What if criminals optimize their choice? Optimal strategies to defend public goods

We investigate optimal strategies to defend valuable goods against the attacks of a thief. Given the value of the goods and the probability of success for the thief, we look for the strategy that assures the largest benefit to each player irrespective of the strategy of his opponent. Two complementary approaches are used: agent-based modeling and game theory. It is shown that the compromise between the value of the goods and the probability of success defines the mixed Nash equilibrium of the game, that is compared with the results of the agent-based simulations and discussed in terms of the system parameters.

Application of the agency theory for the analysis of performance-based mechanisms in road management

El WCTR es un congreso de reconocido prestigio internacional en el ámbito de la investigación del transporte, y aunque las actas publicadas están en formato digital y sin ISSN ni ISBN, lo consideramos lo suficientemente importante como para que se considere en los indicadores. This paper develops a model based on agency theory to analyze road management systems (under the different contract forms available today) that employ a mechanism of performance indicators to establish the payment of the agent. The base assumption is that of asymmetric information between the principal (Public Authorities) and the agent (contractor) and the risk aversion of this latter. It is assumed that the principal may only measure the agent?s performance indirectly and by means of certain performance indicators that may be verified by the authorities. In this model there is presumed to be a relation between the efforts made by the agent and the performance level measured by the corresponding indicators, though it is also considered that there may be dispersion between both variables that gives rise to a certain degree of randomness in the contract. An analysis of the optimal contract has been made on the basis of this model and in accordance with a series of parameters that characterize the economic environment and the particular conditions of road infrastructure. As a result of the analysis made, it is considered that an optimal contract should generally combine a fixed component and a payment in accordance with the performance level obtained. The higher the risk aversion of the agent and the greater the marginal cost of public funds, the lower the impact of this performance-based payment. By way of conclusion, the system of performance indicators should be as broad as possible but should not overweight those indicators that encompass greater randomness in their results.

Contributions to trajectory prediction theory and its application to arrival management for air traffic control

La gestión del tráfico aéreo (Air Traffic Management, ATM) está experimentando un cambio de paradigma hacia las denominadas operaciones basadas trayectoria. Bajo dicho paradigma se modifica el papel de los controladores de tráfico aéreo desde una operativa basada su intervención táctica continuada hacia una labor de supervisión a más largo plazo. Esto se apoya en la creciente confianza en las soluciones aportadas por las herramientas automatizadas de soporte a la decisión más modernas. Para dar soporte a este concepto, se precisa una importante inversión para el desarrollo, junto con la adquisición de nuevos equipos en tierra y embarcados, que permitan la sincronización precisa de la visión de la trayectoria, basada en el intercambio de información entre ambos actores. Durante los últimos 30 a 40 años las aerolíneas han generado uno de los menores retornos de la inversión de entre todas las industrias. Sin beneficios tangibles, la industria aérea tiene dificultades para atraer el capital requerido para su modernización, lo que retrasa la implantación de dichas mejoras. Esta tesis tiene como objetivo responder a la pregunta de si las capacidades actualmente instaladas en las aeronaves comerciales se pueden aplicar para lograr la sincronización de la trayectoria con el nivel de calidad requerido. Además, se analiza en ella si, conjuntamente con mejoras en las herramientas de predicción trayectorias instaladas en tierra en para facilitar la gestión de las arribadas, dichas capacidades permiten obtener los beneficios esperados en el marco de las operaciones basadas en trayectoria. Esto podría proporcionar un incentivo para futuras actualizaciones de la aviónica que podrían llevar a mejoras adicionales. El concepto operacional propuesto en esta tesis tiene como objetivo permitir que los aviones sean pilotados de una manera consistente con las técnicas actuales de vuelo optimizado. Se permite a las aeronaves que desciendan en el denominado “modo de ángulo de descenso gestionado” (path-managed mode), que es el preferido por la mayoría de las compañías aéreas, debido a que conlleva un reducido consumo de combustible. El problema de este modo es que en él no se controla de forma activa el tiempo de llegada al punto de interés. En nuestro concepto operacional, la incertidumbre temporal se gestiona en mediante de la medición del tiempo en puntos estratégicamente escogidos a lo largo de la trayectoria de la aeronave, y permitiendo la modificación por el control de tierra de la velocidad de la aeronave. Aunque la base del concepto es la gestión de las ordenes de velocidad que se proporcionan al piloto, para ser capaces de operar con los niveles de equipamiento típicos actualmente, dicho concepto también constituye un marco en el que la aviónica más avanzada (por ejemplo, que permita el control por el FMS del tiempo de llegada) puede integrarse de forma natural, una vez que esta tecnología este instalada. Además de gestionar la incertidumbre temporal a través de la medición en múltiples puntos, se intenta reducir dicha incertidumbre al mínimo mediante la mejora de las herramienta de predicción de la trayectoria en tierra. En esta tesis se presenta una novedosa descomposición del proceso de predicción de trayectorias en dos etapas. Dicha descomposición permite integrar adecuadamente los datos de la trayectoria de referencia calculada por el Flight Management System (FMS), disponibles usando Futuro Sistema de Navegación Aérea (FANS), en el sistema de predicción de trayectorias en tierra. FANS es un equipo presente en los aviones comerciales de fuselaje ancho actualmente en la producción, e incluso algunos aviones de fuselaje estrecho pueden tener instalada avionica FANS. Además de informar automáticamente de la posición de la aeronave, FANS permite proporcionar (parte de) la trayectoria de referencia en poder de los FMS, pero la explotación de esta capacidad para la mejora de la predicción de trayectorias no se ha estudiado en profundidad en el pasado. La predicción en dos etapas proporciona una solución adecuada al problema de sincronización de trayectorias aire-tierra dado que permite la sincronización de las dimensiones controladas por el sistema de guiado utilizando la información de la trayectoria de referencia proporcionada mediante FANS, y también facilita la mejora en la predicción de las dimensiones abiertas restantes usado un modelo del guiado que explota los modelos meteorológicos mejorados disponibles en tierra. Este proceso de predicción de la trayectoria de dos etapas se aplicó a una muestra de 438 vuelos reales que realizaron un descenso continuo (sin intervención del controlador) con destino Melbourne. Dichos vuelos son de aeronaves del modelo Boeing 737-800, si bien la metodología descrita es extrapolable a otros tipos de aeronave. El método propuesto de predicción de trayectorias permite una mejora en la desviación estándar del error de la estimación del tiempo de llegada al punto de interés, que es un 30% menor que la que obtiene el FMS. Dicha trayectoria prevista mejorada se puede utilizar para establecer la secuencia de arribadas y para la asignación de las franjas horarias para cada aterrizaje (slots). Sobre la base del slot asignado, se determina un perfil de velocidades que permita cumplir con dicho slot con un impacto mínimo en la eficiencia del vuelo. En la tesis se propone un nuevo algoritmo que determina las velocidades requeridas sin necesidad de un proceso iterativo de búsqueda sobre el sistema de predicción de trayectorias. El algoritmo se basa en una parametrización inteligente del proceso de predicción de la trayectoria, que permite relacionar el tiempo estimado de llegada con una función polinómica. Resolviendo dicho polinomio para el tiempo de llegada deseado, se obtiene de forma natural el perfil de velocidades optimo para cumplir con dicho tiempo de llegada sin comprometer la eficiencia. El diseño de los sistemas de gestión de arribadas propuesto en esta tesis aprovecha la aviónica y los sistemas de comunicación instalados de un modo mucho más eficiente, proporcionando valor añadido para la industria. Por tanto, la solución es compatible con la transición hacia los sistemas de aviónica avanzados que están desarrollándose actualmente. Los beneficios que se obtengan a lo largo de dicha transición son un incentivo para inversiones subsiguientes en la aviónica y en los sistemas de control de tráfico en tierra. ABSTRACT Air traffic management (ATM) is undergoing a paradigm shift towards trajectory based operations where the role of an air traffic controller evolves from that of continuous intervention towards supervision, as decision making is improved based on increased confidence in the solutions provided by advanced automation. To support this concept, significant investment for the development and acquisition of new equipment is required on the ground as well as in the air, to facilitate the high degree of trajectory synchronisation and information exchange required. Over the past 30-40 years the airline industry has generated one of the lowest returns on invested capital among all industries. Without tangible benefits realised, the airline industry may find it difficult to attract the required investment capital and delay acquiring equipment needed to realise the concept of trajectory based operations. In response to these challenges facing the modernisation of ATM, this thesis aims to answer the question whether existing aircraft capabilities can be applied to achieve sufficient trajectory synchronisation and improvements to ground-based trajectory prediction in support of the arrival management process, to realise some of the benefits envisioned under trajectory based operations, and to provide an incentive for further avionics upgrades. The proposed operational concept aims to permit aircraft to operate in a manner consistent with current optimal aircraft operating techniques. It allows aircraft to descend in the fuel efficient path managed mode as preferred by a majority of airlines, with arrival time not actively controlled by the airborne automation. The temporal uncertainty is managed through metering at strategically chosen points along the aircraft’s trajectory with primary use of speed advisories. While the focus is on speed advisories to support all aircraft and different levels of equipage, the concept also constitutes a framework in which advanced avionics as airborne time-of-arrival control can be integrated once this technology is widely available. In addition to managing temporal uncertainty through metering at multiple points, this temporal uncertainty is minimised by improving the supporting trajectory prediction capability. A novel two-stage trajectory prediction process is presented to adequately integrate aircraft trajectory data available through Future Air Navigation Systems (FANS) into the ground-based trajectory predictor. FANS is standard equipment on any wide-body aircraft in production today, and some single-aisle aircraft are easily capable of being fitted with FANS. In addition to automatic position reporting, FANS provides the ability to provide (part of) the reference trajectory held by the aircraft’s Flight Management System (FMS), but this capability has yet been widely overlooked. The two-stage process provides a ‘best of both world’s’ solution to the air-ground synchronisation problem by synchronising with the FMS reference trajectory those dimensions controlled by the guidance mode, and improving on the prediction of the remaining open dimensions by exploiting the high resolution meteorological forecast available to a ground-based system. The two-stage trajectory prediction process was applied to a sample of 438 FANS-equipped Boeing 737-800 flights into Melbourne conducting a continuous descent free from ATC intervention, and can be extrapolated to other types of aircraft. Trajectories predicted through the two-stage approach provided estimated time of arrivals with a 30% reduction in standard deviation of the error compared to estimated time of arrival calculated by the FMS. This improved predicted trajectory can subsequently be used to set the sequence and allocate landing slots. Based on the allocated landing slot, the proposed system calculates a speed schedule for the aircraft to meet this landing slot at minimal flight efficiency impact. A novel algorithm is presented that determines this speed schedule without requiring an iterative process in which multiple calls to a trajectory predictor need to be made. The algorithm is based on parameterisation of the trajectory prediction process, allowing the estimate time of arrival to be represented by a polynomial function of the speed schedule, providing an analytical solution to the speed schedule required to meet a set arrival time. The arrival management solution proposed in this thesis leverages the use of existing avionics and communications systems resulting in new value for industry for current investment. The solution therefore supports a transition concept from mixed equipage towards advanced avionics currently under development. Benefits realised under this transition may provide an incentive for ongoing investment in avionics.

Initial design with L2 Monge-Kantorovich theory for the Monge–Ampère equation method of freeform optics

The Monge–Ampère (MA) equation arising in illumination design is highly nonlinear so that the convergence of the MA method is strongly determined by the initial design. We address the initial design of the MA method in this paper with the L2 Monge-Kantorovich (LMK) theory, and introduce an efficient approach for finding the optimal mapping of the LMK problem. Three examples, including the beam shaping of collimated beam and point light source, are given to illustrate the potential benefits of the LMK theory in the initial design. The results show the MA method converges more stably and faster with the application of the LMK theory in the initial design.

An optimal yet fast pruning algorithm to reduce latency in multiview prediction structures

We propose a new algorithm for the design of prediction structures with low delay and limited penalty in the rate-distortion performance for multiview video coding schemes. This algorithm constitutes one of the elements of a framework for the analysis and optimization of delay in multiview coding schemes that is based in graph theory. The objective of the algorithm is to find the best combination of prediction dependencies to prune from a multiview prediction structure, given a number of cuts. Taking into account the properties of the graph-based analysis of the encoding delay, the algorithm is able to find the best prediction dependencies to eliminate from an original prediction structure, while limiting the number of cut combinations to evaluate. We show that this algorithm obtains optimum results in the reduction of the encoding latency with a lower computational complexity than exhaustive search alternatives.

Analysis of the Optimal Sharing of Construction Risk in Public Procurement Contracts

This paper discusses a model based on the agency theory to analyze the optimal transfer of construction risk in public works contracts. The base assumption is that of a contract between a principal (public authority) and an agent (firm), where the payment mechanism is linear and contains an incentive mechanism to enhance the effort of the agent to reduce construction costs. A theoretical model is proposed starting from a cost function with a random component and assuming that both the public authority and the firm are risk averse. The main outcome of the paper is that the optimal transfer of construction risk will be lower when the variance of errors in cost forecast, the risk aversion of the firm and the marginal cost of public funds are larger, while the optimal transfer of construction risk will grow when the variance of errors in cost monitoring and the risk aversion of the public authority are larger

Hybrid wind-diesel power plant valuation and optimization using real option theory and dynamic programming

El sistema de energía eólica-diesel híbrido tiene un gran potencial en la prestación de suministro de energía a comunidades remotas. En comparación con los sistemas tradicionales de diesel, las plantas de energía híbridas ofrecen grandes ventajas tales como el suministro de capacidad de energía extra para "microgrids", reducción de los contaminantes y emisiones de gases de efecto invernadero, y la cobertura del riesgo de aumento inesperado del precio del combustible. El principal objetivo de la presente tesis es proporcionar nuevos conocimientos para la evaluación y optimización de los sistemas de energía híbrido eólico-diesel considerando las incertidumbres. Dado que la energía eólica es una variable estocástica, ésta no puede ser controlada ni predecirse con exactitud. La naturaleza incierta del viento como fuente de energía produce serios problemas tanto para la operación como para la evaluación del valor del sistema de energía eólica-diesel híbrido. Por un lado, la regulación de la potencia inyectada desde las turbinas de viento es una difícil tarea cuando opera el sistema híbrido. Por otro lado, el bene.cio económico de un sistema eólico-diesel híbrido se logra directamente a través de la energía entregada a la red de alimentación de la energía eólica. Consecuentemente, la incertidumbre de los recursos eólicos incrementa la dificultad de estimar los beneficios globales en la etapa de planificación. La principal preocupación del modelo tradicional determinista es no tener en cuenta la incertidumbre futura a la hora de tomar la decisión de operación. Con lo cual, no se prevé las acciones operativas flexibles en respuesta a los escenarios futuros. El análisis del rendimiento y simulación por ordenador en el Proyecto Eólico San Cristóbal demuestra que la incertidumbre sobre la energía eólica, las estrategias de control, almacenamiento de energía, y la curva de potencia de aerogeneradores tienen un impacto significativo sobre el rendimiento del sistema. En la presente tesis, se analiza la relación entre la teoría de valoración de opciones y el proceso de toma de decisiones. La opción real se desarrolla con un modelo y se presenta a través de ejemplos prácticos para evaluar el valor de los sistemas de energía eólica-diesel híbridos. Los resultados muestran que las opciones operacionales pueden aportar un valor adicional para el sistema de energía híbrida, cuando esta flexibilidad operativa se utiliza correctamente. Este marco se puede aplicar en la optimización de la operación a corto plazo teniendo en cuenta la naturaleza dependiente de la trayectoria de la política óptima de despacho, dadas las plausibles futuras realizaciones de la producción de energía eólica. En comparación con los métodos de valoración y optimización existentes, el resultado del caso de estudio numérico muestra que la política de operación resultante del modelo de optimización propuesto presenta una notable actuación en la reducción del con- sumo total de combustible del sistema eólico-diesel. Con el .n de tomar decisiones óptimas, los operadores de plantas de energía y los gestores de éstas no deben centrarse sólo en el resultado directo de cada acción operativa, tampoco deberían tomar decisiones deterministas. La forma correcta es gestionar dinámicamente el sistema de energía teniendo en cuenta el valor futuro condicionado en cada opción frente a la incertidumbre. ABSTRACT Hybrid wind-diesel power systems have a great potential in providing energy supply to remote communities. Compared with the traditional diesel systems, hybrid power plants are providing many advantages such as providing extra energy capacity to the micro-grid, reducing pollution and greenhouse-gas emissions, and hedging the risk of unexpected fuel price increases. This dissertation aims at providing novel insights for assessing and optimizing hybrid wind-diesel power systems considering the related uncertainties. Since wind power can neither be controlled nor accurately predicted, the energy harvested from a wind turbine may be considered a stochastic variable. This uncertain nature of wind energy source results in serious problems for both the operation and value assessment of the hybrid wind-diesel power system. On the one hand, regulating the uncertain power injected from wind turbines is a difficult task when operating the hybrid system. On the other hand, the economic profit of a hybrid wind-diesel system is achieved directly through the energy delivered to the power grid from the wind energy. Therefore, the uncertainty of wind resources has increased the difficulty in estimating the total benefits in the planning stage. The main concern of the traditional deterministic model is that it does not consider the future uncertainty when making the dispatch decision. Thus, it does not provide flexible operational actions in response to the uncertain future scenarios. Performance analysis and computer simulation on the San Cristobal Wind Project demonstrate that the wind power uncertainty, control strategies, energy storage, and the wind turbine power curve have a significant impact on the performance of the system. In this dissertation, the relationship between option pricing theory and decision making process is discussed. A real option model is developed and presented through practical examples for assessing the value of hybrid wind-diesel power systems. Results show that operational options can provide additional value to the hybrid power system when this operational flexibility is correctly utilized. This framework can be applied in optimizing short term dispatch decisions considering the path-dependent nature of the optimal dispatch policy, given the plausible future realizations of the wind power production. Comparing with the existing valuation and optimization methods, result from numerical example shows that the dispatch policy resulting from the proposed optimization model exhibits a remarkable performance in minimizing the total fuel consumption of the wind-diesel system. In order to make optimal decisions, power plant operators and managers should not just focus on the direct outcome of each operational action; neither should they make deterministic decisions. The correct way is to dynamically manage the power system by taking into consideration the conditional future value in each option in response to the uncertainty.

Optimal design of a beam subjected to compression forces in the framework of different structural models

The optimal design of a vertical cantilever beam is presented in this paper. The beam is assumed immersed in an elastic Winkler soil and subjected to several loads: a point force at the tip section, its self weight and a uniform distributed load along its length. lbe optimal design problem is to find the beam of a given length and minimum volume, such that the resultant compressive stresses are admisible. This prohlem is analyzed according to linear elasticity theory and within different alternative structural models: column, Navier-Bernoulli beam-column, Timoshenko beamcolumn (i.e. with shear strain) under conservative loads, typically, constant direction loads. Results obtained in each case are compared, in order to evaluate the sensitivity of model on the numerical results. The beam optimal design is described by the section distribution layout (area, second moment, shear area etc.) along the beam span and the corresponding beam total volume. Other situations, some of them very interesting from a theoretical point of view, with follower loads (Beck and Leipholz problems) are also discussed, leaving for future work numerical details and results.

The optimal measure of allelic association

Allelic association between pairs of loci is derived in terms of the association probability ρ as a function of recombination θ, effective population size N, linear systematic pressure v, and time t, predicting both ρrt, the decrease of association from founders and ρct, the increase by genetic drift, with ρt = ρrt + ρct. These results conform to the Malecot equation, with time replaced by distance on the genetic map, or on the physical map if recombination in the region is uniform. Earlier evidence suggested that ρ is less sensitive to variations in marker allele frequencies than alternative metrics for which there is no probability theory. This robustness is confirmed for six alternatives in eight samples. In none of these 48 tests was the residual variance as small as for ρ. Overall, efficiency was less than 80% for all alternatives, and less than 30% for two of them. Efficiency of alternatives did not increase when information was estimated simultaneously. The swept radius within which substantial values of ρ are conserved lies between 385 and 893 kb, but deviation of parameters between measures is enormously significant. The large effort now being devoted to allelic association has little value unless the ρ metric with the strongest theoretical basis and least sensitivity to marker allele frequencies is used for mapping of marker association and localization of disease loci.

A branch-and-bound algorithm for optimal AND-OR networks (the algorithm description)

Bibliography: p. 39.

Pruning and branching methods for designing optimal networks by the branch-and-bound method

Includes bibliographical references.

A branch-and-bound algorithm for optimal NOR networks (the algorithm description)

Bibliography: p. 29.

Synthesis of optimal double-rail logic networks using NOR-OR gates by integer programming.

"Supported in part by ... Grant no. NSF GJ-503."

The minimal covering problem and automated design of two-level and/or optimal networks /

Vita.

On the necessary condition for optimal control of nonlinear systems.

"Prepared under contract Nonr-225(11) (NR-041-086) for Office of Naval Research."