Optimal growth strategies when mortality and production rates are size-dependent

Pontryagin's maximum principle from optimal control theory is used to find the optimal allocation of energy between growth and reproduction when lifespan may be finite and the trade-off between growth and reproduction is linear. Analyses of the optimal allocation problem to date have generally yielded bang-bang solutions, i.e. determinate growth: life-histories in which growth is followed by reproduction, with no intermediate phase of simultaneous reproduction and growth. Here we show that an intermediate strategy (indeterminate growth) can be selected for if the rates of production and mortality either both increase or both decrease with increasing body size, this arises as a singular solution to the problem. Our conclusion is that indeterminate growth is optimal in more cases than was previously realized. The relevance of our results to natural situations is discussed.

Dynamic models of energy allocation and investment

In dynamic models of energy allocation, assimilated energy is allocated to reproduction, somatic growth, maintenance or storage, and the allocation pattern can change with age. The expected evolutionary outcome is an optimal allocation pattern, but this depends on the environment experienced during the evolutionary process and on the fitness costs and benefits incurred by allocating resources in different ways. Here we review existing treatments which encompass some of the possibilities as regards constant or variable environments and their predictability or unpredictability, and the ways in which production rates and mortality rates depend on body size and composition and age and on the pattern of energy allocation. The optimal policy is to allocate resources where selection pressures are highest, and simultaneous allocation to several body subsystems and reproduction can be optimal if these pressures are equal. This may explain balanced growth commonly observed during ontogeny. Growth ceases at maturity in many models; factors favouring growth after maturity include non-linear trade-offs, variable season length, and production and mortality rates both increasing (or decreasing) functions of body size. We cannot yet say whether these are sufficient to account for the many known cases of growth after maturity and not all reasonable models have yet been explored. Factors favouring storage are also reviewed.

Optimal management of natural resources. Accounting for heterogeneity

Dynamic optimization methods have become increasingly important over the last years in economics. Within the dynamic optimization techniques employed, optimal control has emerged as the most powerful tool for the theoretical economic analysis. However, there is the need to advance further and take account that many dynamic economic processes are, in addition, dependent on some other parameter different than time. One can think of relaxing the assumption of a representative (homogeneous) agent in macro- and micro-economic applications allowing for heterogeneity among the agents. For instance, the optimal adaptation and diffusion of a new technology over time, may depend on the age of the person that adopted the new technology. Therefore, the economic models must take account of heterogeneity conditions within the dynamic framework. This thesis intends to accomplish two goals. The first goal is to analyze and revise existing environmental policies that focus on defining the optimal management of natural resources over time, by taking account of the heterogeneity of environmental conditions. Thus, the thesis makes a policy orientated contribution in the field of environmental policy by defining the necessary changes to transform an environmental policy based on the assumption of homogeneity into an environmental policy which takes account of heterogeneity. As a result the newly defined environmental policy will be more efficient and likely also politically more acceptable since it is tailored more specifically to the heterogeneous environmental conditions. Additionally to its policy orientated contribution, this thesis aims making a methodological contribution by applying a new optimization technique for solving problems where the control variables depend on two or more arguments --- the so-called two-stage solution approach ---, and by applying a numerical method --- the Escalator Boxcar Train Method --- for solving distributed optimal control problems, i.e., problems where the state variables, in addition to the control variables, depend on two or more arguments. Chapter 2 presents a theoretical framework to determine optimal resource allocation over time for the production of a good by heterogeneous producers, who generate a stock externalit and derives government policies to modify the behavior of competitive producers in order to achieve optimality. Chapter 3 illustrates the method in a more specific context, and integrates the aspects of quality and time, presenting a theoretical model that allows to determine the socially optimal outcome over time and space for the problem of waterlogging in irrigated agricultural production. Chapter 4 of this thesis concentrates on forestry resources and analyses the optimal selective-logging regime of a size-distributed forest.

Power allocation strategies for distributed space-time codes in two-way relay networks

We study a two-way relay network (TWRN), where distributed space-time codes are constructed across multiple relay terminals in an amplify-and-forward mode. Each relay transmits a scaled linear combination of its received symbols and their conjugates,with the scaling factor chosen based on automatic gain control. We consider equal power allocation (EPA) across the relays, as well as the optimal power allocation (OPA) strategy given access to instantaneous channel state information (CSI). For EPA, we derive an upper bound on the pairwise-error-probability (PEP), from which we prove that full diversity is achieved in TWRNs. This result is in contrast to one-way relay networks, in which case a maximum diversity order of only unity can be obtained. When instantaneous CSI is available at the relays, we show that the OPA which minimizes the conditional PEP of the worse link can be cast as a generalized linear fractional program, which can be solved efficiently using the Dinkelback-type procedure.We also prove that, if the sum-power of the relay terminals is constrained, then the OPA will activate at most two relays.

Wireless Networks with Energy Harvesting and Power Transfer: Joint Power and Time Allocation

In this letter, we consider wireless powered communication networks which could operate perpetually, as the base station (BS) broadcasts energy to the multiple energy harvesting (EH) information transmitters. These employ “harvest then transmit” mechanism, as they spend all of their energy harvested during the previous BS energy broadcast to transmit the information towards the BS. Assuming time division multiple access (TDMA), we propose a novel transmission scheme for jointly optimal allocation of the BS broadcasting power and time sharing among the wireless nodes, which maximizes the overall network throughput, under the constraint of average transmit power and maximum transmit power at the BS. The proposed scheme significantly outperforms “state of the art” schemes that employ only the optimal time allocation. If a single EH transmitter is considered, we generalize the optimal solutions for the case of fixed circuit power consumption, which refers to a much more practical scenario.

Economics of wildlife tourism

After introducing the importance of the topic, we examine the economic impacts of wildlife tourism on income and employment as an indicator of the importance of this form of tourism. While such indicators can be important politically and to particular interest groups, they are shown to be an inadequate guide to the economic use and conservation of resources, including wildlife used in tourism. One reason for this (amongst others) is that total economic value must be taken into account in determining economic resource use and this is shown to be quite important in the case of wildlife species. Empirical procedures, such as use of the travel cost method and stated preference methods (for example, contingent valuation) are outlined and the way in which they can be used for determining the optimal economic allocation of land and other resources for wildlife tourism is explained. Economic implications and limitations of some empirical estimates of the importance of wildlife tourism are discussed. This leads on to a consideration of the purpose and usefulness of using economic instruments to manage wildlife tourism.

A decision-support system based on particle swarm optimization for multiperiod hedging in electricity markets

This paper proposes a particle swarm optimization (PSO) approach to support electricity producers for multiperiod optimal contract allocation. The producer risk preference is stated by a utility function (U) expressing the tradeoff between the expectation and variance of the return. Variance estimation and expected return are based on a forecasted scenario interval determined by a price range forecasting model developed by the authors. A certain confidence level is associated to each forecasted scenario interval. The proposed model makes use of contracts with physical (spot and forward) and financial (options) settlement. PSO performance was evaluated by comparing it with a genetic algorithm-based approach. This model can be used by producers in deregulated electricity markets but can easily be adapted to load serving entities and retailers. Moreover, it can easily be adapted to the use of other type of contracts.

An analog model for global macro investing

This study proposes a systematic model that is able to fit the Global Macro Investing universe. The Analog Model tests the possibility of capturing the likelihood of an optimal investment allocation based on similarity across different periods in history. Instead of observing Macroeconomic data, the model uses financial markets’ variables to classify unknown short-term regimes. This methodology is particularly relevant considering that asset classes and investment strategies react differently to specific macro environment shifts.

Web-based Implementation of Winter Maintenance Decision Support System Using GIS and Remote Sensing, May 2005

Winter maintenance, particularly snow removal and the stress of snow removal materials on public structures, is an enormous budgetary burden on municipalities and nongovernmental maintenance organizations in cold climates. Lately, geospatial technologies such as remote sensing, geographic information systems (GIS), and decision support tools are roviding a valuable tool for planning snow removal operations. A few researchers recently used geospatial technologies to develop winter maintenance tools. However, most of these winter maintenance tools, while having the potential to address some of these information needs, are not typically placed in the hands of planners and other interested stakeholders. Most tools are not constructed with a nontechnical user in mind and lack an easyto-use, easily understood interface. A major goal of this project was to implement a web-based Winter Maintenance Decision Support System (WMDSS) that enhances the capacity of stakeholders (city/county planners, resource managers, transportation personnel, citizens, and policy makers) to evaluate different procedures for managing snow removal assets optimally. This was accomplished by integrating geospatial analytical techniques (GIS and remote sensing), the existing snow removal asset management system, and webbased spatial decision support systems. The web-based system was implemented using the ESRI ArcIMS ActiveX Connector and related web technologies, such as Active Server Pages, JavaScript, HTML, and XML. The expert knowledge on snow removal procedures is gathered and integrated into the system in the form of encoded business rules using Visual Rule Studio. The system developed not only manages the resources but also provides expert advice to assist complex decision making, such as routing, optimal resource allocation, and monitoring live weather information. This system was developed in collaboration with Black Hawk County, IA, the city of Columbia, MO, and the Iowa Department of transportation. This product was also demonstrated for these agencies to improve the usability and applicability of the system.

Patterns of split sex ratio in ants have multiple evolutionary causes based on different within-colony conflicts.

Split sex ratio-a pattern where colonies within a population specialize in either male or queen production-is a widespread phenomenon in ants and other social Hymenoptera. It has often been attributed to variation in colony kin structure, which affects the degree of queen-worker conflict over optimal sex allocation. However, recent findings suggest that split sex ratio is a more diverse phenomenon, which can evolve for multiple reasons. Here, we provide an overview of the main conditions favouring split sex ratio. We show that each split sex-ratio type arises due to a different combination of factors determining colony kin structure, queen or worker control over sex ratio and the type of conflict between colony members.

One-seller assignment markets with multi-unit demands

We consider one-seller assignment markets with multi-unit demands and prove that the associated game is buyers-submodular. Therefore the core is non-empty and it has a lattice structure which contains the allocation where every buyer receives his marginal contribution. We prove that in this kind of market, every pairwise-stable outcome is associated to a competitive equilibrium and viceversa. We study conditions under which the buyers-optimal and the seller-optimal core allocations are competitive equilibrium payoff vectors. Moreover, we characterize the markets for which the core coincidences with the set of competitive equilibria payoff vectors. When agents behave strategically, we introduce a procedure that implements the buyers-optimal core allocation as the unique subgame perfect Nash equilibrium outcome.

En vårdvetenskaplig syntes mellan vårdandets ethos och vårdintensitet

This is a study in the field of caring science. The kinds of knowledge expansion and theoretical formation outlined in this thesis have a hypothetic-deductive design. The synthesizer of caring science between caring ethos and nursing intensity evolves through a hermeneutic movement between understanding and interpretation, in the dialectic tension between thesis and antithesis. The study had three main aims with corresponding research questions. The first aim was to deepen the understanding of caring ethos within the care of older people from the perspective of caring science. The second aim was to deepen the understanding of nursing intensity within the care of older people, again from the perspective of caring science. The third aim of the study was to create a theoretical model describing the synthesizer between the caring ethos and nursing intensity. The synthesizer of caring science between caring ethos and nursing intensity took place in a process of creativity, which resulted in six new patterns of interpretation. Good care is in constant movement and tension between the ethical and the unethical. In order to guarantee the older person of the future dignity, a caring community, and integrity in care, there is a need for an awareness of and responsibility for those entities than can become ethical problems and dilemmas. The model that describes the synthesizer between caring ethos and nursing intensity, consist of four cornerstones such as caring ethics, wishes and anticipations, an ethical manner in words and action, and ethical leadership. Good care based on the values dignity, a caring community, safety, and integrity, receive their legitimacy through ethical awareness, and consent among caregivers. Ethical awareness deepens the understanding of wishes and expectations that may arise as special needs. Care thus requires an awareness of the balance between the patient’s care need and optimal level of nursing intensity. An ethical leadership considers the needs of the patient and accepts nothing but a work situation where optimal nursing intensity and optimal resource allocation makes good care possible.

Optimality analysis of Th1/Th2 immune responses during microparasite-macroparasite co-infection, with epidemiological feedbacks

Individuals are typically co-infected by a diverse community of microparasites (e.g. viruses or protozoa) and macroparasites (e.g. helminths). Vertebrates respond to these parasites differently, typically mounting T helper type 1 (Th1) responses against microparasites and Th2 responses against macroparasites. These two responses may be antagonistic such that hosts face a 'decision' of how to allocate potentially limiting resources. Such decisions at the individual host level will influence parasite abundance at the population level which, in turn, will feed back upon the individual level. We take a first step towards a complete theoretical framework by placing an analysis of optimal immune responses under microparasite-macroparasite co-infection within an epidemiological framework. We show that the optimal immune allocation is quantitatively sensitive to the shape of the trade-off curve and qualitatively sensitive to life-history traits of the host, microparasite and macroparasite. This model represents an important first step in placing optimality models of the immune response to co-infection into an epidemiological framework. Ultimately, however, a more complete framework is needed to bring together the optimal strategy at the individual level and the population-level consequences of those responses, before we can truly understand the evolution of host immune responses under parasite co-infection.

Asset liability modelling and pension schemes: the application of robust optimization to USS

This paper uses a novel numerical optimization technique - robust optimization - that is well suited to solving the asset-liability management (ALM) problem for pension schemes. It requires the estimation of fewer stochastic parameters, reduces estimation risk and adopts a prudent approach to asset allocation. This study is the first to apply it to a real-world pension scheme, and the first ALM model of a pension scheme to maximise the Sharpe ratio. We disaggregate pension liabilities into three components - active members, deferred members and pensioners, and transform the optimal asset allocation into the scheme’s projected contribution rate. The robust optimization model is extended to include liabilities and used to derive optimal investment policies for the Universities Superannuation Scheme (USS), benchmarked against the Sharpe and Tint, Bayes-Stein, and Black-Litterman models as well as the actual USS investment decisions. Over a 144 month out-of-sample period robust optimization is superior to the four benchmarks across 20 performance criteria, and has a remarkably stable asset allocation – essentially fix-mix. These conclusions are supported by six robustness checks.

Distributed generation impact evaluation using a multi-objective tabu search

Distribution networks paradigm is changing currently requiring improved methodologies and tools for network analysis and planning. A relevant issue is analyzing the impact of the Distributed Generation penetration in passive networks considering different operation scenarios. Studying DG optimal siting and sizing the planner can identify the network behavior in presence of DG. Many approaches for the optimal DG allocation problem successfully used multi-objective optimization techniques. So this paper contributes to the fundamental stage of multi-objective optimization of finding the Pareto optimal solutions set. It is proposed the application of a Multi-objective Tabu Search and it was verified a better performance comparing to the NSGA-II method. © 2009 IEEE.