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.

Studies about the atomic capabilities concept for linear control systems in physical multi-agent environments

This paper shows the impact of the atomic capabilities concept to include control-oriented knowledge of linear control systems in the decisions making structure of physical agents. These agents operate in a real environment managing physical objects (e.g. their physical bodies) in coordinated tasks. This approach is presented using an introspective reasoning approach and control theory based on the specific tasks of passing a ball and executing the offside manoeuvre between physical agents in the robotic soccer testbed. Experimental results and conclusions are presented, emphasising the advantages of our approach that improve the multi-agent performance in cooperative systems

Linear transceiver design in nonregenerative relays with channel state information

This paper deals with the design of nonregenerativerelaying transceivers in cooperative systems where channel stateinformation (CSI) is available at the relay station. The conventionalnonregenerative approach is the amplify and forward(A&F) approach, where the signal received at the relay is simplyamplified and retransmitted. In this paper, we propose an alternativelinear transceiver design for nonregenerative relaying(including pure relaying and the cooperative transmission cases),making proper use of CSI at the relay station. Specifically, wedesign the optimum linear filtering performed on the data to beforwarded at the relay. As optimization criteria, we have consideredthe maximization of mutual information (that provides aninformation rate for which reliable communication is possible) fora given available transmission power at the relay station. Threedifferent levels of CSI can be considered at the relay station: onlyfirst hop channel information (between the source and relay);first hop channel and second hop channel (between relay anddestination) information, or a third situation where the relaymay have complete cooperative channel information includingall the links: first and second hop channels and also the directchannel between source and destination. Despite the latter beinga more unrealistic situation, since it requires the destination toinform the relay station about the direct channel, it is useful as anupper benchmark. In this paper, we consider the last two casesrelating to CSI.We compare the performance so obtained with theperformance for the conventional A&F approach, and also withthe performance of regenerative relays and direct noncooperativetransmission for two particular cases: narrowband multiple-inputmultiple-output transceivers and wideband single input singleoutput orthogonal frequency division multiplex transmissions.

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.

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

Crises and growth: A re-evaluation

We address the question of whether growth and welfare can be higher in crisis prone economies. First, we show that there is a robust empirical link between per-capita GDP growth and negative skewness of credit growth across countries with active financial markets. That is, countries that have experienced occasional crises have grown on average faster than countries with smooth credit conditions. We then present a two-sector endogenous growth model in which financial crises can occur, and analyze the relationship between financial fragility and growth. The underlying credit market imperfections generateborrowing constraints, bottlenecks and low growth. We show that under certain conditions endogenous real exchange rate risk arises and firms find it optimal to take on credit risk in the form of currency mismatch. Along such a risky path average growth is higher, but self-fulfilling crises occur occasionally. Furthermore, we establish conditions under which the adoption of credit risk is welfare improving and brings the allocation nearer to the Pareto optimal level. The design of the model is motivated by several features of recent crises: credit risk in the form of foreign currency denominated debt; costly crises that generate firesales and widespread bankruptcies; and asymmetric sectorial responses, wherethe nontradables sector falls more than the tradables sector in the wake of crises.

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.

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.

Shared feature extraction for nearest neighbor face recognition

In this paper, we propose a new supervised linearfeature extraction technique for multiclass classification problemsthat is specially suited to the nearest neighbor classifier (NN).The problem of finding the optimal linear projection matrix isdefined as a classification problem and the Adaboost algorithmis used to compute it in an iterative way. This strategy allowsthe introduction of a multitask learning (MTL) criterion in themethod and results in a solution that makes no assumptions aboutthe data distribution and that is specially appropriated to solvethe small sample size problem. The performance of the methodis illustrated by an application to the face recognition problem.The experiments show that the representation obtained followingthe multitask approach improves the classic feature extractionalgorithms when using the NN classifier, especially when we havea few examples from each class

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

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.

The link between public support and private R&D effort: What is the optimal subsidy?

The effectiveness of R&D subsidies can vary substantially depending on their characteristics. Specifically, the amount and intensity of such subsidies are crucial issues in the design of public schemes supporting private R&D. Public agencies determine the intensities of R&D subsidies for firms in line with their eligibility criteria, although assessing the effects of R&D projects accurately is far from straightforward. The main aim of this paper is to examine whether there is an optimal intensity for R&D subsidies through an analysis of their impact on private R&D effort. We examine the decisions of a public agency to grant subsidies taking into account not only the characteristics of the firms but also, as few previous studies have done to date, those of the R&D projects. In determining the optimal subsidy we use both parametric and nonparametric techniques. The results show a non-linear relationship between the percentage of subsidy received and the firms’ R&D effort. These results have implications for technology policy, particularly for the design of R&D subsidies that ensure enhanced effectiveness.

A mixed H2/H∞-based semiactive control for vibration mitigation in flexible structures

In this paper, we address this problem through the design of a semiactive controller based on the mixed H2/H∞ control theory. The vibrations caused by the seismic motions are mitigated by a semiactive damper installed in the bottom of the structure. It is meant by semiactive damper, a device that absorbs but cannot inject energy into the system. Sufficient conditions for the design of a desired control are given in terms of linear matrix inequalities (LMIs). A controller that guarantees asymptotic stability and a mixed H2/H∞ performance is then developed. An algorithm is proposed to handle the semiactive nature of the actuator. The performance of the controller is experimentally evaluated in a real-time hybrid testing facility that consists of a physical specimen (a small-scale magnetorheological damper) and a numerical model (a large-scale three-story building)