208 resultados para Efficient markets

em Indian Institute of Science - Bangalore - Índia


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The assignment of tasks to multiple resources becomes an interesting game theoretic problem, when both the task owner and the resources are strategic. In the classical, nonstrategic setting, where the states of the tasks and resources are observable by the controller, this problem is that of finding an optimal policy for a Markov decision process (MDP). When the states are held by strategic agents, the problem of an efficient task allocation extends beyond that of solving an MDP and becomes that of designing a mechanism. Motivated by this fact, we propose a general mechanism which decides on an allocation rule for the tasks and resources and a payment rule to incentivize agents' participation and truthful reports. In contrast to related dynamic strategic control problems studied in recent literature, the problem studied here has interdependent values: the benefit of an allocation to the task owner is not simply a function of the characteristics of the task itself and the allocation, but also of the state of the resources. We introduce a dynamic extension of Mezzetti's two phase mechanism for interdependent valuations. In this changed setting, the proposed dynamic mechanism is efficient, within period ex-post incentive compatible, and within period ex-post individually rational.

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In this paper, we present an improved load distribution strategy, for arbitrarily divisible processing loads, to minimize the processing time in a distributed linear network of communicating processors by an efficient utilization of their front-ends. Closed-form solutions are derived, with the processing load originating at the boundary and at the interior of the network, under some important conditions on the arrangement of processors and links in the network. Asymptotic analysis is carried out to explore the ultimate performance limits of such networks. Two important theorems are stated regarding the optimal load sequence and the optimal load origination point. Comparative study of this new strategy with an earlier strategy is also presented.

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Combining the philosophies of nonlinear model predictive control and approximate dynamic programming, a new suboptimal control design technique is presented in this paper, named as model predictive static programming (MPSP), which is applicable for finite-horizon nonlinear problems with terminal constraints. This technique is computationally efficient, and hence, can possibly be implemented online. The effectiveness of the proposed method is demonstrated by designing an ascent phase guidance scheme for a ballistic missile propelled by solid motors. A comparison study with a conventional gradient method shows that the MPSP solution is quite close to the optimal solution.

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A bacterial consortium consisting of strains belongings to the genus Klebsiella and Rhodococcus quantitatively converts 1-, 3- and 7-substituted xanthines to their respective 8-oxo compounds.

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The correlation dimension D 2 and correlation entropy K 2 are both important quantifiers in nonlinear time series analysis. However, use of D 2 has been more common compared to K 2 as a discriminating measure. One reason for this is that D 2 is a static measure and can be easily evaluated from a time series. However, in many cases, especially those involving coloured noise, K 2 is regarded as a more useful measure. Here we present an efficient algorithmic scheme to compute K 2 directly from a time series data and show that K 2 can be used as a more effective measure compared to D 2 for analysing practical time series involving coloured noise.

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Wireless adhoc networks transmit information from a source to a destination via multiple hops in order to save energy and, thus, increase the lifetime of battery-operated nodes. The energy savings can be especially significant in cooperative transmission schemes, where several nodes cooperate during one hop to forward the information to the next node along a route to the destination. Finding the best multi-hop transmission policy in such a network which determines nodes that are involved in each hop, is a very important problem, but also a very difficult one especially when the physical wireless channel behavior is to be accounted for and exploited. We model the above optimization problem for randomly fading channels as a decentralized control problem - the channel observations available at each node define the information structure, while the control policy is defined by the power and phase of the signal transmitted by each node. In particular, we consider the problem of computing an energy-optimal cooperative transmission scheme in a wireless network for two different channel fading models: (i) slow fading channels, where the channel gains of the links remain the same for a large number of transmissions, and (ii) fast fading channels, where the channel gains of the links change quickly from one transmission to another. For slow fading, we consider a factored class of policies (corresponding to local cooperation between nodes), and show that the computation of an optimal policy in this class is equivalent to a shortest path computation on an induced graph, whose edge costs can be computed in a decentralized manner using only locally available channel state information (CSI). For fast fading, both CSI acquisition and data transmission consume energy. Hence, we need to jointly optimize over both these; we cast this optimization problem as a large stochastic optimization problem. We then jointly optimize over a set of CSI functions of the local channel states, and a c- - orresponding factored class of control poli.

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The Reeb graph tracks topology changes in level sets of a scalar function and finds applications in scientific visualization and geometric modeling. This paper describes a near-optimal two-step algorithm that constructs the Reeb graph of a Morse function defined over manifolds in any dimension. The algorithm first identifies the critical points of the input manifold, and then connects these critical points in the second step to obtain the Reeb graph. A simplification mechanism based on topological persistence aids in the removal of noise and unimportant features. A radial layout scheme results in a feature-directed drawing of the Reeb graph. Experimental results demonstrate the efficiency of the Reeb graph construction in practice and its applications.

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PbS quantum dots capped with mercaptoethanol (C2H5OSH) have been synthesized in poly vinyl alcohol and used to investigate their photoluminescence (PL) response to various ions such as zinc (Zn), cadmium (Cd), mercury (Hg), silver (Ag), copper (Cu), iron (Fe), manganese (Mn), cobalt (Co), chromium (Cr) and nickel (Ni). The enhancement in the PL intensity was observed with specific ions namely Zn, Cd, Hg and Ag. Among these four ions, the PL response to Hg and Ag even at sub-micro-molar concentrations was quite high, compared to that of Zn and Cd. It was observed that the change in Pb and S molar ratio has profound effect on the sensitivity of these ions. These results indicate that the sensitivity of these QDs could be fine-tuned by controlling the S concentration at the surface. Contrary to the above, Cu quenched the photoluminescence. In Cd based QDs related ion probing, Hg and Cu was found to have quenching properties, however, our PbS QDs have quenching property only for Cu ions. This was attributed to the formation HgS at the surface that has bandgap higher than PbS. Another interesting property of PbS in PVA observed is photo-brightening mechanism due to the curing of the polymer with laser. However, the presence of excess ions at the surface changes its property to photo-darkening/brightening that depends on the direction of carrier transfer mechanism (from QDs to the surface adsorbed metal ions or vice-versa). which is an interesting feature for metal ion detectivity.

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The Reeb graph tracks topology changes in level sets of a scalar function and finds applications in scientific visualization and geometric modeling. We describe an algorithm that constructs the Reeb graph of a Morse function defined on a 3-manifold. Our algorithm maintains connected components of the two dimensional levels sets as a dynamic graph and constructs the Reeb graph in O(nlogn+nlogg(loglogg)3) time, where n is the number of triangles in the tetrahedral mesh representing the 3-manifold and g is the maximum genus over all level sets of the function. We extend this algorithm to construct Reeb graphs of d-manifolds in O(nlogn(loglogn)3) time, where n is the number of triangles in the simplicial complex that represents the d-manifold. Our result is a significant improvement over the previously known O(n2) algorithm. Finally, we present experimental results of our implementation and demonstrate that our algorithm for 3-manifolds performs efficiently in practice.

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The test based on comparison of the characteristic coefficients of the adjancency matrices of the corresponding graphs for detection of isomorphism in kinematic chains has been shown to fail in the case of two pairs of ten-link, simple-jointed chains, one pair corresponding to single-freedom chains and the other pair corresponding to three-freedom chains. An assessment of the merits and demerits of available methods for detection of isomorphism in graphs and kinematic chains is presented, keeping in view the suitability of the methods for use in computerized structural synthesis of kinematic chains. A new test based on the characteristic coefficients of the “degree” matrix of the corresponding graph is proposed for detection of isomorphism in kinematic chains. The new test is found to be successful in the case of a number of examples of graphs where the test based on characteristic coefficients of adjancency matrix fails. It has also been found to be successful in distinguishing the structures of all known simple-jointed kinematic chains in the categories of (a) single-freedom chains with up to 10 links, (b) two-freedom chains with up to 9 links and (c) three-freedom chains with up to 10 links.

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A computationally efficient agglomerative clustering algorithm based on multilevel theory is presented. Here, the data set is divided randomly into a number of partitions. The samples of each such partition are clustered separately using hierarchical agglomerative clustering algorithm to form sub-clusters. These are merged at higher levels to get the final classification. This algorithm leads to the same classification as that of hierarchical agglomerative clustering algorithm when the clusters are well separated. The advantages of this algorithm are short run time and small storage requirement. It is observed that the savings, in storage space and computation time, increase nonlinearly with the sample size.

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In this paper, two new dual-path based area efficient loop filtercircuits are proposed for Charge Pump Phase Locked Loop (CPPLL). The proposed circuits were designed in 0.25 CSM analog process with 1.8V supply. The proposed circuits achievedup to 85% savings in capacitor area. Simulations showed goodmatch of the new circuits with the conventional circuit. Theproposed circuits are particularly useful in applications thatdemand low die area.

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A computationally efficient pseudodynamical filtering setup is established for elasticity imaging (i.e., reconstruction of shear modulus distribution) in soft-tissue organs given statically recorded and partially measured displacement data. Unlike a regularized quasi-Newton method (QNM) that needs inversion of ill-conditioned matrices, the authors explore pseudodynamic extended and ensemble Kalman filters (PD-EKF and PD-EnKF) that use a parsimonious representation of states and bypass explicit regularization by recursion over pseudotime. Numerical experiments with QNM and the two filters suggest that the PD-EnKF is the most robust performer as it exhibits no sensitivity to process noise covariance and yields good reconstruction even with small ensemble sizes.

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We study sensor networks with energy harvesting nodes. The generated energy at a node can be stored in a buffer. A sensor node periodically senses a random field and generates a packet. These packets are stored in a queue and transmitted using the energy available at that time at the node. For such networks we develop efficient energy management policies. First, for a single node, we obtain policies that are throughput optimal, i.e., the data queue stays stable for the largest possible data rate. Next we obtain energy management policies which minimize the mean delay in the queue. We also compare performance of several easily implementable suboptimal policies. A greedy policy is identified which, in low SNR regime, is throughput optimal and also minimizes mean delay. Next using the results for a single node, we develop efficient MAC policies.

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The clutter-rejection properties of compact f.s.k. bursts with amplitude modulation are investigated. A procedure for computer-aided design of such signals is given. The loss of clutter performance on constraining the individual pulse amplitudes to be equal is evaluated.