The achievable region approach to the optimal control of stochastic systems

The achievable region approach seeks solutions to stochastic optimisation problems by: (i) characterising the space of all possible performances(the achievable region) of the system of interest, and (ii) optimisingthe overall system-wide performance objective over this space. This isradically different from conventional formulations based on dynamicprogramming. The approach is explained with reference to a simpletwo-class queueing system. Powerful new methodologies due to the authorsand co-workers are deployed to analyse a general multiclass queueingsystem with parallel servers and then to develop an approach to optimalload distribution across a network of interconnected stations. Finally,the approach is used for the first time to analyse a class of intensitycontrol problems.

Optimal feedback control rules sensitive to controlled endogenous risk-aversion

The objective of this paper is to correct and improve the results obtained by Van der Ploeg (1984a, 1984b) and utilized in the theoretical literature related to feedback stochastic optimal control sensitive to constant exogenous risk-aversion (see, Jacobson, 1973, Karp, 1987 and Whittle, 1981, 1989, 1990, among others) or to the classic context of risk-neutral decision-makers (see, Chow, 1973, 1976a, 1976b, 1977, 1978, 1981, 1993). More realistic and attractive, this new approach is placed in the context of a time-varying endogenous risk-aversion which is under the control of the decision-maker. It has strong qualitative implications on the agent's optimal policy during the entire planning horizon.

Vintage capital growth theory: three breakthroughs

Vintage capital growth models have been at the heart of growth theory in the 60s. This research line collapsed in the late 60s with the so-called embodiment controversy and the technical sophisitication of the vintage models. This paper analyzes the astonishing revival of this literature in the 90s. In particular, it outlines three methodological breakthroughs explaining this resurgence: a growth accounting revolution, taking advantage of the availability of new time series, an optimal control revolution allowing to safely study vintage capital optimal growth models, and a vintage human capital revolution, along with the rise of economic demography, accounting for the vintage structure of human capital similarly to physical capital age structuring. The related literature is surveyed.

Automatic generation of active coordinates for quantum dynamics calculations: application to the dynamics of benzene photochemistry

A new practical method to generate a subspace of active coordinates for quantum dynamics calculations is presented. These reduced coordinates are obtained as the normal modes of an analytical quadratic representation of the energy difference between excited and ground states within the complete active space self-consistent field method. At the Franck-Condon point, the largest negative eigenvalues of this Hessian correspond to the photoactive modes: those that reduce the energy difference and lead to the conical intersection; eigenvalues close to 0 correspond to bath modes, while modes with large positive eigenvalues are photoinactive vibrations, which increase the energy difference. The efficacy of quantum dynamics run in the subspace of the photoactive modes is illustrated with the photochemistry of benzene, where theoretical simulations are designed to assist optimal control experiments

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.

Revenue management under general discrete choice model of consumer behavior

Customer choice behavior, such as 'buy-up' and 'buy-down', is an importantphe-nomenon in a wide range of industries. Yet there are few models ormethodologies available to exploit this phenomenon within yield managementsystems. We make some progress on filling this void. Specifically, wedevelop a model of yield management in which the buyers' behavior ismodeled explicitly using a multi-nomial logit model of demand. Thecontrol problem is to decide which subset of fare classes to offer ateach point in time. The set of open fare classes then affects the purchaseprobabilities for each class. We formulate a dynamic program todetermine the optimal control policy and show that it reduces to a dynamicnested allocation policy. Thus, the optimal choice-based policy caneasily be implemented in reservation systems that use nested allocationcontrols. We also develop an estimation procedure for our model based onthe expectation-maximization (EM) method that jointly estimates arrivalrates and choice model parameters when no-purchase outcomes areunobservable. Numerical results show that this combined optimization-estimation approach may significantly improve revenue performancerelative to traditional leg-based models that do not account for choicebehavior.

Lagrangian-Hamiltonian unified formalism for field theory

The RuskSkinner formalism was developed in order to give a geometrical unified formalism for describing mechanical systems. It incorporates all the characteristics of Lagrangian and Hamiltonian descriptions of these systems (including dynamical equations and solutions, constraints, Legendre map, evolution operators, equivalence, etc.). In this work we extend this unified framework to first-order classical field theories, and show how this description comprises the main features of the Lagrangian and Hamiltonian formalisms, both for the regular and singular cases. This formulation is a first step toward further applications in optimal control theory for partial differential equations. 2004 American Institute of Physics.

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.

Estràtegies de gestió per al manteniment de la biodiversitat a la sabana brasilera: control d'especies exòtiques amb foc

Report for the scientific sojourn at the Instituto de Biociências, of the Universidade de Sao Paulo, Brazil, from 2007 to 2009. African exotic grasses, used as forage crops for cattle, found optimal conditions in Brazilian savannas for their spread. They established as invasive grasses in almost all conservation units, becoming a serius threat to native biote and to most ecological processes. Fire is a cyclical event in Brazilian savannas and can be used as a management tool for enhancing competitivity of native grasses and controlling exotic grasses. Seeking for alternatives for the management of these grasses, this study investigates the effect of recurrent burnings in different periods of the year (fire regimes) on: distribution patterns of exotic grasses and their associations wotih native grasses, the local edaphic characteristics, the nutrient pool of the aerial biomass of both native and exotic grasses, and soil seed banks. This project is held on the IBGE Ecological Reserve, in Brasília (Brazil), in an area destined specifically for research of fire effects on brazilian savannas. The project quantifies: aerial biomass of native and exotic grasses, soil seed bank of exotic grasses, nutrient pool in soil and also in grasses tissues. Spatial relationships for any association between species, as well as for nutrient pools in soil and in plant tissues will be established. A better understanding of these processes will provide useful tools for adopting specific policies on the management of exotic grasses in Brazilian savanna.

Distortion control for delay-sensitive sources

We investigate the problem of finding minimum-distortion policies for streaming delay-sensitive but distortion-tolerant data. We consider cross-layer approaches which exploit the coupling between presentation and transport layers. We make the natural assumption that the distortion function is convex and decreasing. We focus on a single source-destination pair and analytically find the optimum transmission policy when the transmission is done over an error-free channel. This optimum policy turns out to be independent of the exact form of the convex and decreasing distortion function. Then, for a packet-erasure channel, we analytically find the optimum open-loop transmission policy, which is also independent of the form of the convex distortion function. We then find computationally efficient closed-loop heuristic policies and show, through numerical evaluation, that they outperform the open-loop policy and have near optimal performance.

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.

Statistical modeling of bowing control applied to violin sound synthesis

Excitation-continuous music instrument control patterns are often not explicitly represented in current sound synthesis techniques when applied to automatic performance. Both physical model-based and sample-based synthesis paradigmswould benefit from a flexible and accurate instrument control model, enabling the improvement of naturalness and realism. Wepresent a framework for modeling bowing control parameters inviolin performance. Nearly non-intrusive sensing techniques allow for accurate acquisition of relevant timbre-related bowing control parameter signals.We model the temporal contour of bow velocity, bow pressing force, and bow-bridge distance as sequences of short Bézier cubic curve segments. Considering different articulations, dynamics, and performance contexts, a number of note classes are defined. Contours of bowing parameters in a performance database are analyzed at note-level by following a predefined grammar that dictates characteristics of curve segment sequences for each of the classes in consideration. As a result, contour analysis of bowing parameters of each note yields an optimal representation vector that is sufficient for reconstructing original contours with significant fidelity. From the resulting representation vectors, we construct a statistical model based on Gaussian mixtures suitable for both the analysis and synthesis of bowing parameter contours. By using the estimated models, synthetic contours can be generated through a bow planning algorithm able to reproduce possible constraints caused by the finite length of the bow. Rendered contours are successfully used in two preliminary synthesis frameworks: digital waveguide-based bowed stringphysical modeling and sample-based spectral-domain synthesis.

Remote Control of Mobile Devices in Android Platform

Remote control systems are a very useful element to control and monitor devices quickly and easily. This paper proposes a new architecture for remote control of Android mobile devices, analyzing the different alternatives and seeking the optimal solution in each case. Although the area of remote control, in case of mobile devices, has been little explored, it may provide important advantages for testing software and hardware developments in several real devices. It can also allow an efficient management of various devices of different types, perform forensic security tasks, etc ... The main idea behind the proposed architecture was the design of a system to be used as a platform which provides the services needed to perform remote control of mobile devices. As a result of this research, a proof of concept was implemented. An Android application running a group of server programs on the device, connected to the network or USB interface, depending on availability. This servers can be controlled through a small client written in Java and runnable both on desktop and web systems.

The COPD control panel: towards personalised medicine in COPD

Background Chronic obstructive pulmonary disease (COPD) is a heterogeneous disease whose assessment and management have traditionally been based on the severity of airflow limitation (forced expiratory volume in 1 s (FEV1)). Yet, it is now clear that FEV1 alone cannot describe the complexity of the disease. In fact, the recently released Global Initiative for Chronic Obstructive Lung Disease (GOLD), 2011 revision has proposed a new combined assessment method using three variables (symptoms, airflow limitation and exacerbations). Methods Here, we go one step further and propose that in the near future physicians will need a"control panel" for the assessment and optimal management of individual patients with complex diseases, including COPD, that provides a path towards personalised medicine. Results We propose that such a"COPD control panel" should include at least three different domains of the disease: severity, activity and impact. Each of these domains presents information on different"elements" of the disease with potential prognostic value and/or with specific therapeutic requirements. All this information can be easily incorporated into an"app" for daily use in clinical practice. Conclusion We recognise that this preliminary proposal needs debate, validation and evolution (eg, including"omics" and molecular imaging information in the future), but we hope that it may stimulate debate and research in the field.