Estimating Bayesian decision problems with heterogeneous priors

In many areas of economics there is a growing interest in how expertise andpreferences drive individual and group decision making under uncertainty. Increasingly, we wish to estimate such models to quantify which of these drive decisionmaking. In this paper we propose a new channel through which we can empirically identify expertise and preference parameters by using variation in decisionsover heterogeneous priors. Relative to existing estimation approaches, our \Prior-Based Identification" extends the possible environments which can be estimated,and also substantially improves the accuracy and precision of estimates in thoseenvironments which can be estimated using existing methods.

Designing institutions for financial stability: Regulation and supervision by objective for the Euro area

In this paper, we discuss pros and cons ofdifferent models for financial market regulationand supervision and we present a proposal forthe re-organisation of regulatory and supervisoryagencies in the Euro Area. Our arguments areconsistent with both new theories and effectivebehaviour of financial intermediaries inindustrialized countries. Our proposed architecturefor financial market regulation is based on theassignment of different objectives or "finalities"to different authorities, both at the domesticand the European level. According to thisperspective, the three objectives of supervision- microeconomic stability, investor protectionand proper behaviour, efficiency and competition- should be assigned to three distinct Europeanauthorities, each one at the centre of a Europeansystem of financial regulators and supervisorsspecialized in overseeing the entire financialmarket with respect to a single regulatoryobjective and regardless of the subjective natureof the intermediaries. Each system should bestructured and organized similarly to the EuropeanSystem of Central Banks and work in connectionwith the central bank which would remain theinstitution responsible for price and macroeconomicstability. We suggest a plausible path to buildour 4-peak regulatory architecture in the Euro area.

On certain greedoid polyhedra, partially indexable scheduling problems and extended restless bandit allocation indices

We present a polyhedral framework for establishing general structural properties on optimal solutions of stochastic scheduling problems, where multiple job classes vie for service resources: the existence of an optimal priority policy in a given family, characterized by a greedoid(whose feasible class subsets may receive higher priority), where optimal priorities are determined by class-ranking indices, under restricted linear performance objectives (partial indexability). This framework extends that of Bertsimas and Niño-Mora (1996), which explained the optimality of priority-index policies under all linear objectives (general indexability). We show that, if performance measures satisfy partial conservation laws (with respect to the greedoid), which extend previous generalized conservation laws, then theproblem admits a strong LP relaxation over a so-called extended greedoid polytope, which has strong structural and algorithmic properties. We present an adaptive-greedy algorithm (which extends Klimov's) taking as input the linear objective coefficients, which (1) determines whether the optimal LP solution is achievable by a policy in the given family; and (2) if so, computes a set of class-ranking indices that characterize optimal priority policies in the family. In the special case of project scheduling, we show that, under additional conditions, the optimal indices can be computed separately for each project (index decomposition). We further apply the framework to the important restless bandit model (two-action Markov decision chains), obtaining new index policies, that extend Whittle's (1988), and simple sufficient conditions for their validity. These results highlight the power of polyhedral methods (the so-called achievable region approach) in dynamic and stochastic optimization.

Driver scheduling problem modelling

The Drivers Scheduling Problem (DSP) consists of selecting a set of duties for vehicle drivers, for example buses, trains, plane or boat drivers or pilots, for the transportation of passengers or goods. This is a complex problem because it involves several constraints related to labour and company rules and can also present different evaluation criteria and objectives. Being able to develop an adequate model for this problem that can represent the real problem as close as possible is an important research area.The main objective of this research work is to present new mathematical models to the DSP problem that represent all the complexity of the drivers scheduling problem, and also demonstrate that the solutions of these models can be easily implemented in real situations. This issue has been recognized by several authors and as important problem in Public Transportation. The most well-known and general formulation for the DSP is a Set Partition/Set Covering Model (SPP/SCP). However, to a large extend these models simplify some of the specific business aspects and issues of real problems. This makes it difficult to use these models as automatic planning systems because the schedules obtained must be modified manually to be implemented in real situations. Based on extensive passenger transportation experience in bus companies in Portugal, we propose new alternative models to formulate the DSP problem. These models are also based on Set Partitioning/Covering Models; however, they take into account the bus operator issues and the perspective opinions and environment of the user.We follow the steps of the Operations Research Methodology which consist of: Identify the Problem; Understand the System; Formulate a Mathematical Model; Verify the Model; Select the Best Alternative; Present the Results of theAnalysis and Implement and Evaluate. All the processes are done with close participation and involvement of the final users from different transportation companies. The planner s opinion and main criticisms are used to improve the proposed model in a continuous enrichment process. The final objective is to have a model that can be incorporated into an information system to be used as an automatic tool to produce driver schedules. Therefore, the criteria for evaluating the models is the capacity to generate real and useful schedules that can be implemented without many manual adjustments or modifications. We have considered the following as measures of the quality of the model: simplicity, solution quality and applicability. We tested the alternative models with a set of real data obtained from several different transportation companies and analyzed the optimal schedules obtained with respect to the applicability of the solution to the real situation. To do this, the schedules were analyzed by the planners to determine their quality and applicability. The main result of this work is the proposition of new mathematical models for the DSP that better represent the realities of the passenger transportation operators and lead to better schedules that can be implemented directly in real situations.

Optimal management of microgrids

Desenvolupament dels models matemàtics necessaris per a controlar de forma òptima la microxarxa existent als laboratoris del Institut de Recerca en Energia de Catalunya. Els algoritmes s'implementaran per tal de simular el comportament i posteriorment es programaran directament sobre els elements de la microxarxa per verificar el seu correcte funcionament.. Desenvolupament dels models matemàtics necessaris per a controlar de forma òptima la microxarxa existent als laboratoris del Institut de Recerca en Energia de Catalunya. Els algoritmes s'implementaran per tal de simular el comportament i posteriorment es programaran directament sobre els elements de la microxarxa per verificar el seu correcte funcionament.

Using spatially distributed parameters and multi-response objective functions to solve parameterization of complex applications of semi-distributed hydrological models

Application of semi-distributed hydrological models to large, heterogeneous watersheds deals with several problems. On one hand, the spatial and temporal variability in catchment features should be adequately represented in the model parameterization, while maintaining the model complexity in an acceptable level to take advantage of state-of-the-art calibration techniques. On the other hand, model complexity enhances uncertainty in adjusted model parameter values, therefore increasing uncertainty in the water routing across the watershed. This is critical for water quality applications, where not only streamflow, but also a reliable estimation of the surface versus subsurface contributions to the runoff is needed. In this study, we show how a regularized inversion procedure combined with a multiobjective function calibration strategy successfully solves the parameterization of a complex application of a water quality-oriented hydrological model. The final value of several optimized parameters showed significant and consistentdifferences across geological and landscape features. Although the number of optimized parameters was significantly increased by the spatial and temporal discretization of adjustable parameters, the uncertainty in water routing results remained at reasonable values. In addition, a stepwise numerical analysis showed that the effects on calibration performance due to inclusion of different data types in the objective function could be inextricably linked. Thus caution should be taken when adding or removing data from an aggregated objective function.

Width and serialization of classical planning problems

We introduce a width parameter that bounds the complexity of classical planning problems and domains, along with a simple but effective blind-search procedure that runs in time that is exponential in the problem width. We show that many benchmark domains have a bounded and small width provided thatgoals are restricted to single atoms, and hence that such problems are provably solvable in low polynomial time. We then focus on the practical value of these ideas over the existing benchmarks which feature conjunctive goals. We show that the blind-search procedure can be used for both serializing the goal into subgoals and for solving the resulting problems, resulting in a ‘blind’ planner that competes well with a best-first search planner guided by state-of-the-art heuristics. In addition, ideas like helpful actions and landmarks can be integrated as well, producing a planner with state-of-the-art performance.

Fachkräftemangel in Deutschland - Traducción de un informe del Bundestag sobre la falta de mano de obra cualificada en Alemania

El presente trabajo consiste en la traducción y el análisis de un informe sobre la falta de mano de obra cualificada en Alemania publicado en 2012 por el Bundestag. A partir del texto traducido se analizan varios problemas léxicos y gramaticales de la traducción entre el alemán y el español.

Entrenament d'un ciclista esprinter mitjançant la força explosiva: avaluació dels efectes d'un entrenament específic

La principal fita dels ciclistes ha estat sempre l’entrenament per millorar les seves condicions i prestacions fisiològiques. Al llarg dels anys, el ciclisme com pràcticament tot l’esport s’ha anat modernitzant, no només tecnològicament. Això ha provocat l’aparició d’especialistes, corredors destinats a destacar, només en unes determinades condicions, per sobre els demés. Una d’aquestes condicions més restringides son les arribades massives, terreny dels anomenats esprinters, els quals brillen per sobre els demés degut a la seva potència, velocitat punta i arrancada. L’entrenament d’aquesta tipologia d’especialitat ha deixat entreveure varies ambigüitats i algunes problemàtiques de fonament teòric. L’esprint en el ciclisme es dona després d’un gran desgast de les reserves energètiques i de fatiga muscular. Per tant, entrenar-lo amb blocs de velocitat no té lògica. Tampoc es una opció viable el recurs que molts equips utilitzen: agafar corredors joves de la pista, i que la seva genètica (fibres ràpides) i les seves característiques de pistard1 facin la resta, perquè al pas dels anys perden aquesta exclusivitat. Aquest estudi es proposa buscar una manera de treballar i potenciar l’esprint del ciclista a partir de la força explosiva, garantint preservar les condicions aeròbiques per tal de que no perjudiqui per altra banda la seva resistència. Per tal d’aconseguir-ho, s’efectuaran uns tests. Un focalitzat en mesurar les prestacions en un esprint dels subjectes. L’altra es basarà en avaluar la força explosiva d’aquets, a partir de salts verticals. Un cop obtinguts els resultats de la primera tanda, els subjectes seran sotmesos a un entrenament combinat de sobrecàrrega, per tal de observar, en la segona tanda, si els resultats son significatius. Com a conclusió, es podria destacar el fet de millora en la majoria d’aspectes en tots els tests per part de tots els subjectes, i que probablement, hi ha una correlació significativa entre la força explosiva i la capacitat per esprintar, tot i que s’haurien de corroborar els resultats amb una mostra més gran.

Factors de risc de conducta violenta intrainstitucional en interns penitenciaris

Existeixen un gran nombre d’investigacions sobre els indicadors de risc de la conducta violenta intrainstitucional en l’àmbit penitenciari, especialment en els EUA. Malgrat això, poc se sap sobre aquesta qüestió a Espanya, tot i que aquest és el país que presenta un dels índex de població reclusa més elevats d’Europa Occidental. Aquest estudi té per objecte la determinació de la prevalença i els correlats associats a les infraccions disciplinàries violentes i potencialment violentes d’11 centres penitenciaris de Catalunya. Per assolir aquest objectiu el present estudi prospectiu, basat en dades oficials, examina la relació entre variables sociodemogràfiques, criminals, penitenciàries i psicològiques d’una mostra de 7517 interns/es durant un període de seguiment de 2 anys. Els resultats obtinguts indiquen que ser més jove, estar en situació de presó preventiva en el cas de les dones, haver presentat conducta violenta o antisocial anteriorment, tant en la comunitat com en l’àmbit penitenciari, respondre d’una manera poc exitosa als tractaments recents o mostrar problemes en el consum d’alcohol o drogues i les actituds procriminals són factors de gran potència en la predicció d’infraccions disciplinàries. Per concloure, cal esmentar que investigacions addicionals en altres àrees geogràfiques i la consideració de variables situacionals són necessàries per corroborar els resultats aquí obtinguts. També es discuteixen algunes implicacions per a polítiques penitenciàries i per a futures línies d’investigació.

Factores de riesgo de conducta violenta intrainstitucional en internos penitenciarios

Este estudio tiene por objeto la determinación de la prevalencia y las correlaciones asociadas a las infracciones disciplinarias violentas y potencialmente violentas de 11 centros penitenciarios de Cataluña. Para alcanzar este objetivo el presente estudio prospectivo, basado en datos oficiales, examina la relación entre variables sociodemográficas, criminales, penitenciarias y psicológicas de una muestra de 7517 internos/as durante un período de seguimiento de 2 años. Los resultados obtenidos indican que ser más joven, estar en situación de prisión preventiva en el caso de las mujeres, haber presentado conducta violenta o antisocial anteriormente, tanto en la comunidad como en el ámbito penitenciario, responder de una manera poco exitosa a los tratamientos recientes o mostrar problemas en el consumo de alcohol o drogas y las actitudes procriminales son factores de gran potencia en la predicción de infracciones disciplinarias. Para concluir, cabe mencionar que investigaciones adicionales en otras áreas geográficas y la consideración de variables situacionales son necesarias para corroborar los resultados aquí obtenidos. También se discuten algunas implicaciones para políticas penitenciarias y para futuras líneas de investigación.

Secure many-to-one communications in wireless sensor networks

Wireless Sensor Networks (WSN) are formed by nodes with limited computational and power resources. WSNs are finding an increasing number of applications, both civilian and military, most of which require security for the sensed data being collected by the base station from remote sensor nodes. In addition, when many sensor nodes transmit to the base station, the implosion problem arises. Providing security measures and implosion-resistance in a resource-limited environment is a real challenge. This article reviews the aggregation strategies proposed in the literature to handle the bandwidth and security problems related to many-to-one transmission in WSNs. Recent contributions to secure lossless many-to-one communication developed by the authors in the context of several Spanish-funded projects are surveyed. Ongoing work on the secure lossy many-to-one communication is also sketched.

Agency problems with non-smooth decision profiles: the case of monopoly under product quality

A method for dealing with monotonicity constraints in optimal control problems is used to generalize some results in the context of monopoly theory, also extending the generalization to a large family of principal-agent programs. Our main conclusion is that many results on diverse economic topics, achieved under assumptions of continuity and piecewise differentiability in connection with the endogenous variables of the problem, still remain valid after replacing such assumptions by two minimal requirements.

Identifying strategies for mitigating the global warming impact of the EU-25 economy using a multi-objective input-output approach

Global warming mitigation has recently become a priority worldwide. A large body of literature dealing with energy related problems has focused on reducing greenhouse gases emissions at an engineering scale. In contrast, the minimization of climate change at a wider macroeconomic level has so far received much less attention. We investigate here the issue of how to mitigate global warming by performing changes in an economy. To this end, we make use of a systematic tool that combines three methods: linear programming, environmentally extended input output models, and life cycle assessment principles. The problem of identifying key economic sectors that contribute significantly to global warming is posed in mathematical terms as a bi criteria linear program that seeks to optimize simultaneously the total economic output and the total life cycle CO2 emissions. We have applied this approach to the European Union economy, finding that significant reductions in global warming potential can be attained by regulating specific economic sectors. Our tool is intended to aid policymakers in the design of more effective public policies for achieving the environmental and economic targets sought.