F.M. Spieksma
http://repub.eur.nl/ppl/3844/
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RePub, Erasmus University RepositoryThe accessibility arc upgrading problem
http://repub.eur.nl/pub/38799/
Fri, 01 Feb 2013 00:00:01 GMT<div>P.A. Maya Duque</div><div>S. Coene</div><div>P.P. Goos</div><div>K. Sörensen</div><div>F.M. Spieksma</div>
The accessibility arc upgrading problem (AAUP) is a network upgrading problem that arises in real-life decision processes such as rural network planning. In this paper, we propose a linear integer programming formulation and two solution approaches for this problem. The first approach is based on the knapsack problem and uses the knowledge gathered from an analytical study of some special cases of the AAUP. The second approach is a variable neighbourhood search with strategic oscillation. The excellent performance of both approaches is demonstrated using a large set of randomly generated instances. Finally, we stress the importance of a proper allocation of scarce resources in accessibility improvement. On the relation between recurrence and ergodicity properties in denumerable Markov decision chains
http://repub.eur.nl/pub/2216/
Mon, 01 Aug 1994 00:00:01 GMT<div>R. Dekker</div><div>A. Hordijk</div><div>F.M. Spieksma</div>
This paper studies two properties of the set of Markov chains induced by the deterministic policies in a Markov decision chain. These properties are called μ-uniform geometric ergodicity and μ-uniform geometric recurrence. μ-uniform ergodicity generalises a quasi-compactness condition. It can be interpreted as a strong version of stability, as it implies that the Markov chains generated by the deterministic stationary policies are uniformly stable. μ-uniform geometric recurrence can be shown to be equivalent to the simultaneous Doeblin condition, if μ is bounded. Both properties imply the existence of deterministic average and sensitive optimal policies. The second Key theorem in this paper shows the equivalence of μ-uniform geometric erogdicity and weak μ-uniform geometric recurrence under appropriate continuity conditions. In the literature numerous recurrence conditions have been used. The first Key theorem derives the relation between serval of these conditions, which interestingly turn out to be equivalent in most cases.