14 resultados para Epstein and Zin’s recursive utility function
em Digital Commons at Florida International University
Resumo:
This dissertation discussed resource allocation mechanisms in several network topologies including infrastructure wireless network, non-infrastructure wireless network and wire-cum-wireless network. Different networks may have different resource constrains. Based on actual technologies and implementation models, utility function, game theory and a modern control algorithm have been introduced to balance power, bandwidth and customers' satisfaction in the system. ^ In infrastructure wireless networks, utility function was used in the Third Generation (3G) cellular network and the network was trying to maximize the total utility. In this dissertation, revenue maximization was set as an objective. Compared with the previous work on utility maximization, it is more practical to implement revenue maximization by the cellular network operators. The pricing strategies were studied and the algorithms were given to find the optimal price combination of power and rate to maximize the profit without degrading the Quality of Service (QoS) performance. ^ In non-infrastructure wireless networks, power capacity is limited by the small size of the nodes. In such a network, nodes need to transmit traffic not only for themselves but also for their neighbors, so power management become the most important issue for the network overall performance. Our innovative routing algorithm based on utility function, sets up a flexible framework for different users with different concerns in the same network. This algorithm allows users to make trade offs between multiple resource parameters. Its flexibility makes it a suitable solution for the large scale non-infrastructure network. This dissertation also covers non-cooperation problems. Through combining game theory and utility function, equilibrium points could be found among rational users which can enhance the cooperation in the network. ^ Finally, a wire-cum-wireless network architecture was introduced. This network architecture can support multiple services over multiple networks with smart resource allocation methods. Although a SONET-to-WiMAX case was used for the analysis, the mathematic procedure and resource allocation scheme could be universal solutions for all infrastructure, non-infrastructure and combined networks. ^
Resumo:
Since the seminal works of Markowitz (1952), Sharpe (1964), and Lintner (1965), numerous studies on portfolio selection and performance measure have been based upon the mean-variance framework. However, several researchers (e.g., Arditti (1967, and 1971), Samuelson (1970), and Rubinstein (1973)) argue that the higher moments cannot be neglected unless there is reason to believe that: (i) the asset returns are normally distributed and the investor's utility function is quadratic, or (ii) the empirical evidence demonstrates that higher moments are irrelevant to the investor's decision. Based on the same argument, this dissertation investigates the impact of higher moments of return distributions on three issues concerning the 14 international stock markets.^ First, the portfolio selection with skewness is determined using: the Polynomial Goal Programming in which investor preferences for skewness can be incorporated. The empirical findings suggest that the return distributions of international stock markets are not normally distributed, and that the incorporation of skewness into an investor's portfolio decision causes a major change in the construction of his optimal portfolio. The evidence also indicates that an investor will trade expected return of the portfolio for skewness. Moreover, when short sales are allowed, investors are better off as they attain higher expected return and skewness simultaneously.^ Second, the performance of international stock markets are evaluated using two types of performance measures: (i) the two-moment performance measures of Sharpe (1966), and Treynor (1965), and (ii) the higher-moment performance measures of Prakash and Bear (1986), and Stephens and Proffitt (1991). The empirical evidence indicates that higher moments of return distributions are significant and relevant to the investor's decision. Thus, the higher moment performance measures should be more appropriate to evaluate the performances of international stock markets. The evidence also indicates that various measures provide a vastly different performance ranking of the markets, albeit in the same direction.^ Finally, the inter-temporal stability of the international stock markets is investigated using the Parhizgari and Prakash (1989) algorithm for the Sen and Puri (1968) test which accounts for non-normality of return distributions. The empirical finding indicates that there is strong evidence to support the stability in international stock market movements. However, when the Anderson test which assumes normality of return distributions is employed, the stability in the correlation structure is rejected. This suggests that the non-normality of the return distribution is an important factor that cannot be ignored in the investigation of inter-temporal stability of international stock markets. ^
Resumo:
The single spin asymmetry, ALT ′, and the polarized structure function, σ LT′, for the p( e&ar; , e′K +)Λ reaction in the resonance region have been measured and extracted using the CEBAF Large Acceptance Spectrometer (CLAS) at Jefferson Lab. Data were taken at an electron beam energy of 2.567 GeV. The large acceptance of CLAS allows for full azimuthal angle coverage over a large range of center-of-mass scattering angles. Results were obtained that span a range in Q 2 from 0.5 to 1.3 GeV2 and W from threshold up to 2.1 GeV and were compared to existing theoretical calculations. The polarized structure function is sensitive to the interferences between various resonant amplitudes, as well as to resonant and non-resonant amplitudes. This measurement is essential for understanding the structure of nucleons and searching for previously undetected nucleon excited states (resonances) predicted by quark models. The W dependence of the σ LT′ in the kinematic regions dominated by s and u channel exchange (cos qcmk = −0.50, −0.167, 0.167) indicated possible resonance structures not predicted by theoretical calculations. The σLT ′ behavior around W = 1.875 GeV could be the signature of a resonance predicted by the quark models and possibly seen in photoproduction. In the very forward angles where the reaction is dominated by the t-channel, the average σLT ′ was zero. There was no indication of the interference between resonances or resonant and non-resonant amplitudes. This might be indicating the dominance of a single t-channel exchange. Study of the sensitivity of the fifth structure function data to the resonance around 1900 MeV showed that these data were highly sensitive to the various assumptions of the models for the quantum number of this resonance. This project was part of a larger CLAS program to measure cross sections and polarization observables for kaon electroproduction in the nucleon resonance region. ^
Resumo:
Road pricing has emerged as an effective means of managing road traffic demand while simultaneously raising additional revenues to transportation agencies. Research on the factors that govern travel decisions has shown that user preferences may be a function of the demographic characteristics of the individuals and the perceived trip attributes. However, it is not clear what are the actual trip attributes considered in the travel decision- making process, how these attributes are perceived by travelers, and how the set of trip attributes change as a function of the time of the day or from day to day. In this study, operational Intelligent Transportation Systems (ITS) archives are mined and the aggregated preferences for a priced system are extracted at a fine time aggregation level for an extended number of days. The resulting information is related to corresponding time-varying trip attributes such as travel time, travel time reliability, charged toll, and other parameters. The time-varying user preferences and trip attributes are linked together by means of a binary choice model (Logit) with a linear utility function on trip attributes. The trip attributes weights in the utility function are then dynamically estimated for each time of day by means of an adaptive, limited-memory discrete Kalman filter (ALMF). The relationship between traveler choices and travel time is assessed using different rules to capture the logic that best represents the traveler perception and the effect of the real-time information on the observed preferences. The impact of travel time reliability on traveler choices is investigated considering its multiple definitions. It can be concluded based on the results that using the ALMF algorithm allows a robust estimation of time-varying weights in the utility function at fine time aggregation levels. The high correlations among the trip attributes severely constrain the simultaneous estimation of their weights in the utility function. Despite the data limitations, it is found that, the ALMF algorithm can provide stable estimates of the choice parameters for some periods of the day. Finally, it is found that the daily variation of the user sensitivities for different periods of the day resembles a well-defined normal distribution.
Resumo:
This research sought to determine the implications of a non-traded differentiated commodity produced with increasing returns to scale, for the welfare of countries that allowed free international migration. We developed two- and three-country Ricardian models in which labor was the only factor of production. The countries traded freely in homogeneous goods produced with constant returns to scale. Each also had a non-traded differentiated good sector where production took place using increasing returns to scale technology. Then we allowed for free international migration between two of the countries and observed what happened to welfare in both countries as indicated by their per capita utilities in the new equilibrium relative to their pre-migration utilities. ^ Preferences of consumers were represented by a two-tier utility function [Dixit and Stiglitz 1977]. As migration took place it impacted utility in two ways. The expanding country enjoyed the positive effect of increased product diversity in the non-traded good sector. However, it also suffered adverse terms-of-trade as its production cost declined. The converse was true for the contracting country. To determine the net impact on welfare we derived indirect per capita utility functions of the countries algebraically and graphically. Then we juxtaposed the graphs of the utility functions to obtain possible general equilibria. These we used to observe the welfare outcomes. ^ We found that the most likely outcomes were either that both countries gained, or one country lost while the other gained. We were, however, able to generate cases where both countries lost as a result of allowing free inter-country migration. This was most likely to happen when the shares of income spent on each country's export good differed significantly. In the three country world when we allowed two of the countries to engage in preferential trading arrangements while imposing a prohibitive tariff on imports from the third country welfare of the partner countries declined. When inter-union migration was permitted welfare declined even further. This we showed was due to the presence of the non-traded good sector. ^
Resumo:
Background: Diabetes and diabetes-related complications are major causes of morbidity and mortality in the United States. Depressive symptoms and perceived stress have been identified as possible risk factors for beta cell dysfunction and diabetes. The purpose of this study was to assess associations between depression symptoms and perceived stress with beta cell function between African and Haitian Americans with and without type 2 diabetes. Participants and Methods: Informed consent and data were available for 462 participants (231 African Americans and 231 Haitian Americans) for this cross-sectional study. A demographic questionnaire developed by the Primary Investigator was used to collect information regarding age, gender, smoking, and ethnicity. Diabetes status was determined by self-report and confirmed by fasting blood glucose. Anthropometrics (weight, and height and waist circumference) and vital signs (blood pressure) were taken. Blood samples were drawn after 8 10 hours over-night fasting to measure lipid panel, fasting plasma glucose and serum insulin concentrations. The homeostatic model assessment, version 2 (HOMA2) computer model was used to calculate beta cell function. Depression was assessed using the Beck Depression Inventory-II (BDI-II) and stress levels were assessed using the Perceived Stress Scale (PSS). Results: Moderate to severe depressive symptoms were more likely for persons with diabetes (p = 0.030). There were no differences in perceived stress between ethnicity and diabetes status (p = 0.283). General linear models for participants with and without type 2 diabetes using beta cell function as the dependent variable showed no association with depressive symptoms and perceived stress; however, Haitian Americans had significantly lower beta cell function than African Americans both with and without diabetes and adjusting for age, gender, waist circumference and smoking. Further research is needed to compare these risk factors in other race/ethnic groups.
Resumo:
A variety of mineral deposits occur in the Paleozoic sedimentary rocks and Late Cretaceous granitic rocks of central Idaho. The main objective of this project is to identify the sources of metals and sulfur in central Idaho ores. Lead isotope compositions of various crustal rocks were determined and compared with the ore lead composition in order to trace sources of lead, and by inference other metals. Sulfur isotope compositions of various sulfide minerals were also determined to trace the sources of sulfur and to explore the coupling or decoupling of metal and sulfur sources. ^ On the basis of lead and sulfur isotope compositions, two groups of ores are recognized: a sedimentary group and an igneous group. The sedimentary group ores are characterized by radiogenic lead and heavy sulfur typical of upper crustal rocks. The sedimentary group ores were formed by meteoric water-dominated hydrothermal systems that leached metals and sulfur from host Paleozoic sedimentary rocks and the underlying Precambrian crystalline basement rocks. The igneous group ores can be divided into two types, the Carrietown-type, and the non Carrietown-type. The Carrietown-type ores are isotopically different from their host granites and are characterized by low uranogenic lead isotope ratios (206Pb/204Pb and 207Pb/ 204Pb) and variable thorogenic lead isotope ratios (208Pb/ 204Pb) typical of lower crustal rocks. The non Carrietown-type ores are similar to host granites and are more radiogenic in their uranogenic lead isotope ratios when compared to the Carrietown-type ores. The differences in the lead isotope compositions of the igneous group ores are attributed to two different phases of magmatic activity. The magmatic phase exposed on the surface involved melting of shallow crustal Precambrian crystalline rocks as well as mid/lower crustal rocks while the underlying phase was derived by melting of mid/lower crustal rocks only. Igneous group ores have both light and heavy sulfur associated with them and it is a function of interaction of hydrothermal fluids with Paleozoic sedimentary rocks. ^ Paleozoic sedimentary rocks and Precambrian basement rocks are the sources of radiogenic lead, and the granites are the sources of light sulfur. Heavy sulfur comes almost entirely from Paleozoic sedimentary rocks. ^
Resumo:
Next-generation integrated wireless local area network (WLAN) and 3G cellular networks aim to take advantage of the roaming ability in a cellular network and the high data rate services of a WLAN. To ensure successful implementation of an integrated network, many issues must be carefully addressed, including network architecture design, resource management, quality-of-service (QoS), call admission control (CAC) and mobility management. ^ This dissertation focuses on QoS provisioning, CAC, and the network architecture design in the integration of WLANs and cellular networks. First, a new scheduling algorithm and a call admission control mechanism in IEEE 802.11 WLAN are presented to support multimedia services with QoS provisioning. The proposed scheduling algorithms make use of the idle system time to reduce the average packet loss of realtime (RT) services. The admission control mechanism provides long-term transmission quality for both RT and NRT services by ensuring the packet loss ratio for RT services and the throughput for non-real-time (NRT) services. ^ A joint CAC scheme is proposed to efficiently balance traffic load in the integrated environment. A channel searching and replacement algorithm (CSR) is developed to relieve traffic congestion in the cellular network by using idle channels in the WLAN. The CSR is optimized to minimize the system cost in terms of the blocking probability in the interworking environment. Specifically, it is proved that there exists an optimal admission probability for passive handoffs that minimizes the total system cost. Also, a method of searching the probability is designed based on linear-programming techniques. ^ Finally, a new integration architecture, Hybrid Coupling with Radio Access System (HCRAS), is proposed for lowering the average cost of intersystem communication (IC) and the vertical handoff latency. An analytical model is presented to evaluate the system performance of the HCRAS in terms of the intersystem communication cost function and the handoff cost function. Based on this model, an algorithm is designed to determine the optimal route for each intersystem communication. Additionally, a fast handoff algorithm is developed to reduce the vertical handoff latency.^
Resumo:
Cotton is the most abundant natural fiber in the world. Many countries are involved in the growing, importation, exportation and production of this commodity. Paper documentation claiming geographic origin is the current method employed at U.S. ports for identifying cotton sources and enforcing tariffs. Because customs documentation can be easily falsified, it is necessary to develop a robust method for authenticating or refuting the source of the cotton commodities. This work presents, for the first time, a comprehensive approach to the chemical characterization of unprocessed cotton in order to provide an independent tool to establish geographic origin. Elemental and stable isotope ratio analysis of unprocessed cotton provides a means to increase the ability to distinguish cotton in addition to any physical and morphological examinations that could be, and are currently performed. Elemental analysis has been conducted using LA-ICP-MS, LA-ICP-OES and LIBS in order to offer a direct comparison of the analytical performance of each technique and determine the utility of each technique for this purpose. Multivariate predictive modeling approaches are used to determine the potential of elemental and stable isotopic information to aide in the geographic provenancing of unprocessed cotton of both domestic and foreign origin. These approaches assess the stability of the profiles to temporal and spatial variation to determine the feasibility of this application. This dissertation also evaluates plasma conditions and ablation processes so as to improve the quality of analytical measurements made using atomic emission spectroscopy techniques. These interactions, in LIBS particularly, are assessed to determine any potential simplification of the instrumental design and method development phases. This is accomplished through the analysis of several matrices representing different physical substrates to determine the potential of adopting universal LIBS parameters for 532 nm and 1064 nm LIBS for some important operating parameters. A novel approach to evaluate both ablation processes and plasma conditions using a single measurement was developed and utilized to determine the "useful ablation efficiency" for different materials. The work presented here demonstrates the potential for an a priori prediction of some probable laser parameters important in analytical LIBS measurement.
Resumo:
We present our approach to real-time service-oriented scheduling problems with the objective of maximizing the total system utility. Different from the traditional utility accrual scheduling problems that each task is associated with only a single time utility function (TUF), we associate two different TUFs—a profit TUF and a penalty TUF—with each task, to model the real-time services that not only need to reward the early completions but also need to penalize the abortions or deadline misses. The scheduling heuristics we proposed in this paper judiciously accept, schedule, and abort real-time services when necessary to maximize the accrued utility. Our extensive experimental results show that our proposed algorithms can significantly outperform the traditional scheduling algorithms such as the Earliest Deadline First (EDF), the traditional utility accrual (UA) scheduling algorithms, and an earlier scheduling approach based on a similar model.
Resumo:
Fisheries independent data on relatively unstudied nekton communities were used to explore the efficacy of new tools to be applied in the investigation of shallow coastal coral reef habitats. These data obtained through concurrent diver visual and acoustic surveys provided descriptions of spatial community distribution patterns across seasonal temporal scales in a previously undocumented region. Fish density estimates by both diver and acoustic methodologies showed a general agreement in ability to detect distributional patterns across reef tracts, though magnitude of density estimates were different. Fish communities in southeastern Florida showed significant trends in spatial distribution and seasonal abundance, with higher estimates of biomass obtained in the dry season. Further, community composition shifted across reef tracts and seasons as a function of the movements of several key reef species.
Resumo:
Cotton is the most abundant natural fiber in the world. Many countries are involved in the growing, importation, exportation and production of this commodity. Paper documentation claiming geographic origin is the current method employed at U.S. ports for identifying cotton sources and enforcing tariffs. Because customs documentation can be easily falsified, it is necessary to develop a robust method for authenticating or refuting the source of the cotton commodities. This work presents, for the first time, a comprehensive approach to the chemical characterization of unprocessed cotton in order to provide an independent tool to establish geographic origin. Elemental and stable isotope ratio analysis of unprocessed cotton provides a means to increase the ability to distinguish cotton in addition to any physical and morphological examinations that could be, and are currently performed. Elemental analysis has been conducted using LA-ICP-MS, LA-ICP-OES and LIBS in order to offer a direct comparison of the analytical performance of each technique and determine the utility of each technique for this purpose. Multivariate predictive modeling approaches are used to determine the potential of elemental and stable isotopic information to aide in the geographic provenancing of unprocessed cotton of both domestic and foreign origin. These approaches assess the stability of the profiles to temporal and spatial variation to determine the feasibility of this application. This dissertation also evaluates plasma conditions and ablation processes so as to improve the quality of analytical measurements made using atomic emission spectroscopy techniques. These interactions, in LIBS particularly, are assessed to determine any potential simplification of the instrumental design and method development phases. This is accomplished through the analysis of several matrices representing different physical substrates to determine the potential of adopting universal LIBS parameters for 532 nm and 1064 nm LIBS for some important operating parameters. A novel approach to evaluate both ablation processes and plasma conditions using a single measurement was developed and utilized to determine the “useful ablation efficiency” for different materials. The work presented here demonstrates the potential for an a priori prediction of some probable laser parameters important in analytical LIBS measurement.
Resumo:
Despite the well-recognized benefits of exercise, Americans are gaining weight in astounding proportions and levels of physical activity are on the decline. The purpose of this study was to investigate a relationship between physical fitness, self-concept and sexual health. There is a dearth of knowledge on this relationship specifically in the context of sex-negative curricula, which is the dominate discourse in the United States. One hundred and thirty-three participants between the ages of 18 - 50 volunteered for fitness testing and data collection. Physical fitness was assessed through body fat, resting metabolic rate, cardiovascular endurance, muscular strength, muscular endurance and flexibility. Self-reported exercise was measured using the International Physical Activity Questionnaire. Self-concept was measured by the Six Factor Self-Concept Scale, which presented a total self-concept score and as six individual concepts of self (likability, morality, task accomplishment, giftedness, power and vulnerability). Additionally, sexual function was measured by Derogatis Interview for Sexual Functioning and presented as both an aggregate score and five separate constructs of sexual functioning (fantasy/cognition, arousal, orgasm, behavior/experience, and drive/desire). Questions pertaining to sexual partners, sex education, and demographic information were also included. The results of the General Linear Model indicated significant relationships between physical fitness, self-concept and total sexual functioning. The sexual behavior/experience of men was predicted by body fat percentage and flexibility. In women, behavior/experience was predicted by body fat percentage and arousal was predicted by cardiovascular endurance. Total self-concept was related to muscular endurance. When men were isolated in the analysis, likability was positively related to sexual behavior/experience, and task accomplishment was inversely related to sexual behavior/experience. In women, giftedness was related to cognition/fantasy, arousal, orgasm and total sexual functioning. No relationships were found between physical fitness and the number of sexual partners in men; however, both muscular strength and the power self-concept were significantly related to number of sexual partners in women. As a result of these findings, women may be inclined to exercise to improve arousal and sexual functioning. Furthermore, educators should note the findings of a positive relationship between physical and psychological health and sexual well-being because they provide support for the development and adoption of sex-positive curricula that incorporate potential benefits of sexual activity.
Resumo:
Hazardous materials are substances that, if not regulated, can pose a threat to human populations and their environmental health, safety or property when transported in commerce. About 1.5 million tons of hazardous material shipments are transported by truck in the US annually, with a steady increase of approximately 5% per year. The objective of this study was to develop a routing tool for hazardous material transport in order to facilitate reduced environmental impacts and less transportation difficulties, yet would also find paths that were still compelling for the shipping carriers as a matter of trucking cost. The study started with identification of inhalation hazard impact zones and explosion protective areas around the location of hypothetical hazardous material releases, considering different parameters (i.e., chemicals characteristics, release quantities, atmospheric condition, etc.). Results showed that depending on the quantity of release, chemical, and atmospheric stability (a function of wind speed, meteorology, sky cover, time and location of accidents, etc.) the consequence of these incidents can differ. The study was extended by selection of other evaluation criteria for further investigation because health risk as an evaluation criterion would not be the only concern in selection of routes. Transportation difficulties (i.e., road blockage and congestion) were incorporated as important factor due to their indirect impact/cost on the users of transportation networks. Trucking costs were also considered as one of the primary criteria in selection of hazardous material paths; otherwise the suggested routes would have not been convincing for the shipping companies. The last but not least criterion was proximity of public places to the routes. The approach evolved from a simple framework to a complicated and efficient GIS-based tool able to investigate transportation networks of any given study area, and capable of generating best routing options for cargos. The suggested tool uses a multi-criteria-decision-making method, which considers the priorities of the decision makers in choosing the cargo routes. Comparison of the routing options based on each criterion and also the overall suitableness of the path in regards to all the criteria (using a multi-criteria-decision-making method) showed that using similar tools as the one proposed by this study can provide decision makers insights in the area of hazardous material transport. This tool shows the probable consequences of considering each path in a very easily understandable way; in the formats of maps and tables, which makes the tradeoffs of costs and risks considerably simpler, as in some cases slightly compromising on trucking cost may drastically decrease the probable health risk and/or traffic difficulties. This will not only be rewarding to the community by making cities safer places to live, but also can be beneficial to shipping companies by allowing them to advertise as environmental friendly conveyors.