4 resultados para model with default Vasicek model and Cir model for the short rate

em Massachusetts Institute of Technology


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Stimuli outside classical receptive fields significantly influence the neurons' activities in primary visual cortex. We propose that such contextual influences are used to segment regions by detecting the breakdown of homogeneity or translation invariance in the input, thus computing global region boundaries using local interactions. This is implemented in a biologically based model of V1, and demonstrated in examples of texture segmentation and figure-ground segregation. By contrast with traditional approaches, segmentation occurs without classification or comparison of features within or between regions and is performed by exactly the same neural circuit responsible for the dual problem of the grouping and enhancement of contours.

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The visual recognition of complex movements and actions is crucial for communication and survival in many species. Remarkable sensitivity and robustness of biological motion perception have been demonstrated in psychophysical experiments. In recent years, neurons and cortical areas involved in action recognition have been identified in neurophysiological and imaging studies. However, the detailed neural mechanisms that underlie the recognition of such complex movement patterns remain largely unknown. This paper reviews the experimental results and summarizes them in terms of a biologically plausible neural model. The model is based on the key assumption that action recognition is based on learned prototypical patterns and exploits information from the ventral and the dorsal pathway. The model makes specific predictions that motivate new experiments.

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We analyze a finite horizon, single product, periodic review model in which pricing and production/inventory decisions are made simultaneously. Demands in different periods are random variables that are independent of each other and their distributions depend on the product price. Pricing and ordering decisions are made at the beginning of each period and all shortages are backlogged. Ordering cost includes both a fixed cost and a variable cost proportional to the amount ordered. The objective is to find an inventory policy and a pricing strategy maximizing expected profit over the finite horizon. We show that when the demand model is additive, the profit-to-go functions are k-concave and hence an (s,S,p) policy is optimal. In such a policy, the period inventory is managed based on the classical (s,S) policy and price is determined based on the inventory position at the beginning of each period. For more general demand functions, i.e., multiplicative plus additive functions, we demonstrate that the profit-to-go function is not necessarily k-concave and an (s,S,p) policy is not necessarily optimal. We introduce a new concept, the symmetric k-concave functions and apply it to provide a characterization of the optimal policy.

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We analyze an infinite horizon, single product, periodic review model in which pricing and production/inventory decisions are made simultaneously. Demands in different periods are identically distributed random variables that are independent of each other and their distributions depend on the product price. Pricing and ordering decisions are made at the beginning of each period and all shortages are backlogged. Ordering cost includes both a fixed cost and a variable cost proportional to the amount ordered. The objective is to maximize expected discounted, or expected average profit over the infinite planning horizon. We show that a stationary (s,S,p) policy is optimal for both the discounted and average profit models with general demand functions. In such a policy, the period inventory is managed based on the classical (s,S) policy and price is determined based on the inventory position at the beginning of each period.