Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

Mapping the Contemporary Studies on Alliances and Strategic Networks

The competition among the companies depends on the velocity and efficience they can create and commercialize knowledge in a timely and cost-efficient manner. In this context, collaboration emerges as a reaction to the environmental changes. Although strategic alliances and networks have been exploited in the strategic literature for decades, the complexity and continuous usage of these cooperation structures, in a world of growing competition, justify the continuous interest in both themes. This article presents a scanning of the contemporary academic production in strategic alliances and networks, covering the period from January 1997 to august 2007, based on the top five journals accordingly to the journal of Citation Report 2006 in the business and management categories simultaneously. The results point to a retraction in publications about strategic alliances and a significant growth in the area of strategic. networks. The joint view of strategic alliances and networks, cited by some authors a the evolutionary path of study, still did not appear salient. The most cited topics found in the alliance literature are the governance structure, cooperation, knowledge transfer, culture, control, trust, alliance formation,,previous experience, resources, competition and partner selection. The theme network focuses mainly on structure, knowledge transfer and social network, while the joint vision is highly concentrated in: the subjects of alliance formation and the governance choice.

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

The generalized inverse Weibull distribution

The inverse Weibull distribution has the ability to model failure rates which are quite common in reliability and biological studies. A three-parameter generalized inverse Weibull distribution with decreasing and unimodal failure rate is introduced and studied. We provide a comprehensive treatment of the mathematical properties of the new distribution including expressions for the moment generating function and the rth generalized moment. The mixture model of two generalized inverse Weibull distributions is investigated. The identifiability property of the mixture model is demonstrated. For the first time, we propose a location-scale regression model based on the log-generalized inverse Weibull distribution for modeling lifetime data. In addition, we develop some diagnostic tools for sensitivity analysis. Two applications of real data are given to illustrate the potentiality of the proposed regression model.

The generalized log-gamma mixture model with covariates: local influence and residual analysis

In a sample of censored survival times, the presence of an immune proportion of individuals who are not subject to death, failure or relapse, may be indicated by a relatively high number of individuals with large censored survival times. In this paper the generalized log-gamma model is modified for the possibility that long-term survivors may be present in the data. The model attempts to separately estimate the effects of covariates on the surviving fraction, that is, the proportion of the population for which the event never occurs. The logistic function is used for the regression model of the surviving fraction. Inference for the model parameters is considered via maximum likelihood. Some influence methods, such as the local influence and total local influence of an individual are derived, analyzed and discussed. Finally, a data set from the medical area is analyzed under the log-gamma generalized mixture model. A residual analysis is performed in order to select an appropriate model.

A generalized modified Weibull distribution for lifetime modeling

A four parameter generalization of the Weibull distribution capable of modeling a bathtub-shaped hazard rate function is defined and studied. The beauty and importance of this distribution lies in its ability to model monotone as well as non-monotone failure rates, which are quite common in lifetime problems and reliability. The new distribution has a number of well-known lifetime special sub-models, such as the Weibull, extreme value, exponentiated Weibull, generalized Rayleigh and modified Weibull distributions, among others. We derive two infinite sum representations for its moments. The density of the order statistics is obtained. The method of maximum likelihood is used for estimating the model parameters. Also, the observed information matrix is obtained. Two applications are presented to illustrate the proposed distribution. (C) 2008 Elsevier B.V. All rights reserved.

The exponentiated generalized gamma distribution with application to lifetime data

A four-parameter extension of the generalized gamma distribution capable of modelling a bathtub-shaped hazard rate function is defined and studied. The beauty and importance of this distribution lies in its ability to model monotone and non-monotone failure rate functions, which are quite common in lifetime data analysis and reliability. The new distribution has a number of well-known lifetime special sub-models, such as the exponentiated Weibull, exponentiated generalized half-normal, exponentiated gamma and generalized Rayleigh, among others. We derive two infinite sum representations for its moments. We calculate the density of the order statistics and two expansions for their moments. The method of maximum likelihood is used for estimating the model parameters and the observed information matrix is obtained. Finally, a real data set from the medical area is analysed.

Double generalized linear model for tissue culture proportion data: a Bayesian perspective

Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.

QTL mapping for reaction to Phaeosphaeria leaf spot in a tropical maize population

Phaeosphaeria leaf spot (PLS) is an important disease in tropical and subtropical maize (Zea mays, L.) growing areas, but there is limited information on its inheritance. Thus, this research was conducted to study the inheritance of the PLS disease in tropical maize by using QTL mapping and to assess the feasibility of using marker-assisted selection aimed to develop genotypes resistance to this disease. Highly susceptible L14-04B and highly resistant L08-05F inbred lines were crossed to develop an F(2) population. Two-hundred and fifty six F(2) plants were genotyped with 143 microsatellite markers and their F(2:3) progenies were evaluated at seven environments. Ten plants per plot were evaluated 30 days after silk emergence following a rating scale, and the plot means were used for analyses. The heritability coefficient on a progeny mean basis was high (91.37%), and six QTL were mapped, with one QTL on chromosomes 1, 3, 4, and 6, and two QTL on chromosome 8. The gene action of the QTL ranged from additive to partial dominance, and the average level of dominance was partial dominance; also a dominance x dominance epistatic effect was detected between the QTL mapped on chromosome 8. The phenotypic variance explained by each QTL ranged from 2.91 to 11.86%, and the joint QTL effects explained 41.62% of the phenotypic variance. The alleles conditioning resistance to PLS disease of all mapped QTL were in the resistant parental inbred L08-05F. Thus, these alleles could be transferred to other elite maize inbreds by marker-assisted backcross selection to develop hybrids resistant to PLS disease.

Quantitative Trait Loci Mapping and The Genetic Basis of Heterosis in Maize and Rice

Despite its importance to agriculture, the genetic basis of heterosis is still not well understood. The main competing hypotheses include dominance, overdominance, and epistasis. NC design III is an experimental design that. has been used for estimating the average degree of dominance of quantitative trait 106 (QTL) and also for studying heterosis. In this study, we first develop a multiple-interval mapping (MIM) model for design III that provides a platform to estimate the number, genomic positions, augmented additive and dominance effects, and epistatic interactions of QTL. The model can be used for parents with any generation of selling. We apply the method to two data sets, one for maize and one for rice. Our results show that heterosis in maize is mainly due to dominant gene action, although overdominance of individual QTL could not completely be ruled out due to the mapping resolution and limitations of NC design III. For rice, the estimated QTL dominant effects could not explain the observed heterosis. There is evidence that additive X additive epistatic effects of QTL could be the main cause for the heterosis in rice. The difference in the genetic basis of heterosis seems to be related to open or self pollination of the two species. The MIM model for NC design III is implemented in Windows QTL Cartographer, a freely distributed software.

3D-Pharmacophore mapping of thymidine-based inhibitors of TMPK as potential antituberculosis agents

Tuberculosis (TB) is the primary cause of mortality among infectious diseases. Mycobacterium tuberculosis monophosphate kinase (TMPKmt) is essential to DNA replication. Thus, this enzyme represents a promising target for developing new drugs against TB. In the present study, the receptor-independent, RI, 4D-QSAR method has been used to develop QSAR models and corresponding 3D-pharmacophores for a set of 81 thymidine analogues, and two corresponding subsets, reported as inhibitors of TMPKmt. The resulting optimized models are not only statistically significant with r (2) ranging from 0.83 to 0.92 and q (2) from 0.78 to 0.88, but also are robustly predictive based on test set predictions. The most and the least potent inhibitors in their respective postulated active conformations, derived from each of the models, were docked in the active site of the TMPKmt crystal structure. There is a solid consistency between the 3D-pharmacophore sites defined by the QSAR models and interactions with binding site residues. Moreover, the QSAR models provide insights regarding a probable mechanism of action of the analogues.

Rational Design and 3D-Pharmacophore Mapping of 5 `-Thiourea-Substituted alpha-Thymidine Analogues as Mycobacterial TMPK Inhibitors

Thymidine monophosphate kinase (TMPK) has emerged as an attractive target for developing inhibitors of Mycobacterium tuberculosis growth. In this study the receptor-independent (RI) 4D-QSAR formalism has been used to develop QSAR models and corresponding 3D-pharmacophores for a set of 5`-thiourea-substituted alpha-thymidine inhibitors. Models were developed for the entire training set and for a subset of the training set consisting of the most potent inhibitors. The optimized (RI) 4D-QSAR models are statistically significant (r(2) = 0.90, q(2) = 0.83 entire set, r(2) = 0.86, q(2) = 0.80 high potency subset) and also possess good predictivity based on test set predictions. The most and least potent inhibitors, in their respective postulated active conformations derived from the models, were docked in the active site of the TMPK crystallographic structure. There is a solid consistency between the 3D-pharmacophore sites defined by the QSAR models and interactions with binding site residues. This model identifies new regions of the inhibitors that contain pharmacophore sites, such as the sugar-pyrimidine ring structure and the region of the 5`-arylthiourea moiety. These new regions of the ligands can be further explored and possibly exploited to identify new, novel, and, perhaps, better antituberculosis inhibitors of TMPKmt. Furthermore, the 3D-pharmacophores defined by these models can be used as a starting point for future receptor-dependent antituberculosis drug design as well as to elucidate candidate sites for substituent addition to optimize ADMET properties of analog inhibitors.

Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression

This paper addresses the investment decisions considering the presence of financial constraints of 373 large Brazilian firms from 1997 to 2004, using panel data. A Bayesian econometric model was used considering ridge regression for multicollinearity problems among the variables in the model. Prior distributions are assumed for the parameters, classifying the model into random or fixed effects. We used a Bayesian approach to estimate the parameters, considering normal and Student t distributions for the error and assumed that the initial values for the lagged dependent variable are not fixed, but generated by a random process. The recursive predictive density criterion was used for model comparisons. Twenty models were tested and the results indicated that multicollinearity does influence the value of the estimated parameters. Controlling for capital intensity, financial constraints are found to be more important for capital-intensive firms, probably due to their lower profitability indexes, higher fixed costs and higher degree of property diversification.

Mapping of suramin binding sites on the group IIA human secreted phospholipase A(2)

Suramin is a polysulphonated napthylurea used as an antiprotozoal/anthelminitic drug, which also inhibits a broad range of enzymes. Suramin binding to recombinant human secreted group IIA phospholipase A(2) (hsPLA(2)GIIA) was investigated by molecular dynamics simulations (MD) and isothermal titration calorimetry (ITC). MD indicated two possible bound suramin conformations mediated by hydrophobic and electrostatic interactions with amino-acids in three regions of the protein. namely the active-site and residues located in the N- and C-termini, respectively. All three binding sites are located on the phospholipid membrane recognition surface, suggesting that suramin may inhibit the enzyme, and indeed a 90% reduction in hydrolytic activity was observed in the presence of 100 nM suramin. These results correlated with ITC data, which demonstrated 2.7 suramin binding sites on the hsPLA(2)GIIA, and indicates that suramin represents a novel class of phosphohpase A(2) inhibitor. (C) 2009 Elsevier Inc. All rights reserved.

Mapping changes in coastline geomorphic features using Landsat TM and ETM+ imagery: examples in southeastern Brazil

Multitemporal Landsat Thematic Mapper (TM) and Enhanced Thematic Mapper Plus (ETM+) imagery was used to assess coastline morphological changes in southeastern Brazil. A spectral linear mixing approach (SLMA) was used to estimate fraction imagery representing amounts of vegetation, clean water (a proxy for shade) and soil. Fraction abundances were related to erosive and depositional features. Shoreline, sandy banks (including emerged and submerged banks) and sand spits were highlighted mainly by clean water and soil fraction imagery. To evaluate changes in the coastline geomorphic features, the fraction imagery generated for each data set was classified in a contextual approach using a segmentation technique and ISOSEG, an unsupervised classification. Evaluation of the classifications was performed visually and by an error matrix relating ground-truth data to classification results. Comparison of the classification results revealed an intense transformation in the coastline, and that erosive and depositional features are extremely dynamic and subject to change in short periods of time.