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.

COMMUTATIVE ALGEBRAS IN DRINFELD CATEGORIES OF ABELIAN LIE ALGEBRAS

We describe (braided-) commutative algebras with non-degenerate multiplicative form in certain braided monoidal categories, corresponding to abelian metric Lie algebras (so-called Drinfeld categories). We also describe local modules over these algebras and classify commutative algebras with a finite number of simple local modules.

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.

A SURVEY ON FREE OBJECTS IN DIVISION RINGS AND IN DIVISION RINGS WITH AN INVOLUTION

Let D be a division ring with center k, and let D-dagger be its multiplicative group. We investigate the existence of free groups in D-dagger, and free algebras and free group algebras in D. We also go through the case when D has an involution * and consider the existence of free symmetric and unitary pairs in D-dagger.

Modeling the Emergence of Circadian Rhythms in a Clock Neuron Network

Circadian rhythms in pacemaker cells persist for weeks in constant darkness, while in other types of cells the molecular oscillations that underlie circadian rhythms damp rapidly under the same conditions. Although much progress has been made in understanding the biochemical and cellular basis of circadian rhythms, the mechanisms leading to damped or self-sustained oscillations remain largely unknown. There exist many mathematical models that reproduce the circadian rhythms in the case of a single cell of the Drosophila fly. However, not much is known about the mechanisms leading to coherent circadian oscillation in clock neuron networks. In this work we have implemented a model for a network of interacting clock neurons to describe the emergence (or damping) of circadian rhythms in Drosophila fly, in the absence of zeitgebers. Our model consists of an array of pacemakers that interact through the modulation of some parameters by a network feedback. The individual pacemakers are described by a well-known biochemical model for circadian oscillation, to which we have added degradation of PER protein by light and multiplicative noise. The network feedback is the PER protein level averaged over the whole network. In particular, we have investigated the effect of modulation of the parameters associated with (i) the control of net entrance of PER into the nucleus and (ii) the non-photic degradation of PER. Our results indicate that the modulation of PER entrance into the nucleus allows the synchronization of clock neurons, leading to coherent circadian oscillations under constant dark condition. On the other hand, the modulation of non-photic degradation cannot reset the phases of individual clocks subjected to intrinsic biochemical noise.

A note on the use of the generalized odds ratio in meta-analysis of association studies involving bi- and tri-allelic polymorphisms

Abstract Background The generalized odds ratio (GOR) was recently suggested as a genetic model-free measure for association studies. However, its properties were not extensively investigated. We used Monte Carlo simulations to investigate type-I error rates, power and bias in both effect size and between-study variance estimates of meta-analyses using the GOR as a summary effect, and compared these results to those obtained by usual approaches of model specification. We further applied the GOR in a real meta-analysis of three genome-wide association studies in Alzheimer's disease. Findings For bi-allelic polymorphisms, the GOR performs virtually identical to a standard multiplicative model of analysis (e.g. per-allele odds ratio) for variants acting multiplicatively, but augments slightly the power to detect variants with a dominant mode of action, while reducing the probability to detect recessive variants. Although there were differences among the GOR and usual approaches in terms of bias and type-I error rates, both simulation- and real data-based results provided little indication that these differences will be substantial in practice for meta-analyses involving bi-allelic polymorphisms. However, the use of the GOR may be slightly more powerful for the synthesis of data from tri-allelic variants, particularly when susceptibility alleles are less common in the populations (≤10%). This gain in power may depend on knowledge of the direction of the effects. Conclusions For the synthesis of data from bi-allelic variants, the GOR may be regarded as a multiplicative-like model of analysis. The use of the GOR may be slightly more powerful in the tri-allelic case, particularly when susceptibility alleles are less common in the populations.