THE VANISHING DISCOUNT APPROACH FOR THE AVERAGE CONTINUOUS CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES

This work is concerned with the existence of an optimal control strategy for the long-run average continuous control problem of piecewise-deterministic Markov processes (PDMPs). In Costa and Dufour (2008), sufficient conditions were derived to ensure the existence of an optimal control by using the vanishing discount approach. These conditions were mainly expressed in terms of the relative difference of the alpha-discount value functions. The main goal of this paper is to derive tractable conditions directly related to the primitive data of the PDMP to ensure the existence of an optimal control. The present work can be seen as a continuation of the results derived in Costa and Dufour (2008). Our main assumptions are written in terms of some integro-differential inequalities related to the so-called expected growth condition, and geometric convergence of the post-jump location kernel associated to the PDMP. An example based on the capacity expansion problem is presented, illustrating the possible applications of the results developed in the paper.

Singular Perturbation for the Discounted Continuous Control of Piecewise Deterministic Markov Processes

This paper deals with the expected discounted continuous control of piecewise deterministic Markov processes (PDMP`s) using a singular perturbation approach for dealing with rapidly oscillating parameters. The state space of the PDMP is written as the product of a finite set and a subset of the Euclidean space a""e (n) . The discrete part of the state, called the regime, characterizes the mode of operation of the physical system under consideration, and is supposed to have a fast (associated to a small parameter epsilon > 0) and a slow behavior. By using a similar approach as developed in Yin and Zhang (Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach, Applications of Mathematics, vol. 37, Springer, New York, 1998, Chaps. 1 and 3) the idea in this paper is to reduce the number of regimes by considering an averaged model in which the regimes within the same class are aggregated through the quasi-stationary distribution so that the different states in this class are replaced by a single one. The main goal is to show that the value function of the control problem for the system driven by the perturbed Markov chain converges to the value function of this limit control problem as epsilon goes to zero. This convergence is obtained by, roughly speaking, showing that the infimum and supremum limits of the value functions satisfy two optimality inequalities as epsilon goes to zero. This enables us to show the result by invoking a uniqueness argument, without needing any kind of Lipschitz continuity condition.

Closed-loop model re-identification of processes under MPC with zone control

This work deals with a procedure for model re-identification of a process in closed loop with ail already existing commercial MPC. The controller considered here has a two-layer structure where the upper layer performs a target calculation based on a simplified steady-state optimization of the process. Here, it is proposed a methodology where a test signal is introduced in a tuning parameter of the target calculation layer. When the outputs are controlled by zones instead of at fixed set points, the approach allows the continuous operation of the process without an excessive disruption of the operating objectives as process constraints and product specifications remain satisfied during the identification test. The application of the method is illustrated through the simulation of two processes of the oil refining industry. (c) 2008 Elsevier Ltd. All rights reserved.

SELF-SIMILARITY AND LAMPERTI CONVERGENCE FOR FAMILIES OF STOCHASTIC PROCESSES

We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to certain important families of processes that are not self-similar in the conventional sense. This includes Hougaard Levy processes such as the Poisson processes, Brownian motions with drift and the inverse Gaussian processes, and some new fractional Hougaard motions defined as moving averages of Hougaard Levy process. Such families have many properties in common with ordinary self-similar processes, including the form of their covariance functions, and the fact that they appear as limits in a Lamperti-type limit theorem for families of stochastic processes.

Deciphering the weathering processes using environmental mineralogy and geochemistry: Towards an integrated model of laterite and podzol genesis in the Upper Amazon Basin

This article reports major results from collaborative research between France and Brazil on soil and water systems, carried out in the Upper Amazon Basin. It reveals the weathering processes acting in the partly inundated, low elevation plateaus of the Basin, mostly covered by evergreen forest. Our findings are based on geochemical data and mineral spectroscopy that probe the crystal chemistry of Fe and Al in mineral phases (mainly kaolinite, Al- and Fe-(hydr)oxides) of tropical soils (laterites). These techniques reveal crystal alterations in mineral populations of different ages and changes of metal speciation associated with mineral or organic phases. These results provide an integrated model of soil formation and changes (from laterites to podzols) in distinct hydrological compartments of the Amazon landscapes and under altered water regimes. (C) 2010 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.

Nuclear Quadrupole Resonance: A Technique to Control Hydration Processes in the Pharmaceutical Industry

Pharmaceuticals can exist in many solid forms, which can have different physical and chemical properties. These solid forms include polymorphs, solvates, amorphous, and hydrates. Particularly, hydration process can be quite common since pharmaceutical solids can be in contact with water during manufacturing process and can also be exposed to water during storage. In the present work, it is proved that NQR technique is capable of detecting different hydrated forms not only in the pure raw material but also in the final product (tablets), being in this way a useful technique for quality control. This technique was also used to study the dehydration process from pentahydrate to trihydrate.

Analysis of Approaches to Controllership in Mater`s Thesis from Post-graduate Programs in Accounting Sciences

The objective of the Study is to analyze approaches in master`s thesis in Brazilian Post-Graduate Programs in Accounting Sciences in relation to Controllership, in terms of their conceptual, procedural and organizational aspects, as proposed by Borinelli (2006). The research is descriptive and it uses a quantitative approach. The sample consists of 26 master`s thesis which have the word ""Controllership"" in their titles. Resulting from analysis, in Perspective I (conceptual aspects), in which the elements of definition, object of study and relationship with other sciences were referenced, consensus among authors of the master`s thesis was not verified. In Perspective II (procedural aspects), which deals with activities and functions of Controllership by means of how they materialize as areas of knowledge within organizations, it was observed that the approach in the master`s thesis is quite differentiated in terms of the scope of activities. In relation to Perspective III (organizational aspects), there is also no consensus about what constitutes typical Controllership activities, but master`s thesis do include in the definition of Controllership the idea that it is a service or function of information. It was concluded that the approach to controllership, in terms of its conceptual, procedural and organizational aspects is similar to the elements proposed by Borinelli (2006).

The Adequacy of the Enterprise Resources Planning (ERP) Systems for the Creation of intangible Managerial Accounting Information: an exploratory study

The general objective of this work was to study the contribution of the ERP for the quality of the managerial accounting information, through the perception of managers of large sized Brazilian companies. The initial principle was that, presently, we live in an enterprise reality characterized by global and competitive worldwide scenery where the information about the enterprise performance and the evaluation of the intangible assets are necessary conditions for the survival, of the companies. The research of the exploratory type is based on a sample of 37 managers of large sized-Brazilian companies. The analysis of the data treated by means of the qualitative method showed that the great majority of the companies of the sample (86%) possess an ERP implanted. It also showed that this system is used in combination with other applicative software. The managers, in its majority, were also satisfied with the information generated in relation to the dimensions Time and Content. However, with regard to the qualitative nature of the information, the ERP made some analysis possible when the Balanced Scorecard was adopted, but information able to provide an estimate of the investments carried through in the intangible assets was not obtained. These results Suggest that in these companies ERP systems are not adequate to support strategic decisions.

A costs structure analysis of the Brazilian sugar and ethanol companies

The Brazil consolidated itself as the largest world producer of sugarcane, sugar and ethanol. The creation of the Programa Nacional do Alcool - PROALCOOL and the growing use of cars with flexible motors were some of the factors that helped to motivate still more the production. Evolutions in the agricultural and industrial research did the Brazilian competitiveness in sugar and ethanol globally elevated, what is evidenced when comparing the amount produced at the country and the production costs, which turned a big one differential. Therefore, the administration of costs is of great relevance to the sugar and ethanol companies, for representing a significant rationalization in the production processes, with economy of resources and the reach of better earnings, besides reducing the operational risk pertinent at the fixed costs of production. Thus, the present work has for objective to analyze the costs structure of sugar and ethanol companies of the Center-south area of the country through an empiric-analytical study based in methodologies and concepts extracted of the costs accounting. It is verified that great part of the costs and operational expenses have variable behavior, a positive factor for the sector reducing the operational risk of the activity. The main restraint of this study is the sample of five years and 10% of the number of plants in Brazil that although they represent 30% of the national production, don`t allow the generalization of the model.

Ligaments of the Posterior and Lateral Talar Processes: MRI and MR Arthrography of the Ankle and Posterior Subtalar Joint with Anatomic and Histologic Correlation

OBJECTIVE. MRI and combined ankle and posterior subtalar MR arthrography in cadavers were used to evaluate the ligaments of the posterior and lateral talar processes. Subsequent anatomic and histologic correlation was performed. MATERIALS AND METHODS. Ten cadaveric ankles were used. Routine radiography and MRI were initially performed. Ankle and posterior subtalar MR arthrography, followed by anatomic and histologic analysis, was then performed to allow better assessment of the ligaments of the lateral and posterior talar process. RESULTS. In all subjects, MR arthrography provided superior delineation of the articular and periarticular structures, as well as the ligaments. The lateral talocalcaneal and medial talocalcaneal ligaments were best seen in the axial and coronal planes, respectively. The axial plane was best for visualizing the fibulotalocalcaneal ligament, and the sagittal plane was best for evaluating the posterior talocalcaneal ligament. The anterior and posterior talofibular ligaments and the posterior tibiotalar ligament (superficial and deep portions) were best seen in the axial plane. Histologic analysis was correlated to anatomic sectioning and showed the attachment sites of these ligaments. CONCLUSION. Combined ankle and posterior subtalar MR arthrography enhances visualization of the ligaments attaching to the posterior and lateral talar processes, including the posterior, lateral, and medial talocalcaneal and fibulotalocalcaneal ligaments.

Arterial and interstitial remodelling processes in non-specific interstitial pneumonia: systemic sclerosis versus idiopathic

Aims: To compare septal and vascular matrix remodelling, vascular occlusion, Pulmonary function tests and survival between two groups: one with idiopathic non-specific interstitial pneumonia (NSIP) and one with NSIP associated with systemic sclerosis (SSc). Methods and results: Pulmonary biopsy specimens were examined from 40 patients, 22 with NSIP and 18 with NSIP associated with SSc. The content of septal collagen and elastic fibres, as well as the elastic fibres in the vascular interstitium, were higher in the SSc group (P = 0.01, P = 0.001 and P < 0.0001, respectively). Among pulmonary function tests. the diffusing capacity for carbon monoxide/alveolar volume was affected to a greater extent in the SSc group (59%) of the predicted value in SSc and 97% in the idiopathic group). There were no differences in collagen content of the vascular interstitium, arterial occlusion, or survival between the two groups. Conclusions: Although the fibrotic process is more intense in the SSc group. it, does not affect the prognosis of these patients. Because the elastotic process is higher in the SSc group, this might suggest that autoimmune inflammatory mechanisms affecting the elastic fibre system play a greater role in the pathogenesis and pulmonary remodelling process of SSc NSIP than in idiopathic NSIP.

Processing Speed and Working Memory Span: Their Differential Role in Superficial and Deep Memory Processes in Schizophrenia

Previous work has suggested that decrement in both processing speed and working memory span plays a role in the memory impairment observed in patients with schizophrenia. We undertook a study to examine simultaneously the effect of these two factors. A sample of 49 patients with schizophrenia and 43 healthy controls underwent a battery of verbal and visual memory tasks. Superficial and deep encoding memory measures were tallied. We conducted regression analyses on the various memory measures, using processing speed and working memory span as independent variables. In the patient group, processing speed was a significant predictor of superficial and deep memory measures in verbal and visual memory. Working memory span was an additional significant predictor of the deep memory measures only. Regression analyses involving all participants revealed that the effect of diagnosis on all the deep encoding memory measures was reduced to non-significance when processing speed was entered in the regression. Decreased processing speed is involved in verbal and visual memory deficit in patients, whether the task require superficial or deep encoding. Working memory is involved only insofar as the task requires a certain amount of effort. (JINS, 2011, 17, 485-493)