948 resultados para Optimal Stochastic Control


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The Electromagnetism-like (EM) algorithm is a population- based stochastic global optimization algorithm that uses an attraction- repulsion mechanism to move sample points towards the optimal. In this paper, an implementation of the EM algorithm in the Matlab en- vironment as a useful function for practitioners and for those who want to experiment a new global optimization solver is proposed. A set of benchmark problems are solved in order to evaluate the performance of the implemented method when compared with other stochastic methods available in the Matlab environment. The results con rm that our imple- mentation is a competitive alternative both in term of numerical results and performance. Finally, a case study based on a parameter estimation problem of a biology system shows that the EM implementation could be applied with promising results in the control optimization area.

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Due to communication and technology developments, residential consumers are enabled to participate in Demand Response Programs (DRPs), control their consumption and decrease their cost by using Household Energy Management (HEM) systems. On the other hand, capability of energy storage systems to improve the energy efficiency causes that employing Phase Change Materials (PCM) as thermal storage systems to be widely addressed in the building applications. In this paper, an operational model of HEM system considering the incorporation of more than one type of PCM in plastering mortars (hybrid PCM) is proposed not only to minimize the customerâ s cost in different DRPs but also to guaranty the habitantsâ  satisfaction. Moreover, the proposed model ensures the technical and economic limits of batteries and electrical appliances. Different case studies indicate that implementation of hybrid PCM in the buildings can meaningfully affect the operational pattern of HEM systems in different DRPs. The results reveal that the customerâ s electricity cost can be reduced up to 48% by utilizing the proposed model.

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We study the existence theory for parabolic variational inequalities in weighted L2 spaces with respect to excessive measures associated with a transition semigroup. We characterize the value function of optimal stopping problems for finite and infinite dimensional diffusions as a generalized solution of such a variational inequality. The weighted L2 setting allows us to cover some singular cases, such as optimal stopping for stochastic equations with degenerate diffusion coeficient. As an application of the theory, we consider the pricing of American-style contingent claims. Among others, we treat the cases of assets with stochastic volatility and with path-dependent payoffs.

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BACKGROUND: The oral cavity is frequently affected in patients with inflammatory bowel disease (IBD), especially in patients with Crohn's disease (CD). Periodontitis is thought to influence systemic autoimmune or inflammatory diseases. We aimed to analyze the relationship of periodontitis and gingivitis markers with specific disease characteristics in patients with IBD and to compare these data with healthy controls. METHODS: In a prospective 8-month study, systematic oral examinations were performed in 113 patients with IBD, including 69 patients with CD and 44 patients with ulcerative colitis. For all patients, a structured personal history was taken. One hundred thirteen healthy volunteers served as a control group. Oral examination focussed on established oral health markers for periodontitis (bleeding on probing, loss of attachment, and periodontal pocket depth) and gingivitis (papilla bleeding index). Additionally, visible oral lesions were documented. RESULTS: Both gingivitis and periodontitis markers were higher in patients with IBD than in healthy control. In univariate analysis and logistic regression analysis, perianal disease was a risk factor for periodontitis. Nonsmoking decreased the risk of having periodontitis. No clear association was found between clinical activity and periodontitis in IBD. In only the CD subgroup, high clinical activity (Harvey-Bradshaw index > 10) was associated with 1 periodontitis marker, the loss of attachment at sites of maximal periodontal pocket depth. Oral lesions besides periodontitis and gingivitis were not common, but nevertheless observed in about 10% of patients with IBD. CONCLUSIONS: IBD, and especially perianal disease in CD, is associated with periodontitis. Optimal therapeutic strategies should probably focus on treating both local oral and systemic inflammation.

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Untreated wastewater being directly discharged into rivers is a very harmful environmental hazard that needs to be tackled urgently in many countries. In order to safeguard the river ecosystem and reduce water pollution, it is important to have an effluent charge policy that promotes the investment of wastewater treatment technology by domestic firms. This paper considers the strategic interaction between the government and the domestic firms regarding the investment in the wastewater treatment technology and the design of optimal e­ffluent charge policy that should be implemented. In this model, the higher is the proportion of non-investing firms, the higher would be the probability of having to incur an e­ffluent charge and the higher would be that charge. On one hand the government needs to impose a sufficiently strict policy to ensure that firms have strong incentive to invest. On the other hand, it cannot be too strict that it drives out firms which cannot afford to invest in such expensive technology. The paper analyses the factors that affect the probability of investment in this technology. It also explains the difficulty of imposing a strict environment policy in countries that have too many small firms which cannot afford to invest unless subsidised.

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Time-inconsistency is an essential feature of many policy problems (Kydland and Prescott, 1977). This paper presents and compares three methods for computing Markov-perfect optimal policies in stochastic nonlinear business cycle models. The methods considered include value function iteration, generalized Euler-equations, and parameterized shadow prices. In the context of a business cycle model in which a scal authority chooses government spending and income taxation optimally, while lacking the ability to commit, we show that the solutions obtained using value function iteration and generalized Euler equations are somewhat more accurate than that obtained using parameterized shadow prices. Among these three methods, we show that value function iteration can be applied easily, even to environments that include a risk-sensitive scal authority and/or inequality constraints on government spending. We show that the risk-sensitive scal authority lowers government spending and income-taxation, reducing the disincentive households face to accumulate wealth.

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PURPOSE: An optimal target for glucose control in ICU patients remains unclear. This prospective randomized controlled trial compared the effects on ICU mortality of intensive insulin therapy (IIT) with an intermediate glucose control. METHODS: Adult patients admitted to the 21 participating medico-surgical ICUs were randomized to group 1 (target BG 7.8-10.0 mmol/L) or to group 2 (target BG 4.4-6.1 mmol/L). RESULTS: While the required sample size was 1,750 per group, the trial was stopped early due to a high rate of unintended protocol violations. From 1,101 admissions, the outcomes of 542 patients assigned to group 1 and 536 of group 2 were analysed. The groups were well balanced. BG levels averaged in group 1 8.0 mmol/L (IQR 7.1-9.0) (median of all values) and 7.7 mmol/L (IQR 6.7-8.8) (median of morning BG) versus 6.5 mmol/L (IQR 6.0-7.2) and 6.1 mmol/L (IQR 5.5-6.8) for group 2 (p < 0.0001 for both comparisons). The percentage of patients treated with insulin averaged 66.2 and 96.3%, respectively. Proportion of time spent in target BG was similar, averaging 39.5% and 45.1% (median (IQR) 34.3 (18.5-50.0) and 39.3 (26.2-53.6)%) in the groups 1 and 2, respectively. The rate of hypoglycaemia was higher in the group 2 (8.7%) than in group 1 (2.7%, p < 0.0001). ICU mortality was similar in the two groups (15.3 vs. 17.2%). CONCLUSIONS: In this prematurely stopped and therefore underpowered study, there was a lack of clinical benefit of intensive insulin therapy (target 4.4-6.1 mmol/L), associated with an increased incidence of hypoglycaemia, as compared to a 7.8-10.0 mmol/L target. (ClinicalTrials.gov # NCT00107601, EUDRA-CT Number: 200400391440).

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This paper reviews three different approaches to modelling the cost-effectiveness of schistosomiasis control. Although these approaches vary in their assessment of costs, the major focus of the paper is on the evaluation of effectiveness. The first model presented is a static economic model which assesses effectiveness in terms of the proportion of cases cured. This model is important in highlighting that the optimal choice of chemotherapy regime depends critically on the level of budget constraint, the unit costs of screening and treatment, the rates of compliance with screening and chemotherapy and the prevalence of infection. The limitations of this approach is that it models the cost-effectiveness of only one cycle of treatment, and effectiveness reflects only the immediate impact of treatment. The second model presented is a prevalence-based dynamic model which links prevalence rates from one year to the next, and assesses effectiveness as the proportion of cases prevented. This model was important as it introduced the concept of measuring the long-term impact of control by using a transmission model which can assess reduction in infection through time, but is limited to assessing the impact only on the prevalence of infection. The third approach presented is a theoretical framework which describes the dynamic relationships between infection and morbidity, and which assesses effectiveness in terms of case-years prevented of infection and morbidity. The use of this model in assessing the cost-effectiveness of age-targeted treatment in controlling Schistosoma mansoni is explored in detail, with respect to varying frequencies of treatment and the interaction between drug price and drug efficacy.

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Report for the scientific sojourn at the Instituto de Biociências, of the Universidade de Sao Paulo, Brazil, from 2007 to 2009. African exotic grasses, used as forage crops for cattle, found optimal conditions in Brazilian savannas for their spread. They established as invasive grasses in almost all conservation units, becoming a serius threat to native biote and to most ecological processes. Fire is a cyclical event in Brazilian savannas and can be used as a management tool for enhancing competitivity of native grasses and controlling exotic grasses. Seeking for alternatives for the management of these grasses, this study investigates the effect of recurrent burnings in different periods of the year (fire regimes) on: distribution patterns of exotic grasses and their associations wotih native grasses, the local edaphic characteristics, the nutrient pool of the aerial biomass of both native and exotic grasses, and soil seed banks. This project is held on the IBGE Ecological Reserve, in Brasília (Brazil), in an area destined specifically for research of fire effects on brazilian savannas. The project quantifies: aerial biomass of native and exotic grasses, soil seed bank of exotic grasses, nutrient pool in soil and also in grasses tissues. Spatial relationships for any association between species, as well as for nutrient pools in soil and in plant tissues will be established. A better understanding of these processes will provide useful tools for adopting specific policies on the management of exotic grasses in Brazilian savanna.

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INTRODUCTION. Both hypocapnia and hypercapnia can be deleterious to brain injured patients. Strict PaCO2 control is difficult to achieve because of patient's instability and unpredictable effects of ventilator settings changes. OBJECTIVE. The aim of this study was to evaluate our ability to comply with a protocol of controlled mechanical ventilation (CMV) aiming at a PaCO2 between 35 and 40 mmHg in patients requiring neuro-resuscitation. METHODS. Retrospective analysis of consecutive patients (2005-2011) requiring intracranial pressure (ICP) monitoring for traumatic brain injury (TBI), subarachnoid haemorrhage (SAH), intracranial haemorrhage (ICH) or ischemic stroke (IS). Demographic data, GCS, SAPS II, hospital mortality, PaCO2 and ICP values were recorded. During CMV in the first 48 h after admission, we analyzed the time spent within the PaCO2 target in relation to the presence or absence of intracranial hypertension (ICP[20 mmHg, by periods of 30 min) (Table 1). We also compared the fraction of time (determined by linear interpolation) spent with normal, low or high PaCO2 in hospital survivors and non-survivors (Wilcoxon, Bonferroni correction, p\0.05) (Table 2). PaCO2 samples collected during and after apnoea tests were excluded. Results given as median [IQR]. RESULTS. 436 patients were included (TBI: 51.2 %, SAH: 20.6 %, ICH: 23.2 %, IS: 5.0 %), age: 54 [39-64], SAPS II score: 52 [41-62], GCS: 5 [3-8]. 8744 PaCO2 samples were collected during 150611 h of CMV. CONCLUSIONS. Despite a high number of PaCO2 samples collected (in average one sample every 107 min), our results show that patients undergoing CMV for neuro- resuscitation spent less than half of the time within the pre-defined PaCO2 range. During documented intracranial hypertension, hypercapnia was observed in 17.4 % of the time. Since non-survivors spent more time with hypocapnia, further analysis is required to determine whether hypocapnia was detrimental per se, or merely reflects increased severity of brain insult.

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Typically at dawn on a hot summer day, land plants need precise molecular thermometers to sense harmless increments in the ambient temperature to induce a timely heat shock response (HSR) and accumulate protective heat shock proteins in anticipation of harmful temperatures at mid-day. Here, we found that the cyclic nucleotide gated calcium channel (CNGC) CNGCb gene from Physcomitrella patens and its Arabidopsis thaliana ortholog CNGC2, encode a component of cyclic nucleotide gated Ca(2+) channels that act as the primary thermosensors of land plant cells. Disruption of CNGCb or CNGC2 produced a hyper-thermosensitive phenotype, giving rise to an HSR and acquired thermotolerance at significantly milder heat-priming treatments than in wild-type plants. In an aequorin-expressing moss, CNGCb loss-of-function caused a hyper-thermoresponsive Ca(2+) influx and altered Ca(2+) signaling. Patch clamp recordings on moss protoplasts showed the presence of three distinct thermoresponsive Ca(2+) channels in wild-type cells. Deletion of CNGCb led to a total absence of one and increased the open probability of the remaining two thermoresponsive Ca(2+) channels. Thus, CNGC2 and CNGCb are expected to form heteromeric Ca(2+) channels with other related CNGCs. These channels in the plasma membrane respond to increments in the ambient temperature by triggering an optimal HSR, leading to the onset of plant acquired thermotolerance.

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In eusocial Hymenoptera, queens and workers are in conflict over optimal sex allocation. Sex ratio theory, while generating predictions on the extent of this conflict under a wide range of conditions, has largely neglected the fact that worker control of investment almost certainly requires the manipulation of brood sex ratio. This manipulation is likely to incur costs, for example, if workers eliminate male larvae or rear more females as sexuals rather than workers. In this article, we present a model of sex ratio evolution under worker control that incorporates costs of brood manipulation. We assume cost to be a continuous, increasing function of the magnitude of sex ratio manipulation. We demonstrate that costs counterselect sex ratio biasing, which leads to less female-biased population sex ratios than expected on the basis of relatedness asymmetry. Furthermore, differently shaped cost functions lead to different equilibria of manipulation at the colony level. While linear and accelerating cost functions generate monomorphic equilibria, decelerating costs lead to a process of evolutionary branching and hence split sex ratios.

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PURPOSE OF REVIEW: A substantial body of evidence supports the use of intensive insulin therapy in general critical care practice, particularly in surgical intensive care unit patients. The impact of intensive insulin therapy on the outcome of critically ill neurological patients, however, is still controversial. While avoidance of hyperglycemia is recommended in neurointensive care, no recommendations exist regarding the optimal target for systemic glucose control after severe brain injury. RECENT FINDINGS: An increase in brain metabolic demand leading to a deficiency in cerebral extracellular glucose has been observed in critically ill neurological patients and correlates with poor outcome. In this setting, a reduction of systemic glucose below 6 mmol/l with exogenous insulin has been found to exacerbate brain metabolic distress. Recent studies have confirmed these findings while showing intensive insulin therapy to have no substantial benefit on the outcome of critically ill neurological patients. SUMMARY: Questions persist regarding the optimal target for glucose control after severe brain injury. Further studies are needed to analyze the impact of intensive insulin therapy on brain glucose metabolism and outcome of critically ill neurological patients. According to the available evidence, a less restrictive target for systemic glucose control (6-10 mmol/l) may be more appropriate.

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Executive control refers to a set of abilities enabling us to plan, control and implement our behavior to rapidly and flexibly adapt to environmental requirements. These adaptations notably involve the suppression of intended or ongoing cognitive or motor processes, a skill referred to as "inhibitory control". To implement efficient executive control of behavior, one must monitor our performance following errors to adjust our behavior accordingly. Deficits in inhibitory control have been associated with the emergènce of a wide range of psychiatric disorders, ranging from drug addiction to attention deficit/hyperactivity disorders. Inhibitory control deficits could, however, be remediated- The brain has indeed the amazing possibility to reorganize following training to allow for behavioral improvements. This mechanism is referred to as neural and behavioral plasticity. Here, our aim is to investigate training-induced plasticity in inhibitory control and propose a model of inhibitory control explaining the spatio- temporal brain mechanisms supporting inhibitory control processes and their plasticity. In the two studies entitled "Brain dynamics underlying training-induced improvement in suppressing inappropriate action" (Manuel et al., 2010) and "Training-induced neuroplastic reinforcement óf top-down inhibitory control" (Manuel et al., 2012c), we investigated the neurophysiological and behavioral changes induced by inhibitory control training with two different tasks and populations of healthy participants. We report that different inhibitory control training developed either automatic/bottom-up inhibition in parietal areas or reinforced controlled/top-down inhibitory control in frontal brain regions. We discuss the results of both studies in the light of a model of fronto-basal inhibition processes. In "Spatio-temporal brain dynamics mediating post-error behavioral adjustments" (Manuel et al., 2012a), we investigated how error detection modulates the processing of following stimuli and in turn impact behavior. We showed that during early integration of stimuli, the activity of prefrontal and parietal areas is modulated according to previous performance and impacts the post-error behavioral adjustments. We discuss these results in terms of a shift from an automatic to a controlled form of inhibition induced by the detection of errors, which in turn influenced response speed. In "Inter- and intra-hemispheric dissociations in ideomotor apraxia: a large-scale lesion- symptom mapping study in subacute brain-damaged patients" (Manuel et al., 2012b), we investigated ideomotor apraxia, a deficit in performing pantomime gestures of object use, and identified the anatomical correlates of distinct ideomotor apraxia error types in 150 subacute brain-damaged patients. Our results reveal a left intra-hemispheric dissociation for different pantomime error types, but with an unspecific role for inferior frontal areas. Les fonctions exécutives désignent un ensemble de processus nous permettant de planifier et contrôler notre comportement afin de nous adapter de manière rapide et flexible à l'environnement. L'une des manières de s'adapter consiste à arrêter un processus cognitif ou moteur en cours ; le contrôle de l'inhibition. Afin que le contrôle exécutif soit optimal il est nécessaire d'ajuster notre comportement après avoir fait des erreurs. Les déficits du contrôle de l'inhibition sont à l'origine de divers troubles psychiatriques tels que l'addiction à la drogue ou les déficits d'attention et d'hyperactivité. De tels déficits pourraient être réhabilités. En effet, le cerveau a l'incroyable capacité de se réorganiser après un entraînement et ainsi engendrer des améliorations comportementales. Ce mécanisme s'appelle la plasticité neuronale et comportementale. Ici, notre but èst d'étudier la plasticité du contrôle de l'inhibition après un bref entraînement et de proposer un modèle du contrôle de l'inhibition qui permette d'expliquer les mécanismes cérébraux spatiaux-temporels sous-tendant l'amélioration du contrôle de l'inhibition et de leur plasticité. Dans les deux études intitulées "Brain dynamics underlying training-induced improvement in suppressing inappropriate action" (Manuel et al., 2010) et "Training-induced neuroplastic reinforcement of top-down inhibitory control" (Manuel et al., 2012c), nous nous sommes intéressés aux changements neurophysiologiques et comportementaux liés à un entraînement du contrôle de l'inhibition. Pour ce faire, nous avons étudié l'inhibition à l'aide de deux différentes tâches et deux populations de sujets sains. Nous avons démontré que différents entraînements pouvaient soit développer une inhibition automatique/bottom-up dans les aires pariétales soit renforcer une inhibition contrôlée/top-down dans les aires frontales. Nous discutons ces résultats dans le contexte du modèle fronto-basal du contrôle de l'inhibition. Dans "Spatio-temporal brain dynamics mediating post-error behavioral adjustments" (Manuel et al., 2012a), nous avons investigué comment la détection d'erreurs influençait le traitement du prochain stimulus et comment elle agissait sur le comportement post-erreur. Nous avons montré que pendant l'intégration précoce des stimuli, l'activité des aires préfrontales et pariétales était modulée en fonction de la performance précédente et avait un impact sur les ajustements post-erreur. Nous proposons que la détection d'erreur ait induit un « shift » d'un mode d'inhibition automatique à un mode contrôlé qui a à son tour influencé le temps de réponse. Dans "Inter- and intra-hemispheric dissociations in ideomotor apraxia: a large-scale lesion-symptom mapping study in subacute brain-damaged patients" (Manuel et al., 2012b), nous avons examiné l'apraxie idémotrice, une incapacité à exécuter des gestes d'utilisation d'objets, chez 150 patients cérébro-lésés. Nous avons mis en avant une dissociation intra-hémisphérique pour différents types d'erreurs avec un rôle non spécifique pour les aires frontales inférieures.

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We investigate the problem of finding minimum-distortion policies for streaming delay-sensitive but distortion-tolerant data. We consider cross-layer approaches which exploit the coupling between presentation and transport layers. We make the natural assumption that the distortion function is convex and decreasing. We focus on a single source-destination pair and analytically find the optimum transmission policy when the transmission is done over an error-free channel. This optimum policy turns out to be independent of the exact form of the convex and decreasing distortion function. Then, for a packet-erasure channel, we analytically find the optimum open-loop transmission policy, which is also independent of the form of the convex distortion function. We then find computationally efficient closed-loop heuristic policies and show, through numerical evaluation, that they outperform the open-loop policy and have near optimal performance.