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.

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.

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.

Variabilidade do regime de monções sobre o Brasil: o clima presente e projeções para um cenário com 2xCO2 usando o modelo MIROC

Este trabalho investiga a variabilidade do Sistema de Monções da América do Sul (SMAS) sobre o Brasil com particular interesse na região do cerrado brasileiro. O início, final e total de precipitação durante as monções de verão são examinados utilizando estimativas de precipitação por satélite (pêntadas) do Global Precipitation Climatology Project (GPCP) entre 1979-2004. Analogamente, as características do regime de monção simuladas pelo modelo climático global acoplado MIROC (Model for interdisciplinary Research on Climate) do IPCC (Intergovernmental Panel for Climate Change) são examinadas em dois cenários distintos: o clima do século XX (1981-2000) e o clima em uma condição com o dobro da concentração atual de CO2 (2xCO2) na atmosfera (2061-2080). Mostra-se que a variabilidade espacial do início da monção de verão sobre o cerrado na simulação do clima do século XX pelo MIROC corresponde bem às observações. Além disso, há indicação de uma mudança das caudas da distribuição sazonal da precipitação no Cerrado para um cenário com 2xCO2, comparativamente com o clima presente. Este resultado sugere uma mudança na probabilidade de ocorrência de eventos extremos (secos ou úmidos) em um cenário com 2xCO2 sobre o cerrado, o que de acordo com o MIROC, indica uma maior exposição da região às conseqüências de possíveis mudanças climáticas resultantes do aumento de gases de efeito estufa.

Brasil e brasileiros: notas sobre modelagem de significados políticos na crise do Antigo Regime português na América

Partindo da análise do significado político de Brasil e de brasileiro em documentos escritos por colonos em meados dos setecentos, o artigo aponta para a importância analítica do caráter desviante de variantes americanas da matriz societária portuguesa de tipo Ancien Régime. Trabalhando com os conceitos de memória e experiência, sustenta-se nele a idéia de que, por se tornarem assimétricas, as estruturas nacionais portuguesas dos dois hemisférios também se tornaram irredutíveis a um mesmo enquadramento constitucional quando da instauração da conjuntura revolucionária do final dos anos vinte do século XIX.

Pernambuco, Rio da Prata e a crise do antigo regime na América ibérica: o “caso” de Félix José Tavares Lira

The aim of this article is to discuss conexions between Pernambuco and Rio de la Plata around the year 1817. In a more general sense, it offers a large pattern of comprehension of the indepdendences of Luso and Spanish America in terms of its mutual relationships.

Beyond the Fragmentation Threshold Hypothesis: Regime Shifts in Biodiversity Across Fragmented Landscapes

Ecological systems are vulnerable to irreversible change when key system properties are pushed over thresholds, resulting in the loss of resilience and the precipitation of a regime shift. Perhaps the most important of such properties in human-modified landscapes is the total amount of remnant native vegetation. In a seminal study Andren proposed the existence of a fragmentation threshold in the total amount of remnant vegetation, below which landscape-scale connectivity is eroded and local species richness and abundance become dependent on patch size. Despite the fact that species patch-area effects have been a mainstay of conservation science there has yet to be a robust empirical evaluation of this hypothesis. Here we present and test a new conceptual model describing the mechanisms and consequences of biodiversity change in fragmented landscapes, identifying the fragmentation threshold as a first step in a positive feedback mechanism that has the capacity to impair ecological resilience, and drive a regime shift in biodiversity. The model considers that local extinction risk is defined by patch size, and immigration rates by landscape vegetation cover, and that the recovery from local species losses depends upon the landscape species pool. Using a unique dataset on the distribution of non-volant small mammals across replicate landscapes in the Atlantic forest of Brazil, we found strong evidence for our model predictions - that patch-area effects are evident only at intermediate levels of total forest cover, where landscape diversity is still high and opportunities for enhancing biodiversity through local management are greatest. Furthermore, high levels of forest loss can push native biota through an extinction filter, and result in the abrupt, landscape-wide loss of forest-specialist taxa, ecological resilience and management effectiveness. The proposed model links hitherto distinct theoretical approaches within a single framework, providing a powerful tool for analysing the potential effectiveness of management interventions.

Antilocalization of hole carriers in Pb(1-x)Eu(x)Te alloys in the metallic regime

Magnetoresistance measurements in p-type Pb(1-x)Eu(x)Te alloys, for x varying from 0% up to 5%, have been used to investigate localization and antilocalization effects. These are attributed to both the spin-orbit scattering and to the large Zeeman splitting present in these alloys due to the large values of the effective Lande g factor. The magnetoresistance curves are analyzed using the model of Fukuyama and Hoshino, which takes into account the spin-orbit and Zeeman scattering mechanisms. The spin-orbit scattering time is found to be independent of the temperature, while the inelastic-scattering time increases with decreasing temperature suggesting the electron-phonon interaction as the main scattering mechanism.

Multifractal regime transition in a modified minority game model

The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual minority game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifractal and in this sense, together with other stylized facts, constitute a better modeling tool. Using the structure function (SF) approach we detected the stationary and the scaling range of the time series generated by the MG model and, from the linear (non-linear) behavior of the SF we identified the fractal (multifractal) regimes. Finally, using the wavelet transform modulus maxima (WTMM) technique we obtained its multifractal spectrum width for different dynamical regimes. (C) 2009 Elsevier Ltd. All rights reserved.

Political Systems and the Perspective on Nursing Education during the Spanish Transition (from the Franco Regime to Democracy). A Contribution based on Nursing History

The aim of this study is to describe the changes in nursing education during the process prior to and after the establishment of democracy in Spain. It begins with the hypothesis that differences in social and political organization influenced the way the system of nursing education evolved, keeping it in line with neopositivistic schemes and exclusively technical approaches up until the advent of democracy. The evolution of a specific profile for nursing within the educational system has been shaped by the relationship between the systems of social and political organization in Spain. To examine the insertion of subjects such as the anthropology of healthcare into education programs for Spanish nursing, one must consider the cultural, intercultural and transcultural factors that are key to understanding the changes in nursing education that allowed for the adoption of a holistic approach in the curricula. Until the arrival of democracy in 1977, Spanish nursing education was solely technical in nature and the role of nurses was limited to the tasks and procedures defined by the bureaucratic thinking characteristic of the rational-technological paradigm. Consequently, during the long period prior to democracy, nursing in Spain was under the influence of neopositivistic and technical thinking, which had its effect on educational curricula. The addition of humanities and anthropology to the curricula, which facilitated a holistic approach, occurred once nursing became a field of study at the university level in 1977, a period that coincided with the beginnings of democracy in Spain.

Influence of hardness of the harder body on wear regime transition in a sliding pair of steels

In the unlubricated sliding wear of steels the mild-severe and severe-mild wear transitions have long been investigated. The effect of system inputs such as normal load, sliding speed, environment humidity and temperature, material properties, among others, on those transitions have also been studied. Although transitions seem to be caused by microstructural changes, surfaces oxidation and work-hardening, some questions remain regarding the way each aspect is involved. Since the early studies in sliding wear, it has usually been assumed that only the material properties of the softer body influence the wear behavior of contacting surfaces. For example, the Archard equation involves only the hardness of the softer body, without considering the hardness of the harder body. This work aims to discuss the importance of the harder body hardness in determining the wear regime operation. For this, pin-on-disk wear tests were carried out, in which the disk material was always harder than the pin material. Variations of the friction force and vertical displacement of the pin were registered during the tests. A material characterization before and after tests was conducted using stereoscopy and scanning electron microscopy (SEM) methods, in addition to mass loss, surface roughness and microhardness measurements. The wear results confirmed the occurrence of a mild-severe wear transition when the disk hardness was decreased. The disk hardness to pin hardness ratio (H(d)/H(p)) was used as a criterion to establish the nature of surface contact deformation and to determine the wear regime transition. A predominantly elastic or plastic contact, characterized by H(d)/H(p) values higher or lower than one, results in a mild or severe wear regime operation, respectively. (c) 2009 Elsevier B.V. All rights reserved.

Repeated disturbances and canopy disturbance regime in a tropical semi-deciduous forest

The canopy disturbance regime and the influence of gap methods on the interpretation of forest structure and dynamics were evaluated in a tropical semi-deciduous forest in south-eastern Brazil. We encountered a gap density of 11.2 gaps ha(-1) and an average size which varied from 121 to 333 m(2) depending on the gap delimitation method considered (minimum gap size was 10 m(2)). Although average size was slightly higher, the median value obtained (78 m(2)) was comparable to other tropical forest sites and the gap size-class distribution found supported the pattern described for such forest sites. Among 297 gap makers, snapping and uprooting were the most common modes of disturbance. The number and basal area of gap makers were good predictors of gap size. Almost 25% of all gaps suffered from repeated disturbance events that brought about larger gap sizes. Such processes, along with delimitation methods, strongly influenced the estimation of turnover rate and therefore the interpretation of forest dynamics. These results demonstrated the importance of further studies on repeated disturbances, which is often neglected in forest studies.

Complex rearrangements in patients with duplications of MECP2 can occur by fork stalling and template switching

Duplication at the Xq28 band including the MECP2 gene is one of the most common genomic rearrangements identified in neurodevelopmentally delayed males. Such duplications are non-recurrent and can be generated by a non-homologous end joining (NHEJ) mechanism. We investigated the potential mechanisms for MECP2 duplication and examined whether genomic architectural features may play a role in their origin using a custom designed 4-Mb tiling-path oligonucleotide array CGH assay. Each of the 30 patients analyzed showed a unique duplication varying in size from similar to 250 kb to similar to 2.6 Mb. Interestingly, in 77% of these non-recurrent duplications, the distal breakpoints grouped within a 215 kb genomic interval, located 47 kb telomeric to the MECP2 gene. The genomic architecture of this region contains both direct and inverted low-copy repeat (LCR) sequences; this same region undergoes polymorphic structural variation in the general population. Array CGH revealed complex rearrangements in eight patients; in six patients the duplication contained an embedded triplicated segment, and in the other two, stretches of non-duplicated sequences occurred within the duplicated region. Breakpoint junction sequencing was achieved in four duplications and identified an inversion in one patient, demonstrating further complexity. We propose that the presence of LCRs in the vicinity of the MECP2 gene may generate an unstable DNA structure that can induce DNA strand lesions, such as a collapsed fork, and facilitate a Fork Stalling and Template Switching event producing the complex rearrangements involving MECP2.

Switching control of sympathetic activity from forebrain to hindbrain in chronic dehydration

We investigated the mechanisms responsible for increased blood pressure and sympathetic nerve activity (SNA) caused by 2-3 days dehydration (DH) both in vivo and in situ preparations. In euhydrated (EH) rats, systemic application of the AT(1) receptor antagonist Losartan and subsequent pre-collicular transection (to remove the hypothalamus) significantly reduced thoracic (t) SNA. In contrast, in DH rats, Losartan, followed by pre-collicular and pontine transections, failed to reduce tSNA, whereas transection at the medulla-spinal cord junction massively reduced tSNA. In DH but not EH rats, selective inhibition of the commissural nucleus tractus solitarii (cNTS) significantly reduced tSNA. Comparable data were obtained in both in situ and in vivo (anaesthetized/conscious) rats and suggest that following chronic dehydration, the control of tSNA transfers from supra-brainstem structures (e. g. hypothalamus) to the medulla oblongata, particularly the cNTS. As microarray analysis revealed up-regulation of AP1 transcription factor JunD in the dehydrated cNTS, we tested the hypothesis that AP1 transcription factor activity is responsible for dehydration-induced functional plasticity. When AP1 activity was blocked in the cNTS using a viral vector expressing a dominant negative FosB, cNTS inactivation was ineffective. However, tSNA was decreased after pre-collicular transection, a response similar to that seen in EHrats. Thus, the dehydration-induced switch in control of tSNA from hypothalamus to cNTS seems to be mediated via activation of AP1 transcription factors in the cNTS. If AP1 activity is blocked in the cNTS during dehydration, sympathetic activity control reverts back to forebrain regions. This unique reciprocating neural structure-switching plasticity between brain centres emphasizes the multiple mechanisms available for the adaptive response to dehydration.