Structure learning of graphical models for task-oriented robot grasping

In the collective imaginaries a robot is a human like machine as any androids in science fiction. However the type of robots that you will encounter most frequently are machinery that do work that is too dangerous, boring or onerous. Most of the robots in the world are of this type. They can be found in auto, medical, manufacturing and space industries. Therefore a robot is a system that contains sensors, control systems, manipulators, power supplies and software all working together to perform a task. The development and use of such a system is an active area of research and one of the main problems is the development of interaction skills with the surrounding environment, which include the ability to grasp objects. To perform this task the robot needs to sense the environment and acquire the object informations, physical attributes that may influence a grasp. Humans can solve this grasping problem easily due to their past experiences, that is why many researchers are approaching it from a machine learning perspective finding grasp of an object using information of already known objects. But humans can select the best grasp amongst a vast repertoire not only considering the physical attributes of the object to grasp but even to obtain a certain effect. This is why in our case the study in the area of robot manipulation is focused on grasping and integrating symbolic tasks with data gained through sensors. The learning model is based on Bayesian Network to encode the statistical dependencies between the data collected by the sensors and the symbolic task. This data representation has several advantages. It allows to take into account the uncertainty of the real world, allowing to deal with sensor noise, encodes notion of causality and provides an unified network for learning. Since the network is actually implemented and based on the human expert knowledge, it is very interesting to implement an automated method to learn the structure as in the future more tasks and object features can be introduced and a complex network design based only on human expert knowledge can become unreliable. Since structure learning algorithms presents some weaknesses, the goal of this thesis is to analyze real data used in the network modeled by the human expert, implement a feasible structure learning approach and compare the results with the network designed by the expert in order to possibly enhance it.

Pricing in stochastic-local volatility models with default

In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

Design of an indirectly fired gas turbine integrated with an organic rankine cycle unit for combined heat and power production

In the last years, the European countries have paid increasing attention to renewable sources and greenhouse emissions. The Council of the European Union and the European Parliament have established ambitious targets for the next years. In this scenario, biomass plays a prominent role since its life cycle produces a zero net carbon dioxide emission. Additionally, biomass can ensure plant operation continuity thanks to its availability and storage ability. Several conventional systems running on biomass are available at the moment. Most of them are performant either in the large-scale or in the small power range. The absence of an efficient system on the small-middle scale inspired this thesis project. The object is an innovative plant based on a wet indirectly fired gas turbine (WIFGT) integrated with an organic Rankine cycle (ORC) unit for combined heat and power production. The WIFGT is a performant system in the small-middle power range; the ORC cycle is capable of giving value to low-temperature heat sources. Their integration is investigated in this thesis with the aim of carrying out a preliminary design of the components. The targeted plant output is around 200 kW in order not to need a wide cultivation area and to avoid biomass shipping. Existing in-house simulation tools are used: They are adapted to this purpose. Firstly the WIFGT + ORC model is built; Zero-dimensional models of heat exchangers, compressor, turbines, furnace, dryer and pump are used. Different fluids are selected but toluene and benzene turn out to be the most suitable. In the indirectly fired gas turbine a pressure ratio around 4 leads to the highest efficiency. From the thermodynamic analysis the system shows an electric efficiency of 38%, outdoing other conventional plants in the same power range. The combined plant is designed to recover thermal energy: Water is used as coolant in the condenser. It is heated from 60°C up to 90°C, ensuring the possibility of space heating. Mono-dimensional models are used to design the heat exchange equipment. Different types of heat exchangers are chosen depending on the working temperature. A finned-plate heat exchanger is selected for the WIFGT heat transfer equipment due to the high temperature, oxidizing and corrosive environment. A once-through boiler with finned tubes is chosen to vaporize the organic fluid in the ORC. A plate heat exchanger is chosen for the condenser and recuperator. A quasi-monodimensional model for single-stage axial turbine is implemented to design both the WIFGT and the ORC turbine. The system simulation after the components design shows an electric efficiency around 34% with a decrease by 10% compared to the zero-dimensional analysis. The work exhibits the system potentiality compared to the existing plants from both technical and economic point of view.