On the Stability of a Polling System with an Adaptive Service Mechanism

We consider a single-server cyclic polling system with three queues where the server follows an adaptive rule: if it finds one of queues empty in a given cycle, it decides not to visit that queue in the next cycle. In the case of limited service policies, we prove stability and instability results under some conditions which are sufficient but not necessary, in general. Then we discuss open problems with identifying the exact stability region for models with limited service disciplines: we conjecture that a necessary and sufficient condition for the stability may depend on the whole distributions of the primitive sequences, and illustrate that by examples. We conclude the paper with a section on the stability analysis of a polling system with either gated or exhaustive service disciplines.Comment: 16 page

An Asymptotic Comparison of Two Time-homogeneous PAM Models

Both Wick-Ito-Skorokhod and Stratonovich interpretations of the parabolic Anderson model (PAM) lead to solutions that are real analytic as functions of the noise intensity e, and, in the limit e->0, the difference between the two solutions is of order e^2 and is non-random.Comment: 12 page

A polling system whose stability region depends on a whole distribution of service times

We present an example of a single-server polling system with two queues and an adaptive service policy where the stability region depends on the expected values of all the primitives and also on a certain exponential moment of the service-time distribution in one of the queues. The latter parameter can not be determined, in general, in terms of any finite number of power moments. It follows that the fluid approximation approach may not be an appropriate tool for the stability study of this model.Comment: 6 page

Stability and instability of a random multiple access model with adaptive energy harvesting

We introduce a model for the classical synchronised multiple access system with a single transmission channel and a randomised transmission protocol (ALOHA). We assume in addition that there is an energy harvesting mechanism, and any message transmission requires a unit of energy. Units of energy arrive randomly and independently of anything else. We analyse stability and instability conditions for this model

EMI: Exploration with Mutual Information

Reinforcement learning algorithms struggle when the reward signal is very sparse. In these cases, naive random exploration methods essentially rely on a random walk to stumble onto a rewarding state. Recent works utilize intrinsic motivation to guide the exploration via generative models, predictive forward models, or discriminative modeling of novelty. We propose EMI, which is an exploration method that constructs embedding representation of states and actions that does not rely on generative decoding of the full observation but extracts predictive signals that can be used to guide exploration based on forward prediction in the representation space. Our experiments show competitive results on challenging locomotion tasks with continuous control and on image-based exploration tasks with discrete actions on Atari. The source code is available at https://github.com/snu-mllab/EMI .Comment: Accepted and to appear at ICML 201

Probabilistic Portfolio Modeling in Python

Master's thesis in Petroleum engineeringThe portfolio selection problem has been known for centuries. However, Markowitz (1952) was the first to introduce a robust framework for optimized portfolios on financial markets. Later this approach was applied in the petroleum industry to increase the corporate performance of oil and gas companies and to manage associated risks (Hightower et al. (1991)). Nevertheless, despite the lack of uncertainty optimization, simple portfolio selection techniques such as the Rank and Cut method remains popular in the industry (Wood (2016)). In this thesis, the advantages and disadvantages of this approach were briefly mentioned. Besides Markowitz Portfolio Theory and the Rank and Cut Method, a number of new portfolio selection methods were developed that not only improve the performance and minimize the risks but also can be used as processes and tools to deliver shareholder value or to achieve strategic corporate goals. One such approach is the use of multi-objective time series portfolio optimization, where the corporate goals are defined as constraints, the level of constraint accomplishment is quantified in terms of probability of exceeding the constraint and net present value is set as the main objective. This method was used to select an optimal portfolio from the pool of petroleum projects. One of the main contributions of this work is to provide a tool and process that can be used by management teams to evaluate different portfolios quickly using multiple time-dependent corporate constraints. The tool can be used to evaluate the impact on the portfolio of changing constraints or weighting the constraints differently. The ability to do this interactively is essential as it allows the management team to evaluate and address the key elements of their portfolio decision problem. A crucial part of the portfolio optimization problem is the choice of optimization algorithms. Several algorithms that facilitate the petroleum industry’s needs of portfolio optimization were studied, and a brief overview of them was presented. We also included a discussion of the choice of programming language for portfolio models. Although we built the project model in R, we ended up using Python as it provided significant computational speed improvements over R. We also argued why Excel, although very popular, is far from an optimal tool for portfolio modeling

Charge-Transfer Forces in the Self-Assembly of Heteromolecular Reactive Solids: Successful Design of Unique (Single-Crystal-to-Single-Crystal) Diels−Alder Cycloadditions

Electron donor/acceptor (EDA) interactions are found to be a versatile methodology for the engineering of reactive heteromolecular crystals. In this way, a series of the charge-transfer π-complexes between bis(alkylimino)-1,4-dithiin acceptors and anthracene donors are shown to form heteromolecular (1:1) crystalline solids that spontaneously undergo stereoselective [2 + 4] Diels−Alder cycloadditions. The flexible nature of the 1,4-dithiin moiety allows this homogeneous topochemical transformation to proceed with minimal distortion of the crystal lattice. As a result, a unique (single) crystal phase of the Diels−Alder adduct can be produced anti-thermodynamically with a molecular arrangement very different from that in solvent-grown crystals. Such a topochemical reaction between bis(methylimino)-1,4-dithiin and anthracene proceeds thermally and homogeneously up to very high conversions without disintegration of the single crystal. This ideal case of the mono-phase topochemical conversion can be continuously monitored structurally (X-ray crystallography) and kinetically (NMR spectroscopy) throughout the entire range of the crystalline transformation. The resultant “artificial” crystal of the Diels−Alder adduct is surprisingly stable despite its different symmetry and packing mode compared to the naturally grown (thermodynamic) crystal

Anisotropic Shock Sensitivity of Cyclotrimethylene Trinitramine (RDX) from Compress-and-Shear Reactive Dynamics

We applied the compress-and-shear reactive dynamics (CS-RD) simulation model to study the anisotropic shock sensitivity of cyclotrimethylene trinitramine (RDX) crystals. We predict that, for mechanical shocks between 3 and 7 GPa, RDX is most sensitive to shocks perpendicular to the (100) and (210) planes, whereas it is insensitive for shocks perpendicular to the (120), (111), and (110) planes. These results are all consistent with available experimental information, further validating the CS-RD model for distinguishing between sensitive and insensitive shock directions. We find that, for sensitive directions, the shock impact triggers a slip system that leads to large shear stresses arising from steric hindrance, causing increased energy inputs that increase the temperature, leading to dramatically increased chemical reactions. Thus, our simulations demonstrate that the molecular origin of anisotropic shock sensitivity results from steric hindrance toward shearing of adjacent slip planes during shear deformation. Thus, strain energy density, temperature rise, and molecule decomposition are effective measures to distinguish anisotropic sensitivities. We should emphasize that CS-RD has been developed as a tool to distinguish rapidly (within a few picoseconds) between sensitive and insensitive shock directions of energetic materials. If the high stresses and rates used here continued much longer and for larger systems, it would ultimately result in detonation for all directions, but we have not demonstrated this