Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

Optimization and Complexity Reduction of Switch-Reconfigured Antennas Using Graph Models

This letter addresses the optimization and complexity reduction of switch-reconfigured antennas. A new optimization technique based on graph models is investigated. This technique is used to minimize the redundancy in a reconfigurable antenna structure and reduce its complexity. A graph modeling rule for switch-reconfigured antennas is proposed, and examples are presented.

Local search multiuser detection

In this work, a wide analysis of local search multiuser detection (LS-MUD) for direct sequence/code division multiple access (DS/CDMA) systems under multipath channels is carried out considering the performance-complexity trade-off. It is verified the robustness of the LS-MUD to variations in loading, E(b)/N(0), near-far effect, number of fingers of the Rake receiver and errors in the channel coefficients estimates. A compared analysis of the bit error rate (BER) and complexity trade-off is accomplished among LS, genetic algorithm (GA) and particle swarm optimization (PSO). Based on the deterministic behavior of the LS algorithm, it is also proposed simplifications over the cost function calculation, obtaining more efficient algorithms (simplified and combined LS-MUD versions) and creating new perspectives for the MUD implementation. The computational complexity is expressed in terms of the number of operations in order to converge. Our conclusion pointed out that the simplified LS (s-LS) method is always more efficient, independent of the system conditions, achieving a better performance with a lower complexity than the others heuristics detectors. Associated to this, the deterministic strategy and absence of input parameters made the s-LS algorithm the most appropriate for the MUD problem. (C) 2008 Elsevier GmbH. All rights reserved.

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.

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.

S/MIMO MC-CDMA Heuristic Multiuser Detectors Based on Single-Objective Optimization

This paper analyzes the complexity-performance trade-off of several heuristic near-optimum multiuser detection (MuD) approaches applied to the uplink of synchronous single/multiple-input multiple-output multicarrier code division multiple access (S/MIMO MC-CDMA) systems. Genetic algorithm (GA), short term tabu search (STTS) and reactive tabu search (RTS), simulated annealing (SA), particle swarm optimization (PSO), and 1-opt local search (1-LS) heuristic multiuser detection algorithms (Heur-MuDs) are analyzed in details, using a single-objective antenna-diversity-aided optimization approach. Monte- Carlo simulations show that, after convergence, the performances reached by all near-optimum Heur-MuDs are similar. However, the computational complexities may differ substantially, depending on the system operation conditions. Their complexities are carefully analyzed in order to obtain a general complexity-performance framework comparison and to show that unitary Hamming distance search MuD (uH-ds) approaches (1-LS, SA, RTS and STTS) reach the best convergence rates, and among them, the 1-LS-MuD provides the best trade-off between implementation complexity and bit error rate (BER) performance.

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.

MULTIVARIATE STATISTICAL METHOD IN OPTIMIZATION OF PROTEIN EXTRACTION FROM SOYBEAN FLOUR WITH DAIRY WHEY

The aim objective of this project was to evaluate the protein extraction of soybean flour in dairy whey, by the multivariate statistical method with 2(3) experiments. Influence of three variables were considered: temperature, pH and percentage of sodium chloride against the process specific variable ( percentage of protein extraction). It was observed that, during the protein extraction against time and temperature, the treatments at 80 degrees C for 2h presented great values of total protein (5.99%). The increasing for the percentage of protein extraction was major according to the heating time. Therefore, the maximum point from the function that represents the protein extraction was analysed by factorial experiment 2(3). By the results, it was noted that all the variables were important to extraction. After the statistical analyses, was observed that the parameters as pH, temperature, and percentage of sodium chloride, did not sufficient for the extraction process, since did not possible to obtain the inflection point from mathematical function, however, by the other hand, the mathematical model was significant, as well as, predictive.

Social behaviour of collared peccaries (Pecari tajacu) under three space allowances

Captive breeding of peccaries is on the increase in neotropical countries. Few studies, however, have reported behavioural responses of wild animals under farmed conditions. Therefore, the aim of this study was to evaluate the effects of space allowance on the occurrence of social behaviour patterns on farmed collared peccary (Pecan tajacu). We observed three herds of collared peccaries each containing eight acquainted individuals. Using a 3 x 3 Latin square design, herds were allocated, in a random order, to one of the three experimental enclosures, each with a different size. 375, 750 and 1,500 m(2) of total available area, each with three wooden shelters. We recorded all the occurrences of selected positive and agonistic behavioural patterns that occurred 90 min before and during feeding Enclosure size had a significant effect on agonistic patterns of peccaries during feeding, in that more agonistic behaviour was observed in smaller spaces We also found that shelter usage increased as space decreased Differing space allowances, however, did not have an effect on the occurrence of positive interactions that were more frequent before compared to during feeding. We concluded that enclosure size had an effect on the expression of agonistic be and the use of shelters by collared peccaries Thus, animal welfare can be improved by adopting at least 187 5 m(2) per peccary. In addition, our study also confirmed the importance of shelter areas in collared peccary husbandry.

Optimized harvest scheduling in eucalyptus plantations under operational, spatial and climatic constraints

The representation of sustainability concerns in industrial forests management plans, in relation to environmental, social and economic aspects, involve a great amount of details when analyzing and understanding the interaction among these aspects to reduce possible future impacts. At the tactical and operational planning levels, methods based on generic assumptions usually provide non-realistic solutions, impairing the decision making process. This study is aimed at improving current operational harvesting planning techniques, through the development of a mixed integer goal programming model. This allows the evaluation of different scenarios, subject to environmental and supply constraints, increase of operational capacity, and the spatial consequences of dispatching harvest crews to certain distances over the evaluation period. As a result, a set of performance indicators was selected to evaluate all optimal solutions provided to different possible scenarios and combinations of these scenarios, and to compare these outcomes with the real results observed by the mill in the study case area. Results showed that it is possible to elaborate a linear programming model that adequately represents harvesting limitations, production aspects and environmental and supply constraints. The comparison involving the evaluated scenarios and the real observed results showed the advantage of using more holistic approaches and that it is possible to improve the quality of the planning recommendations using linear programming techniques.

Technical and economical evaluation of a harvester, working under different spacing and planting arrangement conditions in eucalypts plantations

Plantation spacing selection has the primary objective of assigning each tree enough space for maximum growth and best quality to be attained with a minimum cost. From the harvest standpoint, an increase in stand density directly implies a decrease of individual tree volume, reducing also harvester productive capacity. The objective of this research is to assess the effects of several initial spacings and arrangements in eucalyptus plantations on production capacity, operational capacity and costs of forest harvester. Real operational data were collected from two eucalypt plantations at different initial spacing of 6.0, 7.5, 9.0, 12 and 18 m(2) per tree. Simulation data were obtained from a forest harvester simulator. Using spacing (E), mean tree volume (MV), diameter at breast height (DBH) and height (H) values, a stepwise regression test procedure was run, and correlations computed in order to measure their participation in operational capacity. Operational costs were computed with an accounting method proposed by FAO. Mean tree volume (MV) explained 88% of forest harvester operational capacity. Spacing (E) affected 8.5% of harvester operational capacity; wider spacings were related to higher individual tree volumes. Harvesting operation costs were lower in wider spaced treatments.

Biology of predator mite Euseius alatus DeLeon (Acari: Phytoseiidae) under different temperatures

Biology of predator mite Euseius alatus DeLeon (Acari: Phytoseiidae) under different temperatures. Euseius alatus DeLeon (Acari: Phytoseiidae) is one of the most common predators of tropical fruit trees in Brazil, feeding of pollen, mites and other small arthropods. This predator presents wide distribution, occurring from Rio Grande do Sul to Ceara. This work had as objective to evaluate the effect of temperature oil the development and reproduction of E. alatus, in addition to determining their thermal requirements. The study was accomplished at temperatures of 18, 21, 24, 27, 30 and 33 degrees C; relative humidity of 70 +/- 5%; and 12-h photophase. At these temperatures, the egg-adult period lasted 14.0; 8.1; 5.5; 4.9; 3.8 and 3.1 days, respectively. The egg, larva, protonymph and deutonymph stages and the egg-adult period presented thermal thresholds of 12.52; 13.85; 14.86; 14.86 and 13.31 degrees C,and thermal constants of 22.32; 14.23; 16.23; 17.3 and 70.16 degrees days. The values for the parameters of the fertility life table, analyzed ill conjunction With the values of the different variables of development at different temperatures, showed that the temperature of 30 degrees C is the Most suitable for development and reproduction of E. alatus in the laboratory. Therefore, is it apparent that the best temperature conditions for the development of L alatus are found in the warmer regions of Brazil, such as those observed in northeastern Brazil.

Root Water Extraction under Combined Water and Osmotic Stress

Using a numerical implicit model for root water extraction by a single root in a symmetric radial flow problem, based on the Richards equation and the combined convection-dispersion equation, we investigated some aspects of the response of root water uptake to combined water and osmotic stress. The model implicitly incorporates the effect of simultaneous pressure head and osmotic head on root water uptake, and does not require additional assumptions (additive or multiplicative) to derive the combined effect of water and salt stress. Simulation results showed that relative transpiration equals relative matric flux potential, which is defined as the matric flux potential calculated with an osmotic pressure head-dependent lower bound of integration, divided by the matric flux potential at the onset of limiting hydraulic conditions. In the falling rate phase, the osmotic head near the root surface was shown to increase in time due to decreasing root water extraction rates, causing a more gradual decline of relative transpiration than with water stress alone. Results furthermore show that osmotic stress effects on uptake depend on pressure head or water content, allowing a refinement of the approach in which fixed reduction factors based on the electrical conductivity of the saturated soil solution extract are used. One of the consequences is that osmotic stress is predicted to occur in situations not predicted by the saturation extract analysis approach. It is also shown that this way of combining salinity and water as stressors yields results that are different from a purely multiplicative approach. An analytical steady state solution is presented to calculate the solute content at the root surface, and compared with the outputs of the numerical model. Using the analytical solution, a method has been developed to estimate relative transpiration as a function of system parameters, which are often already used in vadose zone models: potential transpiration rate, root length density, minimum root surface pressure head, and soil theta-h and K-h functions.

Measuring Hydraulic Conductivity to Wilting Point Using Polymer Tensiometers in an Evaporation Experiment

The polymer tensiometer is a novel instrument to measure soil water pressure heads from saturation to permanent wilting conditions. We used tensiometers of this type in an experiment to determine the hydraulic properties of evaporating soil samples in the laboratory. Relative errors in the hydraulic conductivity function in the wet part were high due to the relatively low accuracy of the pressure transducers, resulting in a large uncertainty in the hydraulic gradient and therefore in the calculated hydraulic conductivity. In the dry part, the error related to this accuracy was on the same order of magnitude as the error related to balance accuracy. Therefore, the method can be assumed adequate for measuring soil hydraulic properties except under very wet conditions. In our experiments, relative error and bias increased significantly at pressure heads less negative than -1 m.

Simulation of irrigated Thanzania grass growth based on photothermal units, nitrogen fertilization and water availability

Simulation of irrigated Thanzania grass growth based on photothermal units, nitrogen fertilization and water availability. The mathematical model to predict the forage yield using photothennal units was utilized with success in Elephant grass, Thanzania and Brachiaria niziziensis in the absence of water stress and nitrogen stress. The aim of this study was to propose models to estimate the forage yield of Thanzania grass under different irrigation (25, 50,75, 100 e 125% of ETc) and nitrogen level in various regions of Brazil. As such, models were developed to estimate the dry matter production of Panicum maximum Jacq. frass cv Thanzania in different irrigation and nitrogen levels, using photothermal units. The models were adjusted to doses of 0, 30, 60, 110 and 270 kg of N ha(-1), doses were divided in applications after each evaluation, with a rest cycle of 35 days. The adjusted model presented good performance in predicting dry matter production of Thanzania grass, with r(2) = 0.9999. The results made it possible to verify that the proposed model can be used to predict forage production in different regions of Brazil. It can be estimated, with good precision. The production of Thanzania grass dry matter can be accurately estimated in specific places (in function of latitude and time of year), with the maximum and minimum temperature values.