: The multichain case

1994 ◽  
Vol 40 (1) ◽  
pp. 91-108 ◽  
Author(s):  
Arie Hordijk ◽  
Jean B. Lasserre
Keyword(s):  
Linear Programming ◽  
State Space ◽  
Programming Formulation ◽  
Countable State Space ◽  
Countable State ◽  
Linear Programming Formulation

THE SHANNON–MCMILLAN THEOREM FOR MARKOV CHAINS INDEXED BY A CAYLEY TREE IN RANDOM ENVIRONMENT

2017 ◽  
Vol 32 (4) ◽  
pp. 626-639 ◽  
Author(s):  
Zhiyan Shi ◽  
Pingping Zhong ◽  
Yan Fan
Keyword(s):  
Markov Chains ◽  
State Space ◽  
Random Environment ◽  
Cayley Tree ◽  
Law Of Large Numbers ◽  
Strong Law ◽  
Countable State Space ◽  
Large Numbers ◽  
Countable State ◽  
Definition Of

In this paper, we give the definition of tree-indexed Markov chains in random environment with countable state space, and then study the realization of Markov chain indexed by a tree in random environment. Finally, we prove the strong law of large numbers and Shannon–McMillan theorem for Markov chains indexed by a Cayley tree in a Markovian environment with countable state space.

scholarly journals Tournaments as Feedback Arc Sets

10.37236/1214 ◽  
1995 ◽  
Vol 2 (1) ◽  
Author(s):  
Garth Isaak
Keyword(s):  
Linear Programming ◽  
Lower Bounds ◽  
Integer Linear Programming ◽  
Minimum Size ◽  
Programming Formulation ◽  
Binary Expansion ◽  
Feedback Arc Set ◽  
Disjoint Cycles ◽  
Linear Programming Formulation ◽  
Integer Linear Programming Formulation

We examine the size $s(n)$ of a smallest tournament having the arcs of an acyclic tournament on $n$ vertices as a minimum feedback arc set. Using an integer linear programming formulation we obtain lower bounds $s(n) \geq 3n - 2 - \lfloor \log_2 n \rfloor$ or $s(n) \geq 3n - 1 - \lfloor \log_2 n \rfloor$, depending on the binary expansion of $n$. When $n = 2^k - 2^t$ we show that the bounds are tight with $s(n) = 3n - 2 - \lfloor \log_2 n \rfloor$. One view of this problem is that if the 'teams' in a tournament are ranked to minimize inconsistencies there is some tournament with $s(n)$ 'teams' in which $n$ are ranked wrong. We will also pose some questions about conditions on feedback arc sets, motivated by our proofs, which ensure equality between the maximum number of arc disjoint cycles and the minimum size of a feedback arc set in a tournament.

Criteria for the non-ergodicity of stochastic processes: application to the exponential back-off protocol

1987 ◽  
Vol 24 (02) ◽  
pp. 347-354 ◽  
Author(s):  
Guy Fayolle ◽  
Rudolph Iasnogorodski
Keyword(s):  
Stochastic Process ◽  
Markov Chain ◽  
Stochastic Processes ◽  
State Space ◽  
Discrete Time ◽  
Random Variables ◽  
Countable State Space ◽  
Countable State ◽  
New Criteria

In this paper, we present some simple new criteria for the non-ergodicity of a stochastic process (Yn ), n ≧ 0 in discrete time, when either the upward or downward jumps are majorized by i.i.d. random variables. This situation is encountered in many practical situations, where the (Yn ) are functionals of some Markov chain with countable state space. An application to the exponential back-off protocol is described.

Preemptive scheduling with transportation delays between machines

2020 ◽  
Vol 15 (3) ◽  
pp. 829-847
Author(s):  
Ryma Zineb Badaoui ◽  
Mourad Boudhar ◽  
Mohammed Dahane
Keyword(s):  
Linear Programming ◽  
Neighborhood Search ◽  
Preemptive Scheduling ◽  
Scheduling Problem ◽  
Programming Formulation ◽  
Content Type ◽  
Decision Variables ◽  
Linear Programming Formulation ◽  
Local Search Strategy ◽  
Two Stages

Purpose This paper studies the preemptive scheduling problem of independent jobs on identical machines. The purpose of this paper is to minimize the makespan under the imposed constraints, namely, the ones that relate the transportation delays which are required to transport a preempted job from one machine to another. This study considers the case when the transportation delays are variable. Design/methodology/approach The contribution is twofold. First, this study proposes a new linear programming formulation in real and binary decision variables. Then, this study proposes and implements a solution strategy, which consists of two stages. The goal of the first stage is to obtain the best machines order using a local search strategy. For the second stage, the objective is to determine the best possible sequence of jobs. To solve the preemptive scheduling problem with transportation delays, this study proposes a heuristic and two metaheuristics (simulated annealing and variable neighborhood search), each with two modes of evaluation. Findings Computational experiments are presented and discussed on randomly generated instances. Practical implications The study has implications in various industrial environments when the preemption of jobs is allowed. Originality/value This study proposes a new linear programming formulation for the problem with variable transportation delays as well as a corresponding heuristic and metaheuristics.

Sign in / Sign up

Export Citation Format

Share Document