Solving higher-dimensional continuous time stochastic control problems by value function regression

The paper develops a method to solve higher-dimensional stochasticcontrol problems in continuous time. A finite difference typeapproximation scheme is used on a coarse grid of low discrepancypoints, while the value function at intermediate points is obtainedby regression. The stability properties of the method are discussed,and applications are given to test problems of up to 10 dimensions.Accurate solutions to these problems can be obtained on a personalcomputer.

A new heuristic method for solving spatially constrained forest planning problems based on mitigation of infeasibilities radiating outward from a forced choice

[Abstract]

On solving fair exchange and related distributed problems in Byzantine environments

Abstract The solvability of the problem of fair exchange in a synchronous system subject to Byzantine failures is investigated in this work. The fair exchange problem arises when a group of processes are required to exchange digital items in a fair manner, which means that either each process obtains the item it was expecting or no process obtains any information on, the inputs of others. After introducing a novel specification of fair exchange that clearly separates safety and liveness, we give an overview of the difficulty of solving such a problem in the context of a fully-connected topology. On one hand, we show that no solution to fair exchange exists in the absence of an identified process that every process can trust a priori; on the other, a well-known solution to fair exchange relying on a trusted third party is recalled. These two results lead us to complete our system model with a flexible representation of the notion of trust. We then show that fair exchange is solvable if and only if a connectivity condition, named the reachable majority condition, is satisfied. The necessity of the condition is proven by an impossibility result and its sufficiency by presenting a general solution to fair exchange relying on a set of trusted processes. The focus is then turned towards a specific network topology in order to provide a fully decentralized, yet realistic, solution to fair exchange. The general solution mentioned above is optimized by reducing the computational load assumed by trusted processes as far as possible. Accordingly, our fair exchange protocol relies on trusted tamperproof modules that have limited communication abilities and are only required in key steps of the algorithm. This modular solution is then implemented in the context of a pedagogical application developed for illustrating and apprehending the complexity of fair exchange. This application, which also includes the implementation of a wide range of Byzantine behaviors, allows executions of the algorithm to be set up and monitored through a graphical display. Surprisingly, some of our results on fair exchange seem contradictory with those found in the literature of secure multiparty computation, a problem from the field of modern cryptography, although the two problems have much in common. Both problems are closely related to the notion of trusted third party, but their approaches and descriptions differ greatly. By introducing a common specification framework, a comparison is proposed in order to clarify their differences and the possible origins of the confusion between them. This leads us to introduce the problem of generalized fair computation, a generalization of fair exchange. Finally, a solution to this new problem is given by generalizing our modular solution to fair exchange

The use of branched ketenedimers in solving the deposit problems related to the internal sizing of uncoated fine paper

Alkyl ketene dimers (AKD) are effective and highly hydrophobic sizing agents for the internal sizing of alkaline papers, but in some cases they may form deposits on paper machines and copiers. In addition, alkenyl succinic anhydrides (ASA)- based sizing agents are highly reactive, producing on-machine sizing, but under uncontrolled wet end conditions the hydrolysis of ASA may cause problems. This thesis aims at developing an improved ketene dimer based sizing agent that would have a lower deposit formation tendency on paper machines and copiers than a traditional type of AKD. The aim is also to improve the ink jet printability of a AKD sized paper. The sizing characteristics ofketene dimers have been compared to those of ASA. A lower tendency of ketene dimer deposit formation was shown in paper machine trials and in printability tests when branched fatty acids were used in the manufacture of a ketene dimer basedsizing agent. Fitting the melting and solidification temperature of a ketene dimer size to the process temperature of a paper machine or a copier contributes to machine cleanliness. A lower hydrophobicity of the paper sized with branched ketene dimer compared to the paper sized with traditional AKD was discovered. However, the ink jet print quality could be improved by the use of a branched ketene dimer. The branched ketene dimer helps in balancing the paper hydrophobicity for both black and color printing. The use of a high amount of protective colloidin the emulsification was considered to be useful for the sizing performance ofthe liquid type of sizing agents. Similar findings were indicated for both the branched ketene dimer and ASA.

Measurement Problems and Problem-Solving in Kraft Pulping

Tämän työn tarkoituksena on koota yhteen selluprosessin mittausongelmat ja mahdolliset mittaustekniikat ongelmien ratkaisemiseksi. Pääpaino on online-mittaustekniikoissa. Työ koostuu kolmesta osasta. Ensimmäinen osa on kirjallisuustyö, jossa esitellään nykyaikaisen selluprosessin perusmittaukset ja säätötarpeet. Mukana on koko kuitulinja puunkäsittelystä valkaisuun ja kemikaalikierto: haihduttamo, soodakattila, kaustistamo ja meesauuni. Toisessa osassa mittausongelmat ja mahdolliset mittaustekniikat on koottu yhteen ”tiekartaksi”. Tiedot on koottu vierailemalla kolmella suomalaisella sellutehtaalla ja haastattelemalla laitetekniikka- ja mittaustekniikka-asiantuntijoita. Prosessikemian paremmalle ymmärtämiselle näyttää haastattelun perusteella olevan tarvetta, minkä vuoksi konsentraatiomittaukset on valittu jatkotutkimuskohteeksi. Viimeisessä osassa esitellään mahdollisia mittaustekniikoita konsentraatiomittausten ratkaisemiseksi. Valitut tekniikat ovat lähi-infrapunatekniikka (NIR), fourier-muunnosinfrapunatekniikka (FTIR), online-kapillaarielektroforeesi (CE) ja laserindusoitu plasmaemissiospektroskopia (LIPS). Kaikkia tekniikoita voi käyttää online-kytkettyinä prosessikehitystyökaluina. Kehityskustannukset on arvioitu säätöön kytketylle online-laitteelle. Kehityskustannukset vaihtelevat nollasta miestyövuodesta FTIR-tekniikalle viiteen miestyövuoteen CE-laitteelle; kehityskustannukset riippuvat tekniikan kehitysasteesta ja valmiusasteesta tietyn ongelman ratkaisuun. Työn viimeisessä osassa arvioidaan myös yhden mittausongelman – pesuhäviömittauksen – ratkaisemisen teknis-taloudellista kannattavuutta. Ligniinipitoisuus kuvaisi nykyisiä mittauksia paremmin todellista pesuhäviötä. Nykyään mitataan joko natrium- tai COD-pesuhäviötä. Ligniinipitoisuutta voidaan mitata UV-absorptiotekniikalla. Myös CE-laitetta voitaisiin käyttää pesuhäviön mittauksessa ainakin prosessikehitysvaiheessa. Taloudellinen tarkastelu pohjautuu moniin yksinkertaistuksiin ja se ei sovellu suoraan investointipäätösten tueksi. Parempi mittaus- ja säätöjärjestelmä voisi vakauttaa pesemön ajoa. Investointi ajoa vakauttavaan järjestelmään on kannattavaa, jos todellinen ajotilanne on tarpeeksi kaukana kustannusminimistä tai jos pesurin ajo heilahtelee eli pesuhäviön keskihajonta on suuri. 50 000 € maksavalle mittaus- ja säätöjärjestelmälle saadaan alle 0,5 vuoden takaisinmaksuaika epävakaassa ajossa, jos COD-pesuhäviön vaihteluväli on 5,2 – 11,6 kg/odt asetusarvon ollessa 8,4 kg/odt. Laimennuskerroin vaihtelee tällöin välillä 1,7 – 3,6 m3/odt asetusarvon ollessa 2,5 m3/odt.

Solving Challenging Real-World Scheduling Problems

This work contains a series of studies on the optimization of three real-world scheduling problems, school timetabling, sports scheduling and staff scheduling. These challenging problems are solved to customer satisfaction using the proposed PEAST algorithm. The customer satisfaction refers to the fact that implementations of the algorithm are in industry use. The PEAST algorithm is a product of long-term research and development. The first version of it was introduced in 1998. This thesis is a result of a five-year development of the algorithm. One of the most valuable characteristics of the algorithm has proven to be the ability to solve a wide range of scheduling problems. It is likely that it can be tuned to tackle also a range of other combinatorial problems. The algorithm uses features from numerous different metaheuristics which is the main reason for its success. In addition, the implementation of the algorithm is fast enough for real-world use.

The knapsack problem approach in solving partial hedging problems of options

En option är ett finansiellt kontrakt som ger dess innehavare en rättighet (men medför ingen skyldighet) att sälja eller köpa någonting (till exempel en aktie) till eller från säljaren av optionen till ett visst pris vid en bestämd tidpunkt i framtiden. Den som säljer optionen binder sig till att gå med på denna framtida transaktion ifall optionsinnehavaren längre fram bestämmer sig för att inlösa optionen. Säljaren av optionen åtar sig alltså en risk av att den framtida transaktion som optionsinnehavaren kan tvinga honom att göra visar sig vara ofördelaktig för honom. Frågan om hur säljaren kan skydda sig mot denna risk leder till intressanta optimeringsproblem, där målet är att hitta en optimal skyddsstrategi under vissa givna villkor. Sådana optimeringsproblem har studerats mycket inom finansiell matematik. Avhandlingen "The knapsack problem approach in solving partial hedging problems of options" inför en ytterligare synpunkt till denna diskussion: I en relativt enkel (ändlig och komplett) marknadsmodell kan nämligen vissa partiella skyddsproblem beskrivas som så kallade kappsäcksproblem. De sistnämnda är välkända inom en gren av matematik som heter operationsanalys. I avhandlingen visas hur skyddsproblem som tidigare lösts på andra sätt kan alternativt lösas med hjälp av metoder som utvecklats för kappsäcksproblem. Förfarandet tillämpas även på helt nya skyddsproblem i samband med så kallade amerikanska optioner.

Palmer's Pocket Scale with Rules for its Use in Solving Arithmetical and Geometrical Problems

The book is signed by S.D. Woodruff. A label the book indicates that it was also owned by "Band, of De Vere Gardens in Toronto".

Solving problems on functions : role of the graphic calculator. 'Resolución de problemas sobre funciones : papel de la calculadora gráfica'.

Resumen basado en el de la publicación

Problems in solving problems : what is new : are we looking at the correct Place?. 'Problemas sobre resolución de problemas : que hay de nuevo : ¿estamos mirando hacia el lugar correcto?'.

Resumen basado en el de la publicación

Solving optimal control problems with state constraints using nonlinear programming and simulation tools

This paper illustrates how nonlinear programming and simulation tools, which are available in packages such as MATLAB and SIMULINK, can easily be used to solve optimal control problems with state- and/or input-dependent inequality constraints. The method presented is illustrated with a model of a single-link manipulator. The method is suitable to be taught to advanced undergraduate and Master's level students in control engineering.

Solving complex optimal control problems at no cost with PSOPT

This paper introduces PSOPT, an open source optimal control solver written in C++. PSOPT uses pseudospectral and local discretizations, sparse nonlinear programming, automatic differentiation, and it incorporates automatic scaling and mesh refinement facilities. The software is able to solve complex optimal control problems including multiple phases, delayed differential equations, nonlinear path constraints, interior point constraints, integral constraints, and free initial and/or final times. The software does not require any non-free platform to run, not even the operating system, as it is able to run under Linux. Additionally, the software generates plots as well as LATEX code so that its results can easily be included in publications. An illustrative example is provided.