999 resultados para APPROXIMATE PROGRAMMING STRATEGY


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EEZ International, Summer 2003, p. 43-47

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This paper is on the self-scheduling problem for a thermal power producer taking part in a pool-based electricity market as a price-taker, having bilateral contracts and emission-constrained. An approach based on stochastic mixed-integer linear programming approach is proposed for solving the self-scheduling problem. Uncertainty regarding electricity price is considered through a set of scenarios computed by simulation and scenario-reduction. Thermal units are modelled by variable costs, start-up costs and technical operating constraints, such as: forbidden operating zones, ramp up/down limits and minimum up/down time limits. A requirement on emission allowances to mitigate carbon footprint is modelled by a stochastic constraint. Supply functions for different emission allowance levels are accessed in order to establish the optimal bidding strategy. A case study is presented to illustrate the usefulness and the proficiency of the proposed approach in supporting biding strategies. (C) 2014 Elsevier Ltd. All rights reserved.

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In slaughterhouses, the biological risk is present not only from the direct or indirect contact with animal matter, but also from the exposure to bioaerosols. Fungal contamination was already reported from the floors and walls of slaughterhouses. This study intends to assess fungal contamination by cultural and molecular methods in poultry, swine/bovine and large animal slaughterhouses. Air samples were collected through an impaction method, while surface samples were collected by the swabbing method and subjected to further macro- and micro-scopic observations. In addition, we collected air samples using the impinger method in order to perform real-time quantitative PCR (qPCR) amplification of genes from specific fungal species, namely A. flavus, A. fumigatus and A. ochraceus complexes. Poultry and swine/bovine slaughterhouses presented each two sampling sites that surpass the guideline of 150 CFU/m3. Scopulariopsis candida was the most frequently isolated (59.5%) in poultry slaughterhouse air; Cladosporium sp. (45.7%) in the swine/bovine slaughterhouse; and Penicillium sp. (80.8%) in the large animal slaughterhouse. Molecular tools successfully amplified DNA from the A. fumigatus complex in six sampling sites where the presence of this fungal species was not identified by conventional methods. This study besides suggesting the indicators that are representative of harmful fungal contamination, also indicates a strategy as a protocol to ensure a proper characterization of fungal occupational exposure.

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We consider an optimal control problem with a deterministic finite horizon and state variable dynamics given by a Markov-switching jump–diffusion stochastic differential equation. Our main results extend the dynamic programming technique to this larger family of stochastic optimal control problems. More specifically, we provide a detailed proof of Bellman’s optimality principle (or dynamic programming principle) and obtain the corresponding Hamilton–Jacobi–Belman equation, which turns out to be a partial integro-differential equation due to the extra terms arising from the Lévy process and the Markov process. As an application of our results, we study a finite horizon consumption– investment problem for a jump–diffusion financial market consisting of one risk-free asset and one risky asset whose coefficients are assumed to depend on the state of a continuous time finite state Markov process. We provide a detailed study of the optimal strategies for this problem, for the economically relevant families of power utilities and logarithmic utilities.

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The application of mathematical methods and computer algorithms in the analysis of economic and financial data series aims to give empirical descriptions of the hidden relations between many complex or unknown variables and systems. This strategy overcomes the requirement for building models based on a set of ‘fundamental laws’, which is the paradigm for studying phenomena usual in physics and engineering. In spite of this shortcut, the fact is that financial series demonstrate to be hard to tackle, involving complex memory effects and a apparently chaotic behaviour. Several measures for describing these objects were adopted by market agents, but, due to their simplicity, they are not capable to cope with the diversity and complexity embedded in the data. Therefore, it is important to propose new measures that, on one hand, are highly interpretable by standard personal but, on the other hand, are capable of capturing a significant part of the dynamical effects.

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Apresentação realizada no OH&S Forum 2011 - International Forum on Occupational Health and Safety: Policies, profiles and services, na Finlândia de, 20 a 22 Junho de 2011.

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Apresentação realizada no 9th European Sociological Association Conference, em Lisboa em 2009

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BACKGROUNDWhile the pharmaceutical industry keeps an eye on plasmid DNA production for new generation gene therapies, real-time monitoring techniques for plasmid bioproduction are as yet unavailable. This work shows the possibility of in situ monitoring of plasmid production in Escherichia coli cultures using a near infrared (NIR) fiber optic probe. RESULTSPartial least squares (PLS) regression models based on the NIR spectra were developed for predicting bioprocess critical variables such as the concentrations of biomass, plasmid, carbon sources (glucose and glycerol) and acetate. In order to achieve robust models able to predict the performance of plasmid production processes, independently of the composition of the cultivation medium, cultivation strategy (batch versus fed-batch) and E. coli strain used, three strategies were adopted, using: (i) E. coliDH5 cultures conducted under different media compositions and culture strategies (batch and fed-batch); (ii) engineered E. coli strains, MG1655endArecApgi and MG1655endArecA, grown on the same medium and culture strategy; (iii) diverse E. coli strains, over batch and fed-batch cultivations and using different media compositions. PLS models showed high accuracy for predicting all variables in the three groups of cultures. CONCLUSIONNIR spectroscopy combined with PLS modeling provides a fast, inexpensive and contamination-free technique to accurately monitoring plasmid bioprocesses in real time, independently of the medium composition, cultivation strategy and the E. coli strain used.

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A fourteen year schistosomiasis control program in Peri-Peri (Capim Branco, MG) reduced prevalence from 43.5 to 4.4%; incidence from 19.0 to 2.9%, the geometric mean of the number of eggs from 281 to 87 and the level of the hepatoesplenic form cases from 5.9 to 0.0%. In 1991, three years after the interruption of the program, the prevalence had risen to 19.6%. The district consists of Barbosa (a rural area) and Peri-Peri itself (an urban area). In 1991, the prevalence in the two areas was 28.4% and 16.0% respectively. A multivariate analysis of risk factors for schistosomiasis indicated the domestic agricultural activity with population attributive risk (PAR) of 29.82%, the distance (< 10 m) from home to water source (PAR = 25.93%) and weekly fishing (PAR = 17.21%) as being responsible for infections in the rural area. The recommended control measures for this area are non-manual irrigation and removal of homes to more than ten meters from irrigation ditches. In the urban area, it was observed that swimming at weekly intervals (PAR = 20.71%), daily domestic agricultural activity (PAR = 4.07%) and the absence of drinking water in the home (PAR=4.29%) were responsible for infections. Thus, in the urban area the recommended control measures are the substitution of manual irrigation with an irrigation method that avoids contact with water, the creation of leisure options of the population and the provision of a domestic water supply. The authors call attention to the need for the efficacy of multivariate analysis of risk factors to be evaluated for schistosomiasis prior to its large scale use as a indicator of the control measures to be implemented.

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We derived a framework in integer programming, based on the properties of a linear ordering of the vertices in interval graphs, that acts as an edge completion model for obtaining interval graphs. This model can be applied to problems of sequencing cutting patterns, namely the minimization of open stacks problem (MOSP). By making small modifications in the objective function and using only some of the inequalities, the MOSP model is applied to another pattern sequencing problem that aims to minimize, not only the number of stacks, but also the order spread (the minimization of the stack occupation problem), and the model is tested.

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The minimum interval graph completion problem consists of, given a graph G = ( V, E ), finding a supergraph H = ( V, E ∪ F ) that is an interval graph, while adding the least number of edges |F| . We present an integer programming formulation for solving the minimum interval graph completion problem recurring to a characteri- zation of interval graphs that produces a linear ordering of the maximal cliques of the solution graph.

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A methodology to increase the probability of delivering power to any load point through the identification of new investments in distribution network components is proposed in this paper. The method minimizes the investment cost as well as the cost of energy not supplied in the network. A DC optimization model based on mixed integer non-linear programming is developed considering the Pareto front technique in order to identify the adequate investments in distribution networks components which allow increasing the probability of delivering power for any customer in the distribution system at the minimum possible cost for the system operator, while minimizing the energy not supplied cost. Thus, a multi-objective problem is formulated. To illustrate the application of the proposed methodology, the paper includes a case study which considers a 180 bus distribution network

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To be published at Krings, Bettina-J. ed. (2011), Brain Drain or Brain Gain? Changes of Work in Knowledge-based Societies, Berlin, Ed. Sigma. The author wants to thanks the comments and suggestions from Bettina Krings and Sylke Wintzer. They are not, however, responsible for the final result.

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Dissertação para obtenção do Grau de Mestre em Engenharia Informática