Ecuaciones diferenciales estocásticas con condición final y soluciones de viscosidad de EDPS semilineales de segundo orden

El objetivo de este documento es recopilar algunos resultados clasicos sobre existencia y unicidad ´ de soluciones de ecuaciones diferenciales estocasticas (EDEs) con condici ´ on final (en ingl ´ es´ Backward stochastic differential equations) con particular enfasis en el caso de coeficientes mon ´ otonos, y su cone- ´ xion con soluciones de viscosidad de sistemas de ecuaciones diferenciales parciales (EDPs) parab ´ olicas ´ y el´ıpticas semilineales de segundo orden.

Optimització del procés productiu d'engreixament porcí. Un enfocament operatiu

Aquest treball de tesis doctoral tracta de la Optimització de la fase d'engreix. L'objectiu és determinar les condicions d'enviament a sacrifici d'un lot d'animals des d'un punt de vista operatiu. En primer lloc es fa una anàlisi de la cadena de producció de carn porcina, resaltant-ne els canvis del sector que han influit en la fase d'engreixament. La conclusió d'aquesta anàlisi és el plantejament d'un model per prendre decisions degut al canvi de paradigma que s'evidencia: els productors de porcs en la fase d'engreix cal que orientin la gestió del paràmetres operatius i els productes finals a les exigències i gustos dels seus clients. Seguidament, es presenta el sistema d'ajut a la decisió basat en un model biològic que explica l'evolució de les variables productives (pes i consum de pinso). A més també prediu les variables associades a característiques de la canal, com són el percentatge de magre, la proporció de peces, el rendiment i el greix intramuscular. El sistema té en compte tres mercats de carn porcina alternatius: 1) basat en pes viu, 2) basat en mèrits de la canal (percentatge de magre) y 3) basat en el valor de les peces nobles resultants de l'especejament de l'animal. L'objetiu del sistema és determinar la millor estratègia d'enviament per a cadascun dels genotips que s'han estudiat (alternatives de producció) depenent del mercat on seran enviats els animals. A més, també ha estat estudiat l'efecte de la variabilitat biològica dels animals dins del lot sobre els valors econòmics. També s'ha considerat l'opció d'enviar els animals en diverses etapes per tal d'homogeneitzar el pes dels animals enviats. Aquest problema ha estat estudiat seguint l'enfocament de programació dinàmica. En els darrers capítols es presenten quatre aplicacions del model que s'han desenvolupat al llarg del treball. En un futur els mercats de carn porcina tindran la tendència a ser més definits, per tant la producció en la fase d'engreixament porcí hauria d'integrar i tenir en compte les demandes i les exigències del consumidor.

Management of industrial wastewater discharges in river basins through agents'argumentation

La gestió de l'aigua residual és una tasca complexa. Hi ha moltes substàncies contaminants conegudes però encara moltes per conèixer, i el seu efecte individual o col·lgectiu és difícil de predir. La identificació i avaluació dels impactes ambientals resultants de la interacció entre els sistemes naturals i socials és un assumpte multicriteri. Els gestors ambientals necessiten eines de suport pels seus diagnòstics per tal de solucionar problemes ambientals. Les contribucions d'aquest treball de recerca són dobles: primer, proposar l'ús d'un enfoc basat en la modelització amb agents per tal de conceptualitzar i integrar tots els elements que estan directament o indirectament involucrats en la gestió de l'aigua residual. Segon, proposar un marc basat en l'argumentació amb l'objectiu de permetre als agents raonar efectivament. La tesi conté alguns exemples reals per tal de mostrar com un marc basat amb agents que argumenten pot suportar diferents interessos i diferents perspectives. Conseqüentment, pot ajudar a construir un diàleg més informat i efectiu i per tant descriure millor les interaccions entre els agents. En aquest document es descriu primer el context estudiat, escalant el problema global de la gestió de la conca fluvial a la gestiódel sistema urbà d'aigües residuals, concretament l'escenari dels abocaments industrials. A continuació, s'analitza el sistema mitjançant la descripció d'agents que interaccionen. Finalment, es descriuen alguns prototips capaços de raonar i deliberar, basats en la lògica no monòtona i en un llenguatge declaratiu (answer set programming). És important remarcar que aquesta tesi enllaça dues disciplines: l'enginyeria ambiental (concretament l'àrea de la gestió de les aigües residuals) i les ciències de la computació (concretament l'àrea de la intel·ligència artificial), contribuint així a la multidisciplinarietat requerida per fer front al problema estudiat. L'enginyeria ambiental ens proporciona el coneixement del domini mentre que les ciències de la computació ens permeten estructurar i especificar aquest coneixement.

Time misalignments in fault detection and diagnosis

El desalineamiento temporal es la incorrespondencia de dos señales debido a una distorsión en el eje temporal. La Detección y Diagnóstico de Fallas (Fault Detection and Diagnosis-FDD) permite la detección, el diagnóstico y la corrección de fallos en un proceso. La metodología usada en FDD está dividida en dos categorías: técnicas basadas en modelos y no basadas en modelos. Esta tesis doctoral trata sobre el estudio del efecto del desalineamiento temporal en FDD. Nuestra atención se enfoca en el análisis y el diseño de sistemas FDD en caso de problemas de comunicación de datos, como retardos y pérdidas. Se proponen dos técnicas para reducir estos problemas: una basada en programación dinámica y la otra en optimización. Los métodos propuestos han sido validados sobre diferentes sistemas dinámicos: control de posición de un motor de corriente continua, una planta de laboratorio y un problema de sistemas eléctricos conocido como hueco de tensión.

The European Declarative System, Database, and Languages

The EP2025 EDS project develops a highly parallel information server that supports established high-value interfaces. We describe the motivation for the project, the architecture of the system, and the design and application of its database and language subsystems. The Elipsys logic programming language, its advanced applications, EDS Lisp, and the Metal machine translation system are examined.

Example uses of a learning object

A self study course for learning to program using the C programming language has been developed. A Learning Object approach was used in the design of the course. One of the benefits of the Learning Object approach is that the learning material can be reused for different purposes. 'Me course developed is designed so that learners can choose the pedagogical approach most suited to their personal learning requirements. For all learning approaches a set of common Assessment Learning Objects (ALOs or tests) have been created. The design of formative assessments with ALOs can be carried out by the Instructional Designer grouping ALOs to correspond to a specific assessment intention. The course is non-credit earning, so there is no summative assessment, all assessment is formative. In this paper examples of ALOs and their uses is presented together with their uses as decided by the Instructional Designer and learner. Personalisation of the formative assessment of skills can be decided by the Instructional Designer or the learner using a repository of pre-designed ALOs. The process of combining ALOs can be carried out manually or in a semi-automated way using metadata that describes the ALO and the skill it is designed to assess.

Predictive computed-torque control of a PUMA 560 manipulator robot

This paper describes the integration of constrained predictive control and computed-torque control, and its application on a six degree-of-freedom PUMA 560 manipulator arm. The real-time implementation was based on SIMULINK, with the predictive controller and the computed-torque control law implemented in the C programming language. The constrained predictive controller solved a quadratic programming problem at every sampling interval, which was as short as 10 ms, using a prediction horizon of 150 steps and an 18th order state space model.

Depth to mate and the 50-move rule

The most popular endgame tables (EGTs) documenting ‘DTM’ Depth to Mate in chess endgames are those of Eugene Nalimov but these do not recognise the FIDE 50-move rule ‘50mr’. This paper marks the creation by the first author of EGTs for sub-6-man (s6m) chess and beyond which give DTM as affected by the ply count pc. The results are put into the context of previous work recognising the 50mr and are compared with the original unmoderated DTM results. The work is also notable for being the first EGT generation work to use the functional programming language HASKELL.

An effective recursive partitioning approach for the packing of identical rectangles in a rectangle

In this work, we deal with the problem of packing (orthogonally and without overlapping) identical rectangles in a rectangle. This problem appears in different logistics settings, such as the loading of boxes on pallets, the arrangements of pallets in trucks and the stowing of cargo in ships. We present a recursive partitioning approach combining improved versions of a recursive five-block heuristic and an L-approach for packing rectangles into larger rectangles and L-shaped pieces. The combined approach is able to rapidly find the optimal solutions of all instances of the pallet loading problem sets Cover I and II (more than 50 000 instances). It is also effective for solving the instances of problem set Cover III (almost 100 000 instances) and practical examples of a woodpulp stowage problem, if compared to other methods from the literature. Some theoretical results are also discussed and, based on them, efficient computer implementations are introduced. The computer implementation and the data sets are available for benchmarking purposes. Journal of the Operational Research Society (2010) 61, 306-320. doi: 10.1057/jors.2008.141 Published online 4 February 2009

Efficient solutions to factored MDPs with imprecise transition probabilities

When modeling real-world decision-theoretic planning problems in the Markov Decision Process (MDP) framework, it is often impossible to obtain a completely accurate estimate of transition probabilities. For example, natural uncertainty arises in the transition specification due to elicitation of MOP transition models from an expert or estimation from data, or non-stationary transition distributions arising from insufficient state knowledge. In the interest of obtaining the most robust policy under transition uncertainty, the Markov Decision Process with Imprecise Transition Probabilities (MDP-IPs) has been introduced to model such scenarios. Unfortunately, while various solution algorithms exist for MDP-IPs, they often require external calls to optimization routines and thus can be extremely time-consuming in practice. To address this deficiency, we introduce the factored MDP-IP and propose efficient dynamic programming methods to exploit its structure. Noting that the key computational bottleneck in the solution of factored MDP-IPs is the need to repeatedly solve nonlinear constrained optimization problems, we show how to target approximation techniques to drastically reduce the computational overhead of the nonlinear solver while producing bounded, approximately optimal solutions. Our results show up to two orders of magnitude speedup in comparison to traditional ""flat"" dynamic programming approaches and up to an order of magnitude speedup over the extension of factored MDP approximate value iteration techniques to MDP-IPs while producing the lowest error of any approximation algorithm evaluated. (C) 2011 Elsevier B.V. All rights reserved.

Developing a Communication link between Agents and cross Platform IDE

The main objective of this thesis work is to develop communication link between Runrev Revolution (IDE) and JADE (Multi-Agent System) through Socket programming using TCP/IP layer. These two independent platforms are connected using socket programming technique. Socket programming is considered to be newly emerging technology among these two platforms, the work done in this thesis work is considered to be a prototype.A Graphical simulation model is developed by salixphere (Company in Hedemora) to simulate logistic problems using Runrev Revolution (IDE). The simulation software/program is called “BIOSIM”. The logistic problems are complex, and conventional optimization techniques are unlikely very successful. “BIOSIM” can demonstrate the graphical representation of logistic problems depending upon the problem domains. As this simulation model is developed in revolution programming language (Transcript) which is dynamically typed and English-like language, it is quite slow compared to other high level programming languages. The object of this thesis work is to add intelligent behaviour in graphical objects and develop communication link between Runrev revolution (IDE) and JADE (Multi-Agent System) using TCP/IP layers.The test shows the intelligent behaviour in the graphical objects and successful communication between Runrev Revolution (IDE) and JADE (Multi-Agent System).

Extraction of structured programs from specification proofs

We present a method using an extended logical system for obtaining programs from specifications written in a sublanguage of CASL. These programs are “correct” in the sense that they satisfy their specifications. The technique we use is to extract programs from proofs in formal logic by techniques due to Curry and Howard. The logical calculus, however, is novel because it adds structural rules corresponding to the standard ways of modifying specifications: translating (renaming), taking unions, and hiding signatures. Although programs extracted by the Curry-Howard process can be very cumbersome, we use a number of simplifications that ensure that the programs extracted are in a language close to a standard high-level programming language. We use this to produce an executable refinement of a given specification and we then provide a method for producing a program module that maximally respects the original structure of the specification. Throughout the paper we demonstrate the technique with a simple example.

Quantified Interference: Information Theory and Information Flow

The paper investigates which of Shannon’s measures (entropy, conditional entropy, mutual information) is the right one for the task of quantifying information flow in a programming language. We examine earlier relevant contributions from Denning, McLean and Gray and we propose and motivate a specific quantitative definition of information flow. We prove results relating equivalence relations, interference of program variables, independence of random variables and the flow of confidential information. Finally, we show how, in our setting, Shannon’s Perfect Secrecy theorem provides a sufficient condition to determine whether a program leaks confidential information.

BDI4JADE: a BDI layer on top of JADE

Several agent platforms that implement the belief-desire-intention (BDI) architecture have been proposed. Even though most of them are implemented based on existing general purpose programming languages, e.g. Java, agents are either programmed in a new programming language or Domain-specific Language expressed in XML. As a consequence, this prevents the use of advanced features of the underlying programming language and the integration with existing libraries and frameworks, which are essential for the development of enterprise applications. Due to these limitations of BDI agent platforms, we have implemented the BDI4JADE, which is presented in this paper. It is implemented as a BDI layer on top of JADE, a well accepted agent platform.

Regras monetárias e taxa de câmbio para o regime de meta de inflação brasileiro

O objetivo desta dissertação é analisar o uso de regras ótimas irrestritas e de regras simples restritas de política monetária para a economia brasileira, com especial atenção ao impacto da taxa de câmbio na transmissão da política monetária. As regras foram encontradas através de um processo de programação dinâmica e comparadas em termos da eficiência econômica de cada uma, medida pela redução da variância do produto e da inflação. Estes resultados serviram de referência para avaliar o desempenho do regime de metas de inflação no Brasil, desde a sua implementação em julho de 1999.