979 resultados para spatial markov Chains
Resumo:
A great deal of attention in the supply chain management literature is devoted to study material and demand information flows and their coordination. But in many situations, supply chains may convey information from different nature, they may be an important channel companies have to deliver knowledge, or specifically, technical information to the market. This paper studies the technical flow and highlights its particular requirements. Drawing upon a qualitative field research, it studies pharmaceutical companies, since those companies face a very specific challenge: consumers do not have discretion over their choices, ethical drugs must be prescribed by physicians to be bought and used by final consumers. Technical information flow is rich, and must be redundant and early delivered at multiple points. Thus, apart from the regular material channel where products and order information flow, those companies build a specialized information channel, developed to communicate to those who need it to create demand. Conclusions can be extended to supply chains where products and services are complex and decision makers must be clearly informed about technology-related information. (C) 2009 Elsevier B.V. All rights reserved.
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The main goal of this paper is to apply the so-called policy iteration algorithm (PIA) for the long run average continuous control problem of piecewise deterministic Markov processes (PDMP`s) taking values in a general Borel space and with compact action space depending on the state variable. In order to do that we first derive some important properties for a pseudo-Poisson equation associated to the problem. In the sequence it is shown that the convergence of the PIA to a solution satisfying the optimality equation holds under some classical hypotheses and that this optimal solution yields to an optimal control strategy for the average control problem for the continuous-time PDMP in a feedback form.
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This work is concerned with the existence of an optimal control strategy for the long-run average continuous control problem of piecewise-deterministic Markov processes (PDMPs). In Costa and Dufour (2008), sufficient conditions were derived to ensure the existence of an optimal control by using the vanishing discount approach. These conditions were mainly expressed in terms of the relative difference of the alpha-discount value functions. The main goal of this paper is to derive tractable conditions directly related to the primitive data of the PDMP to ensure the existence of an optimal control. The present work can be seen as a continuation of the results derived in Costa and Dufour (2008). Our main assumptions are written in terms of some integro-differential inequalities related to the so-called expected growth condition, and geometric convergence of the post-jump location kernel associated to the PDMP. An example based on the capacity expansion problem is presented, illustrating the possible applications of the results developed in the paper.
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We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.
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In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.
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In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.
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In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.
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(Spatial-temporal variation in coiled and straight morphotypes of Cylindrospermopsis raciborskii (Wolsz) Seenayya et Subba Raju (Cyanobacteria)). This study reports the spatial and temporal behavior of straight and coiled morphotypes of C. raciborskii in a reservoir in Brazil`s semiarid region as well as the main factors responsible for the variability. Two set of samples were collected from the subsurface and bottom in the central region of a reservoir in two seasonal periods (dry January 2005; rainy June 2005) over 20-hour sampling periods during daylight (8 am, 12 pm and 4 pm) and dark (8 pm, 12 am and 4 am) hours. Measurements of abiotic parameters were determined concurrently to the sampling of biotic variables. Two C. raciborskii morphotypes were found in the reservoir: straight and coiled. There was no difference in density of the straight and coiled C. raciborskii morphotypes between the different sampling times for either season. Vertical differences were found in the distribution of both morphotypes in both seasons, with greater densities recorded at the subsurface. Densities of the two C. raciborskii morphotypes were greater in the dry season, with the density of the coiled morphotype at the surface two-fold greater than that of the straight morphotype and that found in the rainy season. The ecological success of the coiled morphotype was due to thermal stratification, whereas a mixed condition was determinant in the success of the straight morphotype.
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The use of chloroplast DNA markers (cpDNA) helps to elucidate questions related to ecology, evolution and genetic structure. The knowledge of inter-and intra-population genetic structure allows to design effective conservation and management strategies for tropical tree species. With the aim to help the conservation of Hymenaea stigonocarpa of the Cerrado (Brazilian savanna) in Sao Paulo State, an analysis of the spatial genetic structure (SGS) was conducted in two populations using five universal chloroplast microsatellite loci (cpSSR). The population of 68 trees of H. stigonocarpa in the Ecological Station of Itirapina (ESI) had a single haplotype, indicating a strong founder effect. In turn, the population of 47 trees of H. stigonocarpa in a contiguous area that includes the Ecological Station of Assis and the Assis State Forest (ESA), showed six haplotypes ((n) over cap (h) = 6) with a moderate haplotype diversity ((h) over cap = 0667 + 0094), revealing that it was founded by a small number of maternal lineages. The SGS analysis for the population ESA/ASF, using Moran`s I index, indicated limited seed dispersal. Considering SGS, for ex situ conservation strategies in the population ESA/ASF, seed harvesting should require a minimum distance of 750 m among seed-trees.
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The representation of sustainability concerns in industrial forests management plans, in relation to environmental, social and economic aspects, involve a great amount of details when analyzing and understanding the interaction among these aspects to reduce possible future impacts. At the tactical and operational planning levels, methods based on generic assumptions usually provide non-realistic solutions, impairing the decision making process. This study is aimed at improving current operational harvesting planning techniques, through the development of a mixed integer goal programming model. This allows the evaluation of different scenarios, subject to environmental and supply constraints, increase of operational capacity, and the spatial consequences of dispatching harvest crews to certain distances over the evaluation period. As a result, a set of performance indicators was selected to evaluate all optimal solutions provided to different possible scenarios and combinations of these scenarios, and to compare these outcomes with the real results observed by the mill in the study case area. Results showed that it is possible to elaborate a linear programming model that adequately represents harvesting limitations, production aspects and environmental and supply constraints. The comparison involving the evaluated scenarios and the real observed results showed the advantage of using more holistic approaches and that it is possible to improve the quality of the planning recommendations using linear programming techniques.
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The eriophyid mite Aceria guerreronis occurs in most coconut growing regions of the world and causes enormous damage to coconut fruits. The concealed environment of the fruit perianth under which the mite resides renders its control extremely difficult. Recent studies suggest that biological control could mitigate the problems caused by this pest. Neoseiulus paspalivorus and Proctolaelaps bickleyi are two of the most frequently found predatory mites associated with A. guerreronis on coconut fruits. Regarding biological control, the former has an advantage in invading the tight areas under the coconut fruit perianth while the latter is more voracious on the pest mites and has a higher reproductive capacity. Based on the idea of the combined use/release of both predators on coconut fruits, we studied their compatibility in spatial niche use and intraguild predation (IGP). Spatial niche use on coconut fruits was examined on artificial arenas mimicking the area under the coconut fruit perianth and the open fruit surface. Both N. paspalivorus and P. bickleyi preferentially resided and oviposited inside the tight artificial chamber. Oviposition rate of P. bickleyi and residence time of N. paspalivorus inside the chamber were reduced in the presence of a conspecific female. Residence of N. paspalivorus inside the chamber was also influenced by the presence of P. bickleyi. Both N. paspalivorus and P. bickleyi preyed upon each other with relatively moderate IGP rates of adult females on larvae but neither species yielded nutritional benefits from IGP in terms of adult survival and oviposition. We discuss the relevance of our findings for a hypothetic combined use of both predators in biological control of A. guerreronis.
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Leaf wetness duration (LWD) models based on empirical approaches offer practical advantages over physically based models in agricultural applications, but their spatial portability is questionable because they may be biased to the climatic conditions under which they were developed. In our study, spatial portability of three LWD models with empirical characteristics - a RH threshold model, a decision tree model with wind speed correction, and a fuzzy logic model - was evaluated using weather data collected in Brazil, Canada, Costa Rica, Italy and the USA. The fuzzy logic model was more accurate than the other models in estimating LWD measured by painted leaf wetness sensors. The fraction of correct estimates for the fuzzy logic model was greater (0.87) than for the other models (0.85-0.86) across 28 sites where painted sensors were installed, and the degree of agreement k statistic between the model and painted sensors was greater for the fuzzy logic model (0.71) than that for the other models (0.64-0.66). Values of the k statistic for the fuzzy logic model were also less variable across sites than those of the other models. When model estimates were compared with measurements from unpainted leaf wetness sensors, the fuzzy logic model had less mean absolute error (2.5 h day(-1)) than other models (2.6-2.7 h day(-1)) after the model was calibrated for the unpainted sensors. The results suggest that the fuzzy logic model has greater spatial portability than the other models evaluated and merits further validation in comparison with physical models under a wider range of climate conditions. (C) 2010 Elsevier B.V. All rights reserved.
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Guignardia citricarpa, the causal agent of citrus black spot, forms airborne ascospores on decomposing citrus leaves and water-spread conidia on fruits, leaves and twigs. The spatial pattern of diseased fruit in citrus tree canopies was used to assess the importance of ascospores and conidia in citrus black spot epidemics in Sao Paulo State, Brazil. The aggregation of diseased fruit in the citrus tree canopy was quantified by the binomial dispersion index (D) and the binary form of Taylor`s Power Law for 303 trees in six groves. D was significantly greater than 1 in 251 trees. The intercept of the regression line of Taylor`s Power Law was significantly greater than 0 and the slope was not different from 1, implying that diseased fruit was aggregated in the canopy independent of disease incidence. Disease incidence (p) and severity (S) were assessed in 2875 citrus trees. The incidence-severity relationship was described (R-2 = 88.7%) by the model ln(S) = ln(a) + bCLL(p) where CLL = complementary log-log transformation. The high severity at low incidence observed in many cases is also indicative of low distance spread of G. citricarpa spores. For the same level of disease incidence, some trees had most of the diseased fruit with many lesions and high disease severity, whereas other trees had most of the fruit with few lesions and low disease severity. Aggregation of diseased fruit in the trees suggests that splash-dispersed conidia have an important role in increasing the disease in citrus trees in Brazil.
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Our objective was to develop a methodology to predict soil fertility using visible near-infrared (vis-NIR) diffuse reflectance spectra and terrain attributes derived from a digital elevation model (DEM). Specifically, our aims were to: (i) assemble a minimum data set to develop a soil fertility index for sugarcane (Sarcharum officinarum L.) (SFI-SC) for biofuel production in tropical soils; (ii) construct a model to predict the SFI-SC using soil vis-NIR spectra and terrain attributes; and (iii) produce a soil fertility map for our study area and assess it by comparing it with a green vegetation index (GVI). The study area was 185 ha located in sao Paulo State, Brazil. In total, 184 soil samples were collected and analyzed for a range of soil chemical and physical properties. Their vis-NIR spectra were collected from 400 to 2500 nm. The Shuttle Radar Topographic Mission 3-arcsec (90-m resolution) DEM of the area was used to derive 17 terrain attributes. A minimum data set of soil properties was selected to develop the SFI-SC. The SFI-SC consisted of three classes: Class 1, the highly fertile soils; Class 2, the fertile soils; and Class 3, the least fertile soils. It was derived heuristically with conditionals and using expert knowledge. The index was modeled with the spectra and terrain data using cross-validated decision trees. The cross-validation of the model correctly predicted Class 1 in 75% of cases, Class 2 in 61%, and Class 3 in 65%. A fertility map was derived for the study area and compared with a map of the GVI. Our approach offers a methodology that incorporates expert knowledge to derive the SFI-SC and uses a versatile spectro-spatial methodology that may be implemented for rapid and accurate determination of soil fertility and better exploration of areas suitable for production.
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Purpose Among environmental factors governing innumerous processes that are active in estuarine environments, those of edaphic character have received special attention in recent studies. With the objectives of determining the spatial patterns of soil attributes and components across different mangrove forest landscapes and obtaining additional information on the cause-effect relationships between these variables and position within the estuary, we analyzed several soil attributes in 31 mangrove soil profiles from the state of So Paulo (Guaruja, Brazil). Materials and methods Soil samples were collected at low tide along two transects within the CrumahA(0) mangrove forest. Samples were analyzed to determine pH, Eh, salinity, and the percentages of sand, silt, clay, total organic carbon (TOC), and total S. Mineralogy of the clay fraction (< 2 mm) was also studied by X-ray diffraction analysis, and partitioning of solid-phase Fe was performed by sequential extraction. Results and discussion The results obtained indicate important differences in soil composition at different depths and landscape positions, causing variations in physicochemical parameters, clay mineralogy, TOC contents, and iron geochemistry. The results also indicate that physicochemical conditions may vary in terms of different local microtopographies. Soil salinity was determined by relative position in relation to flood tide and transition areas with highlands. The proportions of TOC and total S are conditioned by the sedimentation of organic matter derived from vegetation and by the prevailing redox conditions, which clearly favored intense sulfate reduction in the soils (similar to 80% of the total Fe is Fe-pyrite). Particle-size distribution is conditioned by erosive/deposition processes (present and past) and probably by the positioning of ancient and reworked sandy ridges. The existing physicochemical conditions appear to contribute to the synthesis (smectite) and transformation (kaolinite) of clay minerals. Conclusions The results demonstrate that the position of soils in the estuary greatly affects soil attributes. Differences occur even at small scales (meters), indicating that both edaphic (soil classification, soil mineralogy, and soil genesis) and environmental (contamination and carbon stock) studies should take such variability into account.