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.

SINGULARLY PERTURBED DISCOUNTED MARKOV CONTROL PROCESSES IN A GENERAL STATE SPACE

This paper studies the asymptotic optimality of discrete-time Markov decision processes (MDPs) with general state space and action space and having weak and strong interactions. By using a similar approach as developed by Liu, Zhang, and Yin [Appl. Math. Optim., 44 (2001), pp. 105-129], the idea in this paper is to consider an MDP with general state and action spaces and to reduce the dimension of the state space by considering an averaged model. This formulation is often described by introducing a small parameter epsilon > 0 in the definition of the transition kernel, leading to a singularly perturbed Markov model with two time scales. Our objective is twofold. First it is shown that the value function of the control problem for the perturbed system converges to the value function of a limit averaged control problem as epsilon goes to zero. In the second part of the paper, it is proved that a feedback control policy for the original control problem defined by using an optimal feedback policy for the limit problem is asymptotically optimal. Our work extends existing results of the literature in the following two directions: the underlying MDP is defined on general state and action spaces and we do not impose strong conditions on the recurrence structure of the MDP such as Doeblin's condition.

A general framework for multi-compartmental analysis of drug chemotherapy dynamics in human immunodeficiency virus type-1 infected individuals

An optimal control strategy for the highly active antiretroviral therapy associated to the acquired immunodeficiency syndrome should be designed regarding a comprehensive analysis of the drug chemotherapy behavior in the host tissues, from major viral replication sites to viral sanctuary compartments. Such approach is critical in order to efficiently explore synergistic, competitive and prohibitive relationships among drugs and, hence, therapy costs and side-effect minimization. In this paper, a novel mathematical model for HIV-1 drug chemotherapy dynamics in distinct host anatomic compartments is proposed and theoretically evaluated on fifteen conventional anti-retroviral drugs. Rather than interdependence between drug type and its concentration profile in a host tissue, simulated results suggest that such profile is importantly correlated with the host tissue under consideration. Furthermore, the drug accumulative dynamics are drastically affected by low patient compliance with pharmacotherapy, even when a single dose lacks. (C) 2012 Elsevier Inc. All rights reserved.

Management of diabetes mellitus and associated cardiovascular risk factors in Brazil – the Brazilian study on the practice of diabetes care

Abstract Background The Brazilian Study on the Practice of Diabetes Care main objective was to provide an epidemiological profile of individuals with type 1 and 2 diabetes mellitus (DM) in Brazil, concerning therapy and adherence to international guidelines in the medical practice. Methods This observational, cross-sectional, multicenter study collected and analyzed data from individuals with type 1 and 2 DM attending public or private clinics in Brazil. Each investigator included the first 10 patients with type 2 DM who visited his/her office, and the first 5 patients with type 1 DM. Results A total of 1,358 patients were analyzed; 375 (27.6%) had type 1 and 983 (72.4%) had type 2 DM. Most individuals were women, Caucasian, and private health care users. High prevalence rates of hypertension, dyslipidemia and central obesity were observed, particularly in type 2 DM. Only 7.3% and 5.1% of the individuals with types 1 and 2 DM, respectively, had optimal control of blood pressure, plasma glucose and lipids. The absence of hypertension and female sex were associated with better control of type 1 DM and other cardiovascular risk factors. In type 2 DM, older age was also associated with better control. Conclusions Female sex, older age, and absence of hypertension were associated with better metabolic control. An optimal control of plasma glucose and other cardiovascular risk factors are obtained only in a minority of individuals with diabetes. Local numbers, compared to those from other countries are worse.

Linear matrix inequality-based robust model predictive control for time-delayed systems

This work addresses the solution to the problem of robust model predictive control (MPC) of systems with model uncertainty. The case of zone control of multi-variable stable systems with multiple time delays is considered. The usual approach of dealing with this kind of problem is through the inclusion of non-linear cost constraint in the control problem. The control action is then obtained at each sampling time as the solution to a non-linear programming (NLP) problem that for high-order systems can be computationally expensive. Here, the robust MPC problem is formulated as a linear matrix inequality problem that can be solved in real time with a fraction of the computer effort. The proposed approach is compared with the conventional robust MPC and tested through the simulation of a reactor system of the process industry.

Linear parameter varying control design for rotating systems supported by journal bearings

Linear parameter varying (LPV) control is a model-based control technique that takes into account time-varying parameters of the plant. In the case of rotating systems supported by lubricated bearings, the dynamic characteristics of the bearings change in time as a function of the rotating speed. Hence, LPV control can tackle the problem of run-up and run-down operational conditions when dynamic characteristics of the rotating system change significantly in time due to the bearings and high vibration levels occur. In this work, the LPV control design for a flexible shaft supported by plain journal bearings is presented. The model used in the LPV control design is updated from unbalance response experimental results and dynamic coefficients for the entire range of rotating speeds are obtained by numerical optimization. Experimental implementation of the designed LPV control resulted in strong reduction of vibration amplitudes when crossing the critical speed, without affecting system behavior in sub- or supercritical speeds. (C) 2012 Elsevier Ltd. All rights reserved.

Robust and optimal adjustment of Power System Stabilizers through Linear Matrix Inequalities

This work presents the application of Linear Matrix Inequalities to the robust and optimal adjustment of Power System Stabilizers with pre-defined structure. Results of some tests show that gain and zeros adjustments are sufficient to guarantee robust stability and performance with respect to various operating points. Making use of the flexible structure of LMI's, we propose an algorithm that minimizes the norm of the controllers gain matrix while it guarantees the damping factor specified for the closed loop system, always using a controller with flexible structure. The technique used here is the pole placement, whose objective is to place the poles of the closed loop system in a specific region of the complex plane. Results of tests with a nine-machine system are presented and discussed, in order to validate the algorithm proposed. (C) 2012 Elsevier Ltd. All rights reserved.

A modified Primal-Dual Logarithmic-Barrier Method for solving the Optimal Power Flow problem with discrete and continuous control variables

The aim of solving the Optimal Power Flow problem is to determine the optimal state of an electric power transmission system, that is, the voltage magnitude and phase angles and the tap ratios of the transformers that optimize the performance of a given system, while satisfying its physical and operating constraints. The Optimal Power Flow problem is modeled as a large-scale mixed-discrete nonlinear programming problem. This paper proposes a method for handling the discrete variables of the Optimal Power Flow problem. A penalty function is presented. Due to the inclusion of the penalty function into the objective function, a sequence of nonlinear programming problems with only continuous variables is obtained and the solutions of these problems converge to a solution of the mixed problem. The obtained nonlinear programming problems are solved by a Primal-Dual Logarithmic-Barrier Method. Numerical tests using the IEEE 14, 30, 118 and 300-Bus test systems indicate that the method is efficient. (C) 2012 Elsevier B.V. All rights reserved.

A new approach for modeling and control of nonlinear systems via norm-bounded linear differential inclusions

A systematic approach to model nonlinear systems using norm-bounded linear differential inclusions (NLDIs) is proposed in this paper. The resulting NLDI model is suitable for the application of linear control design techniques and, therefore, it is possible to fulfill certain specifications for the underlying nonlinear system, within an operating region of interest in the state-space, using a linear controller designed for this NLDI model. Hence, a procedure to design a dynamic output feedback controller for the NLDI model is also proposed in this paper. One of the main contributions of the proposed modeling and control approach is the use of the mean-value theorem to represent the nonlinear system by a linear parameter-varying model, which is then mapped into a polytopic linear differential inclusion (PLDI) within the region of interest. To avoid the combinatorial problem that is inherent of polytopic models for medium- and large-sized systems, the PLDI is transformed into an NLDI, and the whole process is carried out ensuring that all trajectories of the underlying nonlinear system are also trajectories of the resulting NLDI within the operating region of interest. Furthermore, it is also possible to choose a particular structure for the NLDI parameters to reduce the conservatism in the representation of the nonlinear system by the NLDI model, and this feature is also one important contribution of this paper. Once the NLDI representation of the nonlinear system is obtained, the paper proposes the application of a linear control design method to this representation. The design is based on quadratic Lyapunov functions and formulated as search problem over a set of bilinear matrix inequalities (BMIs), which is solved using a two-step separation procedure that maps the BMIs into a set of corresponding linear matrix inequalities. Two numerical examples are given to demonstrate the effectiveness of the proposed approach.

Manipulation of follicle development to ensure optimal oocyte quality and conception rates in cattle

Over the last several decades, a number of therapies have been developed that manipulate ovarian follicle growth to improve oocyte quality and conception rates in cattle. Various strategies have been proposed to improve the responses to reproductive biotechnologies following timed artificial insemination (TAI), superovulation (SOV) or ovum pickup (OPU) programmes. During TAI protocols, final follicular growth and size of the ovulatory follicle are key factors that may significantly influence oocyte quality, ovulation, the uterine environment and consequently pregnancy outcomes. Progesterone concentrations during SOV protocols influence follicular growth, oocyte quality and embryo quality; therefore, several adjustments to SOV protocols have been proposed depending on the animal category and breed. In addition, the success of in vitro embryo production is directly related to the number and quality of cumulus oocyte complexes harvested by OPU. Control of follicle development has a significant impact on the OPU outcome. This article discusses a number of key points related to the manipulation of ovarian follicular growth to maximize oocyte quality and improve conception rates following TAI and embryo transfer of in vivo-and in vitro-derived embryos in cattle.

An Alternative Method for the Simultaneous Determination of Copper and Lead for Quality Control of Sugar Cane Spirit using a Nanotube-Based Sensor

The development of an electroanalytical method for simultaneous determination of copper and lead ions in sugar cane spirit (cachaca) using carbon paste electrode modified with ascorbic acid and carbon nanotubes (CPE-AaCNT) is described. Squarewave voltammetry (SWV) with anodic stripping was employed, and this technique was optimized with respect to the following parameters: frequency (50 Hz), amplitude (100 mV) and scan increment (9 mV). The analytical curves were linear in the range from 0.0900 to 7.00 mg L-1 for lead and copper. The limits of detection were 48.5 and 23.9 mu g L-1 for lead and copper, respectively. The developed method was applied to the simultaneous determination of copper and lead in five commercial samples of sugar cane spirit. The results were in good agreement with those obtained by F AAS/GF AAS (flame atomic absorption spectrometry/graphite furnace atomic absorption spectrometry) and showed that CPE-AaCNT can be successfully employed in the simultaneous determination of these metals in real sugar cane spirit samples.

A New Control Architecture for Robust Controllers in Rear Electric Traction Passenger HEVs

It is well known that control systems are the core of electronic differential systems (EDSs) in electric vehicles (EVs)/hybrid HEVs (HEVs). However, conventional closed-loop control architectures do not completely match the needed ability to reject noises/disturbances, especially regarding the input acceleration signal incoming from the driver's commands, which makes the EDS (in this case) ineffective. Due to this, in this paper, a novel EDS control architecture is proposed to offer a new approach for the traction system that can be used with a great variety of controllers (e. g., classic, artificial intelligence (AI)-based, and modern/robust theory). In addition to this, a modified proportional-integral derivative (PID) controller, an AI-based neuro-fuzzy controller, and a robust optimal H-infinity controller were designed and evaluated to observe and evaluate the versatility of the novel architecture. Kinematic and dynamic models of the vehicle are briefly introduced. Then, simulated and experimental results were presented and discussed. A Hybrid Electric Vehicle in Low Scale (HELVIS)-Sim simulation environment was employed to the preliminary analysis of the proposed EDS architecture. Later, the EDS itself was embedded in a dSpace 1103 high-performance interface board so that real-time control of the rear wheels of the HELVIS platform was successfully achieved.

Improved low-voltage-ride-through capability of fixed-speed wind turbines using decentralised control of STATCOM with energy storage system

The design and implementation of a new control scheme for reactive power compensation, voltage regulation and transient stability enhancement for wind turbines equipped with fixed-speed induction generators (IGs) in large interconnected power systems is presented in this study. The low-voltage-ride-through (LVRT) capability is provided by extending the range of the operation of the controlled system to include typical post-fault conditions. A systematic procedure is proposed to design decentralised multi-variable controllers for large interconnected power systems using the linear quadratic (LQ) output-feedback control design method and the controller design procedure is formulated as an optimisation problem involving rank-constrained linear matrix inequality (LMI). In this study, it is shown that a static synchronous compensator (STATCOM) with energy storage system (ESS), controlled via robust control technique, is an effective device for improving the LVRT capability of fixed-speed wind turbines.

The Future REvascularization Evaluation in patients with Diabetes mellitus: Optimal management of Multivessel disease (FREEDOM) trial: Clinical and angiographic profile at study entry

Background The optimal revascularization strategy for diabetic patients with multivessel coronary artery disease (MVD) remains uncertain for lack of an adequately powered, randomized trial. The FREEDOM trial was designed to compare contemporary coronary artery bypass grafting (CABG) to percutaneous coronary intervention (PCI) with drug-eluting stents in diabetic patients with MVD against a background of optimal medical therapy. Methods A total of 1,900 diabetic participants with MVD were randomized to PCI or CABG worldwide from April 2005 to March 2010. FREEDOM is a superiority trial with a mean follow-up of 4.37 years (minimum 2 years) and 80% power to detect a 27.0% relative reduction. We present the baseline characteristics of patients screened and randomized, and provide a comparison with other MVD trials involving diabetic patients. Results The randomized cohort was 63.1 +/- 9.1 years old and 29% female, with a median diabetes duration of 10.2 +/- 8.9 years. Most (83%) had 3-vessel disease and on average took 5.5 +/- 1.7 vascular medications, with 32% on insulin therapy. Nearly all had hypertension and/or dyslipidemia, and 26% had a prior myocardial infarction. Mean hemoglobin A1c was 7.8 +/- 1.7 mg/dL, 29% had low-density lipoprotein <70 mg/dL, and mean systolic blood pressure was 134 +/- 20 mm Hg. The mean SYNTAX score was 26.2 with a symmetric distribution. FREEDOM trial participants have baseline characteristics similar to those of contemporary multivessel and diabetes trial cohorts. Conclusions The FREEDOM trial has successfully recruited a high-risk diabetic MVD cohort. Follow-up efforts include aggressive monitoring to optimize background risk factor control. FREEDOM will contribute significantly to the PCI versus CABG debate in diabetic patients with MVD. (Am Heart J 2012;164:591-9.)

Low fatness, reduced fat intake and adequate plasmatic concentrations of LDL-cholesterol are associated with high bone mineral density in women: a cross-sectional study with control group

Background: Several parameters are associated with high bone mineral density (BMD), such as overweight, black background, intense physical activity (PA), greater calcium intake and some medications. The objectives are to evaluate the prevalence and the main aspects associated with high BMD in healthy women. Methods: After reviewing the database of approximately 21,500 BMD scans performed in the metropolitan area of Sao Paulo, Brazil, from June 2005 to October 2010, high BMD (over 1400 g/cm(2) at lumbar spine and/or above 1200 g/cm2 at femoral neck) was found in 421 exams. Exclusion criteria were age below 30 or above 60 years, black ethnicity, pregnant or obese women, disease and/or medications known to interfere with bone metabolism. A total of 40 women with high BMD were included and matched with 40 healthy women with normal BMD, paired to weight, age, skin color and menopausal status. Medical history, food intake and PA were assessed through validated questionnaires. Body composition was evaluated through a GE-Lunar DPX MD + bone densitometer. Radiography of the thoracic and lumbar spine was carried out to exclude degenerative alterations or fractures. Biochemical parameters included both lipid and hormonal profiles, along with mineral and bone metabolism. Statistical analysis included parametric and nonparametric tests and linear regression models. P < 0.05 was considered significant. Results: The mean age was 50.9 (8.3) years. There was no significant difference between groups in relation to PA, smoking, intake of calcium and vitamin D, as well as laboratory tests, except serum C-telopeptide of type I collagen (s-CTX), which was lower in the high BMD group (p = 0.04). In the final model of multivariate regression, a lower fat intake and body fatness as well a better profile of LDL-cholesterol predicted almost 35% of high BMD in women. (adjusted R2 = 0.347; p < 0.001). In addition, greater amounts of lean mass and higher IGF-1 serum concentrations played a protective role, regardless age and weight. Conclusion: Our results demonstrate the potential deleterious effect of lipid metabolism-related components, including fat intake and body fatness and worse lipid profile, on bone mass and metabolism in healthy women.