Autonomous Pricing using Policy-Gradient Reinforcement Learning

Nella letteratura economica e di teoria dei giochi vi è un dibattito aperto sulla possibilità di emergenza di comportamenti anticompetitivi da parte di algoritmi di determinazione automatica dei prezzi di mercato. L'obiettivo di questa tesi è sviluppare un modello di reinforcement learning di tipo actor-critic con entropy regularization per impostare i prezzi in un gioco dinamico di competizione oligopolistica con prezzi continui. Il modello che propongo esibisce in modo coerente comportamenti cooperativi supportati da meccanismi di punizione che scoraggiano la deviazione dall'equilibrio raggiunto a convergenza. Il comportamento di questo modello durante l'apprendimento e a convergenza avvenuta aiuta inoltre a interpretare le azioni compiute da Q-learning tabellare e altri algoritmi di prezzo in condizioni simili. I risultati sono robusti alla variazione del numero di agenti in competizione e al tipo di deviazione dall'equilibrio ottenuto a convergenza, punendo anche deviazioni a prezzi più alti.

Transmission Of Intra-cellular Genetic Information: A System Proposal.

One of the great challenges of the scientific community on theories of genetic information, genetic communication and genetic coding is to determine a mathematical structure related to DNA sequences. In this paper we propose a model of an intra-cellular transmission system of genetic information similar to a model of a power and bandwidth efficient digital communication system in order to identify a mathematical structure in DNA sequences where such sequences are biologically relevant. The model of a transmission system of genetic information is concerned with the identification, reproduction and mathematical classification of the nucleotide sequence of single stranded DNA by the genetic encoder. Hence, a genetic encoder is devised where labelings and cyclic codes are established. The establishment of the algebraic structure of the corresponding codes alphabets, mappings, labelings, primitive polynomials (p(x)) and code generator polynomials (g(x)) are quite important in characterizing error-correcting codes subclasses of G-linear codes. These latter codes are useful for the identification, reproduction and mathematical classification of DNA sequences. The characterization of this model may contribute to the development of a methodology that can be applied in mutational analysis and polymorphisms, production of new drugs and genetic improvement, among other things, resulting in the reduction of time and laboratory costs.

Synchronization of Discrete-Time Chaotic Systems in Bandlimited Channels

Over the last couple of decades, many methods for synchronizing chaotic systems have been proposed with communications applications in view. Yet their performance has proved disappointing in face of the nonideal character of usual channels linking transmitter and receiver, that is, due to both noise and signal propagation distortion. Here we consider a discrete-time master-slave system that synchronizes despite channel bandwidth limitations and an allied communication system. Synchronization is achieved introducing a digital filter that limits the spectral content of the feedback loop responsible for producing the transmitted signal. Copyright (C) 2009 Marcio Eisencraft et al.

Aspectos estratégicos e econômicos da política de bonificação em quantidade de produto

ste trabalho objetiva identificar a percepção dos gestores de controladoria de indústrias sobre os aspectos estratégicos e econômicos da decisão de bonificação em quantidade de produto. A premissa é que os resultados econômicos gerados pela decisão de desconto no preço e de bonificação em quantidade de produto são iguais, considerando a mesma quantidade de produto entregue ao cliente. Com base no banco de dados da FIPECAFI- FEA-USP, analisaram-se 91 questionários encaminhados a controllers atuantes em diversos setores. Os resultados revelam: 1) um número muito significativo de empresas da amostra selecionada adota a bonificação em produtos; 2) a área comercial é a principal responsável por essa decisão; e 3) identificação da percepção dos controllers sobre aspectos decisórios de bonificação em quantidade de produtos.

Performance analysis of an optical network employing waveband and traffic grooming

This paper analyses an optical network architecture composed by an arrangement of nodes equipped with multi-granular optical cross-connects (MG-OXCs) in addition to the usual optical cross-connects (OXCs). Then, selected network nodes can perform both waveband as well as traffic grooming operations and our goal is to assess the improvement on network performance brought by these additional capabilities. Specifically, the influence of the MG-OXC multi-granularity on the blocking probability is evaluated for 16 classes of service over a network based on the NSFNet topology. A mechanism of fairness in bandwidth capacity is also added to the connection admission control to manage the blocking probabilities of all kind of bandwidth requirements. Comprehensive computational simulation are carried out to compare eight distinct node architectures, showing that an adequate combination of waveband and single-wavelength ports of the MG-OXCs and OXCs allow a more efficient operation of a WDM optical network carrying multi-rate traffic.

The random barrier-crossing problem

This paper addresses the time-variant reliability analysis of structures with random resistance or random system parameters. It deals with the problem of a random load process crossing a random barrier level. The implications of approximating the arrival rate of the first overload by an ensemble-crossing rate are studied. The error involved in this so-called ""ensemble-crossing rate"" approximation is described in terms of load process and barrier distribution parameters, and in terms of the number of load cycles. Existing results are reviewed, and significant improvements involving load process bandwidth, mean-crossing frequency and time are presented. The paper shows that the ensemble-crossing rate approximation can be accurate enough for problems where load process variance is large in comparison to barrier variance, but especially when the number of load cycles is small. This includes important practical applications like random vibration due to impact loadings and earthquake loading. Two application examples are presented, one involving earthquake loading and one involving a frame structure subject to wind and snow loadings. (C) 2007 Elsevier Ltd. All rights reserved.

Ultrasonic Viscosity Measurement Using the Shear-Wave Reflection Coefficient with a Novel Signal Processing Technique

Real-time viscosity measurement remains a necessity for highly automated industry. To resolve this problem, many studies have been carried out using an ultrasonic shear wave reflectance method. This method is based on the determination of the complex reflection coefficient`s magnitude and phase at the solid-liquid interface. Although magnitude is a stable quantity and its measurement is relatively simple and precise, phase measurement is a difficult task because of strong temperature dependence. A simplified method that uses only the magnitude of the reflection coefficient and that is valid under the Newtonian regimen has been proposed by some authors, but the obtained viscosity values do not match conventional viscometry measurements. In this work, a mode conversion measurement cell was used to measure glycerin viscosity as a function of temperature (15 to 25 degrees C) and corn syrup-water mixtures as a function of concentration (70 to 100 wt% of corn syrup). Tests were carried out at 1 MHz. A novel signal processing technique that calculates the reflection coefficient magnitude in a frequency band, instead of a single frequency, was studied. The effects of the bandwidth on magnitude and viscosity were analyzed and the results were compared with the values predicted by the Newtonian liquid model. The frequency band technique improved the magnitude results. The obtained viscosity values came close to those measured by the rotational viscometer with percentage errors up to 14%, whereas errors up to 96% were found for the single frequency method.

Modeling of functionally graded piezoelectric ultrasonic transducers

The application of functionally graded material (FGM) concept to piezoelectric transducers allows the design of composite transducers without interfaces, due to the continuous change of property values. Thus, large improvements can be achieved, as reduction of stress concentration, increasing of bonding strength, and bandwidth. This work proposes to design and to model FGM piezoelectric transducers and to compare their performance with non-FGM ones. Analytical and finite element (FE) modeling of FGM piezoelectric transducers radiating a plane pressure wave in fluid medium are developed and their results are compared. The ANSYS software is used for the FE modeling. The analytical model is based on FGM-equivalent acoustic transmission-line model, which is implemented using MATLAB software. Two cases are considered: (i) the transducer emits a pressure wave in water and it is composed of a graded piezoceramic disk, and backing and matching layers made of homogeneous materials; (ii) the transducer has no backing and matching layer; in this case, no external load is simulated. Time and frequency pressure responses are obtained through a transient analysis. The material properties are graded along thickness direction. Linear and exponential gradation functions are implemented to illustrate the influence of gradation on the transducer pressure response, electrical impedance, and resonance frequencies. (C) 2009 Elsevier B. V. All rights reserved.

Analysis of a Reconfigurable Bandpass Circular Patch Filter

This paper presents an analysis of a reconfigurable patch filter based on a triple-mode circular patch resonator with four radial slots. The analysis has been carried out thanks to the development of a new theoretical approach of the tunable patch filter based on the coupling matrix. The coefficients of the coupling matrix related to the tunable behavior have been identified and some rules for their evolution have been derived. For a proof-of-concept, a bandpass filter has been designed with a continuous tunability obtained with varactors connected across the slots. State-of-the-art results have been obtained, with a frequency tuning range of 27% from 1.95 to 2.43 GHz and a change in fractional bandwidth from 8.5% to 31.5% for the respective frequencies. In the entire tuning range, the return loss is better than 10 dB and the maximum insertion loss is 2 dB. Due to the newly developed coupling matrix, measurements, simulations, and theory showed great agreement.

A TRIPLE-MODE BANDPASS FILTER USING A MODIFIED CIRCULAR PATCH RESONATOR

This article presents a triple-mode bandpass filter using a modified circular patch resonator. Etched slots in the resonator split the TM(1, 1, 0)(z) degenerate fundamental modes and also perturb the TM(2, 1, 0)(z) mode, approximating their resonant frequencies to form a third-order bandpass filter. A 2.42 GHz centered filter was designed and fabricated. Experimental results showed a fractional bandwidth of 29%, return loss better than 16 dB, insertion loss of 0.5 dB, and good second harmonic band rejection. The filter exhibited a size reduction of 51% compared with a filter using an unperturbed circular patch resonator at the same frequency. (C) 2008 Wiley Periodicals, Inc. Microwave Opt Technol Lett 51: 178-182, 2009; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/mop.23950

Universal Set-top Box: A Simple Design to Provide Accessible Services

This paper presents the design of a low cost accessible digital television set-top box. This set-top box was designed and tested to the International ISDB-T system and considered the adoption of solutions that would provide accessible services in digital television in the simplest digital television receiver. The accessible set-top box was evaluated regarding the processing and memory requirements impacts to provide the features for accessible services. The work presents also the access services bandwidth consumption analysis(1).

Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market

In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

Spectral properties of chaotic signals generated by the skew tent map

Chaotic signals have been considered potentially attractive in many signal processing applications ranging from wideband communication systems to cryptography and watermarking. Besides, some devices as nonlinear adaptive filters and phase-locked loops can present chaotic behavior. In this paper, we derive analytical expressions for the autocorrelation sequence, power spectral density and essential bandwidth of chaotic signals generated by the skew tent map. From these results, we suggest possible applications in communication systems. (C) 2009 Elsevier B.V. All rights reserved.

Spectral properties of chaotic signals with applications in communications

This paper investigates the characteristics of the Power Spectral Density (PSD) of chaotic signals generated by skew tent maps. The influence of the Lyapunov exponent on the autocorrelation sequence and on the PSD is evaluated via computational simulations. We conclude that the essential bandwidth of these signals is strongly related to this exponent and they can be low-pass or high-pass depending on the family`s parameter. This way, the PSD of a chaotic signal is a function of the generating map although this is not a one-to-one relationship. (C) 2009 Elsevier Ltd. All rights reserved.

Chaotic Synchronization in Discrete-Time Systems Connected by Bandlimited Channels

Due to the broadband characteristic of chaotic signals, many of the methods that have been proposed for synchronizing chaotic systems do not usually present a satisfactory performance when applied to bandlimited communication channels. Here, the effects of bandwidth limitations imposed by the channel on the synchronous solution of a discrete-time chaotic master-slave network are investigated. The discrete-time system considered in this study is the Henon map. It is analytically shown that synchronism can be achieved in such a network by introducing a digital filter in the feedback loop responsible for generating the chaotic signal that will be sent to the slave node. Numerical simulations relating the filter parameters, such as its order and cut-off frequency, to the maximum Lyapunov exponent of the master node, which determines if the transmitted signal is chaotic or not, are also presented. These results can be useful for practical communication schemes based on chaos.