A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

New simple and efficient heuristics for the uncapacitated single allocation hub location problem

Hub-and-spoke networks are widely studied in the area of location theory. They arise in several contexts, including passenger airlines, postal and parcel delivery, and computer and telecommunication networks. Hub location problems usually involve three simultaneous decisions to be made: the optimal number of hub nodes, their locations and the allocation of the non-hub nodes to the hubs. In the uncapacitated single allocation hub location problem (USAHLP) hub nodes have no capacity constraints and non-hub nodes must be assigned to only one hub. In this paper, we propose three variants of a simple and efficient multi-start tabu search heuristic as well as a two-stage integrated tabu search heuristic to solve this problem. With multi-start heuristics, several different initial solutions are constructed and then improved by tabu search, while in the two-stage integrated heuristic tabu search is applied to improve both the locational and allocational part of the problem. Computational experiments using typical benchmark problems (Civil Aeronautics Board (CAB) and Australian Post (AP) data sets) as well as new and modified instances show that our approaches consistently return the optimal or best-known results in very short CPU times, thus allowing the possibility of efficiently solving larger instances of the USAHLP than those found in the literature. We also report the integer optimal solutions for all 80 CAB data set instances and the 12 AP instances up to 100 nodes, as well as for the corresponding new generated AP instances with reduced fixed costs. Published by Elsevier Ltd.

The single machine earliness and tardiness scheduling problem: lower bounds and a branch-and-bound algorithm

This paper addresses the single machine scheduling problem with a common due date aiming to minimize earliness and tardiness penalties. Due to its complexity, most of the previous studies in the literature deal with this problem using heuristics and metaheuristics approaches. With the intention of contributing to the study of this problem, a branch-and-bound algorithm is proposed. Lower bounds and pruning rules that exploit properties of the problem are introduced. The proposed approach is examined through a computational comparative study with 280 problems involving different due date scenarios. In addition, the values of optimal solutions for small problems from a known benchmark are provided.

Assessing the effects of early silvicultural management on long-term site productivity of fast-growing eucalypt plantations: the Brazilian experience

Eucalyptus is the dominant and most productive planted forest in Brazil, covering around 3.4 million ha for the production of charcoal, pulp, sawtimber, timber plates, wood foils, plywood and for building purposes. At the early establishment of the forest plantations, during the second half of the 1960s, the eucalypt yield was 10 m(3) ha(-1) y(-1). Now, as a result of investments in research and technology, the average productivity is 38 m3 ha(-1) y(-1). The productivity restrictions are related to the following environmental factors, in order of importance: water deficits > nutrient deficiency > soil depth and strength. The clonal forests have been fundamental in sites with larger water and nutrient restrictions, where they out-perform those established from traditional seed-based planting stock. When the environmental limitations are small the productivities of plantations based on clones or seeds appear to be similar. In the long term there are risks to sustainability, because of the low fertility and low reserves of primary minerals in the soils, which are, commonly, loamy and clayey oxisols and ultisols. Usually, a decline of soil quality is caused by management that does not conserve soil and site resources, damages soil physical and chemical characteristics, and insufficient or unbalanced fertiliser management. The problem is more serious when fast-growing genotypes are planted, which have a high nutrient demand and uptake capacity, and therefore high nutrient output through harvesting. The need to mobilise less soil by providing more cover and protection, reduce the nutrient and organic matter losses, preserve crucial physical properties as permeability ( root growth, infiltration and aeration), improve weed control and reduce costs has led to a progressive increase in the use of minimum cultivation practices during the last 20 years, which has been accepted as a good alternative to keep or increase site quality in the long term. In this paper we provide a synthesis and critical appraisal of the research results and practical implications of early silvicultural management on long-term site productivity of fast-growing eucalypt plantations arising from the Brazilian context.

Qualitative assessment of stock prices listed on the Sao Paulo stock exchange: An approach from the perspective of homogeneity analysis

The stock market suffers uncertain relations throughout the entire negotiation process, with different variables exerting direct and indirect influence on stock prices. This study focuses on the analysis of certain aspects that may influence these values offered by the capital market, based on the Brazil Index of the Sao Paulo Stock Exchange (Bovespa), which selects 100 stocks among the most traded on Bovespa in terms of number of trades and financial volume. The selected variables are characterized by the companies` activity area and the business volume in the month of data collection, i.e. April/2007. This article proposes an analysis that joins the accounting view of the stock price variables that can be influenced with the use of multivariate qualitative data analysis. Data were explored through Correspondence Analysis (Anacor) and Homogeneity Analysis (Homals). According to the research, the selected variables are associated with the values presented by the stocks, which become an internal control instrument and a decision-making tool when it comes to choosing investments.

Forward-looking versus recursive-dynamic modeling in climate policy analysis: A comparison

This paper develops a multi-regional general equilibrium model for climate policy analysis based on the latest version of the MIT Emissions Prediction and Policy Analysis (EPPA) model. We develop two versions so that we can solve the model either as a fully inter-temporal optimization problem (forward-looking, perfect foresight) or recursively. The standard EPPA model on which these models are based is solved recursively, and it is necessary to simplify some aspects of it to make inter-temporal solution possible. The forward-looking capability allows one to better address economic and policy issues such as borrowing and banking of GHG allowances, efficiency implications of environmental tax recycling, endogenous depletion of fossil resources, international capital flows, and optimal emissions abatement paths among others. To evaluate the solution approaches, we benchmark each version to the same macroeconomic path, and then compare the behavior of the two versions under a climate policy that restricts greenhouse gas emissions. We find that the energy sector and CO(2) price behavior are similar in both versions (in the recursive version of the model we force the inter-temporal theoretical efficiency result that abatement through time should be allocated such that the CO(2) price rises at the interest rate.) The main difference that arises is that the macroeconomic costs are substantially lower in the forward-looking version of the model, since it allows consumption shifting as an additional avenue of adjustment to the policy. On the other hand, the simplifications required for solving the model as an optimization problem, such as dropping the full vintaging of the capital stock and fewer explicit technological options, likely have effects on the results. Moreover, inter-temporal optimization with perfect foresight poorly represents the real economy where agents face high levels of uncertainty that likely lead to higher costs than if they knew the future with certainty. We conclude that while the forward-looking model has value for some problems, the recursive model produces similar behavior in the energy sector and provides greater flexibility in the details of the system that can be represented. (C) 2009 Elsevier B.V. All rights reserved.

QUADRANT-SEARCHING: A NEW TECHNIQUE TO REDUCE THE SEARCH SPACE OF THE INVERSE PROBLEM OF EIT USING BEM TO THE DIRECT PROBLEM

The image reconstruction using the EIT (Electrical Impedance Tomography) technique is a nonlinear and ill-posed inverse problem which demands a powerful direct or iterative method. A typical approach for solving the problem is to minimize an error functional using an iterative method. In this case, an initial solution close enough to the global minimum is mandatory to ensure the convergence to the correct minimum in an appropriate time interval. The aim of this paper is to present a new, simple and low cost technique (quadrant-searching) to reduce the search space and consequently to obtain an initial solution of the inverse problem of EIT. This technique calculates the error functional for four different contrast distributions placing a large prospective inclusion in the four quadrants of the domain. Comparing the four values of the error functional it is possible to get conclusions about the internal electric contrast. For this purpose, initially we performed tests to assess the accuracy of the BEM (Boundary Element Method) when applied to the direct problem of the EIT and to verify the behavior of error functional surface in the search space. Finally, numerical tests have been performed to verify the new technique.

A quantitative coronary angiography-matched comparison between a prospective randomised multicentre cutting balloon angioplasty and bare metal stent trial (REDUCE III) and the Rapamycin-Eluting Stent Evaluation At Rotterdam Cardiology Hospital (RESEARCH) study

Aims: There remains significant concern about the long-term safety of drug-eluting stents (DES). However, bare metal stents (BMS) have been used safely for over two decades. There is therefore a pressing need to explore alternative strategies for reducing restenosis with BMS. This study was designed to examine whether IVUS-guided cutting balloon angioplasty (CBA) with BMS could convey similar restenosis rates to DES. Methods and results: In the randomised REstenosis reDUction by Cutting balloon angioplasty Evaluation (REDUCE III) study, 521 patients were divided into four groups based on device and IVUS use before BMS (IVUS-CBA-BMS: 137 patients; Angio-CBA-BMS: 123; IVUS-BA-BMS: 142; and Angio-BA-BMS: 119). At follow-up, the IVUS-CBA-BMS group had a significantly lower restenosis rate (6.6%) than the other groups (p=0.016). We performed a quantitative coronary angiography (QCA) based matched comparison between an IVUS-guided CBA-BMS strategy (REDUCE III) and a DES strategy (Rapamycin-Eluting-Stent Evaluation At Rotterdam Cardiology. Hospital, the RESEARCH study). We matched the presence of diabetes, vessel size, and lesion severity by QCA. Restenosis (>50% diameter stenosis at follow-up) and target vessel revascularisation (TVR) were examined. QCA-matched comparison resulted in 120-paired lesions. While acute gain was significantly greater in IVUS-CBA-BMS than DES (1.65 +/- 0.41 mm vs. 1.28 +/- 0.57 mm, p=0.001), late loss was significantly less with DES than with IVUS-CBA-BMS (0.03 +/- 0.42 mm vs. 0.80 +/- 0.47 mm, p=0.001). However, no difference was found in restenosis rates (IVUS-CBA-BMS: 6.6% vs. DES: 5.0%, p=0.582) and TVR (6.6% and 6.6%, respectively). Conclusions: An IVUS-guided CBA-BMS strategy yielded restenosis rates similar to those achieved by DES and provided an effective alternative to the use of DES.

Reprocessing and reuse of single-use medical devices used during hemodynamic procedures in Brazil: A widespread and largely overlooked problem

Background. Several medical devices used during hemodynamic procedures, particularly angiographic diagnostic and therapeutic cardiac catheters, are manufactured for single use only. However, reprocessing and reuse of these devices has been reported, to determine the frequency of reuse and reprocessing of single-use medical devices used during hemodynamic procedures in Brazil and to evaluate how reprocessing is performed. Design. National survey, conducted from December 1999 to July 2001. Methods. Most of the institutions affiliated with the Brazilian Society of Hemodynamic and Interventional Cardiology were surveyed by use of a questionnaire sent in the mail. Results. The questionnaire response rate was 50% (119 of 240 institutions). Of the 119 institutions that responded, 116 (97%) reported reuse of single-use devices used during hemodynamic procedures, and only 26 (22%) reported use of a standardized reprocessing protocol. Cleaning, flushing, rinsing, drying, sterilizing and packaging methods varied greatly and were mostly inadequate. Criteria for discarding reused devices varied widely. Of the 119 institutions that responded, 80 (67%) reported having a surveillance system for adverse events associated with the reuse of medical devices, although most of these institutions did not routinely review the data, and only 38 (32%) described a training program for the personnel who reprocessed single-use devices. Conclusions. The reuse of single-use devices used during hemodynamic procedures was very frequent in hospitals in Brazil. Basic guidance on how to reuse and reprocess single-use medical devices is urgently needed, because, despite the lack of studies to support reusing and reprocessing single-use medical devices, such devices are necessary in limited-resource areas in which these practices are current.

Rehabilitation of executive dysfunction: A controlled trial of an attention and problem solving treatment group

In this study, the effectiveness of a group-based attention and problem solving (APS) treatment approach to executive impairments in patients with frontal lobe lesions was investigated. Thirty participants with lesions in the frontal lobes, 16 with left frontal (LF) and 14 with right frontal (RF) lesions, were allocated into three groups, each with 10 participants. The APS treatment was initially compared to two other control conditions, an information/education (IE) approach and treatment-as-usual or traditional rehabilitation (TR), with each of the control groups subsequently receiving the APS intervention in a crossover design. This design allowed for an evaluation of the treatment through assessment before and after treatment and on follow up, six months later. There was an improvement on some executive and functional measures after the implementation of the APS programme in the three groups. Size, and to a lesser extent laterality, of lesion affected baseline performance on measures of executive function, but there was no apparent relationship between size, laterality or site of lesion and level of benefit from the treatment intervention. The results were discussed in terms of models of executive functioning and the effectiveness of domain specific interventions in the rehabilitation of executive dysfunction.

Pruritus in hemodialysis patients: The problem remains

Pruritus is still one of the most common and disturbing symptoms of end-stage renal disease. The objective of this study is to analyze the prevalence of pruritus in hemodialysis patients and the possible factors implicated in its genesis. In a cross-sectional study, 101 patients on hemodialysis at our center were screened for pruritus. The relationship of various factors with pruritus was evaluated. Of the 101 patients included, 31(30.7%) had pruritus at the time of examination. Patients with pruritus were significantly older than those without pruritus (P=0.0027). Pruritus tended to be more prevalent in patients undergoing dialysis 3 times a week than in those undergoing daily dialysis, but the difference did not reach statistical significance (P=0.0854). Lower transferrin saturation levels were found in patients with pruritus than in those without pruritus (P=0.0144). C-reactive protein levels were significantly higher in patients with pruritus than in those without pruritus (P=0.0013). There was no significant difference between the groups in the levels of the other inflammatory biomarkers measured. However, there was a tendency toward a correlation between the levels of alpha-1-glycoprotein and the intensity of pruritus (P=0.0834). Our results suggest a possible relationship of the inflammatory response upregulation to pruritus. Additionally, there was a positive relationship between pruritus and iron deficiency, possibly associated with inflammatory elevation of hepcidin. A better understanding of the factors implicated in the genesis of pruritus related to end-stage renal disease is crucial in the development of more effective treatments for this symptom.

Cutting Edge: Nucleotide-Binding Oligomerization Domain 1-Dependent Responses Account for Murine Resistance against Trypanosoma cruzi Infection

An effective innate immune recognition of the intracellular protozoan parasite Trypanosoma cruzi is critical for host resistance against Chagas disease, a severe and chronic illness that affects millions of people in Latin America. In this study, we evaluated the participation of nucleotide-binding oligomerization domain (Nod)like receptor proteins in host response to T cruzi infection and found that Nod1-dependent, but not Nod2-dependent, responses are required for host resistance against infection. Bone marrow-derived macrophages from Nod1(-/-) mice showed an impaired induction of NF-kappa B-dependent products in response to infection and failed to restrict T cruzi infection in presence of IFN-gamma. Despite normal cytokine production in the sera, Nod1(-/-) mice were highly susceptible to T cruzi infection, in a similar manner to MyD88(-/-) and NO synthase 2(-/-) mice. These studies indicate that Nod1-dependent responses account for host resistance against T cruzi infection by mechanisms independent of cytokine production. The Journal of Immunology, 2010, 184: 1148-1152.