A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

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.

Quantum control and quantum entanglement

We discuss quantum error correction for errors that occur at random times as described by, a conditional Poisson process. We shoo, how a class of such errors, detected spontaneous emission, can be corrected by continuous closed loop, feedback.

Controllability of Volterra-Fredholm type systems in Banach spaces

We show the results in Chalishajar [Controllability of mixed Volterra-Fredholm-type integro-differential systems in Banach space, J. Franklin Inst. 344(1) (2007) 12-21] and Chang and Chalishajar [Controllability of mixed Volterra-Fredholm type integro-differential systems in Banach space, J. Franklin Inst., doi:10.1016/j. jfranklin.2008.02.002] are only valid for ordinary differential control systems. As a result the examples provided cannot be recovered as applications of the abstract results. (C) 2008 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

Approximate controllability of second-order distributed implicit functional systems

In this paper we study the approximate controllability of control systems with states and controls in Hilbert spaces, and described by a second-order semilinear abstract functional differential equation with infinite delay. Initially we establish a characterization for the approximate controllability of a second-order abstract linear system and, in the last section, we compare the approximate controllability of a semilinear abstract functional system with the approximate controllability of the associated linear system. (C) 2008 Elsevier Ltd. All rights reserved.

The Hus1 homologue of Leishmania major encodes a nuclear protein that participates in DNA damage response

The protozoan parasite Leishmania presents a dynamic and plastic genome in which gene amplification and chromosome translocations are common phenomena. Such plasticity hints at the necessity of dependable genome maintenance pathways. Eukaryotic cells have evolved checkpoint control systems that recognize altered DNA structures and halt cell cycle progression allowing DNA repair to take place. In these cells, the PCNA-related heterotrimeric complex formed by the proteins Hus1, Rad9, and Rad1 is known to participate in the early steps of replicative stress sensing and signaling. Here we show that the Hus1 homolog of Leishmania major is a nuclear protein that improves the cell capability to cope with replicative stress. Overexpression of LmHus1 confers resistance to the genotoxic drugs hydroxyurea (HU) and methyl methanesulfonate (MMS) and resistance to HU correlates to reduced net DNA damage upon LmHus1 expression. (C) 2011 Elsevier B.V. All rights reserved.

Differential inclusions and robust control theory

Uncontrolled systems (x) over dot is an element of Ax, where A is a non-empty compact set of matrices, and controlled systems (x) over dot is an element of Ax + Bu are considered. Higher-order systems 0 is an element of Px - Du, where and are sets of differential polynomials, are also studied. It is shown that, under natural conditions commonly occurring in robust control theory, with some mild additional restrictions, asymptotic stability of differential inclusions is guaranteed. The main results are variants of small-gain theorems and the principal technique used is the Krasnosel'skii-Pokrovskii principle of absence of bounded solutions.

A uniform white-noise model for fixed-point roundoff errors in digital systems

Fixed-point roundoff noise in digital implementation of linear systems arises due to overflow, quantization of coefficients and input signals, and arithmetical errors. In uniform white-noise models, the last two types of roundoff errors are regarded as uniformly distributed independent random vectors on cubes of suitable size. For input signal quantization errors, the heuristic model is justified by a quantization theorem, which cannot be directly applied to arithmetical errors due to the complicated input-dependence of errors. The complete uniform white-noise model is shown to be valid in the sense of weak convergence of probabilistic measures as the lattice step tends to zero if the matrices of realization of the system in the state space satisfy certain nonresonance conditions and the finite-dimensional distributions of the input signal are absolutely continuous.

Integrated control of nitrate recirculation and external carbon addition in a predenitrification system

The integrated control of nitrate recirculation and external carbon addition in a predenitrification biological wastewater treatment system is studied. The proposed control structure consists of four feedback control loops, which manipulate the nitrate recirculation and the carbon dosage flows in a highly coordinated manner such that the consumption of external carbon is minimised while the nitrate discharge limits (based on both grab and composite samples) are met. The control system requires the measurement of the nitrate concentrations at the end of both the anoxic and the aerobic zones. Distinct from ordinary control systems, which typically minimise the variation in the controlled variables, the proposed control system essentially maximises the diurnal variation of the effluent nitrate concentration and through this maximises the use of influent COD for denitrification, thus minimising the requirement for external carbon source. Simulation studies using a commonly accepted simulation benchmark show that the controlled system consistently achieves the designated effluent quality with minimum costs.

Optimal intelligent supervisory control system in cyber-physical intelligence

This paper studies Optimal Intelligent Supervisory Control System (OISCS) model for the design of control systems which can work in the presence of cyber-physical elements with privacy protection. The development of such architecture has the possibility of providing new ways of integrated control into systems where large amounts of fast computation are not easily available, either due to limitations on power, physical size or choice of computing elements.

Code offloading on real-time multimedia systems: a framework for handling code mobility and code offloading in a QoS aware environment

Actualmente, os smartphones e outros dispositivos móveis têm vindo a ser dotados com cada vez maior poder computacional, sendo capazes de executar um vasto conjunto de aplicações desde simples programas de para tirar notas até sofisticados programas de navegação. Porém, mesmo com a evolução do seu hardware, os actuais dispositivos móveis ainda não possuem as mesmas capacidades que os computadores de mesa ou portáteis. Uma possível solução para este problema é distribuir a aplicação, executando partes dela no dispositivo local e o resto em outros dispositivos ligados à rede. Adicionalmente, alguns tipos de aplicações como aplicações multimédia, jogos electrónicos ou aplicações de ambiente imersivos possuem requisitos em termos de Qualidade de Serviço, particularmente de tempo real. Ao longo desta tese é proposto um sistema de execução de código remota para sistemas distribuídos com restrições de tempo-real. A arquitectura proposta adapta-se a sistemas que necessitem de executar periodicamente e em paralelo mesmo conjunto de funções com garantias de tempo real, mesmo desconhecendo os tempos de execução das referidas funções. A plataforma proposta foi desenvolvida para sistemas móveis capazes de executar o Sistema Operativo Android.

Handling shared resources and precedence constraints in open systems

There is an increasing demand for highly dynamic realtime systems where several independently developed applications with different timing requirements can coexist. This paper proposes a protocol to integrate shared resources and precedence constraints among tasks in such systems assuming no precise information on critical sections and computation times is available. The concept of bandwidth inheritance is combined with a capacity sharing and stealing mechanism to efficiently exchange bandwidth among needed tasks, minimising the cost of blocking.

Fractional calculus: application in modelling and control

This contribution introduces the fractional calculus (FC) fundamental mathematical aspects and discuses some of their consequences. Based on the FC concepts, the chapter reviews the main approaches for implementing fractional operators and discusses the adoption of FC in control systems. Finally are presented some applications in the areas of modeling and control, namely fractional PID, heat diffusion systems, electromagnetism, fractional electrical impedances, evolutionary algorithms, robotics, and nonlinear system control.

Application of fractional algorithms in the control of a robotic bird

In this paper, it is studied the dynamics of the robotic bird in terms of time response and robustness. It is analyzed the wing angle of attack and the velocity of the bird, the tail influence, the gliding flight and the flapping flight. The results are positive for the construction of flying robots. The development of computational simulation based on the dynamic of the robotic bird should allow testing strategies and different algorithms of control such as integer and fractional controllers.

Fractional Calculus: Application in modeling and control

This contribution introduces the fractional calculus (FC) fundamental mathematical aspects and discuses some of their consequences. Based on the FC concepts, the chapter reviews the main approaches for implementing fractional operators and discusses the adoption of FC in control systems. Finally are presented some applications in the areas of modeling and control, namely fractional PID, heat diffusion systems, electromagnetism, fractional electrical impedances, evolutionary algorithms, robotics, and nonlinear system control.

Bullwhip effect, in production control: a comparison between traditional methods and LPS

21th Annual Conference of the International Group for Lean Construction (IGLC 21), July 2013, Fortaleza, Brazil