24 resultados para Probabilistic decision process model
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)
Resumo:
We study how the crossover exponent, phi, between the directed percolation (DP) and compact directed percolation (CDP) behaves as a function of the diffusion rate in a model that generalizes the contact process. Our conclusions are based in results pointed by perturbative series expansions and numerical simulations, and are consistent with a value phi = 2 for finite diffusion rates and phi = 1 in the limit of infinite diffusion rate.
Resumo:
Among several process variability sources, valve friction and inadequate controller tuning are supposed to be two of the most prevalent. Friction quantification methods can be applied to the development of model-based compensators or to diagnose valves that need repair, whereas accurate process models can be used in controller retuning. This paper extends existing methods that jointly estimate the friction and process parameters, so that a nonlinear structure is adopted to represent the process model. The developed estimation algorithm is tested with three different data sources: a simulated first order plus dead time process, a hybrid setup (composed of a real valve and a simulated pH neutralization process) and from three industrial datasets corresponding to real control loops. The results demonstrate that the friction is accurately quantified, as well as ""good"" process models are estimated in several situations. Furthermore, when a nonlinear process model is considered, the proposed extension presents significant advantages: (i) greater accuracy for friction quantification and (ii) reasonable estimates of the nonlinear steady-state characteristics of the process. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
The study of Information Technology (IT) outsourcing is relevant because companies are outsourcing their activities more than ever. An important IT outsourcing research area is the decision-making process. In other words, the comprehension of how companies decide about outsourcing their IT operations is relevant from research point of view. Therefore, the objective of this study is to understand the decision-making process used by Brazilian companies when outsourcing their IT operations. An analysis of the literature that refers to this subject showed that six aspects are usually considered by companies on the evaluation of IT outsourcing service alternatives. This research verified how these six aspects are considered by Brazilian companies on IT outsourcing decisions. The survey showed that Brazilian companies consider all the six aspects, but each of them has a different level of importance. The research also grouped the aspects according to their level of importance and interdependency, using factorial analysis to understand the logic behind IT outsourcing decision process. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
When modeling real-world decision-theoretic planning problems in the Markov Decision Process (MDP) framework, it is often impossible to obtain a completely accurate estimate of transition probabilities. For example, natural uncertainty arises in the transition specification due to elicitation of MOP transition models from an expert or estimation from data, or non-stationary transition distributions arising from insufficient state knowledge. In the interest of obtaining the most robust policy under transition uncertainty, the Markov Decision Process with Imprecise Transition Probabilities (MDP-IPs) has been introduced to model such scenarios. Unfortunately, while various solution algorithms exist for MDP-IPs, they often require external calls to optimization routines and thus can be extremely time-consuming in practice. To address this deficiency, we introduce the factored MDP-IP and propose efficient dynamic programming methods to exploit its structure. Noting that the key computational bottleneck in the solution of factored MDP-IPs is the need to repeatedly solve nonlinear constrained optimization problems, we show how to target approximation techniques to drastically reduce the computational overhead of the nonlinear solver while producing bounded, approximately optimal solutions. Our results show up to two orders of magnitude speedup in comparison to traditional ""flat"" dynamic programming approaches and up to an order of magnitude speedup over the extension of factored MDP approximate value iteration techniques to MDP-IPs while producing the lowest error of any approximation algorithm evaluated. (C) 2011 Elsevier B.V. All rights reserved.
Resumo:
Apesar da idéia consagrada de que arroz é uma commodity e, portanto, pouco passível de diferenciação, há um grande número de produtos, com variação de tipo, classe, padrão, embalagem, marca etc. Observa-se significativa variabilidade nos preços, tanto entre diferentes marcas, fabricantes, lojas, como também para um mesmo produto, em um curto intervalo de tempo. Diante dessas constatações, questiona-se qual o efeito da estratégia de compra de arroz por parte dos consumidores sobre seus dispêndios. Este trabalho utiliza modelos matemáticos para simular o processo de decisão de compra dos consumidores com diferentes perfis de preferência, diante dos produtos nas gôndolas dos supermercados em uma cidade no estado do Rio Grande do Sul e outra em São Paulo.
Resumo:
The health sector requires continuous investments to ensure the improvement of products and services from a technological standpoint, the use of new materials, equipment and tools, and the application of process management methods. Methods associated with the process management approach, such as the development of reference models of business processes, can provide significant innovations in the health sector and respond to the current market trend for modern management in this sector (Gunderman et al. (2008) [4]). This article proposes a process model for diagnostic medical X-ray imaging, from which it derives a primary reference model and describes how this information leads to gains in quality and improvements. (C) 2010 Elsevier Ireland Ltd. All rights reserved.
Resumo:
This paper studies a simplified methodology to integrate the real time optimization (RTO) of a continuous system into the model predictive controller in the one layer strategy. The gradient of the economic objective function is included in the cost function of the controller. Optimal conditions of the process at steady state are searched through the use of a rigorous non-linear process model, while the trajectory to be followed is predicted with the use of a linear dynamic model, obtained through a plant step test. The main advantage of the proposed strategy is that the resulting control/optimization problem can still be solved with a quadratic programming routine at each sampling step. Simulation results show that the approach proposed may be comparable to the strategy that solves the full economic optimization problem inside the MPC controller where the resulting control problem becomes a non-linear programming problem with a much higher computer load. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
Background: The criteria and timing for nerve surgery in infants with obstetric brachial plexopathy remain controversial. Our aim was to develop a new method for early prognostic assessment to assist this decision process. Methods: Fifty-four patients with unilateral obstetric brachial plexopathy who were ten to sixty days old underwent bilateral motor-nerve-conduction studies of the axillary, musculocutaneous, proximal radial, distal radial, median, and ulnar nerves. The ratio between the amplitude of the compound muscle action potential of the affected limb and that of the healthy side was called the axonal viability index. The patients were followed and classified in three groups according to the clinical outcome. We analyzed the receiver operating characteristic curve of each index to define the best cutoff point to detect patients with a poor recovery. Results: The best cutoff points on the axonal viability index for each nerve (and its sensitivity and specificity) were <10% (88% and 89%, respectively) for the axillary nerve, 0% (88% and 73%) for the musculocutaneous nerve, <20% (82% and 97%) for the proximal radial nerve, <50% (82% and 97%) for the distal radial nerve, and <50% (59% and 97%) for the ulnar nerve. The indices from the proximal radial, distal radial, and ulnar nerves had better specificities compared with the most frequently used clinical criterion: absence of biceps function at three months of age. Conclusions: The axonal viability index yields an earlier and more specific prognostic estimation of obstetric brachial plexopathy than does the clinical criterion of biceps function, and we believe it may be useful in determining surgical indications in these patients.
Resumo:
Leaf wetness duration (LWD) models based on empirical approaches offer practical advantages over physically based models in agricultural applications, but their spatial portability is questionable because they may be biased to the climatic conditions under which they were developed. In our study, spatial portability of three LWD models with empirical characteristics - a RH threshold model, a decision tree model with wind speed correction, and a fuzzy logic model - was evaluated using weather data collected in Brazil, Canada, Costa Rica, Italy and the USA. The fuzzy logic model was more accurate than the other models in estimating LWD measured by painted leaf wetness sensors. The fraction of correct estimates for the fuzzy logic model was greater (0.87) than for the other models (0.85-0.86) across 28 sites where painted sensors were installed, and the degree of agreement k statistic between the model and painted sensors was greater for the fuzzy logic model (0.71) than that for the other models (0.64-0.66). Values of the k statistic for the fuzzy logic model were also less variable across sites than those of the other models. When model estimates were compared with measurements from unpainted leaf wetness sensors, the fuzzy logic model had less mean absolute error (2.5 h day(-1)) than other models (2.6-2.7 h day(-1)) after the model was calibrated for the unpainted sensors. The results suggest that the fuzzy logic model has greater spatial portability than the other models evaluated and merits further validation in comparison with physical models under a wider range of climate conditions. (C) 2010 Elsevier B.V. All rights reserved.
Resumo:
Conventional karyotyping detects anomalies in 3-15% of patients with multiple congenital anomalies and mental retardation (MCA/MR). Whole-genome array screening (WGAS) has been consistently suggested as the first choice diagnostic test for this group of patients, but it is very costly for large-scale use in developing countries. We evaluated the use of a combination of Multiplex Ligation-dependent Probe Amplification (MLPA) kits to increase the detection rate of chromosomal abnormalities in MCA/MR patients. We screened 261 MCA/MR patients with two subtelomeric and one microdeletion kits. This would theoretically detect up to 70% of all submicroscopic abnormalities. Additionally we scored the de Vries score for 209 patients in an effort to find a suitable cut-off for MLPA screening. Our results reveal that chromosomal abnormalities were present in 87 (33.3%) patients, but only 57 (21.8%) were considered causative. Karyotyping detected 15 abnormalities (6.9%), while MLPA identified 54 (20.7%). Our combined MLPA screening raised the total detection number of pathogenic imbalances more than three times when compared to conventional karyotyping. We also show that using the de Vries score as a cutoff for this screening would only be suitable under financial restrictions. A decision analytic model was constructed with three possible strategies: karyotype, karyotype + MLPA and karyotype + WGAS. Karyotype + MLPA strategy detected anomalies in 19.8% of cases which account for 76.45% of the expected yield for karyotype + WGAS. Incremental Cost Effectiveness Ratio (ICER) of MLPA is three times lower than that of WGAS, which means that, for the same costs, we have three additional diagnoses with MLPA but only one with WGAS. We list all causative alterations found, including rare findings, such as reciprocal duplications of regions deleted in Sotos and Williams-Beuren syndromes. We also describe imbalances that were considered polymorphisms or rare variants, such as the new SNP that confounded the analysis of the 22q13.3 deletion syndrome. (C) 2011 Elsevier Masson SAS. All rights reserved.
Resumo:
Objective. The objective of this study was to conduct a cost-effectiveness analysis of a universal rotavirus vaccination program among children : 5 years of age in Brazil. Methods. Considering a hypothetical annual cohort of approximately 3 300 000 newborns followed over 5 years, a decision-tree model was constructed to examine the possible clinical and economic effects of rotavirus infection with and without routine vaccination of children. Probabilities and unit costs were derived from published research and national administrative data. The impact of different estimates for key parameters was studied using sensitivity analysis. The analysis was conducted from both healthcare system and societal perspectives. Results. The vaccination program was estimated to prevent approximately 1735 351 (54%) of the 3 210 361 cases of rotavirus gastroenteritis and 703 (75%) of 933 rotavirus-associated deaths during the 5-year period. At a vaccine price of 18.6 Brazilian reais (R$) per dose, this program would cost R$121 673 966 and would save R$38 536 514 in direct costs to the public healthcare system and R$71 778 377 in direct and indirect costs to society. The program was estimated to cost R$1 028 and R$1 713 per life-years saved (LYS)from the societal and healthcare system perspectives, respectively. Conclusions. Universal rotavirus vaccination was a cost-effective strategy for both perspectives. However, these findings are highly sensitive to diarrhea incidence rate, proportion of severe cases, vaccine coverage, and vaccine price.
Resumo:
In this work we construct the stationary measure of the N species totally asymmetric simple exclusion process in a matrix product formulation. We make the connection between the matrix product formulation and the queueing theory picture of Ferrari and Martin. In particular, in the standard representation, the matrices act on the space of queue lengths. For N > 2 the matrices in fact become tensor products of elements of quadratic algebras. This enables us to give a purely algebraic proof of the stationary measure which we present for N=3.
Resumo:
Fatigue and crack propagation are phenomena affected by high uncertainties, where deterministic methods fail to predict accurately the structural life. The present work aims at coupling reliability analysis with boundary element method. The latter has been recognized as an accurate and efficient numerical technique to deal with mixed mode propagation, which is very interesting for reliability analysis. The coupled procedure allows us to consider uncertainties during the crack growth process. In addition, it computes the probability of fatigue failure for complex structural geometry and loading. Two coupling procedures are considered: direct coupling of reliability and mechanical solvers and indirect coupling by the response surface method. Numerical applications show the performance of the proposed models in lifetime assessment under uncertainties, where the direct method has shown faster convergence than response surface method. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
The implementation of confidential contracts between a container liner carrier and its customers, because of the Ocean Shipping Reform Act (OSRA) 1998, demands a revision in the methodology applied in the carrier's planning of marketing and sales. The marketing and sales planning process should be more scientific and with a better use of operational research tools considering the selection of the customers under contracts, the duration of the contracts, the freight, and the container imbalances of these contracts are basic factors for the carrier's yield. This work aims to develop a decision support system based on a linear programming model to generate the business plan for a container liner carrier, maximizing the contribution margin of its freight.
Resumo:
The present paper proposes a flexible consensus scheme for group decision making, which allows one to obtain a consistent collective opinion, from information provided by each expert in terms of multigranular fuzzy estimates. It is based on a linguistic hierarchical model with multigranular sets of linguistic terms, and the choice of the most suitable set is a prerogative of each expert. From the human viewpoint, using such model is advantageous, since it permits each expert to utilize linguistic terms that reflect more adequately the level of uncertainty intrinsic to his evaluation. From the operational viewpoint, the advantage of using such model lies in the fact that it allows one to express the linguistic information in a unique domain, without losses of information, during the discussion process. The proposed consensus scheme supposes that the moderator can interfere in the discussion process in different ways. The intervention can be a request to any expert to update his opinion or can be the adjustment of the weight of each expert`s opinion. An optimal adjustment can be achieved through the execution of an optimization procedure that searches for the weights that maximize a corresponding soft consensus index. In order to demonstrate the usefulness of the presented consensus scheme, a technique for multicriteria analysis, based on fuzzy preference relation modeling, is utilized for solving a hypothetical enterprise strategy planning problem, generated with the use of the Balanced Scorecard methodology. (C) 2009 Elsevier Inc. All rights reserved.