Restless bandits, partial conservation laws and indexability

We show that if performance measures in a stochastic scheduling problem satisfy a set of so-called partial conservation laws (PCL), which extend previously studied generalized conservation laws (GCL), then the problem is solved optimally by a priority-index policy for an appropriate range of linear performance objectives, where the optimal indices are computed by a one-pass adaptive-greedy algorithm, based on Klimov's. We further apply this framework to investigate the indexability property of restless bandits introduced by Whittle, obtaining the following results: (1) we identify a class of restless bandits (PCL-indexable) which are indexable; membership in this class is tested through a single run of the adaptive-greedy algorithm, which also computes the Whittle indices when the test is positive; this provides a tractable sufficient condition for indexability; (2) we further indentify the class of GCL-indexable bandits, which includes classical bandits, having the property that they are indexable under any linear reward objective. The analysis is based on the so-called achievable region method, as the results follow fromnew linear programming formulations for the problems investigated.

Periodic orbits near a heteroclinic loop formed by one dimensional orbit and a 2-dimensional manifold: application to the charged collinear 3-body problem

The paper is devoted to the study of a type of differential systems which appear usually in the study of some Hamiltonian systems with 2 degrees of freedom. We prove the existence of infinitely many periodic orbits on each negative energy level. All these periodic orbits pass near the total collision. Finally we apply these results to study the existence of periodic orbits in the charged collinear 3–body problem.

Semiclassical evaluation of average nuclear one- and two-body matrix elements

Thomas-Fermi theory is developed to evaluate nuclear matrix elements averaged on the energy shell, on the basis of independent particle Hamiltonians. One- and two-body matrix elements are compared with the quantal results, and it is demonstrated that the semiclassical matrix elements, as function of energy, well pass through the average of the scattered quantum values. For the one-body matrix elements it is shown how the Thomas-Fermi approach can be projected on good parity and also on good angular momentum. For the two-body case, the pairing matrix elements are considered explicitly.

How tight should one's hands be tied? Fear of floating and credibility of exchange rate regimes

This paper analyzes the linkages between the credibility of a target zone regime, the volatility of the exchange rate, and the width of the band where the exchange rate is allowed to fluctuate. These three concepts should be related since the band width induces a trade-off between credibility and volatility. Narrower bands should give less scope for the exchange rate to fluctuate but may make agents perceive a larger probability of realignment which by itself should increase the volatility of the exchange rate. We build a model where this trade-off is made explicit. The model is used to understand the reduction in volatility experienced by most EMS countries after their target zones were widened on August 1993. As a natural extension, the model also rationalizes the existence of non-official, implicit target zones (or fear of floating), suggested by some authors.

Are one factor logarithmic volatility models useful to fit the features of financial data? An application to microsoft data.

This paper provides empirical evidence that continuous time models with one factor of volatility, in some conditions, are able to fit the main characteristics of financial data. It also reports the importance of the feedback factor in capturing the strong volatility clustering of data, caused by a possible change in the pattern of volatility in the last part of the sample. We use the Efficient Method of Moments (EMM) by Gallant and Tauchen (1996) to estimate logarithmic models with one and two stochastic volatility factors (with and without feedback) and to select among them.

On group strategy-proof mechanisms for a many-to-one matching model

For the many-to-one matching model in which firms have substitutable and quota q-separable preferences over subsets of workers we show that the workers-optimal stable mechanism is group strategy-proof for the workers. In order to prove this result, we also show that under this domain of preferences (which contains the domain of responsive preferences of the college admissions problem) the workers-optimal stable matching is weakly Pareto optimal for the workers and the Blocking Lemma holds as well. We exhibit an example showing that none of these three results remain true if the preferences of firms are substitutable but not quota q-separable.

The relevance of post-match LTC: why has the Spanish labor market become as volatile as the US one?

We present a Search and Matching model with heterogeneous workers (entrants and incumbents) that replicates the stylized facts characterizing the US and the Spanish labor markets. Under this benchmark, we find the Post-Match Labor Turnover Costs (PMLTC) to be the centerpiece to explain why the Spanish labor market is as volatile as the US one. The two driving forces governing this volatility are the gaps between entrants and incumbents in terms of separation costs and productivity. We use the model to analyze the cyclical implications of changes in labor market institutions affecting these two gaps. The scenario with a low degree of workers’ heterogeneity illustrates its suitability to understand why the Spanish labor market has become as volatile as the US one.

Simulación rápida de procesadores

Aquest projecte tracta de realitzar un estudi per comprovar si es pot simular una aplicació de prova (benchmark) reduint el temps de simulació. Per tal de reduir el temps de simulació es seleccionaran uns determinats fragments significatius de l'execució de l'aplicació. L'objectiu és obtenir un resultat de simulació el més similar possible al de la simulació completa però en menys temps. El mètode que farem servir s'anomena incremental i consisteix a dividir la simulació en intervals d'un milió d'instruccions. Un cop dividit hem simulat per passos. En cada pas s'afegeixen intervals i s'atura la simulació quan la diferència entre el resultat del pas actual i l'anterior és inferior a un determinat valor escollit inicialment. Després es proposa una millora que es realitza i es mostren els resultats obtinguts. La millora consisteix a simular un petit interval previ a l'interval significatiu per millorar el resultat.

A classification, up to hyperbolicity, of groups given by 2 generators and one relator of length 8

"Vegeu el resum a l'inici del document del fitxer adjunt."

Monitor EMG con conexión inalámbrica

El sistema desarrollado en este trabajo permite la detección de fatiga del músculo de un paciente. Las señales electromiográficas generadas por el músculo son detectadas mediante electrodos superficiales, que sirven de entrada al circuito hacia los diferentes canales de entrada. Tras una primera etapa de amplificación, las señales son filtradas por un filtro pasabanda. Las señales acondicionadas se digitalizan mediante un conversor analógico digital que está conectado a un microcontrolador. Éste establece la comunicación con el PC enviándole los datos a través del puerto serie. Finalmente, mediante un programa implementado en Labview se procesan los datos y se determina la existencia o no de fatiga muscular.

Sistema d'autenticació one-time password (OTP) per a mòbils

Aquest projecte consisteix en fer l’anàlisi, disseny i implementació d'un sistema d'autenticació a través de contrasenyes d’un sol ús (One Time Password ‐OTP‐) per a dispositius mòbils. Per evitar l’ús de contrasenyes estàtiques farem una aplicació per a telèfons mòbils capaç de generar contrasenyes aleatòries gràcies a uns paràmetres previs, així com de poder tenir un registre dels serveis on poden ser utilitzades. Partirem d’un protocol repte/resposta on l’usuari interactuarà amb el seu telèfon mòbil i un ordinador personal amb una connexió a Internet. Podrà registrar‐se i, introduint certes dades al mòbil que li proporciona el servidor, podrà fer el procés d’autenticar‐se per poder accedir a zones restringides del servei.

Bargaining one-dimensional policies and the efficiency of super majority rules

We consider negotiations selecting one-dimensional policies. Individuals have single-peaked preferences, and they are impatient. Decisions arise from a bargaining game with random proposers and (super) majority approval, ranging from the simple majority up to unanimity. The existence and uniqueness of stationary subgame perfect equilibrium is established, and its explicit characterization provided. We supply an explicit formula to determine the unique alternative that prevails, as impatience vanishes, for each majority. As an application, we examine the efficiency of majority rules. For symmetric distributions of peaks unanimity is the unanimously preferred majority rule. For asymmetric populations rules maximizing social surplus are characterized.

Diseño e implementación de un receptor multifrecuencia basado en muestreo paso banda aplicado al sistema Galileo

Este trabajo tiene como objetivo diseñar e implementar un receptor multifrecuencia requerido para aplicaciones Galileo centradas a realizar correcciones de errores y estudios de la ionosfera. Estas características obligan a buscar alternativas respecto los receptores superheterodinos convencionales dado que para éstos los retardos de propagación entre las diferentes bandas de interés son inaceptables. Por ello, se presenta un receptor basado en la técnica de muestreo paso banda, que permite trasladar el espectro mediante el conversor ADC a través de un aliasing intencionado, eliminando así los retardos de propagación entre bandas de interés, dado que todas se albergan en un mismo canal. En este trabajo nos hemos centrado únicamente en las etapas críticas del receptor presentado, siendo éstas la etapa de filtrado y conversión digital. La etapa de filtrado requerirá filtros muy selectivos, ya que el ruido existente fuera de banda se solapará a nuestra banda de interés, degradando la SNR del sistema a medida que tenga más potencia. Esta etapa se ha realizado mediante una estructura duplexora conjuntamente con dos filtros de líneas acopladas. La etapa de conversión se ha realizado fabricando el layout de un conversor comercial, del cual se ha validado el correcto funcionamiento para la aplicación requerida.

Discontinuous Galerkin methods for the one-dimensional Vlasov-Poisson system

We construct a new family of semi-discrete numerical schemes for the approximation of the one-dimensional periodic Vlasov-Poisson system. The methods are based on the coupling of discontinuous Galerkin approximation to the Vlasov equation and several finite element (conforming, non-conforming and mixed) approximations for the Poisson problem. We show optimal error estimates for the all proposed methods in the case of smooth compactly supported initial data. The issue of energy conservation is also analyzed for some of the methods.

Application of standard and refined heat balance integral methods to one-dimensional Stefan problems

The work in this paper concerns the study of conventional and refined heat balance integral methods for a number of phase change problems. These include standard test problems, both with one and two phase changes, which have exact solutions to enable us to test the accuracy of the approximate solutions. We also consider situations where no analytical solution is available and compare these to numerical solutions. It is popular to use a quadratic profile as an approximation of the temperature, but we show that a cubic profile, seldom considered in the literature, is far more accurate in most circumstances. In addition, the refined integral method can give greater improvement still and we develop a variation on this method which turns out to be optimal in some cases. We assess which integral method is better for various problems, showing that it is largely dependent on the specified boundary conditions.