Information relaxations and duality in stochastic dynamic programs

We describe a general technique for determining upper bounds on maximal values (or lower bounds on minimal costs) in stochastic dynamic programs. In this approach, we relax the nonanticipativity constraints that require decisions to depend only on the information available at the time a decision is made and impose a "penalty" that punishes violations of nonanticipativity. In applications, the hope is that this relaxed version of the problem will be simpler to solve than the original dynamic program. The upper bounds provided by this dual approach complement lower bounds on values that may be found by simulating with heuristic policies. We describe the theory underlying this dual approach and establish weak duality, strong duality, and complementary slackness results that are analogous to the duality results of linear programming. We also study properties of good penalties. Finally, we demonstrate the use of this dual approach in an adaptive inventory control problem with an unknown and changing demand distribution and in valuing options with stochastic volatilities and interest rates. These are complex problems of significant practical interest that are quite difficult to solve to optimality. In these examples, our dual approach requires relatively little additional computation and leads to tight bounds on the optimal values. © 2010 INFORMS.

Pregnancy, alcohol intake, and intimate partner violence among men and women attending drinking establishments in a Cape Town, South Africa township.

The highest rates of fetal alcohol syndrome worldwide can be found in South Africa. Particularly in impoverished townships in the Western Cape, pregnant women live in environments where alcohol intake during pregnancy has become normalized and interpersonal violence (IPV) is reported at high rates. For the current study we sought to examine how pregnancy, for both men and women, is related to alcohol use behaviors and IPV. We surveyed 2,120 men and women attending drinking establishments in a township located in the Western Cape of South Africa. Among women 13.3% reported being pregnant, and among men 12.0% reported their partner pregnant. For pregnant women, 61% reported attending the bar that evening to drink alcohol and 26% reported both alcohol use and currently experiencing IPV. Daily or almost daily binge drinking was reported twice as often among pregnant women than non-pregnant women (8.4% vs. 4.2%). Men with pregnant partners reported the highest rates of hitting sex partners, forcing a partner to have sex, and being forced to have sex. High rates of alcohol frequency, consumption, binge drinking, consumption and binge drinking were reported across the entire sample. In general, experiencing and perpetrating IPV were associated with alcohol use among all participants except for men with pregnant partners. Alcohol use among pregnant women attending shebeens is alarmingly high. Moreover, alcohol use appears to be an important factor in understanding the relationship between IPV and pregnancy. Intensive, targeted, and effective interventions for both men and women are urgently needed to address high rates of drinking alcohol among pregnant women who attend drinking establishments.

Low Molecular Weight Opioid Peptide Esters Could be Developed as a New Class of Analgesics.

Low molecular weight opioid peptide esters (OPE) could become a class of analgesics with different side effect profiles than current opiates. OPE may have sufficient plasma stability to cross the blood brain barrier (BBB), undergo ester hydrolysis and produce analgesia. OPE of dipeptides, tyr-pro and tyr-gly conjugated to ethanol have a structure similar to the anesthestic agent, etomidate. Based upon the analgesic activity of dipeptide opioids, Lipinski's criteria, and permeability of select GABA esters to cross the BBB, opioid peptides (OP) conjugated to ethanol, cholesterol or 3-glucose are lead recommendations. Preliminary animal data suggests that tyr-pro-ethyl ester crosses the BBB and unexpectedly produces hyperalgesia. Currently, there are no approved OP analgesics available for clinical use. Clinical trials of good manufacturing practice OP administered to patients suffering from chronic pain with indwelling intrathecal pumps could resolve the issue that OP may be superior to opiates and may redirect research.

Predictive Modeling of Loss-of-Heterozygosity Events in Yeast

During mitotic cell cycles, DNA experiences many types of endogenous and exogenous damaging agents that could potentially cause double strand breaks (DSB). In S. cerevisiae, DSBs are primarily repaired by mitotic recombination and as a result, could lead to loss-of-heterozygosity (LOH). Genetic recombination can happen in both meiosis and mitosis. While genome-wide distribution of meiotic recombination events has been intensively studied, mitotic recombination events have not been mapped unbiasedly throughout the genome until recently. Methods for selecting mitotic crossovers and mapping the positions of crossovers have recently been developed in our lab. Our current approach uses a diploid yeast strain that is heterozygous for about 55,000 SNPs, and employs SNP-Microarrays to map LOH events throughout the genome. These methods allow us to examine selected crossovers and unselected mitotic recombination events (crossover, noncrossover and BIR) at about 1 kb resolution across the genome. Using this method, we generated maps of spontaneous and UV-induced LOH events. In this study, we explore machine learning and variable selection techniques to build a predictive model for where the LOH events occur in the genome.

Randomly from the yeast genome, we simulated control tracts resembling the LOH tracts in terms of tract lengths and locations with respect to single-nucleotide-polymorphism positions. We then extracted roughly 1,100 features such as base compositions, histone modifications, presence of tandem repeats etc. and train classifiers to distinguish control tracts and LOH tracts. We found interesting features of good predictive values. We also found that with the current repertoire of features, the prediction is generally better for spontaneous LOH events than UV-induced LOH events.