Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

Constrained least square pre-distortion scheme for multiuser ultra-wideband

The study proposes a constrained least square (CLS) pre-distortion scheme for multiple-input single-output (MISO) multiple access ultra-wideband (UWB) systems. In such a scheme, a simple objective function is defined, which can be efficiently solved by a gradient-based algorithm. For the performance evaluation, scenarios CM1 and CM3 of the IEEE 802.15.3a channel model are considered. Results show that the CLS algorithm has a fast convergence and a good trade-off between intersymbol interference (ISI) and multiple access interference (MAI) reduction and signal-to-noise ratio (SNR) preservation, performing better than time-reversal (TR) pre-distortion.

Evolution of extrafloral nectaries: adaptive process and selective regime changes from forest to savanna

Much effort has been devoted to understanding the function of extrafloral nectaries (EFNs) for antplantherbivore interactions. However, the pattern of evolution of such structures throughout the history of plant lineages remains unexplored. In this study, we used empirical knowledge on plant defences mediated by ants as a theoretical framework to test specific hypotheses about the adaptive role of EFNs during plant evolution. Emphasis was given to different processes (neutral or adaptive) and factors (habitat change and trade-offs with new trichomes) that may have affected the evolution of antplant associations. We measured seven EFN quantitative traits in all 105 species included in a well-supported phylogeny of the tribe Bignonieae (Bignoniaceae) and collected field data on antEFN interactions in 32 species. We identified a positive association between ant visitation (a surrogate of ant guarding) and the abundance of EFNs in vegetative plant parts and rejected the hypothesis of phylogenetic conservatism of EFNs, with most traits presenting K-values < 1. Modelling the evolution of EFN traits using maximum likelihood approaches further suggested adaptive evolution, with static-optimum models showing a better fit than purely drift models. In addition, the abundance of EFNs was associated with habitat shifts (with a decrease in the abundance of EFNs from forest to savannas), and a potential trade-off was detected between the abundance of EFNs and estipitate glandular trichomes (i.e. trichomes with sticky secretion). These evolutionary associations suggest divergent selection between species as well as explains K-values < 1. Experimental studies with multiple lineages of forest and savanna taxa may improve our understanding of the role of nectaries in plants. Overall, our results suggest that the evolution of EFNs was likely associated with the adaptive process which probably played an important role in the diversification of this plant group.

Comparison of multiple-input single-output single-user ultra-wideband systems with pre-distortion

This paper presents a performance analysis of a baseband multiple-input single-output ultra-wideband system over scenarios CM1 and CM3 of the IEEE 802.15.3a channel model, incorporating four different schemes of pre-distortion: time reversal, zero-forcing pre-equaliser, constrained least squares pre-equaliser, and minimum mean square error pre-equaliser. For the third case, a simple solution based on the steepest-descent (gradient) algorithm is adopted and compared with theoretical results. The channel estimations at the transmitter are assumed to be truncated and noisy. Results show that the constrained least squares algorithm has a good trade-off between intersymbol interference reduction and signal-to-noise ratio preservation, providing a performance comparable to the minimum mean square error method but with lower computational complexity. Copyright (C) 2011 John Wiley & Sons, Ltd.

Optimization of Large-Scale Hydrothermal System Operation

This paper presents the development of a mathematical model to optimize the management and operation of the Brazilian hydrothermal system. The system consists of a large set of individual hydropower plants and a set of aggregated thermal plants. The energy generated in the system is interconnected by a transmission network so it can be transmitted to centers of consumption throughout the country. The optimization model offered is capable of handling different types of constraints, such as interbasin water transfers, water supply for various purposes, and environmental requirements. Its overall objective is to produce energy to meet the country's demand at a minimum cost. Called HIDROTERM, the model integrates a database with basic hydrological and technical information to run the optimization model, and provides an interface to manage the input and output data. The optimization model uses the General Algebraic Modeling System (GAMS) package and can invoke different linear as well as nonlinear programming solvers. The optimization model was applied to the Brazilian hydrothermal system, one of the largest in the world. The system is divided into four subsystems with 127 active hydropower plants. Preliminary results under different scenarios of inflow, demand, and installed capacity demonstrate the efficiency and utility of the model. From this and other case studies in Brazil, the results indicate that the methodology developed is suitable to different applications, such as planning operation, capacity expansion, and operational rule studies, and trade-off analysis among multiple water users. DOI: 10.1061/(ASCE)WR.1943-5452.0000149. (C) 2012 American Society of Civil Engineers.

Costs and benefits of temporary brood desertion in a Neotropical harvestman (Arachnida: Opiliones)

Brood desertion is a life history strategy that allows parents to minimize costs related to parental care and increase their future fecundity. The harvestman Neosadocus maximus is an interesting model organism to study costs and benefits of temporary brood desertion because females abandon their clutches periodically and keep adding eggs to their clutches for some weeks. In this study, we tested if temporary brood desertion (a) imposes a cost to caring females by increasing the risk of egg predation and (b) offers a benefit to caring females by increasing fecundity as a result of increased foraging opportunities. With intensive field observations followed by a model selection approach, we showed that the proportion of consumed eggs was very low during the day and it was not influenced by the frequency of brood desertion. The proportion of consumed eggs was higher at night and it was negatively related to the frequency of brood desertion. However, frequent brood desertion did not result in higher fecundity, measured both as the number of eggs added to the current clutch and the probability of laying a second clutch over the course of the reproductive season. Considering that harvestmen are sensitive to dehydration, brood desertion during the day may attenuate the physiological stress of remaining exposed on the vegetation. Moreover, since brood desertion is higher during the day, when egg predation pressure is lower, caring females could be adjusting their maternal effort to the temporal variation in predation risk, which is regarded as the main cost of brood desertion in ectotherms.

The scent of stress: Pintado catfish differentially respond to chemical cues from stressed conspecifics

We examined whether pintado catfish (Pseudoplatystoma corruscans) can discriminate between scents of non-injured conspecifics stressed by a predator or by confinement and how fish use this information in the trade-off between feeding and predator avoidance. In the confinement stress condition, fish ingested the food, whereas in the predator stress condition, fish did not eat. This finding and comparisons of the latency to food ingestion and the time spent swimming between the confinement and predator-stress conditions indicated that pintado catfish can discriminate between conspecifics stressed by a predator or confinement using chemical cues, and use this information for adjusting the trade-off between food intake and predator avoidance.

Vocal and territorial behavior in the Smith frog (Hypsiboas faber): Relationships with plasma levels of corticosterone and testosterone

The possible trade-off between the roles of glucocorticoids as facilitators of energy substrate mobilization and neural inhibitors of sexual behavior during breeding season is under debate. We studied the relationship between calling and territorial behavior with plasma levels of corticosterone (CORT) and plasma levels of testosterone (T) across the breeding season of Hypsiboas faber, a large and territorial Neotropical treefrog. We investigated these relationships through focal observations of males calling naturally, followed by blood sampling for hormonal radioimmunoassay. We additionally used an experimental approach, which consisted of broadcasting recorded advertisement calls for 10 min to simulate an invasion in the territory of the focal subjects, followed by behavioral observation and blood sampling for hormonal radioimmunoassay. Results showed a pattern of co-variation between CORT and T across the breeding season. Furthermore, individual variation in CORT and T was related to different aspects of behavior: individuals with higher CORT showed higher calling rates, and individuals with higher steroid levels, mainly T, showed higher responsivity to social stimulation by other males in the chorus. Experimental simulation of territorial intrusion by using playback of advertisement calls of this species did not elicit consistent changes in agonistic behavior and CORT, but decreased T in focal males. (C) 2012 Elsevier Inc. All rights reserved.