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.

Imperceptible electrical noise attenuates isometric plantar flexion force fluctuations with correlated reductions in postural sway

Optimal levels of noise stimulation have been shown to enhance the detection and transmission of neural signals thereby improving the performance of sensory and motor systems. The first series of experiments in the present study aimed to investigate whether subsensory electrical noise stimulation applied over the triceps surae (TS) in seated subjects decreases torque variability during a force-matching task of isometric plantar flexion and whether the same electrical noise stimulation decreases postural sway during quiet stance. Correlation tests were applied to investigate whether the noise-induced postural sway decrease is linearly predicted by the noise-induced torque variability decrease. A second series of experiments was conducted to investigate whether there are differences in torque variability between conditions in which the subsensory electrical noise is applied only to the TS, only to the tibialis anterior (TA) and to both TS and TA, during the force-matching task with seated subjects. Noise stimulation applied over the TS muscles caused a significant reduction in force variability during the maintained isometric force paradigm and also decreased postural oscillations during quiet stance. Moreover, there was a significant correlation between the reduction in force fluctuation and the decrease in postural sway with the electrical noise stimulation. This last result indicates that changes in plantar flexion force variability in response to a given subsensory random stimulation of the TS may provide an estimate of the variations in postural sway caused by the same subsensory stimulation of the TS. We suggest that the decreases in force variability and postural sway found here are due to stochastic resonance that causes an improved transmission of proprioceptive information. In the second series of experiments, the reduction in force variability found when noise was applied to the TA muscle alone did not reach statistical significance, suggesting that TS proprioception gives a better feedback to reduce force fluctuation in isometric plantar flexion conditions.

Relating network rigidity, time scale hierarchies, and expression noise in gene networks

Fluctuation-dissipation theorems can be used to predict characteristics of noise from characteristics of the macroscopic response of a system. In the case of gene networks, feedback control determines the "network rigidity," defined as resistance to slow external changes. We propose an effective Fokker-Planck equation that relates gene expression noise to topology and to time scales of the gene network. We distinguish between two situations referred to as normal and inverted time hierarchies. The noise can be buffered by network feedback in the first situation, whereas it can be topology independent in the latter.

P300 in workers exposed to occupational noise

The harm upon the central auditory pathways of workers exposed to occupational noise has been scarcely studied. Objective: To assess the central auditory pathways by testing the long latency auditory evoked potentials (P300) of individuals exposed to occupational noise and controls. Method: This prospective study enrolled 25 individuals with normal hearing thresholds. The subjects were divided into two groups: individuals exposed to occupational noise (13 subjects; case group) and individuals not exposed to occupational noise (12 subjects; control group). The P300 test was used with verbal and non-verbal stimuli. Results: No statistically significant differences were found between ears for any of the stimuli or between groups. The groups had no statistically significant difference for verbal or non-verbal stimuli. Case group subjects had longer latencies than controls. In qualitative analysis, a greater number of altered P300 test results for verbal and non-verbal stimuli was seen in the case group, despite the absence of statistically significant differences between case and control subjects. Conclusion: Individuals exposed to high sound pressure levels had longer P300 latencies in verbal and non-verbal stimuli when compared to controls.

A Robust Structural PGN Model for Control of Cell-Cycle Progression Stabilized by Negative Feedbacks

The cell division cycle comprises a sequence of phenomena controlled by a stable and robust genetic network. We applied a probabilistic genetic network (PGN) to construct a hypothetical model with a dynamical behavior displaying the degree of robustness typical of the biological cell cycle. The structure of our PGN model was inspired in well-established biological facts such as the existence of integrator subsystems, negative and positive feedback loops, and redundant signaling pathways. Our model represents genes interactions as stochastic processes and presents strong robustness in the presence of moderate noise and parameters fluctuations. A recently published deterministic yeast cell-cycle model does not perform as well as our PGN model, even upon moderate noise conditions. In addition, self stimulatory mechanisms can give our PGN model the possibility of having a pacemaker activity similar to the observed in the oscillatory embryonic cell cycle.