The LQ control problem for Markovian jumps linear systems with horizon defined by stopping times

This paper deals with a stochastic optimal control problem involving discrete-time jump Markov linear systems. The jumps or changes between the system operation modes evolve according to an underlying Markov chain. In the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (TN), or the occurrence of a crucial failure event (τΔ), after which the system is brought to a halt for maintenance. In addition, an intermediary mixed case for which T represents the minimum between TN and τΔ is also considered. These stopping times coincide with some of the jump times of the Markov state and the information available allows the reconfiguration of the control action at each jump time, in the form of a linear feedback gain. The solution for the linear quadratic problem with complete Markov state observation is presented. The solution is given in terms of recursions of a set of algebraic Riccati equations (ARE) or a coupled set of algebraic Riccati equation (CARE).

Development of sustainable precision farming systems for swine: Estimating realtime individual amino acid requirements in growing-finishing pigs

The objective of this study was to develop and evaluate a mathematical model used to estimate the daily amino acid requirements of individual growing-finishing pigs. The model includes empirical and mechanistic model components. The empirical component estimates daily feed intake (DFI), BW, and daily gain (DG) based on individual pig information collected in real time. Based on DFI, BW, and DG estimates, the mechanistic component uses classic factorial equations to estimate the optimal concentration of amino acids that must be offered to each pig to meet its requirements. The model was evaluated with data from a study that investigated the effect of feeding pigs with a 3-phase or daily multiphase system. The DFI and BW values measured in this study were compared with those estimated by the empirical component of the model. The coherence of the values estimated by the mechanistic component was evaluated by analyzing if it followed a normal pattern of requirements. Lastly, the proposed model was evaluated by comparing its estimates with those generated by the existing growth model (InraPorc). The precision of the proposed model and InraPorc in estimating DFI and BW was evaluated through the mean absolute error. The empirical component results indicated that the DFI and BW trajectories of individual pigs fed ad libitum could be predicted 1 d (DFI) or 7 d (BW) ahead with the average mean absolute error of 12.45 and 1.85%, respectively. The average mean absolute error obtained with the InraPorc for the average individual of the population was 14.72% for DFI and 5.38% for BW. Major differences were observed when estimates from InraPorc were compared with individual observations. The proposed model, however, was effective in tracking the change in DFI and BW for each individual pig. The mechanistic model component estimated the optimal standardized ileal digestible Lys to NE ratio with reasonable between animal (average CV = 7%) and overtime (average CV = 14%) variation. Thus, the amino acid requirements estimated by model are animal- and time-dependent and follow, in real time, the individual DFI and BW growth patterns. The proposed model can follow the average feed intake and feed weight trajectory of each individual pig in real time with good accuracy. Based on these trajectories and using classical factorial equations, the model makes it possible to estimate dynamically the AA requirements of each animal, taking into account the intake and growth changes of the animal. © 2012 American Society of Animal Science. All rights reserved.

A proposal for reliability evaluation of components on electric power distribution system integrating probabilistic models and fuzzy inference systems

The system reliability depends on the reliability of its components itself. Therefore, it is necessary a methodology capable of inferring the state of functionality of these components to establish reliable indices of quality. Allocation models for maintenance and protective devices, among others, have been used in order to improve the quality and availability of services on electric power distribution systems. This paper proposes a methodology for assessing the reliability of distribution system components in an integrated way, using probabilistic models and fuzzy inference systems to infer about the operation probability of each component. © 2012 IEEE.

Optimal reactive power dispatch using stochastic chance-constrained programming

Deterministic Optimal Reactive Power Dispatch problem has been extensively studied, such that the demand power and the availability of shunt reactive power compensators are known and fixed. Give this background, a two-stage stochastic optimization model is first formulated under the presumption that the load demand can be modeled as specified random parameters. A second stochastic chance-constrained model is presented considering uncertainty on the demand and the equivalent availability of shunt reactive power compensators. Simulations on six-bus and 30-bus test systems are used to illustrate the validity and essential features of the proposed models. This simulations shows that the proposed models can prevent to the power system operator about of the deficit of reactive power in the power system and suggest that shunt reactive sourses must be dispatched against the unavailability of any reactive source. © 2012 IEEE.

A Multi-Stage Stochastic Non-Linear Model for Reactive Power Planning Under Contingencies

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

STOCHASTIC ADDING MACHINE AND 2-DIMENSIONAL JULIA SETS

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Exact field-driven interface dynamics in the two-dimensional stochastic Ising model with helicoidal boundary conditions

We investigate the interface dynamics of the two-dimensional stochastic Ising model in an external field under helicoidal boundary conditions. At sufficiently low temperatures and fields, the dynamics of the interface is described by an exactly solvable high-spin asymmetric quantum Hamiltonian that is the infinitesimal generator of the zero range process. Generally, the critical dynamics of the interface fluctuations is in the Kardar-Parisi-Zhang universality class of critical behavior. We remark that a whole family of RSOS interface models similar to the Ising interface model investigated here can be described by exactly solvable restricted high-spin quantum XXZ-type Hamiltonians. (C) 2012 Elsevier B.V. All rights reserved.

Realistic fluids as source for dynamically accreting black holes in a cosmological background

We show that a single imperfect fluid can be used as a source to obtain a mass-varying black hole in an expanding universe. This approach generalizes the well-known McVittie spacetime, by allowing the mass to vary thanks to a novel mechanism based on the presence of a temperature gradient. This fully dynamical solution, which does not require phantom fields or fine-tuning, is a step forward in a new direction in the study of systems whose local gravitational attraction is coupled to the expansion of the universe. We present a simple but instructive example for the mass function and briefly discuss the structure of the apparent horizons and the past singularity.

Entropy Production in Nonequilibrium Systems at Stationary States

We present a stochastic approach to nonequilibrium thermodynamics based on the expression of the entropy production rate advanced by Schnakenberg for systems described by a master equation. From the microscopic Schnakenberg expression we get the macroscopic bilinear form for the entropy production rate in terms of fluxes and forces. This is performed by placing the system in contact with two reservoirs with distinct sets of thermodynamic fields and by assuming an appropriate form for the transition rate. The approach is applied to an interacting lattice gas model in contact with two heat and particle reservoirs. On a square lattice, a continuous symmetry breaking phase transition takes place such that at the nonequilibrium ordered phase a heat flow sets in even when the temperatures of the reservoirs are the same. The entropy production rate is found to have a singularity at the critical point of the linear-logarithm type.

Stochastic competitive learning in complex networks

Competitive learning is an important machine learning approach which is widely employed in artificial neural networks. In this paper, we present a rigorous definition of a new type of competitive learning scheme realized on large-scale networks. The model consists of several particles walking within the network and competing with each other to occupy as many nodes as possible, while attempting to reject intruder particles. The particle's walking rule is composed of a stochastic combination of random and preferential movements. The model has been applied to solve community detection and data clustering problems. Computer simulations reveal that the proposed technique presents high precision of community and cluster detections, as well as low computational complexity. Moreover, we have developed an efficient method for estimating the most likely number of clusters by using an evaluator index that monitors the information generated by the competition process itself. We hope this paper will provide an alternative way to the study of competitive learning.

Network-based stochastic semisupervised learning

Semisupervised learning is a machine learning approach that is able to employ both labeled and unlabeled samples in the training process. In this paper, we propose a semisupervised data classification model based on a combined random-preferential walk of particles in a network (graph) constructed from the input dataset. The particles of the same class cooperate among themselves, while the particles of different classes compete with each other to propagate class labels to the whole network. A rigorous model definition is provided via a nonlinear stochastic dynamical system and a mathematical analysis of its behavior is carried out. A numerical validation presented in this paper confirms the theoretical predictions. An interesting feature brought by the competitive-cooperative mechanism is that the proposed model can achieve good classification rates while exhibiting low computational complexity order in comparison to other network-based semisupervised algorithms. Computer simulations conducted on synthetic and real-world datasets reveal the effectiveness of the model.

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

PERFORMANCE EVALUATION OF RESOURCE-AWARE BUSINESS PROCESSES USING STOCHASTIC AUTOMATA NETWORKS

In this work, we study the performance evaluation of resource-aware business process models. We define a new framework that allows the generation of analytical models for performance evaluation from business process models annotated with resource management information. This framework is composed of a new notation that allows the specification of resource management constraints and a method to convert a business process specification and its resource constraints into Stochastic Automata Networks (SANs). We show that the analysis of the generated SAN model provides several performance indices, such as average throughput of the system, average waiting time, average queues size, and utilization rate of resources. Using the BP2SAN tool - our implementation of the proposed framework - and a SAN solver (such as the PEPS tool) we show through a simple use-case how a business specialist with no skills in stochastic modeling can easily obtain performance indices that, in turn, can help to identify bottlenecks on the model, to perform workload characterization, to define the provisioning of resources, and to study other performance related aspects of the business process.

Biological evolution of replicator systems: towards a quantitative approach

The aim of this work is to study the features of a simple replicator chemical model of the relation between kinetic stability and entropy production under the action of external perturbations. We quantitatively explore the different paths leading to evolution in a toy model where two independent replicators compete for the same substrate. To do that, the same scenario described originally by Pross (J Phys Org Chem 17:312–316, 2004) is revised and new criteria to define the kinetic stability are proposed. Our results suggest that fast replicator populations are continually favored by the effects of strong stochastic environmental fluctuations capable to determine the global population, the former assumed to be the only acting evolution force. We demonstrate that the process is continually driven by strong perturbations only, and that population crashes may be useful proxies for these catastrophic environmental fluctuations. As expected, such behavior is particularly enhanced under very large scale perturbations, suggesting a likely dynamical footprint in the recovery patterns of new species after mass extinction events in the Earth’s geological past. Furthermore, the hypothesis that natural selection always favors the faster processes may give theoretical support to different studies that claim the applicability of maximum principles like the Maximum Metabolic Flux (MMF) or Maximum Entropy Productions Principle (MEPP), seen as the main goal of biological evolution.

Rich media content adaptation in e-learning systems

The wide use of e-technologies represents a great opportunity for underserved segments of the population, especially with the aim of reintegrating excluded individuals back into society through education. This is particularly true for people with different types of disabilities who may have difficulties while attending traditional on-site learning programs that are typically based on printed learning resources. The creation and provision of accessible e-learning contents may therefore become a key factor in enabling people with different access needs to enjoy quality learning experiences and services. Another e-learning challenge is represented by m-learning (which stands for mobile learning), which is emerging as a consequence of mobile terminals diffusion and provides the opportunity to browse didactical materials everywhere, outside places that are traditionally devoted to education. Both such situations share the need to access materials in limited conditions and collide with the growing use of rich media in didactical contents, which are designed to be enjoyed without any restriction. Nowadays, Web-based teaching makes great use of multimedia technologies, ranging from Flash animations to prerecorded video-lectures. Rich media in e-learning can offer significant potential in enhancing the learning environment, through helping to increase access to education, enhance the learning experience and support multiple learning styles. Moreover, they can often be used to improve the structure of Web-based courses. These highly variegated and structured contents may significantly improve the quality and the effectiveness of educational activities for learners. For example, rich media contents allow us to describe complex concepts and process flows. Audio and video elements may be utilized to add a “human touch” to distance-learning courses. Finally, real lectures may be recorded and distributed to integrate or enrich on line materials. A confirmation of the advantages of these approaches can be seen in the exponential growth of video-lecture availability on the net, due to the ease of recording and delivering activities which take place in a traditional classroom. Furthermore, the wide use of assistive technologies for learners with disabilities injects new life into e-learning systems. E-learning allows distance and flexible educational activities, thus helping disabled learners to access resources which would otherwise present significant barriers for them. For instance, students with visual impairments have difficulties in reading traditional visual materials, deaf learners have trouble in following traditional (spoken) lectures, people with motion disabilities have problems in attending on-site programs. As already mentioned, the use of wireless technologies and pervasive computing may really enhance the educational learner experience by offering mobile e-learning services that can be accessed by handheld devices. This new paradigm of educational content distribution maximizes the benefits for learners since it enables users to overcome constraints imposed by the surrounding environment. While certainly helpful for users without disabilities, we believe that the use of newmobile technologies may also become a fundamental tool for impaired learners, since it frees them from sitting in front of a PC. In this way, educational activities can be enjoyed by all the users, without hindrance, thus increasing the social inclusion of non-typical learners. While the provision of fully accessible and portable video-lectures may be extremely useful for students, it is widely recognized that structuring and managing rich media contents for mobile learning services are complex and expensive tasks. Indeed, major difficulties originate from the basic need to provide a textual equivalent for each media resource composing a rich media Learning Object (LO). Moreover, tests need to be carried out to establish whether a given LO is fully accessible to all kinds of learners. Unfortunately, both these tasks are truly time-consuming processes, depending on the type of contents the teacher is writing and on the authoring tool he/she is using. Due to these difficulties, online LOs are often distributed as partially accessible or totally inaccessible content. Bearing this in mind, this thesis aims to discuss the key issues of a system we have developed to deliver accessible, customized or nomadic learning experiences to learners with different access needs and skills. To reduce the risk of excluding users with particular access capabilities, our system exploits Learning Objects (LOs) which are dynamically adapted and transcoded based on the specific needs of non-typical users and on the barriers that they can encounter in the environment. The basic idea is to dynamically adapt contents, by selecting them from a set of media resources packaged in SCORM-compliant LOs and stored in a self-adapting format. The system schedules and orchestrates a set of transcoding processes based on specific learner needs, so as to produce a customized LO that can be fully enjoyed by any (impaired or mobile) student.