This paper is an attempt to study the minimization problem of the risk probability of piecewise deterministic Markov decision processes(PDMDPs)with unbounded transition rates and Borel spaces.Different from the expect...This paper is an attempt to study the minimization problem of the risk probability of piecewise deterministic Markov decision processes(PDMDPs)with unbounded transition rates and Borel spaces.Different from the expected discounted and average criteria in the existing literature,we consider the risk probability that the total rewards produced by a system do not exceed a prescribed goal during a first passage time to some target set,and aim to find a policy that minimizes the risk probability over the class of all history-dependent policies.Under suitable conditions,we derive the optimality equation(OE)for the probability criterion,prove that the value function of the minimization problem is the unique solution to the OE,and establish the existence ofε(≥0)-optimal policies.Finally,we provide two examples to illustrate our results.展开更多
In this paper, we investigate the threshold dynamics of a multi-group SEAR alcoholism epidemic model with public health education. The multi-group model allows us to describe interactions both within-group and inter-g...In this paper, we investigate the threshold dynamics of a multi-group SEAR alcoholism epidemic model with public health education. The multi-group model allows us to describe interactions both within-group and inter-group separately. We prove that the basic reproduction number R0 plays the role of a threshold for the long-time behavior of the model. The alcohol-free equilibrium P0 of the model is globally asymptotically stable if R0≤1,while the alcohol-present equilibrium P* exists uniquely and is globally asymptotically stable if R0>1.For the proofs of main results, we use the classical method of Lyapunov functions and apply subtle grouping technique in estimating the derivatives of Lyapunov functions guided by graph theory. Our results expand the previous results which have been obtained in single-group models. Sensitivity analysis and numerical simulations are also performed to illustrate our results.展开更多
基金supported by the National Natural Science Foundation of China(Nos.11931018,11961005)Guangdong Province Key Laboratory of Computational Science at the Sun Yat-sen University(No.2020B1212060032)the Natural Science Foundation of Guangxi Province(No.2020GXNSFAA297196)。
文摘This paper is an attempt to study the minimization problem of the risk probability of piecewise deterministic Markov decision processes(PDMDPs)with unbounded transition rates and Borel spaces.Different from the expected discounted and average criteria in the existing literature,we consider the risk probability that the total rewards produced by a system do not exceed a prescribed goal during a first passage time to some target set,and aim to find a policy that minimizes the risk probability over the class of all history-dependent policies.Under suitable conditions,we derive the optimality equation(OE)for the probability criterion,prove that the value function of the minimization problem is the unique solution to the OE,and establish the existence ofε(≥0)-optimal policies.Finally,we provide two examples to illustrate our results.
文摘In this paper, we investigate the threshold dynamics of a multi-group SEAR alcoholism epidemic model with public health education. The multi-group model allows us to describe interactions both within-group and inter-group separately. We prove that the basic reproduction number R0 plays the role of a threshold for the long-time behavior of the model. The alcohol-free equilibrium P0 of the model is globally asymptotically stable if R0≤1,while the alcohol-present equilibrium P* exists uniquely and is globally asymptotically stable if R0>1.For the proofs of main results, we use the classical method of Lyapunov functions and apply subtle grouping technique in estimating the derivatives of Lyapunov functions guided by graph theory. Our results expand the previous results which have been obtained in single-group models. Sensitivity analysis and numerical simulations are also performed to illustrate our results.
