Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

Incorporating label dependency into the binary relevance framework for multi-label classification

In multi-label classification, examples can be associated with multiple labels simultaneously. The task of learning from multi-label data can be addressed by methods that transform the multi-label classification problem into several single-label classification problems. The binary relevance approach is one of these methods, where the multi-label learning task is decomposed into several independent binary classification problems, one for each label in the set of labels, and the final labels for each example are determined by aggregating the predictions from all binary classifiers. However, this approach fails to consider any dependency among the labels. Aiming to accurately predict label combinations, in this paper we propose a simple approach that enables the binary classifiers to discover existing label dependency by themselves. An experimental study using decision trees, a kernel method as well as Naive Bayes as base-learning techniques shows the potential of the proposed approach to improve the multi-label classification performance.

Accuracy of five electronic foramen locators with different operating systems: na ex vivo study

Objective: The aim of this study was to evaluate, ex vivo, the precision of five electronic root canal length measurement devices (ERCLMDs) with different operating systems: the Root ZX, Mini Apex Locator, Propex II, iPex, and RomiApex A-15, and the possible influence of the positioning of the instrument tips short of the apical foramen. Material and Methods: Forty-two mandibular bicuspids had their real canal lengths (RL) previously determined. Electronic measurements were performed 1.0 mm short of the apical foramen (-1.0), followed by measurements at the apical foramen (0.0). The data resulting from the comparison of the ERCLMD measurements and the RL were evaluated by the Wilcoxon and Friedman tests at a significance level of 5%. Results: Considering the measurements performed at 0.0 and -1.0, the precision rates for the ERCLMDs were: 73.5% and 47.1% (Root ZX), 73.5% and 55.9% (Mini Apex Locator), 67.6% and 41.1% (Propex II), 61.7% and 44.1% (iPex), and 79.4% and 44.1% (RomiApex A-15), respectively, considering ±0.5 mm of tolerance. Regarding the mean discrepancies, no differences were observed at 0.0; however, in the measurements at -1.0, the iPex, a multi-frequency ERCLMD, had significantly more discrepant readings short of the apical foramen than the other devices, except for the Propex II, which had intermediate results. When the ERCLMDs measurements at -1.0 were compared with those at 0.0, the Propex II, iPex and RomiApex A-15 presented significantly higher discrepancies in their readings. Conclusions: Under the conditions of the present study, all the ERCLMDs provided acceptable measurements at the 0.0 position. However, at the -1.0 position, the ERCLMDs had a lower precision, with statistically significant differences for the Propex II, iPex, and RomiApex A-15.

A phase I randomized, double-blind, controlled trial of 2009 influenza A (H1N1) inactivated monovalent vaccines with different adjuvant systems

Methods We conducted a phase I, multicenter, randomized, double-blind, placebo-controlled, multi-arm (10) parallel study involving healthy adults to evaluate the safety and immunogenicity of influenza A (H1N1) 2009 non-adjuvanted and adjuvanted candidate vaccines. Subjects received two intramuscular injections of one of the candidate vaccines administered 21 days apart. Antibody responses were measured by means of hemagglutination-inhibition assay before and 21 days after each vaccination. The three co-primary immunogenicity end points were the proportion of seroprotection >70%, seroconversion >40%, and the factor increase in the geometric mean titer >2.5. Results A total of 266 participants were enrolled into the study. No deaths or serious adverse events were reported. The most commonly solicited local and systemic adverse events were injection-site pain and headache, respectively. Only three subjects (1.1%) reported severe injection-site pain. Four 2009 influenza A (H1N1) inactivated monovalent candidate vaccines that met the three requirements to evaluate influenza protection, after a single dose, were identified: 15 μg of hemagglutinin antigen without adjuvant; 7.5 μg of hemagglutinin antigen with aluminum hydroxide, MPL and squalene; 3.75 μg of hemagglutinin antigen with aluminum hydroxide and MPL; and 3.75 μg of hemagglutinin antigen with aluminum hydroxide and squalene. Conclusions Adjuvant systems can be safely used in influenza vaccines, including the adjuvant monophosphoryl lipid A (MPL) derived from Bordetella pertussis with squalene and aluminum hydroxide, MPL with aluminum hydroxide, and squalene and aluminum hydroxide.

Texture analysis by multi-resolution fractal descriptors

This work proposes a novel texture descriptor based on fractal theory. The method is based on the Bouligand- Minkowski descriptors. We decompose the original image recursively into four equal parts. In each recursion step, we estimate the average and the deviation of the Bouligand-Minkowski descriptors computed over each part. Thus, we extract entropy features from both average and deviation. The proposed descriptors are provided by concatenating such measures. The method is tested in a classification experiment under well known datasets, that is, Brodatz and Vistex. The results demonstrate that the novel technique achieves better results than classical and state-of-the-art texture descriptors, such as Local Binary Patterns, Gabor-wavelets and co-occurrence matrix.

Multi-Sensor people counting

[EN]An accurate estimation of the number of people entering / leaving a controlled area is an interesting capability for automatic surveil- lance systems. Potential applications where this technology can be ap- plied include those related to security, safety, energy saving or fraud control. In this paper we present a novel con guration of a multi-sensor system combining both visual and range data specially suited for trou- blesome scenarios such as public transportation. The approach applies probabilistic estimation lters on raw sensor data to create intermediate level hypothesis that are later fused using a certainty-based integration stage. Promising results have been obtained in several tests performed on a realistic test bed scenario under variable lightning conditions.

Meta-models, environment and layers: agent-oriented engineering of complex systems

Traditional software engineering approaches and metaphors fall short when applied to areas of growing relevance such as electronic commerce, enterprise resource planning, and mobile computing: such areas, in fact, generally call for open architectures that may evolve dynamically over time so as to accommodate new components and meet new requirements. This is probably one of the main reasons that the agent metaphor and the agent-oriented paradigm are gaining momentum in these areas. This thesis deals with the engineering of complex software systems in terms of the agent paradigm. This paradigm is based on the notions of agent and systems of interacting agents as fundamental abstractions for designing, developing and managing at runtime typically distributed software systems. However, today the engineer often works with technologies that do not support the abstractions used in the design of the systems. For this reason the research on methodologies becomes the basic point in the scientific activity. Currently most agent-oriented methodologies are supported by small teams of academic researchers, and as a result, most of them are in an early stage and still in the first context of mostly \academic" approaches for agent-oriented systems development. Moreover, such methodologies are not well documented and very often defined and presented only by focusing on specific aspects of the methodology. The role played by meta- models becomes fundamental for comparing and evaluating the methodologies. In fact a meta-model specifies the concepts, rules and relationships used to define methodologies. Although it is possible to describe a methodology without an explicit meta-model, formalising the underpinning ideas of the methodology in question is valuable when checking its consistency or planning extensions or modifications. A good meta-model must address all the different aspects of a methodology, i.e. the process to be followed, the work products to be generated and those responsible for making all this happen. In turn, specifying the work products that must be developed implies dening the basic modelling building blocks from which they are built. As a building block, the agent abstraction alone is not enough to fully model all the aspects related to multi-agent systems in a natural way. In particular, different perspectives exist on the role that environment plays within agent systems: however, it is clear at least that all non-agent elements of a multi-agent system are typically considered to be part of the multi-agent system environment. The key role of environment as a first-class abstraction in the engineering of multi-agent system is today generally acknowledged in the multi-agent system community, so environment should be explicitly accounted for in the engineering of multi-agent system, working as a new design dimension for agent-oriented methodologies. At least two main ingredients shape the environment: environment abstractions - entities of the environment encapsulating some functions -, and topology abstractions - entities of environment that represent the (either logical or physical) spatial structure. In addition, the engineering of non-trivial multi-agent systems requires principles and mechanisms for supporting the management of the system representation complexity. These principles lead to the adoption of a multi-layered description, which could be used by designers to provide different levels of abstraction over multi-agent systems. The research in these fields has lead to the formulation of a new version of the SODA methodology where environment abstractions and layering principles are exploited for en- gineering multi-agent systems.

Interconnection systems for highly integrated computation devices

The sustained demand for faster,more powerful chips has beenmet by the availability of chip manufacturing processes allowing for the integration of increasing numbers of computation units onto a single die. The resulting outcome, especially in the embedded domain, has often been called SYSTEM-ON-CHIP (SOC) or MULTI-PROCESSOR SYSTEM-ON-CHIP (MPSOC). MPSoC design brings to the foreground a large number of challenges, one of the most prominent of which is the design of the chip interconnection. With a number of on-chip blocks presently ranging in the tens, and quickly approaching the hundreds, the novel issue of how to best provide on-chip communication resources is clearly felt. NETWORKS-ON-CHIPS (NOCS) are the most comprehensive and scalable answer to this design concern. By bringing large-scale networking concepts to the on-chip domain, they guarantee a structured answer to present and future communication requirements. The point-to-point connection and packet switching paradigms they involve are also of great help in minimizing wiring overhead and physical routing issues. However, as with any technology of recent inception, NoC design is still an evolving discipline. Several main areas of interest require deep investigation for NoCs to become viable solutions: • The design of the NoC architecture needs to strike the best tradeoff among performance, features and the tight area and power constraints of the on-chip domain. • Simulation and verification infrastructure must be put in place to explore, validate and optimize the NoC performance. • NoCs offer a huge design space, thanks to their extreme customizability in terms of topology and architectural parameters. Design tools are needed to prune this space and pick the best solutions. • Even more so given their global, distributed nature, it is essential to evaluate the physical implementation of NoCs to evaluate their suitability for next-generation designs and their area and power costs. This dissertation focuses on all of the above points, by describing a NoC architectural implementation called ×pipes; a NoC simulation environment within a cycle-accurate MPSoC emulator called MPARM; a NoC design flow consisting of a front-end tool for optimal NoC instantiation, called SunFloor, and a set of back-end facilities for the study of NoC physical implementations. This dissertation proves the viability of NoCs for current and upcoming designs, by outlining their advantages (alongwith a fewtradeoffs) and by providing a full NoC implementation framework. It also presents some examples of additional extensions of NoCs, allowing e.g. for increased fault tolerance, and outlines where NoCsmay find further application scenarios, such as in stacked chips.

EXAM-S: an Analysis tool for Multi-Domain Policy Sets

As distributed collaborative applications and architectures are adopting policy based management for tasks such as access control, network security and data privacy, the management and consolidation of a large number of policies is becoming a crucial component of such policy based systems. In large-scale distributed collaborative applications like web services, there is the need of analyzing policy interactions and integrating policies. In this thesis, we propose and implement EXAM-S, a comprehensive environment for policy analysis and management, which can be used to perform a variety of functions such as policy property analyses, policy similarity analysis, policy integration etc. As part of this environment, we have proposed and implemented new techniques for the analysis of policies that rely on a deep study of state of the art techniques. Moreover, we propose an approach for solving heterogeneity problems that usually arise when considering the analysis of policies belonging to different domains. Our work focuses on analysis of access control policies written in the dialect of XACML (Extensible Access Control Markup Language). We consider XACML policies because XACML is a rich language which can represent many policies of interest to real world applications and is gaining widespread adoption in the industry.

Ottimizzazione delle reti di distribuzione idrica tramite algoritmi genetici multi-obiettivo

Water distribution networks optimization is a challenging problem due to the dimension and the complexity of these systems. Since the last half of the twentieth century this field has been investigated by many authors. Recently, to overcome discrete nature of variables and non linearity of equations, the research has been focused on the development of heuristic algorithms. This algorithms do not require continuity and linearity of the problem functions because they are linked to an external hydraulic simulator that solve equations of mass continuity and of energy conservation of the network. In this work, a NSGA-II (Non-dominating Sorting Genetic Algorithm) has been used. This is a heuristic multi-objective genetic algorithm based on the analogy of evolution in nature. Starting from an initial random set of solutions, called population, it evolves them towards a front of solutions that minimize, separately and contemporaneously, all the objectives. This can be very useful in practical problems where multiple and discordant goals are common. Usually, one of the main drawback of these algorithms is related to time consuming: being a stochastic research, a lot of solutions must be analized before good ones are found. Results of this thesis about the classical optimal design problem shows that is possible to improve results modifying the mathematical definition of objective functions and the survival criterion, inserting good solutions created by a Cellular Automata and using rules created by classifier algorithm (C4.5). This part has been tested using the version of NSGA-II supplied by Centre for Water Systems (University of Exeter, UK) in MATLAB® environment. Even if orientating the research can constrain the algorithm with the risk of not finding the optimal set of solutions, it can greatly improve the results. Subsequently, thanks to CINECA help, a version of NSGA-II has been implemented in C language and parallelized: results about the global parallelization show the speed up, while results about the island parallelization show that communication among islands can improve the optimization. Finally, some tests about the optimization of pump scheduling have been carried out. In this case, good results are found for a small network, while the solutions of a big problem are affected by the lack of constraints on the number of pump switches. Possible future research is about the insertion of further constraints and the evolution guide. In the end, the optimization of water distribution systems is still far from a definitive solution, but the improvement in this field can be very useful in reducing the solutions cost of practical problems, where the high number of variables makes their management very difficult from human point of view.

Natural patterns and anthropogenic disturbance in north Adriatic marine benthic assemblages: descriptive and methodological studies

Marine soft bottom systems show a high variability across multiple spatial and temporal scales. Both natural and anthropogenic sources of disturbance act together in affecting benthic sedimentary characteristics and species distribution. The description of such spatial variability is required to understand the ecological processes behind them. However, in order to have a better estimate of spatial patterns, methods that take into account the complexity of the sedimentary system are required. This PhD thesis aims to give a significant contribution both in improving the methodological approaches to the study of biological variability in soft bottom habitats and in increasing the knowledge of the effect that different process (both natural and anthropogenic) could have on the benthic communities of a large area in the North Adriatic Sea. Beta diversity is a measure of the variability in species composition, and Whittaker’s index has become the most widely used measure of beta-diversity. However, application of the Whittaker index to soft bottom assemblages of the Adriatic Sea highlighted its sensitivity to rare species (species recorded in a single sample). This over-weighting of rare species induces biased estimates of the heterogeneity, thus it becomes difficult to compare assemblages containing a high proportion of rare species. In benthic communities, the unusual large number of rare species is frequently attributed to a combination of sampling errors and insufficient sampling effort. In order to reduce the influence of rare species on the measure of beta diversity, I have developed an alternative index based on simple probabilistic considerations. It turns out that this probability index is an ordinary Michaelis-Menten transformation of Whittaker's index but behaves more favourably when species heterogeneity increases. The suggested index therefore seems appropriate when comparing patterns of complexity in marine benthic assemblages. Although the new index makes an important contribution to the study of biodiversity in sedimentary environment, it remains to be seen which processes, and at what scales, influence benthic patterns. The ability to predict the effects of ecological phenomena on benthic fauna highly depends on both spatial and temporal scales of variation. Once defined, implicitly or explicitly, these scales influence the questions asked, the methodological approaches and the interpretation of results. Problem often arise when representative samples are not taken and results are over-generalized, as can happen when results from small-scale experiments are used for resource planning and management. Such issues, although globally recognized, are far from been resolved in the North Adriatic Sea. This area is potentially affected by both natural (e.g. river inflow, eutrophication) and anthropogenic (e.g. gas extraction, fish-trawling) sources of disturbance. Although few studies in this area aimed at understanding which of these processes mainly affect macrobenthos, these have been conducted at a small spatial scale, as they were designated to examine local changes in benthic communities or particular species. However, in order to better describe all the putative processes occurring in the entire area, a high sampling effort performed at a large spatial scale is required. The sedimentary environment of the western part of the Adriatic Sea was extensively studied in this thesis. I have described, in detail, spatial patterns both in terms of sedimentary characteristics and macrobenthic organisms and have suggested putative processes (natural or of human origin) that might affect the benthic environment of the entire area. In particular I have examined the effect of off shore gas platforms on benthic diversity and tested their effect over a background of natural spatial variability. The results obtained suggest that natural processes in the North Adriatic such as river outflow and euthrophication show an inter-annual variability that might have important consequences on benthic assemblages, affecting for example their spatial pattern moving away from the coast and along a North to South gradient. Depth-related factors, such as food supply, light, temperature and salinity play an important role in explaining large scale benthic spatial variability (i.e., affecting both the abundance patterns and beta diversity). Nonetheless, more locally, effects probably related to an organic enrichment or pollution from Po river input has been observed. All these processes, together with few human-induced sources of variability (e.g. fishing disturbance), have a higher effect on macrofauna distribution than any effect related to the presence of gas platforms. The main effect of gas platforms is restricted mainly to small spatial scales and related to a change in habitat complexity due to a natural dislodgement or structure cleaning of mussels that colonize their legs. The accumulation of mussels on the sediment reasonably affects benthic infauna composition. All the components of the study presented in this thesis highlight the need to carefully consider methodological aspects related to the study of sedimentary habitats. With particular regards to the North Adriatic Sea, a multi-scale analysis along natural and anthopogenic gradients was useful for detecting the influence of all the processes affecting the sedimentary environment. In the future, applying a similar approach may lead to an unambiguous assessment of the state of the benthic community in the North Adriatic Sea. Such assessment may be useful in understanding if any anthropogenic source of disturbance has a negative effect on the marine environment, and if so, planning sustainable strategies for a proper management of the affected area.