205 resultados para stochastic control
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)
Resumo:
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.
Resumo:
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.
Resumo:
Large-conductance Ca(2+)-activated K(+) channels (BK) play a fundamental role in modulating membrane potential in many cell types. The gating of BK channels and its modulation by Ca(2+) and voltage has been the subject of intensive research over almost three decades, yielding several of the most complicated kinetic mechanisms ever proposed. A large number of open and closed states disposed, respectively, in two planes, named tiers, characterize these mechanisms. Transitions between states in the same plane are cooperative and modulated by Ca(2+). Transitions across planes are highly concerted and voltage-dependent. Here we reexamine the validity of the two-tiered hypothesis by restricting attention to the modulation by Ca(2+). Large single channel data sets at five Ca(2+) concentrations were simultaneously analyzed from a Bayesian perspective by using hidden Markov models and Markov-chain Monte Carlo stochastic integration techniques. Our results support a dramatic reduction in model complexity, favoring a simple mechanism derived from the Monod-Wyman-Changeux allosteric model for homotetramers, able to explain the Ca(2+) modulation of the gating process. This model differs from the standard Monod-Wyman-Changeux scheme in that one distinguishes when two Ca(2+) ions are bound to adjacent or diagonal subunits of the tetramer.
Resumo:
In the last decades, the air traffic system has been changing to adapt itself to new social demands, mainly the safe growth of worldwide traffic capacity. Those changes are ruled by the Communication, Navigation, Surveillance/Air Traffic Management (CNS/ATM) paradigm, based on digital communication technologies (mainly satellites) as a way of improving communication, surveillance, navigation and air traffic management services. However, CNS/ATM poses new challenges and needs, mainly related to the safety assessment process. In face of these new challenges, and considering the main characteristics of the CNS/ATM, a methodology is proposed at this work by combining ""absolute"" and ""relative"" safety assessment methods adopted by the International Civil Aviation Organization (ICAO) in ICAO Doc.9689 [14], using Fluid Stochastic Petri Nets (FSPN) as the modeling formalism, and compares the safety metrics estimated from the simulation of both the proposed (in analysis) and the legacy system models. To demonstrate its usefulness, the proposed methodology was applied to the ""Automatic Dependent Surveillance-Broadcasting"" (ADS-B) based air traffic control system. As conclusions, the proposed methodology assured to assess CNS/ATM system safety properties, in which FSPN formalism provides important modeling capabilities, and discrete event simulation allowing the estimation of the desired safety metric. (C) 2011 Elsevier Ltd. All rights reserved.
Resumo:
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.
Resumo:
Dental erosion is a type of wear caused by non bacterial acids or chelation. There is evidence of a significant increase in the prevalence of dental wear in the deciduous and permanent teeth as a consequence of the frequent intake of acidic foods and drinks, or due to gastric acid which may reach the oral cavity following reflux or vomiting episodes. The presence of acids is a prerequisite for dental erosion, but the erosive wear is complex and depends on the interaction of biological, chemical and behavioral factors. Even though erosion may be defined or described as an isolated process, in clinical situations other wear phenomena are expected to occur concomitantly, such as abrasive wear (which occurs, e.g, due to tooth brushing or mastication). In order to control dental loss due to erosive wear it is crucial to take into account its multifactorial nature, which predisposes some individuals to the condition.
Resumo:
The mechanical control of supragingival biofilm is accepted as one of the most important measures to treat and prevent dental caries and periodontal diseases. Nevertheless, maintaining dental surfaces biofilm-free is not an easy task. In this regard, chemical agents, mainly in the form of mouthwashes, have been studied to help overcome the difficulties involved in the mechanical control of biofilm. The aim of this paper was to discuss proposals for the teaching of supragingival chemical control (SCC) in order to improve dentists' knowledge regarding this clinical issue. Firstly, the literature regarding the efficacy of antiseptics is presented, clearly showing that chemical agents are clinically effective in the reduction of biofilm and gingival inflammation when used as adjuvant agents to mechanical control. Thus, it is suggested that the content related to SCC be included in the curricular grid of dental schools. Secondly, some essential topics are recommended to be included in the teaching of SCC as follows: skills and competencies expected of a graduate dentist regarding SCC; how to include this content in the curricular grid; teaching-learning tools and techniques to be employed; and program content.
Resumo:
Este artigo discute um modelo de previsão combinada para a realização de prognósticos climáticos na escala sazonal. Nele, previsões pontuais de modelos estocásticos são agregadas para obter as melhores projeções no tempo. Utilizam-se modelos estocásticos autoregressivos integrados a médias móveis, de suavização exponencial e previsões por análise de correlações canônicas. O controle de qualidade das previsões é feito através da análise dos resíduos e da avaliação do percentual de redução da variância não-explicada da modelagem combinada em relação às previsões dos modelos individuais. Exemplos da aplicação desses conceitos em modelos desenvolvidos no Instituto Nacional de Meteorologia (INMET) mostram bons resultados e ilustram que as previsões do modelo combinado, superam na maior parte dos casos a de cada modelo componente, quando comparadas aos dados observados.
Resumo:
The arterial partial pressure (P CO2) of carbon dioxide is virtually constant because of the close match between the metabolic production of this gas and its excretion via breathing. Blood gas homeostasis does not rely solely on changes in lung ventilation, but also to a considerable extent on circulatory adjustments that regulate the transport of CO2 from its sites of production to the lungs. The neural mechanisms that coordinate circulatory and ventilatory changes to achieve blood gas homeostasis are the subject of this review. Emphasis will be placed on the control of sympathetic outflow by central chemoreceptors. High levels of CO2 exert an excitatory effect on sympathetic outflow that is mediated by specialized chemoreceptors such as the neurons located in the retrotrapezoid region. In addition, high CO2 causes an aversive awareness in conscious animals, activating wake-promoting pathways such as the noradrenergic neurons. These neuronal groups, which may also be directly activated by brain acidification, have projections that contribute to the CO2-induced rise in breathing and sympathetic outflow. However, since the level of activity of the retrotrapezoid nucleus is regulated by converging inputs from wake-promoting systems, behavior-specific inputs from higher centers and by chemical drive, the main focus of the present manuscript is to review the contribution of central chemoreceptors to the control of autonomic and respiratory mechanisms.
Resumo:
OBJECTIVE: Despite the relevance of irritability emotions to the treatment, prognosis and classification of psychiatric disorders, the neurobiological basis of this emotional state has been rarely investigated to date. We assessed the brain circuitry underlying personal script-driven irritability in healthy subjects (n = 11) using functional magnetic resonance imaging. METHOD: Blood oxygen level-dependent signal changes were recorded during auditory presentation of personal scripts of irritability in contrast to scripts of happiness or neutral emotional content. Self-rated emotional measurements and skin conductance recordings were also obtained. Images were acquired using a 1,5T magnetic resonance scanner. Brain activation maps were constructed from individual images, and between-condition differences in the mean power of experimental response were identified by using cluster-wise nonparametric tests. RESULTS: Compared to neutral scripts, increased blood oxygen level-dependent signal during irritability scripts was detected in the left subgenual anterior cingulate cortex, and in the left medial, anterolateral and posterolateral dorsal prefrontal cortex (cluster-wise p-value < 0.05). While the involvement of the subgenual cingulate and dorsal anterolateral prefrontal cortices was unique to the irritability state, increased blood oxygen level-dependent signal in dorsomedial and dorsal posterolateral prefrontal regions were also present during happiness induction. CONCLUSION: Irritability induction is associated with functional changes in a limited set of brain regions previously implicated in the mediation of emotional states. Changes in prefrontal and cingulate areas may be related to effortful cognitive control aspects that gain salience during the emergence of irritability.
Resumo:
OBJECTIVE: Because autonomic dysfunction has been found to lead to cardiometabolic disorders and because studies have reported that simvastatin treatment has neuroprotective effects, the objective of the present study was to investigate the effects of simvastatin treatment on cardiovascular and autonomic changes in fructose-fed female rats. METHODS: Female Wistar rats were divided into three groups: controls (n=8), fructose (n=8), and fructose+ simvastatin (n=8). Fructose overload was induced by supplementing the drinking water with fructose (100 mg/L, 18 wks). Simvastatin treatment (5 mg/kg/day for 2 wks) was performed by gavage. The arterial pressure was recorded using a data acquisition system. Autonomic control was evaluated by pharmacological blockade. RESULTS: Fructose overload induced an increase in the fasting blood glucose and triglyceride levels and insulin resistance. The constant rate of glucose disappearance during the insulin intolerance test was reduced in the fructose group (3.4+ 0.32%/min) relative to that in the control group (4.4+ 0.29%/min). Fructose+simvastatin rats exhibited increased insulin sensitivity (5.4+0.66%/min). The fructose and fructose+simvastatin groups demonstrated an increase in the mean arterial pressure compared with controls rats (fructose: 124+2 mmHg and fructose+simvastatin: 126 + 3 mmHg vs. controls: 112 + 2 mmHg). The sympathetic effect was enhanced in the fructose group (73 + 7 bpm) compared with that in the control (48 + 7 bpm) and fructose+simvastatin groups (31+8 bpm). The vagal effect was increased in fructose+simvastatin animals (84 + 7 bpm) compared with that in control (49 + 9 bpm) and fructose animals (46+5 bpm). CONCLUSION: Simvastatin treatment improved insulin sensitivity and cardiac autonomic control in an experimental model of metabolic syndrome in female rats. These effects were independent of the improvements in the classical plasma lipid profile and of reductions in arterial pressure. These results support the hypothesis that statins reduce the cardiometabolic risk in females with metabolic syndrome.
Resumo:
We have the purpose of analyzing the effect of explicit diffusion processes in a predator-prey stochastic lattice model. More precisely we wish to investigate the possible effects due to diffusion upon the thresholds of coexistence of species, i. e., the possible changes in the transition between the active state and the absorbing state devoid of predators. To accomplish this task we have performed time dependent simulations and dynamic mean-field approximations. Our results indicate that the diffusive process can enhance the species coexistence.
Resumo:
Leukemia incidence in children has increased worldwide in recent decades, particularly due to the rise in acute lymphoblastic leukemia. Studies have associated exposure to non-ionizing radiation generated by low frequency magnetic fields with childhood leukemia. The current article reviews the case-control studies published on this subject. Of 152 articles tracked in different databases, ten studies from North America, Asia, and Europe met the defined selection criteria, with patients diagnosed from 1960 to 2004. Methodological limitations were observed in these articles, including difficulties with the procedures for assessing exposure. An association may exist between exposure to low frequency magnetic fields and acute lymphoblastic leukemia in children, but this association is weak, preventing the observation of consistency in the findings. Future studies from a wider range of geographic regions should focus on the analysis of acute lymphoblastic leukemia, which is the subtype with the greatest impact on the increasing overall incidence of childhood leukemia.
Resumo:
Cardiovascular diseases (CVD) are the main causes of death in the Western world. Among the risk factors that are modifiable by diet, for reducing cardiovascular disease risks, the total plasma concentrations of cholesterol, triglycerides, LDL-C, and HDL-C are the most important. Dietary measures can balance these components of the lipid profile thus reducing the risk of cardiovascular diseases. The main food components that affect the lipid profile and can be modified by diet are the saturated and trans fats, unsaturated fats, cholesterol, phytosterols, plant protein, and soluble fiber. A wealth of evidence suggests that saturated and trans fats and cholesterol in the diet raise the total plasma cholesterol and LDL-C. Trans fats also reduce HDL-C, an important lipoprotein for mediating the reverse cholesterol transport. On the other hand, phytosterols, plant proteins, isoflavones, and soluble fiber are protective diet factors against cardiovascular diseases by modulating plasma lipoprotein levels. These food components at certain concentrations are able to reduce the total cholesterol, TG, and LDL-C and raise the plasma levels of HDL-C. Therefore, diet is an important tool for the prevention and control of cardiovascular diseases, and should be taken into account as a whole, i.e., not only the food components that modulate plasma concentrations of lipoproteins, but also the diet content of macro nutrients and micronutrients should be considered.
Resumo:
A case-control study was carried out in litters of 1 to 7-day-old piglets to identify the main infectious agents involved with neonatal diarrhea in pigs. Fecal samples (n=276) from piglets were collected on pig farms in the State of Rio Grande do Sul, Brazil, from May to September 2007. Litters with diarrhea were considered cases (n=129) and normal litters (n=147) controls. The samples were examined by latex agglutination test, PAGE, conventional isolating techniques, ELISA, PCR, and microscopic methods in order to detect rotavirus, bacterial pathogens (Escherichia coli, Clostridium perfringens type A and C, and Clostridium difficile), and parasites (Coccidian and Cryptosporidium spp.). Outbreaks of diarrhea were not observed during sampling. At least one agent was detected in fecal samples on 25 out of 28 farms (89.3%) and in 16 farms (57.1%) more than one agent was found. The main agents diagnosed were Coccidia (42.86%) and rotavirus (39.29%). The main agents identified in litters with diarrhea were Clostridium difficile (10.6%), Clostridium perfringens type A (8.8%) and rotavirus (7.5%); in control litters, Clostridium difficile (16.6%) and Coccidian (8.5%). Beta hemolytic Escherichia coli and Clostridium perfringens type C were not detected. When compared with controls, no agent was significantly associated with diarrhea in case litters. These findings stress the need for caution in the interpretation of laboratorial diagnosis of mild diarrhea in neonatal pigs, as the sole detection of an agent does not necessarily indicate that it is the cause of the problem.