865 resultados para Two-stage stochastic model


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In our investigation we are expanding a Bertrand-Edgeworth duopoly into a two-stage game in which during the first stage the firms can select their rationing rule. We will show that under certain conditions the efficient rationing rule is an equilibrium action of the first stage.

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A CV aR kockázati mérték egyre nagyobb jelentőségre tesz szert portfóliók kockázatának megítélésekor. A portfolió egészére a CVaR kockázati mérték minimalizálását meg lehet fogalmazni kétlépcsős sztochasztikus feladatként. Az SRA algoritmus egy mostanában kifejlesztett megoldó algoritmus sztochasztikus programozási feladatok optimalizálására. Ebben a cikkben az SRA algoritmussal oldottam meg CV aR kockázati mérték minimalizálást. ___________ The risk measure CVaR is becoming more and more popular in recent years. In this paper we use CVaR for portfolio optimization. We formulate the problem as a two-stage stochastic programming model. We apply the SRA algorithm, which is a recently developed heuristic algorithm, to minimizing CVaR.

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A scenario-based two-stage stochastic programming model for gas production network planning under uncertainty is usually a large-scale nonconvex mixed-integer nonlinear programme (MINLP), which can be efficiently solved to global optimality with nonconvex generalized Benders decomposition (NGBD). This paper is concerned with the parallelization of NGBD to exploit multiple available computing resources. Three parallelization strategies are proposed, namely, naive scenario parallelization, adaptive scenario parallelization, and adaptive scenario and bounding parallelization. Case study of two industrial natural gas production network planning problems shows that, while the NGBD without parallelization is already faster than a state-of-the-art global optimization solver by an order of magnitude, the parallelization can improve the efficiency by several times on computers with multicore processors. The adaptive scenario and bounding parallelization achieves the best overall performance among the three proposed parallelization strategies.

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In a team of multiple agents, the pursuance of a common goal is a defining characteristic. Since agents may have different capabilities, and effects of actions may be uncertain, a common goal can generally only be achieved through a careful cooperation between the different agents. In this work, we propose a novel two-stage planner that combines online planning at both team level and individual level through a subgoal delegation scheme. The proposal brings the advantages of online planning approaches to the multi-agent setting. A number of modifications are made to a classical UCT approximate algorithm to (i) adapt it to the application domains considered, (ii) reduce the branching factor in the underlying search process, and (iii) effectively manage uncertain information of action effects by using information fusion mechanisms. The proposed online multi-agent planner reduces the cost of planning and decreases the temporal cost of reaching a goal, while significantly increasing the chance of success of achieving the common goal. 

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Cognitive radio is an emerging technology proposing the concept of dynamic spec- trum access as a solution to the looming problem of spectrum scarcity caused by the growth in wireless communication systems. Under the proposed concept, non- licensed, secondary users (SU) can access spectrum owned by licensed, primary users (PU) so long as interference to PU are kept minimal. Spectrum sensing is a crucial task in cognitive radio whereby the SU senses the spectrum to detect the presence or absence of any PU signal. Conventional spectrum sensing assumes the PU signal as ‘stationary’ and remains in the same activity state during the sensing cycle, while an emerging trend models PU as ‘non-stationary’ and undergoes state changes. Existing studies have focused on non-stationary PU during the transmission period, however very little research considered the impact on spectrum sensing when the PU is non-stationary during the sensing period. The concept of PU duty cycle is developed as a tool to analyse the performance of spectrum sensing detectors when detecting non-stationary PU signals. New detectors are also proposed to optimise detection with respect to duty cycle ex- hibited by the PU. This research consists of two major investigations. The first stage investigates the impact of duty cycle on the performance of existing detec- tors and the extent of the problem in existing studies. The second stage develops new detection models and frameworks to ensure the integrity of spectrum sensing when detecting non-stationary PU signals. The first investigation demonstrates that conventional signal model formulated for stationary PU does not accurately reflect the behaviour of a non-stationary PU. Therefore the performance calculated and assumed to be achievable by the conventional detector does not reflect actual performance achieved. Through analysing the statistical properties of duty cycle, performance degradation is proved to be a problem that cannot be easily neglected in existing sensing studies when PU is modelled as non-stationary. The second investigation presents detectors that are aware of the duty cycle ex- hibited by a non-stationary PU. A two stage detection model is proposed to improve the detection performance and robustness to changes in duty cycle. This detector is most suitable for applications that require long sensing periods. A second detector, the duty cycle based energy detector is formulated by integrat- ing the distribution of duty cycle into the test statistic of the energy detector and suitable for short sensing periods. The decision threshold is optimised with respect to the traffic model of the PU, hence the proposed detector can calculate average detection performance that reflect realistic results. A detection framework for the application of spectrum sensing optimisation is proposed to provide clear guidance on the constraints on sensing and detection model. Following this framework will ensure the signal model accurately reflects practical behaviour while the detection model implemented is also suitable for the desired detection assumption. Based on this framework, a spectrum sensing optimisation algorithm is further developed to maximise the sensing efficiency for non-stationary PU. New optimisation constraints are derived to account for any PU state changes within the sensing cycle while implementing the proposed duty cycle based detector.

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Ethanol oxidation in the vapor phase was studied in an isothermal flow reactor using thorium molybdate catalyst in the temperature range 220–280 °C. Under these conditions the catalyst was highly selective to acetaldehyde formation. The rate data were well represented by a steady state two-stage redox model given by the equation: View the MathML source The parameters of the above model were estimated by linear and nonlinear least squares methods. In the case of nonlinear estimation the sum of the squares of residuals decreased. The activation energies and preexponential factors for the reduction and oxidation steps of the model, estimated by nonlinear least squares technique are: 9.47 kcal/mole, 9.31 g mole/ (sec) (g cat) (atm) and 9.85 kcal/mole, 0.17 g mole/(sec) (g cat) (atm)0.5, respectively. Oxidations of ethanol and methanol over thorium molybdate catalyst were compared under similar conditions.

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The Eastern Himalayan Syntaxis (EHS) is one of the strongest deformation area along the Himalayan belt resulted from the collision between Indian plate and the Eurasian Plate since the 50~60Ma, and has sensitivity tracked and preserved the whole collisional processes. It should depend on the detail geological investigations to establish the deformational accommodate mode, and the uplift history, to elucidate the deep structure and the crust-mantle interaction of the Tibet Plateau of the EHS. The deep-seated (Main Mantle Thrusts) structures were exhumed in the EHS. The MMT juxtapose the Gangdese metamorphic basement and some relic of Gangdese mantle on the high Himalayan crystalline series. The Namjagbawa group which is 1200~1500Ma dated by U/Pb age of zircon and the Namla group which is 550Ma dated by U/Pb age of zircon is belong to High Himalayan crystalline series and Gangdese basement respectively. There is some ophiolitic relic along the MMT, such as metamorphic ocean mantle peridotite and metamorphic tholeiite of the upper part of ocean-crust. The metamorphic ocean mantle peridotites (spinel-orthopyroxene peridotite) show U type REE patterns. The ~(87)Sr/~(86)Sr ratios were, 0.709314~0.720788, and the ~(143)Nd/~(144)Nd ratios were 0.512073~0.512395, plotting in the forth quadrant on the ~(87)Sr/~(86)Sr-~(143)Nd/~(144)Nd isotope diagram. Some metamorphic basalt (garnet amphibolite) enclosures have been found in the HP garnet-kynite granulite. The garnet amphibolites can be divided two groups, the first group is deplete of LREE, and the second group is flat or rich LREE, and their ~(87)Sr/~(86)Sr, ~(143)Nd/~(144)Nd ratios were 0.70563~0.705381 and 0.512468~0.51263 respectively. Trace element and isotopic characteristics of the garnet amphibolites display that they formed in the E-MORB environment. Some phlogolite amphibole harzburgites, which exhibit extensive replacement by Phl, Amp, Tc and Dol etc, were exhumed along the MMT. The Phl-Amp harzburgites are rich in LREE and LILE, such as Rb, K etc, and depletes Eu (Eu~* = 0.36 ~ 0.68) and HFSE, such as Nb, Ta, Zr, Hf, P, Ti etc. The trace element indicate that the Phl-Amp harzburgites have island arc signature. Their ~(87)Sr/~(86)Sr are varied from 0.708912 to 0.879839, ~(143)Nd/~(144)Nd from 0.511993 to 0.512164, ε Nd from- 9.2 to - 12.6. Rb/Sr isochrone age of the phlogolite amphibole harzburgite shows the metasomatism took place at 41Ma, and the Amp ~(40)Ar/~(39)Ar cooling age indcate the Phl-Amp harzburgite raising at 16Ma. There is an intense crust shortening resulted from the thrust faults and folds in the Cayu block which is shortened more 120km than that of the Lasha block in 35~90Ma. With the NE corner of the India plate squash into the Gangdese arc, the sinistral Pai shear fault and the dextral Aniqiao shear fault on the both sides of the Great bent of Yalun Zangbu river come into active in 21~26Ma. On the other hand, the right-lateral Gongrigabu strike-slip faults come into activity at the same period, a lower age bound for the Gongrigabu strike-slip fault is estimated to be 23~24Ma from zircon of ion-probe U/Pb thermochronology. The Gongrigabu strike-slip faults connect with the Lhari strike-slip fault in the northwestern direction and with the Saganing strike-slip at the southeastern direction. Another important structure in the EHS is the Gangdese detachment fault system (GDS) which occurs between the sedimental cover and the metamorphic basement. The lower age of the GDS is to be 16Ma from the preliminary 40Ar/39Ar thermochronology of white mica. The GDS is thought to be related to the reverse of the subducted Indian crust and the fast uplift of the EHS. Structural and thermochronology investigation of the EHS suggest that the eastern Tibet and the western Yunnan rotated clockwise around the EHS in the period of 35~60Ma. Later, the large-scale strike-slip faults (RRD, Gaoligong and Saganing fault) prolongate into the EHS, and connect with the Guyu fault and Gongrigabu fault, which suggest that the Indianchia block escape along these faults. Two kind of magmatic rocks in the EHS have been investigated, one is the mantle-derived amphibole gabbro, dioposide diorite and amphibole diorite, another is crust origin biotit-garnet adamellite, biotit-garnet granodiorite and garnet-amphibole-biotite granite. The amphibole gabbro dioposite diorite and amphibole diorite are rich in LREE, and LILE, such as Ba, Rb, Th, K, Sr etc, depleted in HFSE, such as Nb, Ta, Zr, Hf, Ti etc. The ratio of ~(87)Sr/~(86)Sr are from 0.7044 to 0.7048, ~(143)Nd/~(144)Nd are from 0.5126 to 0.5127. The age of the mantle origin magamatic rocks, which result from the partial melt of the raising and decompression anthenosphere, is 8Ma by ~(40)Ar/~(39)Ar dating of amphibole from the diorite. The later crust origin biotite-garnet adamellite, biotite-garnet granodiorite and garnet-amphibole-biotite granite are characterized by aboudance in LREE, and strong depletion of Eu. The ratios of ~(87)Sr-~(86)Sr are from 0.795035 to 0.812028, ~(143)Nd/~(144)Nd from 0.51187 to 0.511901. The ~(40)Ar/~(39)Ar plateau age of the amphibole from the garnet-amphibole-biotite granite is 17.5±0.3Ma, and the isochrone age is 16.8±0.6Ma. Their geochemical characteristics show that the crust-derived magmatic rocks formed from partial melting of the lower curst in the post-collisional environment. A group of high-pressure kaynite-garnet granulites and enclave of high-pressure garnet-clinopyroxene grnulites and calc-silicate grnulites are outcroped along the MMT. The peak metamorphic condition of the high-pressure granulites yields T=800~960 ℃, P=1.4~1.8Gpa, corresponding the condition of 60km depth. The retrograde assemblages of the high-pressure grnulites occur at the condition of T=772.3~803.3 ℃, P=0.63~0.64Gpa. The age of the peak metamorphic assemblages are 45 ~ 69Ma indicated by the zircon U/Pb ion-plobe thermochronology, and the retrograde assemblage ages are 13~26Ma by U/Pb, ~(40)Ar/~(39)Ar thermochronology. The ITD paths of the high-pressure granulites show that they were generated during the tectonic thickening and more rapid tectonic exhumation caused by the subducting of the Indian plate and subsequent break-off of the subducted slab. A great deal of apatite, zircon and sphene fission-track ages, isotopic thermochronology of the rocks in the EHS show that its rapid raising processes of the EHS can be divided into three main periods. There are 35~60Ma, 13~25Ma, 0~3Ma. 3Ma is a turn in the course of raising in the EHS which is characterized by abruptly acceleration of uplifting. The uplift ratios are lower than 1mm .a~(-1) before 3Ma, and higher than 1mm .a~(-1) with a maximum ratio of 30mm .a~(-1) since 3Ma. The bottom (knick point) of the partial anneal belt is 3.8km above sea level in the EHS, and correspond to age of 3Ma determined by fission-track age of apatite. The average uplift ratio is about 1.4 mm .a~(-1) below the knick point. The EHS has raised 4.3km from the surface of 2.36km above sea level since 3Ma estimated by the fossil partial anneal belt of the EHS. We propose a two-stage subduction model (B+A model) basing on Structural, thermochronological, magmatical, metamorphic and geophysical investigations of the EHS. The first stage is the subduction of the Indian continental margin following after the subduction of the Tethys Ocean crust and subsequent collision with the Gangdese arc, and the second stage is the Indian crust injecting into the lower crust and upper mantle of the Tibet plateau. Slab break-off seems to be occurred between these two stages.

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1. Demographic models are assuming an important role in management decisions for endangered species. Elasticity analysis and scope for management analysis are two such applications. Elasticity analysis determines the vital rates that have the greatest impact on population growth. Scope for management analysis examines the effects that feasible management might have on vital rates and population growth. Both methods target management in an attempt to maximize population growth. 2. The Seychelles magpie robin Copsychus sechellarum is a critically endangered island endemic, the population of which underwent significant growth in the early 1990s following the implementation of a recovery programme. We examined how the formal use of elasticity and scope for management analyses might have shaped management in the recovery programme, and assessed their effectiveness by comparison with the actual population growth achieved. 3. The magpie robin population doubled from about 25 birds in 1990 to more than 50 by 1995. A simple two-stage demographic model showed that this growth was driven primarily by a significant increase in the annual survival probability of first-year birds and an increase in the birth rate. Neither the annual survival probability of adults nor the probability of a female breeding at age 1 changed significantly over time. 4. Elasticity analysis showed that the annual survival probability of adults had the greatest impact on population growth. There was some scope to use management to increase survival, but because survival rates were already high (> 0.9) this had a negligible effect on population growth. Scope for management analysis showed that significant population growth could have been achieved by targeting management measures at the birth rate and survival probability of first-year birds, although predicted growth rates were lower than those achieved by the recovery programme when all management measures were in place (i.e. 1992-95). 5. Synthesis and applications. We argue that scope for management analysis can provide a useful basis for management but will inevitably be limited to some extent by a lack of data, as our study shows. This means that identifying perceived ecological problems and designing management to alleviate them must be an important component of endangered species management. The corollary of this is that it will not be possible or wise to consider only management options for which there is a demonstrable ecological benefit. Given these constraints, we see little role for elasticity analysis because, when data are available, a scope for management analysis will always be of greater practical value and, when data are lacking, precautionary management demands that as many perceived ecological problems as possible are tackled.

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Current response to intervention models (RTIs) favor a three-tier system. In general, Tier 1 consists of evidence-based, effective reading instruction in the classroom and universal screening of all students at the beginning of the grade level to identify children for early intervention. Non-responders to Tier 1 receive small-group tutoring in Tier 2. Nonresponders to Tier 2 are given still more intensive, individual intervention in Tier 3. Limited time, personnel and financial resources derail RTI's implementation in Brazilian schools because this approach involves procedures that require extra time and extra personnel in all three tiers, including screening tools which normally consist of tasks administered individually. We explored the accuracy of collectively and easily administered screening tools for the early identification of second graders at risk for dyslexia in a two-stage screening model. A first-stage universal screening based on collectively administered curriculum-based measurements was used in 45 7 years old early Portuguese readers from 4 second-grade classrooms at the beginning of the school year and identified an at-risk group of 13 academic low-achievers. Collectively administered tasks based on phonological judgments by matching figures and figures to spoken words [alternative tools for educators (ATE)] and a comprehensive cognitive-linguistic battery of collective and individual assessments were both administered to all children and constituted the second-stage screening. Low-achievement on ATE tasks and on collectively administered writing tasks (scores at the 25th percentile) showed good sensitivity (true positives) and specificity (true negatives) to poor literacy status defined as scores <= 1 SD below the mean on literacy abilities at the end of fifth grade. These results provide implications for the use of a collectively administered screening tool for the early identification of children at risk for dyslexia in a classroom setting.

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The Jinshajiang suture zone, located in the eastern part of the Tethyan tectonic domain, is noticeable for a large-scale distribution of Late Jurassic to Triassic granitoids. These granitoids were genetically related to the evolution of the Paleo-Tethys Ocean. The Beiwu, Linong and Lunong granitoids occur in the middle zone of the Jinshajiang Suture Zone, and possess similar geochemical features, indicating they share a common magma source. SIMS zircon U-Pb dating reveals the Beiwu, Linong and Lunong granitic intrusions were emplaced at 233.9±1.4 Ma (2 sigma), 233.1 ±1.4 Ma (2 sigma) and 231.0±1.6 Ma (2 sigma), respectively. All of these granitoids are enriched in abundances of Si (SiO2 =65.2-73.5 wt.%), and large-ion-lithophile-elements (LILEs), but depleted in high-field-strength-elements contents (HFSEs, e.g., Nb, Ta, Ti). In addition, they have low P2O5 contents (0.06-0.11 wt.%), A/CNK values ([molecular Al2O3/(CaO+Na2O+K2O)], mostly<1.1) and 10000Ga/Al ratios (1.7-2.2), consistent with the characteristics of I-type granites. In terms of isotopic compositions, these granitoids have high initial 87Sr/86Sr ratios (0.7078-0.7148), Pb isotopic compositions [(206Pb/204Pb)t=18.213-18.598, (207Pb/204Pb)t=15.637-15.730 and (208Pb/204Pb)t=38.323-38.791], zircon d18O values (7. per mil-9.3 per mil) and negative eNd(t) values (-5.1 to -6.7), suggesting they were predominantly derived from the continental crust. Their Nb/Ta ratios (average value=8.6) are consistent with those of the lower continental crust (LCC). However, variable ?Hf(t) values (-8.6 to +2.8) and the occurrences of mafic microgranular enclaves (MMEs) suggest that mantle-derived melts and lower crustal magmas were involved in the generation of these granitoids. Moreover, the high Pb isotopic ratios and elevated zircon d18O values of these rocks indicate a significant contribution of the upper crustal composition. We propose a model in which the Beiwu, Linong and Lunong granitoids were generated under a late collisional or post-collisional setting. It is possible that this collision was completed before Late Triassic. Decompression induced mantle-derived magmas underplated and provided the heat for the anatexis of the crust. Hybrid melts including mantle-derived and the lower crustal magmas were then generated. The hybrid melts thereafter ascended to a shallow depth and resulted in some degree of sedimentary rocks assimilation. Such three-component mixing magmas source and subsequent fractional crystallization could be responsible for the formation of the Beiwu, Linong and Lunong granitoids.