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.

QFT control for vibration reduction in structures equipped with MR dampers

This short paper addresses the problem of designing a QFT (quantitative feedback theory) based controllers for the vibration reduction in a 6-story building structure equipped with shear-mode magnetorheological dampers. A new methodology is proposed for characterizing the nonlinear hysteretic behavior of the MR damper through the uncertainty template in the Nichols chart. The design procedure for QFT control design is briefly presented

Robust control of structures subject to uncertain disturbances and actuator dynamics

The objective the present research is try to find some control design strategies, which must be effective and closed to the real operation conditions. As a novel contribution to structural control strategies, the theories of Interval Modal Arithmetic, Backstepping Control and QFT (Qualitative Feedback Theory) will be studied. The steps to follow are to develop first new controllers based on the above theories and then to implement the proposed control strategies to different kind of structures. The report is organized as follows. The Chapter 2 presents the state-of-the-art on structural control systems. The chapter 3 presents the most important open problems found in field of structural control. The exploratory work made by the author, research proposal and working plan are given in the Chapter 4

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.

Hybrid model of a double-fed induction machine and back-to-back converter

This report details the port interconnection of two subsystems: a power electronics subsystem (a back-to-back AC/AC converter (B2B), coupled to a phase of the power grid), and an electromechanical subsystem (a doubly-fed induction machine (DFIM), coupled mechanically to a flywheel and electrically to the power grid and to a local varying load). Both subsystems have been essentially described in previous reports (deliverables D 0.5 and D 4.3.1), although some previously unpublished details are presented here. The B2B is a variable structure system (VSS), due to the presence of control-actuated switches: however from a modelling and simulation, as well as a control-design, point of view, it is sensible to consider modulated transformers (MTF in the bond-graph language) instead of the pairs of complementary switches. The port-Hamiltonian models of both subsystems are presents and coupled through a power-preserving interconnection, and the Hamiltonian description of the whole system is obtained; detailed bond-graphs of all the subsystems and the complete system are provided.

Energy-based modelling and simulation of the interconnection of a back-to-back converter and a doubly-fed induction machine

This paper describes the port interconnection of two subsystems: a power electronics subsystem (a back-to-back AC/CA converter (B2B), coupled to a phase of the power grid), and an electromechanical subsystem (a doubly-fed induction machine (DFIM). The B2B is a variable structure system (VSS), due to presence of control-actuated switches: however, from a modelling simulation, as well as a control-design, point of view, it is sensible to consider modulated transformers (MTF in the bond graph language) instead of the pairs of complementary switches. The port-Hamiltonian models of both subsystems are presented and, using a power-preserving interconnection, the Hamiltonian description of the whole system is obtained; detailed bond graphs of all subsystems and the complete system are also provided. Using passivity-based controllers computed in the Hamiltonian formalism for both subsystems, the whole model is simulated; simulations are run to rest the correctness and efficiency of the Hamiltonian network modelling approach used in this work.

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.

Sociodemographic Factors and Clinical Conditions Associated to Hospitalization in Influenza A (H1N1) 2009 Virus Infected Patients in Spain, 2009-2010

The emergence and pandemic spread of a new strain of influenza A (H1N1) virus in 2009 resulted in a serious alarm in clinical and public health services all over the world. One distinguishing feature of this new influenza pandemic was the different profile of hospitalized patients compared to those from traditional seasonal influenza infections. Our goal was to analyze sociodemographic and clinical factors associated to hospitalization following infection by influenza A(H1N1) virus. We report the results of a Spanish nationwide study with laboratory confirmed infection by the new pandemic virus in a case-control design based on hospitalized patients. The main risk factors for hospitalization of influenza A (H1N1) 2009 were determined to be obesity (BMI≥40, with an odds-ratio [OR] 14.27), hematological neoplasia (OR 10.71), chronic heart disease, COPD (OR 5.16) and neurological disease, among the clinical conditions, whereas low education level and some ethnic backgrounds (Gypsies and Amerinds) were the sociodemographic variables found associated to hospitalization. The presence of any clinical condition of moderate risk almost triples the risk of hospitalization (OR 2.88) and high risk conditions raise this value markedly (OR 6.43). The risk of hospitalization increased proportionally when for two (OR 2.08) or for three or more (OR 4.86) risk factors were simultaneously present in the same patient. These findings should be considered when a new influenza virus appears in the human population.

Sociodemographic Factors and Clinical Conditions Associated to Hospitalization in Influenza A (H1N1) 2009 Virus Infected Patients in Spain, 2009-2010

The emergence and pandemic spread of a new strain of influenza A (H1N1) virus in 2009 resulted in a serious alarm in clinical and public health services all over the world. One distinguishing feature of this new influenza pandemic was the different profile of hospitalized patients compared to those from traditional seasonal influenza infections. Our goal was to analyze sociodemographic and clinical factors associated to hospitalization following infection by influenza A(H1N1) virus. We report the results of a Spanish nationwide study with laboratory confirmed infection by the new pandemic virus in a case-control design based on hospitalized patients. The main risk factors for hospitalization of influenza A (H1N1) 2009 were determined to be obesity (BMI≥40, with an odds-ratio [OR] 14.27), hematological neoplasia (OR 10.71), chronic heart disease, COPD (OR 5.16) and neurological disease, among the clinical conditions, whereas low education level and some ethnic backgrounds (Gypsies and Amerinds) were the sociodemographic variables found associated to hospitalization. The presence of any clinical condition of moderate risk almost triples the risk of hospitalization (OR 2.88) and high risk conditions raise this value markedly (OR 6.43). The risk of hospitalization increased proportionally when for two (OR 2.08) or for three or more (OR 4.86) risk factors were simultaneously present in the same patient. These findings should be considered when a new influenza virus appears in the human population

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.