76 resultados para Credit Constraints


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In this paper, sliding-mode-control-based guidance laws to intercept stationary, constant-velocity, and maneuvering targets at a desired impact angle are proposed. The desired impact angle, which is defined in terms of a desired line-of-sight angle, is achieved in finite time by selecting the missile's lateral acceleration to enforce terminal sliding mode on a switching surface designed using nonlinear engagement dynamics. The conditions for capturability are also presented. In addition, by considering a three-degree-of-freedom linear-interceptor dynamic model and by following the procedure used to design a dynamic sliding-mode controller, the interceptor autopilot is designed as a simple static controller to track the lateral acceleration generated by the guidance law. Numerical simulation results are presented to validate the proposed guidance laws and the autopilot design for different initial engagement geometries and impact angles.

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We study the orbital modulation of X-rays from Cyg X-3, using data from Swift, INTEGRAL and RXTE. Using the wealth of data presently available and an improved averaging method, we obtain energy-dependent folded and averaged light curves with unprecedented accuracy. We find that above similar to 5?keV the modulation depth decreases with increasing energy, which is consistent with the modulation being caused by both boundfree absorption and Compton scattering in the stellar wind of the donor, with minima corresponding to the highest optical depth, which occurs around the superior conjunction. We find a decrease of the depth below similar to 3?keV, which appears to be due to re-emission of the absorbed continuum by the wind in soft X-ray lines. Based on the shape of the folded light curves, any X-ray contribution from the jet in Cyg X-3, which emits ?-rays detected at energies >0.1?GeV in the soft spectral states, is found to be minor up to similar to 100?keV. This implies the presence of a rather sharp low-energy break in the jet MeV-range spectrum. We also calculate phase-resolved RXTE X-ray spectra and show that the difference between the spectra corresponding to phases around superior and inferior conjunctions can indeed be accounted for by the combined effect of boundfree absorption in an ionized medium and Compton scattering.

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The financial crisis set off by the default of Lehman Brothers in 2008 leading to disastrous consequences for the global economy has focused attention on regulation and pricing issues related to credit derivatives. Credit risk refers to the potential losses that can arise due to the changes in the credit quality of financial instruments. These changes could be due to changes in the ratings, market price (spread) or default on contractual obligations. Credit derivatives are financial instruments designed to mitigate the adverse impact that may arise due to credit risks. However, they also allow the investors to take up purely speculative positions. In this article we provide a succinct introduction to the notions of credit risk, the credit derivatives market and describe some of the important credit derivative products. There are two approaches to pricing credit derivatives, namely the structural and the reduced form or intensity-based models. A crucial aspect of the modelling that we touch upon briefly in this article is the problem of calibration of these models. We hope to convey through this article the challenges that are inherent in credit risk modelling, the elegant mathematics and concepts that underlie some of the models and the importance of understanding the limitations of the models.

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The K pi form factors are investigated at low energies by the method of unitarity bounds adapted so as to include information on the phase and modulus along the elastic region of the unitarity cut. Using as input the values of the form factors at t = 0, and at the Callan-Treiman point in the scalar case, stringent constraints are obtained on the slope and curvature parameters of the Taylor expansion at the origin.

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We address the problem of phase retrieval, which is frequently encountered in optical imaging. The measured quantity is the magnitude of the Fourier spectrum of a function (in optics, the function is also referred to as an object). The goal is to recover the object based on the magnitude measurements. In doing so, the standard assumptions are that the object is compactly supported and positive. In this paper, we consider objects that admit a sparse representation in some orthonormal basis. We develop a variant of the Fienup algorithm to incorporate the condition of sparsity and to successively estimate and refine the phase starting from the magnitude measurements. We show that the proposed iterative algorithm possesses Cauchy convergence properties. As far as the modality is concerned, we work with measurements obtained using a frequency-domain optical-coherence tomography experimental setup. The experimental results on real measured data show that the proposed technique exhibits good reconstruction performance even with fewer coefficients taken into account for reconstruction. It also suppresses the autocorrelation artifacts to a significant extent since it estimates the phase accurately.

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We consider the problem of optimal routing in a multi-stage network of queues with constraints on queue lengths. We develop three algorithms for probabilistic routing for this problem using only the total end-to-end delays. These algorithms use the smoothed functional (SF) approach to optimize the routing probabilities. In our model all the queues are assumed to have constraints on the average queue length. We also propose a novel quasi-Newton based SF algorithm. Policies like Join Shortest Queue or Least Work Left work only for unconstrained routing. Besides assuming knowledge of the queue length at all the queues. If the only information available is the expected end-to-end delay as with our case such policies cannot be used. We also give simulation results showing the performance of the SF algorithms for this problem.

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We consider precoding strategies at the secondary base station (SBS) in a cognitive radio network with interference constraints at the primary users (PUs). Precoding strategies at the SBS which satisfy interference constraints at the PUs in cognitive radio networks have not been adequately addressed in the literature so far. In this paper, we consider two scenarios: i) when the primary base station (PBS) data is not available at SBS, and ii) when the PBS data is made available at the SBS. We derive the optimum MMSE and Tomlinson-Harashima precoding (THP) matrix Alters at the SBS which satisfy the interference constraints at the PUs for the former case. For the latter case, we propose a precoding scheme at the SBS which performs pre-cancellation of the PBS data, followed by THP on the pre-cancelled data. The optimum precoding matrix filters are computed through an iterative search. To illustrate the robustness of the proposed approach against imperfect CSI at the SBS, we then derive robust precoding filters under imperfect CSI for the latter case. Simulation results show that the proposed optimum precoders achieve good bit error performance at the secondary users while meeting the interference constraints at the PUs.

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We consider a power optimization problem with average delay constraint on the downlink of a Green Base-station. A Green Base-station is powered by both renewable energy such as solar or wind energy as well as conventional sources like diesel generators or the power grid. We try to minimize the energy drawn from conventional energy sources and utilize the harvested energy to the maximum extent. Each user also has an average delay constraint for its data. The optimal action consists of scheduling the users and allocating the optimal transmission rate for the chosen user. In this paper, we formulate the problem as a Markov Decision Problem and show the existence of a stationary average-cost optimal policy. We also derive some structural results for the optimal policy.

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We propose an eigenvalue based technique to solve the Homogeneous Quadratic Constrained Quadratic Programming problem (HQCQP) with at most three constraints which arise in many signal processing problems. Semi-Definite Relaxation (SDR) is the only known approach and is computationally intensive. We study the performance of the proposed fast eigen approach through simulations in the context of MIMO relays and show that the solution converges to the solution obtained using the SDR approach with significant reduction in complexity.

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Three refractory coarse grained CAIs from the Efremovka CV3 chondrite, one (E65) previously shown to have formed with live Ca-41, were studied by ion microprobe for their Al-26-Mg-26 and Be-10-B-10 systematic in order to better understand the origin of Be-10. The high precision Al-Mg data and the inferred Al-26/Al-27 values attest that the precursors of the three CAIs evolved in the solar nebula over a period of few hundred thousand years before last melting-crystallization events. The initial Be-10/Be-9 ratios and delta B-10 values defined by the Be-10 isochrons for the three Efremovka CAIs are similar within errors. The CAI Be-10 abundance in published data underscores the large range for initial Be-10/Be-9 ratios. This is contrary to the relatively small range of Al-26/Al-27 variations in CAIs around the canonical ratio. Two models that could explain the origin of this large Be-10/Be-9 range are assessed from the collateral variations predicted for the initial delta B-10 values: (i) closed system decay of Be-10 from a ``canonical'' Be-10/Be-9 ratio and (ii) formation of CAIs from a mixture of solid precursors and nebula gas irradiated during up to a few hundred thousand years. The second scenario is shown to be the most consistent with the data. This shows that the major fraction of Be-10 in CAIs was produced by irradiation of refractory grains, while contributions of galactic cosmic rays trapping and early solar wind irradiation are less dominant. The case for Be-10 production by solar cosmic rays irradiation of solid refractory precursors poses a conundrum for Ca-41 because the latter is easily produced by irradiation and should be more abundant than what is observed in CAIs. Be-10 production by irradiation from solar energetic particles requires high Ca-41 abundance in early solar system, however, this is not observed in CAIs. (C) 2013 Elsevier B.V. All rights reserved.

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In this paper, the sliding mode control based guidance laws to intercept stationary targets at a desired impact time are proposed. Then, it is extended to constant velocity targets using the notion of predicted interception. The desired impact time is achieved by selecting the interceptor's lateral acceleration to enforce a sliding mode on a switching surface designed using non-linear engagement dynamics. Numerical simulation results are presented to validate the proposed guidance law for different initial engagement geometries, impact times and salvo attack scenarios

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Light neutralino dark matter can be achieved in the Minimal Supersymmetric Standard Model if staus are rather light, with mass around 100 GeV. We perform a detailed analysis of the relevant supersymmetric parameter space, including also the possibility of light selectons and smuons, and of light higgsino- or wino-like charginos. In addition to the latest limits from direct and indirect detection of dark matter, ATLAS and CMS constraints on electroweak-inos and on sleptons are taken into account using a ``simplified models'' framework. Measurements of the properties of the Higgs boson at 125 GeV, which constrain amongst others the invisible decay of the Higgs boson into a pair of neutralinos, are also implemented in the analysis. We show that viable neutralino dark matter can be achieved for masses as low as 15 GeV. In this case, light charginos close to the LEP bound are required in addition to light right-chiral staus. Significant deviations are observed in the couplings of the 125 GeV Higgs boson. These constitute a promising way to probe the light neutralino dark matter scenario in the next run of the LHC. (C) 2013 Elsevier B.V. All rights reserved.

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In this paper guidance laws to intercept stationary and constant velocity targets at a desired impact angle, based on sliding mode control theory, are proposed. The desired impact angle, which is defined in terms of a desired line-of-sight (LOS) angle, is achieved in finite time by selecting the missile's lateral acceleration (latax) to enforce non-singular terminal sliding mode on a switching surface designed using this desired LOS angle and based on non-linear engagement dynamics. Numerical simulation results are presented to validate the proposed guidance laws for different initial engagement geometries and impact angles.

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We revisit the constraints on the parameter space of the Minimal Supersymmetric Standard Model (MSSM), from charge and color breaking minima in the light of information on the Higgs from the LHC so far. We study the behavior of the scalar potential keeping two light sfermion fields along with the Higgs in the pMSSM framework and analyze the stability of the vacuum. We find that for lightest stops a parts per thousand(2) 1 TeV and small mu a parts per thousand(2) 500 GeV, the absolute stability of the potential can be attained only for . The bounds become stronger for larger values of the mu parameter. Note that this is approximately the value of Xt which maximizes the Higgs mass. Our bounds on the low scale MSSM parameters are more stringent than those reported earlier in literature. We reanalyze the stau sector as well, keeping both staus. We study the connections between the observed Higgs rates and vacuum (meta)stability. We show how a precision study of the ratio of signal strengths, (mu (gamma gamma) /mu (ZZ) ) can shed further light.