Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures

We consider risk-averse convex stochastic programs expressed in terms of extended polyhedral risk measures. We derive computable con dence intervals on the optimal value of such stochastic programs using the Robust Stochastic Approximation and the Stochastic Mirror Descent (SMD) algorithms. When the objective functions are uniformly convex, we also propose a multistep extension of the Stochastic Mirror Descent algorithm and obtain con dence intervals on both the optimal values and optimal solutions. Numerical simulations show that our con dence intervals are much less conservative and are quicker to compute than previously obtained con dence intervals for SMD and that the multistep Stochastic Mirror Descent algorithm can obtain a good approximate solution much quicker than its nonmultistep counterpart. Our con dence intervals are also more reliable than asymptotic con dence intervals when the sample size is not much larger than the problem size.

Algoritmos inteligentes para auto-correção, auto-verificação e auto-validação de medidas em sensores

This work presents a set of intelligent algorithms with the purpose of correcting calibration errors in sensors and reducting the periodicity of their calibrations. Such algorithms were designed using Artificial Neural Networks due to its great capacity of learning, adaptation and function approximation. Two approaches willbe shown, the firstone uses Multilayer Perceptron Networks to approximate the many shapes of the calibration curve of a sensor which discalibrates in different time points. This approach requires the knowledge of the sensor s functioning time, but this information is not always available. To overcome this need, another approach using Recurrent Neural Networks was proposed. The Recurrent Neural Networks have a great capacity of learning the dynamics of a system to which it was trained, so they can learn the dynamics of a sensor s discalibration. Knowingthe sensor s functioning time or its discalibration dynamics, it is possible to determine how much a sensor is discalibrated and correct its measured value, providing then, a more exact measurement. The algorithms proposed in this work can be implemented in a Foundation Fieldbus industrial network environment, which has a good capacity of device programming through its function blocks, making it possible to have them applied to the measurement process