We prove that there exists an open and dense subset U in the space of C^(2) expanding self-maps of the circle T such that the Lyapunov minimizing measures of any T∈U are uniquely supported on a periodic orbit.This an...We prove that there exists an open and dense subset U in the space of C^(2) expanding self-maps of the circle T such that the Lyapunov minimizing measures of any T∈U are uniquely supported on a periodic orbit.This answers a conjecture of Jenkinson-Morris in the C^(2) topology.展开更多
In this paper,we present a new method for finding a fixed local-optimal policy for computing the customer lifetime value.The method is developed for a class of ergodic controllable finite Markov chains.We propose an a...In this paper,we present a new method for finding a fixed local-optimal policy for computing the customer lifetime value.The method is developed for a class of ergodic controllable finite Markov chains.We propose an approach based on a non-converging state-value function that fluctuates（increases and decreases） between states of the dynamic process.We prove that it is possible to represent that function in a recursive format using a one-step-ahead fixed-optimal policy.Then,we provide an analytical formula for the numerical realization of the fixed local-optimal strategy.We also present a second approach based on linear programming,to solve the same problem,that implement the c-variable method for making the problem computationally tractable.At the end,we show that these two approaches are related：after a finite number of iterations our proposed approach converges to same result as the linear programming method.We also present a non-traditional approach for ergodicity verification.The validity of the proposed methods is successfully demonstrated theoretically and,by simulated credit-card marketing experiments computing the customer lifetime value for both an optimization and a game theory approach.展开更多
基金partially supported by National Key R&D Program of China(Grant Nos.2022YFA1005801)NSFC(Grant Nos.12171348,12325106,ZXL2024386)+2 种基金partially supported by NSFC(Grant Nos.12090012,12031019,11731003)partially supported by NSFC(Grant Nos.12031019,11801538,11871188)Jiangsu Specially Appointed Professorship。
文摘We prove that there exists an open and dense subset U in the space of C^(2) expanding self-maps of the circle T such that the Lyapunov minimizing measures of any T∈U are uniquely supported on a periodic orbit.This answers a conjecture of Jenkinson-Morris in the C^(2) topology.
文摘In this paper,we present a new method for finding a fixed local-optimal policy for computing the customer lifetime value.The method is developed for a class of ergodic controllable finite Markov chains.We propose an approach based on a non-converging state-value function that fluctuates（increases and decreases） between states of the dynamic process.We prove that it is possible to represent that function in a recursive format using a one-step-ahead fixed-optimal policy.Then,we provide an analytical formula for the numerical realization of the fixed local-optimal strategy.We also present a second approach based on linear programming,to solve the same problem,that implement the c-variable method for making the problem computationally tractable.At the end,we show that these two approaches are related：after a finite number of iterations our proposed approach converges to same result as the linear programming method.We also present a non-traditional approach for ergodicity verification.The validity of the proposed methods is successfully demonstrated theoretically and,by simulated credit-card marketing experiments computing the customer lifetime value for both an optimization and a game theory approach.
