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.

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.

The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes

The main goal of this paper is to apply the so-called policy iteration algorithm (PIA) for the long run average continuous control problem of piecewise deterministic Markov processes (PDMP`s) taking values in a general Borel space and with compact action space depending on the state variable. In order to do that we first derive some important properties for a pseudo-Poisson equation associated to the problem. In the sequence it is shown that the convergence of the PIA to a solution satisfying the optimality equation holds under some classical hypotheses and that this optimal solution yields to an optimal control strategy for the average control problem for the continuous-time PDMP in a feedback form.

Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market

In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

Noninvasive Brain Stimulation With High-Frequency and Low-Intensity Repetitive Transcranial Magnetic Stimulation Treatment for Posttraumatic Stress Disorder

Objective: We aimed to investigate the efficacy of 20 Hz repetitive transcranial magnetic stimulation (rTMS) of either right or left dorsolateral prefrontal cortex (DLPFC) as compared to sham rTMS for the relief of posttraumatic stress disorder (PTSD)-associated symptoms. Method: In this double-blind, placebo-controlled phase II trial conducted between October 2005 and July 2008, 30 patients with DSM-IV-diagnosed PTSD were randomly assigned to receive 1 of the following treatments: active 20 Hz rTMS of the right DLPFC, active 20 Hz rTMS of the left DLPFC, or sham rTMS. Treatments were administered in 10 daily sessions over 2 weeks. A blinded rater assessed severity of core PTSD symptoms, depression, and anxiety before, during, and after completion of the treatment protocol. In addition, a battery of neuropsychological tests was measured before and after treatment. Results: Results show that both active conditions-20 Hz rTMS of left and right DLPFC induced a significant decrease in PTSD symptoms as indexed by the PTSD Checklist and Treatment Outcome PTSD Scale; however, right rTMS induced a larger effect as compared to left rTMS. In addition, there was a significant improvement of mood after left rTMS and a significant reduction of anxiety following right rTMS. Improvements in PTSD symptoms were long lasting; effects were still significant at the 3-month follow-up. Finally, neuropsychological evaluation showed that active 20 Hz rTMS is not associated with cognitive worsening and is safe for use in patients with PTSD. Conclusions: These results support the notion that modulation of prefrontal cortex can alleviate the core symptoms of PTSD and suggest that high-frequency rTMS of right DLPFC might be the optimal treatment strategy. J an Psychiatry 2010;71(8):992-999 (C) Copyright 2009 Physicians Postgraduate Press, Inc.

Transcription of the Neurospora crassa 70-kDa class heat shock protein genes is modulated in response to extracellular pH changes

Heat shock proteins belong to a conserved superfamily of molecular chaperones found in prokaryotes and eukaryotes. These proteins are linked to a myriad of physiological functions. In this study, we show that the N. crassa hsp70-1 (NCU09602.3) and hsp70-2 (NCU08693.3) genes are preferentially expressed in an acidic milieu after 15 h of cell growth in sufficient phosphate at 30A degrees C. No significant accumulation of these transcripts was detected at alkaline pH values. Both genes accumulated to a high level in mycelia that were incubated for 1 h at 45A degrees C, regardless of the phosphate concentration and extracellular pH changes. Transcription of the hsp70-1 and hsp70-2 genes was dependent on the pacC (+) background in mycelia cultured under optimal growth conditions or at 45A degrees C. The pacC gene encodes a Zn-finger transcription factor that is involved in the regulation of gene expression by pH. Heat shock induction of these two hsp genes in mycelia incubated in low-phosphate medium was almost not altered in the nuc-1 (-) background under both acidic and alkaline pH conditions. The NUC-1 transcriptional regulator is involved in the derepression of nucleases, phosphatases, and transporters that are necessary for fulfilling the cell`s phosphate requirements. Transcription of the hsp70-3 (NCU01499.3) gene followed a different pattern of induction-the gene was depressed under insufficient phosphate conditions but was apparently unaffected by alkalinization of the culture medium. Moreover, this gene was not induced by heat shock. These results reveal novel aspects of the heat-sensing network of N. crassa.

Oxidative stress protection of Trypanosomes requires selenophosphate synthase

Selenoproteins are characterized by the incorporation of at least one amino acid selenocysteine (Sec-U) encoded by in-frame UGA stop codons. These proteins, as well as the components of the Sec synthesis pathway, are present in members of the bacteria, archaea and eukaryote domains. Although not a ubiquitous pathway in all organisms, it was also identified in several protozoa, including the Kinetoplastida. Genetic evidence has indicated that the pathway is non-essential to the survival of Trypanosoma growing in non-stressed conditions. By analyzing the effects of RNA interference of the Trypanosoma brucei selenophosphate synthetase SPS2, we found a requirement under sub-optimal growth conditions. The present work shows that SPS2 is involved in oxidative stress protection of the parasite and its absence severely hampers the parasite survival in the presence of an oxidizing environment that results in an apoptotic-like phenotype and cell death. (C) 2011 Elsevier B.V. All rights reserved.

Demonstration of Near-Optimal Discrimination of Optical Coherent States

The optimal discrimination of nonorthogonal quantum states with minimum error probability is a fundamental task in quantum measurement theory as well as an important primitive in optical communication. In this work, we propose and experimentally realize a new and simple quantum measurement strategy capable of discriminating two coherent states with smaller error probabilities than can be obtained using the standard measurement devices: the Kennedy receiver and the homodyne receiver.

Optimal recovery process conditions for manganese-peroxidase obtained by solid-state fermentation of eucalyptus residue using Lentinula edodes

Enzyme production is a growing field in biotechnology and increasing attention has been devoted to the solid-state fermentation (SSF) of lignocellulosic biomass for production of industrially relevant lignocellulose deconstruction enzymes, especially manganese-peroxidase (MnP), which plays a crucial role in lignin degradation. However, there is a scarcity of studies regarding extraction of the secreted metabolities that are commonly bound to the fermented solids, preventing their accurate detection and limiting recovery efficiency. In the present work, we assessed the effectiveness of extraction process variables (pH, stirring rate, temperature, and extraction time) on recovery efficiency of manganese-peroxidase (MnP) obtained by SSF of eucalyptus residues using Lentinula edodes using statistical design of experiments. The results from this study indicated that of the variables studied, pH was the most significant (p < 0.05%) parameter affecting MnP recovery yield, while temperature, extraction time, and stirring rate presented no statistically significant effects in the studied range. The optimum pH for extraction of MnP was at 4.0-5.0, which yielded 1500-1700 IU kg (1) of enzyme activity at extraction time 4-5 h, under static condition at room temperature. (C) 2011 Elsevier Ltd. All rights reserved.

Optimal synthesis of Fenton reactor networks for phenol degradation

There is an increasing need to treat effluents contaminated with phenol with advanced oxidation processes (AOPs) to minimize their impact on the environment as well as on bacteriological populations of other wastewater treatment systems. One of the most promising AOPs is the Fenton process that relies on the Fenton reaction. Nevertheless, there are no systematic studies on Fenton reactor networks. The objective of this paper is to develop a strategy for the optimal synthesis of Fenton reactor networks. The strategy is based on a superstructure optimization approach that is represented as a mixed integer non-linear programming (MINLP) model. Network superstructures with multiple Fenton reactors are optimized with the objective of minimizing the sum of capital, operation and depreciation costs of the effluent treatment system. The optimal solutions obtained provide the reactor volumes and network configuration, as well as the quantities of the reactants used in the Fenton process. Examples based on a case study show that multi-reactor networks yield decrease of up to 45% in overall costs for the treatment plant. (C) 2010 The Institution of Chemical Engineers. Published by Elsevier B.V. All rights reserved.

Effects of Optimal Medical Treatment With or Without Coronary Revascularization on Angina and Subsequent Revascularizations in Patients With Type 2 Diabetes Mellitus and Stable Ischemic Heart Disease

Background-In the Bypass Angioplasty Revascularization Investigation 2 Diabetes (BARI 2D) trial, an initial strategy of coronary revascularization and optimal medical treatment (REV) compared with an initial optimal medical treatment with the option of subsequent revascularization (MED) did not reduce all-cause mortality or the composite of cardiovascular death, myocardial infarction, and stroke in patients with type 2 diabetes mellitus and stable ischemic heart disease. In the same population, we tested whether the REV strategy was superior to the MED strategy in preventing worsening and new angina and subsequent coronary revascularizations. Methods and Results-Among the 2364 men and women (mean age, 62.4 years) with type 2 diabetes mellitus, documented coronary artery disease, and myocardial ischemia, 1191 were randomized to the MED and 1173 to the REV strategy preselected in the percutaneous coronary intervention (796) and coronary artery bypass graft (377) strata. Compared with the MED strategy, the REV strategy at the 3-year follow-up had a lower rate of worsening angina (8% versus 13%; P < 0.001), new angina (37% versus 51%; P = 0.001), and subsequent coronary revascularizations (18% versus 33%; P < 0.001) and a higher rate of angina-free status (66% versus 58%; P = 0.003). The coronary artery bypass graft stratum patients were at higher risk than those in the percutaneous coronary intervention stratum, and had the greatest benefits from REV. Conclusions-In these patients, the REV strategy reduced the occurrence of worsening angina, new angina, and subsequent coronary revascularizations more than the MED strategy. The symptomatic benefits were observed particularly for high-risk patients.

Inhibition of angiotensin II receptor 1 limits tumor-associated angiogenesis and attenuates growth of murine melanoma

Purpose We evaluated the involvement of angiotensin II (AngII)-dependent pathways in melanoma growth, through the pharmacological blockage of AT1 receptor by the antihypertensive drug losartan (LOS). Results We showed immunolabeling for both AngII and the AT1 receptor within the human melanoma microenvironment. Like human melanomas, we showed that murine melanomas also express the AT1 receptor. Growth of murine melanoma, both locally and at distant sites, was limited in mice treated with LOS. The reduction in tumor growth was accompanied by a twofold decrease in tumorassociated microvessel density and by a decrease in CD31 mRNA levels. While no differences were found in the VEGF expression levels in tumors from treated animals, reduction in the expression of the VEGFR1 (Flt-1) at the mRNA and protein levels was observed. We also showed downregulation of mRNA levels of both Flt-4 and its ligand, VEGF-C. Conclusions Together, these results show that blockage of AT1 receptor signaling may be a promising anti-tumor strategy, interfering with angiogenesis by decreasing the expression of angiogenic factor receptors.

A Bayesian approach to fuzzy hypotheses testing for the estimation of optimal age for vaccination against measles

Fuzzy Bayesian tests were performed to evaluate whether the mother`s seroprevalence and children`s seroconversion to measles vaccine could be considered as ""high"" or ""low"". The results of the tests were aggregated into a fuzzy rule-based model structure, which would allow an expert to influence the model results. The linguistic model was developed considering four input variables. As the model output, we obtain the recommended age-specific vaccine coverage. The inputs of the fuzzy rules are fuzzy sets and the outputs are constant functions, performing the simplest Takagi-Sugeno-Kang model. This fuzzy approach is compared to a classical one, where the classical Bayes test was performed. Although the fuzzy and classical performances were similar, the fuzzy approach was more detailed and revealed important differences. In addition to taking into account subjective information in the form of fuzzy hypotheses it can be intuitively grasped by the decision maker. Finally, we show that the Bayesian test of fuzzy hypotheses is an interesting approach from the theoretical point of view, in the sense that it combines two complementary areas of investigation, normally seen as competitive. (C) 2007 IMACS. Published by Elsevier B.V. All rights reserved.

Protein requirements for Blue-fronted Amazon (Amazona aestiva) growth

The objective of this study was to evaluate the protein requirements for hand-rearing Blue-fronted Amazon parrots (Amazona aestiva). Forty hatchlings were fed semi-purified diets containing one of four (as-fed basis) protein levels: 13%, 18%, 23% and 28%. The experiment was carried out in a randomized block design with the initial weight of the nestling as the blocking factor and 10 parrots per protein level. Regression analysis was used to determine relationships between protein level and biometric measurements. The data indicated that 13% crude protein supported nestling growth with 18% being the minimum tested level required for maximum development. The optimal protein concentration for maximum weight gain was 24.4% (p = 0.08; r(2) = 0.25), tail length 23.7% (p = 0.09; r(2) = 0.19), wing length 23.0% (p = 0.07; r(2) = 0.17), tarsus length 21.3% (p = 0.06; r(2) = 0.10) and tarsus width 21.4% (p = 0.07; r(2) = 0.09). Tarsus measurements were larger in males (p < 0.05), indicating that sex must be considered when studying developing psittacines. These results were obtained using a highly digestible protein and a diet with moderate metabolizable energy levels.

MODELING THE EVOLUTION OF COMPLEX NETWORKS THROUGH THE PATH-STAR TRANSFORMATION AND OPTIMAL MULTIVARIATE METHODS

The topology of real-world complex networks, such as in transportation and communication, is always changing with time. Such changes can arise not only as a natural consequence of their growth, but also due to major modi. cations in their intrinsic organization. For instance, the network of transportation routes between cities and towns ( hence locations) of a given country undergo a major change with the progressive implementation of commercial air transportation. While the locations could be originally interconnected through highways ( paths, giving rise to geographical networks), transportation between those sites progressively shifted or was complemented by air transportation, with scale free characteristics. In the present work we introduce the path-star transformation ( in its uniform and preferential versions) as a means to model such network transformations where paths give rise to stars of connectivity. It is also shown, through optimal multivariate statistical methods (i.e. canonical projections and maximum likelihood classification) that while the US highways network adheres closely to a geographical network model, its path-star transformation yields a network whose topological properties closely resembles those of the respective airport transportation network.