We consider a one dimensional stochastic control problem that arises from queueing network applications. The state process corresponding to the queue-length is given by a stochastic differential equation which reflects at the origin. The controller can choose the drift coefficient which represents the service rate and the buffer size b > 0. When the queue-length reaches b, the new customers are...

We present in this paper a novel approach for training deterministic auto-encoders. We show that by adding a well chosen penalty term to the classical reconstruction cost function, we can achieve results that equal or surpass those attained by other regularized autoencoders as well as denoising auto-encoders on a range of datasets. This penalty term corresponds to the Frobenius norm of the Jaco...

We consider the numerical solution of discretised Hamilton-Jacobi-Bellman (HJB) equations with applications in finance. For the discrete linear complementarity problem arising in American option pricing, we study a policy iteration method. We show, analytically and numerically, that, in standard situations, the computational cost of this approach is comparable to that of European option pricing...

For products sold with a warranty, preventive maintenance (PM) actions by either the manufacturer and/or the buyer has an impact on the total cost for both parties. In this investigation, we use a model to study the effect of PM carried out by the buyer on non-repairable items sold under a free replacement renewing warranty, and a penalty will be incurred by the buyer if the item fails before t...

In this paper, we are concerned with the problem of location of inspection centers in a multistage manufacturing system. A Genetic algorithm based approach is developed to determine the location of inspection centers resulting in a minimum expected total cost. The total cost includes inspection, manufacturing and scrapping cost at each stage of the manufacturing process. A penalty cost is inclu...

This paper proposes a fuzzy partitioning subspace clustering algorithm that minimizes a variant of the FCM cost function with a weighted Euclidean distance and a penalty term. To this aim it considers the framework of proximal optimization. It establishes the expression of the proximal operator for the considered cost function and derives PFSCM, an algorithm combining proximal descent and alter...

This paper deals with fast video segmentation using active contours. Region-based active contours is a powerful technique for video segmentation. However most of these methods are implemented using level-sets. Although level-set methods provide accurate segmentation, they suffer from large computational cost. The proposed method uses BSpline parametric method to highly improve the computation c...

This paper aims to examine the death penalty in Zoroastrianism, the Quran, and the laws of the Islamic Republic of Iran. By studying antient Zoroastrian texts, we face a variety of crimes and punishments such as murder, robbery, adultery, magic, rape, and assault that were always considered to be the worst offenses. Zoroastrian religious scholars wrote books on crimes and their punishment in th...

This paper studies a periodic-review, serial inventory system in which echelon r nQ T policies are implemented. Under such a policy, each stage reviews its inventory in every T period and orders according to an echelon r nQ policy. Two types of fixed costs are considered: one is associated with each order batch Q, and the other is incurred for each inventory review. The objective is to find the...