On the throughput-WIP trade-off in queueing systems, diminishing returns and the threshold property: A linear programming approach

We present a new unifying framework for investigating throughput-WIP(Work-in-Process) optimal control problems in queueing systems,based on reformulating them as linear programming (LP) problems withspecial structure: We show that if a throughput-WIP performance pairin a stochastic system satisfies the Threshold Property we introducein this paper, then we can reformulate the problem of optimizing alinear objective of throughput-WIP performance as a (semi-infinite)LP problem over a polygon with special structure (a thresholdpolygon). The strong structural properties of such polygones explainthe optimality of threshold policies for optimizing linearperformance objectives: their vertices correspond to the performancepairs of threshold policies. We analyze in this framework theversatile input-output queueing intensity control model introduced byChen and Yao (1990), obtaining a variety of new results, including (a)an exact reformulation of the control problem as an LP problem over athreshold polygon; (b) an analytical characterization of the Min WIPfunction (giving the minimum WIP level required to attain a targetthroughput level); (c) an LP Value Decomposition Theorem that relatesthe objective value under an arbitrary policy with that of a giventhreshold policy (thus revealing the LP interpretation of Chen andYao's optimality conditions); (d) diminishing returns and invarianceproperties of throughput-WIP performance, which underlie thresholdoptimality; (e) a unified treatment of the time-discounted andtime-average cases.

Implementing TURF analysis through binary linear programming

This paper introduces the approach of using Total Unduplicated Reach and Frequency analysis (TURF) to design a product line through a binary linear programming model. This improves the efficiency of the search for the solution to the problem compared to the algorithms that have been used to date. The results obtained through our exact algorithm are presented, and this method shows to be extremely efficient both in obtaining optimal solutions and in computing time for very large instances of the problem at hand. Furthermore, the proposed technique enables the model to be improved in order to overcome the main drawbacks presented by TURF analysis in practice.

Nonlinear models and small sample performance of the generalized method of moments

In this paper I explore the issue of nonlinearity (both in the datageneration process and in the functional form that establishes therelationship between the parameters and the data) regarding the poorperformance of the Generalized Method of Moments (GMM) in small samples.To this purpose I build a sequence of models starting with a simple linearmodel and enlarging it progressively until I approximate a standard (nonlinear)neoclassical growth model. I then use simulation techniques to find the smallsample distribution of the GMM estimators in each of the models.

On p-beauty contest integer games

In this paper we provide a full characterization of the pure-strategyNash Equilibria for the p-Beauty Contest Game when we restrict player schoices to integer numbers. Opposed to the case of real number choices,equilibrium uniqueness may be lost depending on the value of p and thenumber of players: in particular, as p approaches 1 any symmetric profileconstitutes a Nash Equilibrium. We also show that any experimental p-BeautyContest Game can be associated to a game with the integer restriction andthus multiplicity of equilibria becomes an issue. Finally, we show thatin these games the iterated deletion of weakly dominated strategies maynot lead to a single outcome while the iterated best-reply process alwaysdoes (though the outcome obtained depends on the initial conditions).

Restless bandits, linear programming relaxations and a primal-dual index heuristic

We develop a mathematical programming approach for the classicalPSPACE - hard restless bandit problem in stochastic optimization.We introduce a hierarchy of n (where n is the number of bandits)increasingly stronger linear programming relaxations, the lastof which is exact and corresponds to the (exponential size)formulation of the problem as a Markov decision chain, while theother relaxations provide bounds and are efficiently computed. Wealso propose a priority-index heuristic scheduling policy fromthe solution to the first-order relaxation, where the indices aredefined in terms of optimal dual variables. In this way wepropose a policy and a suboptimality guarantee. We report resultsof computational experiments that suggest that the proposedheuristic policy is nearly optimal. Moreover, the second-orderrelaxation is found to provide strong bounds on the optimalvalue.

Mixed equilibrium in a Downsian model with a favored candidate

This paper examines competition in the standard one-dimensional Downsian model of two-candidate elections, but where one candidate (A) enjoys an advantage over the other candidate (D). Voters' preferences are Euclidean, but any voter will vote for candidate A over candidate D unless D is closer to her ideal point by some fixed distance \delta. The location of the median voter's ideal point is uncertain, and its distribution is commonly known by both candidates. The candidates simultaneously choose locations to maximize the probability of victory. Pure strategy equilibria often fails to exist in this model, except under special conditions about \delta and the distribution of the median ideal point. We solve for the essentially unique symmetric mixed equilibrium, show that candidate A adopts more moderate policies than candidate D, and obtain some comparative statics results about the probability of victory and the expected distance between the two candidates' policies.

Surface topography and mixed-pixel effects on the simulated L-band brightness temperatures.

The impact of topography and mixed pixels on L-band radiometric observations over land needs to be quantified to improve the accuracy of soil moisture retrievals. For this purpose, a series of simulations has been performed with an improved version of the soil moisture and ocean salinity (SMOS) end-to-end performance simulator (SEPS). The brightness temperature generator of SEPS has been modified to include a 100-m-resolution land cover map and a 30-m-resolution digital elevation map of Catalonia (northeast of Spain). This high-resolution generator allows the assessment of the errors in soil moisture retrieval algorithms due to limited spatial resolution and provides a basis for the development of pixel disaggregation techniques. Variation of the local incidence angle, shadowing, and atmospheric effects (up- and downwelling radiation) due to surface topography has been analyzed. Results are compared to brightness temperatures that are computed under the assumption of an ellipsoidal Earth.

Programming and analysing measurement experiments using the PicoCricket system

The aim of this project is to get used to another kind of programming. Since now, I used very complex programming languages to develop applications or even to program microcontrollers, but PicoCricket system is the evidence that we don’t need so complex development tools to get functional devices. PicoCricket system is the clear example of simple programming to make devices work the way we programmed it. There’s an easy but effective way to program small, devices just saying what we want them to do. We cannot do complex algorithms and mathematical operations but we can program them in a short time. Nowadays, the easier and faster we produce, the more we earn. So the tendency is to develop fast, cheap and easy, and PicoCricket system can do it.

Suboptimal filtering and nonlinear time scale transformation for the analysis of multiexponential decays

Multiexponential decays may contain time-constants differing in several orders of magnitudes. In such cases, uniform sampling results in very long records featuring a high degree of oversampling at the final part of the transient. Here, we analyze a nonlinear time scale transformation to reduce the total number of samples with minimum signal distortion, achieving an important reduction of the computational cost of subsequent analyses. We propose a time-varying filter whose length is optimized for minimum mean square error

Linear and nonlinear optical properties of Si nanocrystals in SiO2 deposited by plasma-enhanced chemical-vapor deposition

Linear and nonlinear optical properties of silicon suboxide SiOx films deposited by plasma-enhanced chemical-vapor deposition have been studied for different Si excesses up to 24¿at.¿%. The layers have been fully characterized with respect to their atomic composition and the structure of the Si precipitates. Linear refractive index and extinction coefficient have been determined in the whole visible range, enabling to estimate the optical bandgap as a function of the Si nanocrystal size. Nonlinear optical properties have been evaluated by the z-scan technique for two different excitations: at 0.80¿eV in the nanosecond regime and at 1.50¿eV in the femtosecond regime. Under nanosecond excitation conditions, the nonlinear process is ruled by thermal effects, showing large values of both nonlinear refractive index (n2 ~ ¿10¿8¿cm2/W) and nonlinear absorption coefficient (ß ~ 10¿6¿cm/W). Under femtosecond excitation conditions, a smaller nonlinear refractive index is found (n2 ~ 10¿12¿cm2/W), typical of nonlinearities arising from electronic response. The contribution per nanocrystal to the electronic third-order nonlinear susceptibility increases as the size of the Si nanoparticles is reduced, due to the appearance of electronic transitions between discrete levels induced by quantum confinement.

Gas-sensing properties of sprayed films of (CdO)x(ZnO)1-x mixed oxide

A novel NO2 sensor based on (CdO)x(ZnO)1-x mixed-oxide thin films deposited by the spray pyrolysis technique is developed. The sensor response to 3-ppm NO2 is studied in the range 50°C-350°C for three different film compositions. The device is also tested for other harmful gases, such as CO (300 ppm) and CH4 (3000 ppm). The sensor response to these reducing gases is different at different temperatures varying from the response typical for the p-type semiconductor to that typical for the n-type semiconductor. Satisfactory response to NO2 and dynamic behavior at 230°C, as well as low resistivity, are observed for the mixed-oxide film with 30% Cd. The response to interfering gas is poor at working temperature (230°C). On the basis of this study, a possible sensing mechanism is proposed.

Nonlinear inverse dynamic models of gas sensing systems based on chemical sensor arrays for quantitative measurements

Gas sensing systems based on low-cost chemical sensor arrays are gaining interest for the analysis of multicomponent gas mixtures. These sensors show different problems, e.g., nonlinearities and slow time-response, which can be partially solved by digital signal processing. Our approach is based on building a nonlinear inverse dynamic system. Results for different identification techniques, including artificial neural networks and Wiener series, are compared in terms of measurement accuracy.

The assignment game: core bounds for mixed-pair coalitions

In the assignment game framework, we try to identify those assignment matrices in which no entry can be increased without changing the coreof the game. These games will be called buyer¿seller exact games and satisfy the condition that each mixed¿pair coalition attains the corresponding matrix entry in the core of the game. For a given assignment game, a unique buyerseller exact assignment game with the same core is proved to exist. In order to identify this matrix and to provide a characterization of those assignment games which are buyer¿seller exact in terms of the assignment matrix, attainable upper and lower core bounds for the mixed¿pair coalitions are found. As a consequence, an open question posed in Quint (1991) regarding a canonical representation of a ¿45o¿lattice¿ by means of the core of an assignment game can now be answered

Structure and energetics of mixed 4He-3He drops

Using a finite-range density functional, we have investigated the energetics and structural features of mixed helium clusters. The possibility of doping the cluster with a molecule of sulfur hexafluoride is also considered. It is seen that the repulsion introduced by the impurity strongly modifies the properties of the smallest drops. Although only a qualitative comparison is possible, the gross features displayed by our calculations are in agreement with recent experimental findings.