Robust Dynamic Pricing Over Infinite Horizon in The Presence of Model Uncertainty( 2* Journal)

This paper studies a problem of dynamic pricing faced by a retailer with limited inventory, uncertain about the demand rate model, aiming to maximize expected discounted revenue over an infinite time horizon. The retailer doubts his demand model which is generated by historical data and views it as an approximation. Uncertainty in the demand rate model is represented by a notion of generalized relative entropy process, and the robust pricing problem is formulated as a two-player zero-sum stochastic differential game. The pricing policy is obtained through the Hamilton-Jacobi-Isaacs (HJI) equation. The existence and uniqueness of the solution of the HJI equation is shown and a verification theorem is proved to show that the solution of the HJI equation is indeed the value function of the pricing problem. The results are illustrated by an example with exponential nominal demand rate.

Breit interaction in dielectronic recombination of hydrogenlike uranium

Absolute rate coefficients for dielectronic recombination (DR) of H-like U91+ ions have been measured. The electron-ion merged-beam technique at a heavy-ion storage ring was employed using a stochastically cooled ion beam. Thereby, the previously accessible electron-ion collision energies could be greatly extended to the range 63-90 keV. High-resolution DR spectra were measured covering all KLL and KLM resonances. For the resonance strengths, excellent agreement between relativistic theory and experiment is found only if the Breit contribution to the electron-electron interaction is included in the calculations. For the KL1/2L1/2 and KL1/2M1/2 groups the Breit contribution amounts to 44% of their total resonance strengths.

A quorum-quenching approach to investigate the conservation of quorum-sensing-regulated functions within the Burkholderia cepacia complex

Taxonomic studies of the past few years have shown that the Burkholderia cepacia complex, a heterogeneous group of B. cepacia-like organisms, consists of at least nine species. B. cepacia complex strains are ubiquitously distributed in nature and have been used for biocontrol, bioremediation, and plant growth promotion purposes. At the same time, B. cepacia complex strains have emerged as important opportunistic pathogens of humans, particularly those with cystic fibrosis. All B. cepacia complex species investigated thus far use quorum-sensing (QS) systems that rely on N-acylhomoserine lactone (AHL) signal molecules to express certain functions, including the production of extracellular proteases, swarming motility, biofilm formation, and pathogenicity, in a population-density-dependent manner. In this study we constructed a broad-host-range plasmid that allowed the heterologous expression of the Bacillus sp. strain 240B1 AiiA lactonase, which hydrolyzes the lactone ring of various AHL signal molecules, in all described B. cepacia complex species. We show that expression of AiiA abolished or greatly reduced the accumulation of AHL molecules in the culture supernatants of all tested B. cepacia complex strains. Phenotypic characterization of wild-type and transgenic strains revealed that protease production, swarming motility, biofilm formation, and Caenorhabditis elegans killing efficiency was regulated by AHL in the large majority of strains investigated.

Polynomial Functions and the Riesz Interpolation Property

Building on a proof by D. Handelman of a generalisation of an example due to L. Fuchs, we show that the space of real-valued polynomials on a non-empty set X of reals has the Riesz Interpolation Property if and only if X is bounded.

Serum eosinophil cationic protein (ECP):reference values in healthy nonatopic children

BACKGROUND: Although serum ECP concentrations have been reported in normal children, there are currently no published upper cutoff reference limits for serum ECP in normal, nonatopic, nonasthmatic children aged 1-15 years.
METHODS: We recruited 123 nonatopic, nonasthmatic normal children attending the Royal Belfast Hospital for Sick Children for elective surgery and measured serum ECP concentrations. The effects of age and exposure to environmental tobacco smoke (ETS) on the upper reference limits were studied by multiple regression and fractional polynomials.
RESULTS: The median serum ECP concentration was 6.5 microg/l and the 95th and 97.5 th percentiles were 18.8 and 19.9 microg/l. The median and 95th percentile did not vary with age. Exposure to ETS was not associated with altered serum ECP concentrations (P = 0.14).
CONCLUSIONS: The 95th and 97.5 th percentiles for serum ECP for normal, nonatopic, nonasthmatic children (aged 1-15 years) were 19 and 20 microg/l, respectively. Age and exposure to parental ETS did not significantly alter serum ECP concentrations or the normal upper reference limits. Our data provide cutoff upper reference limits for normal children for use of serum ECP in a clinical or research setting.
PMID: 10604557 [PubMed - indexed for MEDLINE]

Sliding window two-thermocouple sensor characterization for variable flow environments

A two-thermocouple sensor characterization method for use in variable flow applications is proposed. Previous offline methods for constant velocity flow are extended using sliding data windows and polynomials to accommodate variable velocity. Analysis of Monte-Carlo simulation studies confirms that the unbiased and consistent parameter estimator outperforms alternatives in the literature and has the added advantage of not requiring a priori knowledge of the time constant ratio of thermocouples. Experimental results from a test rig are also presented. © 2008 The Institute of Measurement and Control.

Chronology of the Grotte du Renne (France) and implications for the context of ornaments and human remains within the Châtelperronian

There is extensive debate concerning the cognitive and behavioral adaptation of Neanderthals, especially in the period when the earliest anatomically modern humans dispersed into Western Europe, around 35,000–40,000 B.P. The site of the Grotte du Renne (at Arcy-sur-Cure) is of great importance because it provides the most persuasive evidence for behavioral complexity among Neanderthals. A range of ornaments and tools usually associated with modern human industries, such as the Aurignacian, were excavated from three of the Châtelperronian levels at the site, along with Neanderthal fossil remains (mainly teeth). This extremely rare occurrence has been taken to suggest that Neanderthals were the creators of these items. Whether Neanderthals independently achieved this level of behavioral complexity and whether this was culturally transmitted or mimicked via incoming modern humans has been contentious. At the heart of this discussion lies an assumption regarding the integrity of the excavated remains. One means of testing this is by radiocarbon dating; however, until recently, our ability to generate both accurate and precise results for this period has been compromised. A series of 31 accelerator mass spectrometry ultra?ltered dates on bones, antlers, artifacts, and teeth from six key archaeological levels shows an unexpected degree of variation. This suggests that some mixing of material may have occurred, which implies a more complex depositional history at the site and makes it dif?cult to be con?dent about the association of artifacts with human remains in the Châtelperronian levels.

Τesting models for the beginnings of the Aurignacian and the advent of figurative art and music: The radiocarbon chronology of Geißenklösterle

The German site of Geißenklösterle is crucial to debates concerning the European Middle to Upper Palaeolithic transition and the origins of the Aurignacian in Europe. Previous dates from the site are
central to an important hypothesis, the Kulturpumpe model, which posits that the Swabian Jura was an area where crucial behavioural developments took place and then spread to other parts of Europe. The previous chronology (critical to the model), is based mainly on radiocarbon dating, but remains poorly constrained due to the dating resolution and the variability of dates. The cause of these problems is disputed, but two principal explanations have been proposed: a) larger than expected variations in the production of atmospheric radiocarbon, and b) taphonomic in?uences in the site mixing the bones that were dated into different parts of the site. We reinvestigate the chronology using a new series of radiocarbon determinations obtained from the Mousterian, Aurignacian and Gravettian levels. The results strongly imply that the previous dates were affected by insuf?cient decontamination of the bone collagen prior to dating. Using an ultra?ltration protocol the chronometric picture becomes much clearer. Comparison of the results against other recently dated sites in other parts of Europe suggests the Early Aurignacian levels are earlier than other sites in the south of France and Italy, but not as early as recently dated sites which suggest a pre-Aurignacian dispersal of modern humans to Italy byw45000 cal BP. They are consistent with the importance of the Danube Corridor as a key route for the movement of people and ideas. The new dates fail to refute the Kulturpumpe model and suggest that Swabian Jura is a region that contributed signi?cantly to the evolution of symbolic behaviour as indicated by early evidence for ?gurative art, music and mythical imagery. © 2012 Elsevier Ltd. All rights reserved.

Forward and backward least angle regression for nonlinear system identification

A forward and backward least angle regression (LAR) algorithm is proposed to construct the nonlinear autoregressive model with exogenous inputs (NARX) that is widely used to describe a large class of nonlinear dynamic systems. The main objective of this paper is to improve model sparsity and generalization performance of the original forward LAR algorithm. This is achieved by introducing a replacement scheme using an additional backward LAR stage. The backward stage replaces insignificant model terms selected by forward LAR with more significant ones, leading to an improved model in terms of the model compactness and performance. A numerical example to construct four types of NARX models, namely polynomials, radial basis function (RBF) networks, neuro fuzzy and wavelet networks, is presented to illustrate the effectiveness of the proposed technique in comparison with some popular methods.

Precision dating of the Palaeolithic: A new radiocarbon chronology for the Abri Pataud (France), a key Aurignacian sequence

This paper presents a new series of AMS dates on ultrafiltered bone gelatin extracted from identified cutmarked or humanly-modified bones and teeth from the site of Abri Pataud, in the French Dordogne. The sequence of 32 new determinations provides a coherent and reliable chronology from the site's early Upper Palaeolithic levels 5-14, excavated by Hallam Movius. The results show that there were some problems with the previous series of dates, with many underestimating the real age. The new results, when calibrated and modelled using a Bayesian statistical method, allow detailed understanding of the pace of cultural changes within the Aurignacian I and II levels of the site, something not achievable before. In the future, the sequence of dates will allow wider comparison to similarly dated contexts elsewhere in Europe. High precision dating is only possible by using large suites of AMS dates from humanly-modified material within well understood archaeological sequences modelled using a Bayesian statistical method. © 2011.

Radiocarbon chronology for the Early Gravettian of northern Europe : new AMS determinations for Maisieres-Canal, Belgium

The authors explore the arrival of the earliest Gravettian in north-west Europe, using new high precision radiocarbon dates for bone excavated at Maisieres-Canal in Belgium to define a short-lit^ed occupation around 33 000 years ago. The tanged points in that assemblage have parallels in British sites, including Goat's Hole (Paviland). This is the site of the famous ochred burial of a young adult male, confiisingly known as the 'Red Lady', notv dated to around 34 000 BP. The new results demonstrate that this British 'rich burial' and the Gravettian with tanged points may bebng to two different occupation horizons separated by a cold spell.

The timing and spatiotemporal patterning of Neanderthal disappearance

ThetimingofNeanderthal disappearanceandtheextent to whichthey overlapped with the earliest incoming anatomically modern humans (AMHs)inEurasia arekey questions inpalaeoanthropology1,2 .Deter- mining the spatiotemporal relationship between the two populations is crucial if we are to understand the processes, timing and reasons leading to the disappearance of Neanderthals and the likelihood of cultural and genetic exchange. Serious technical challenges, however, havehinderedreliable datingof the period,as theradiocarbonmethod reaches its limit at 50,000 years ago3 .Herewe apply improved accel- erator mass spectrometry 14C techniques to construct robust chro- nologies from 40 key Mousterian and Neanderthal archaeological sites, ranging fromRussia toSpain.Bayesianagemodellingwas used togenerate probability distributionfunctions todetermine the latest appearancedate.Weshowthat theMousterianendedby41,030–39,260 calibratedyears BP(at95.4%probability) acrossEurope.Wealsodem- onstrate that succeeding ‘transitional’ archaeological industries, one ofwhich has beenlinked withNeanderthals (Cha ˆtelperronian)4 ,end at a similar time. Our data indicate that the disappearance of Nean- derthals occurred at different times in different regions.Comparing the data with results obtained fromthe earliest datedAMHsites in Europe, associated with the Uluzzian technocomplex5 , allows us to quantify the temporal overlap between the two human groups. The results revealasignificantoverlap of 2,600–5,400years (at 95.4%prob- ability).This hasimportant implications formodels seeking toexplain the cultural, technological and biological elements involved in the replacement of Neanderthals byAMHs.Amosaic of populations in Europe during the Middle to Upper Palaeolithic transition suggests that there was ample time for the transmission of cultural and sym- bolic behaviours, as well as possible genetic exchanges, between the two groups.

Exact and numerical solutions for diffusio-reaction equations with convection term

Esta dissertação estuda essencialmente dois problemas: (A) uma classe de equações unidimensionais de reacção-difusão-convecção em meios não uniformes (dependentes do espaço), e (B) um problema elíptico não-linear e paramétrico ligado a fenómenos de capilaridade. A Análise de Perturbação Singular e a dinâmica de Hamilton-Jacobi são utilizadas na obtenção de expressões assimptóticas para a solução (com comportamento de frente) e para a sua velocidade de propagação. Os seguintes três métodos de decomposição, Adomian Decomposition Method (ADM), Decomposition Method based on Infinite Products (DIP), e New Iterative Method (NIM), são apresentados e brevemente comparados. Adicionalmente, condições suficientes para a convergência da solução em série, obtida pelo ADM, e uma aplicação a um problema da Telecomunicações por Fibras Ópticas, envolvendo EDOs não-lineares designadas equações de Raman, são discutidas. Um ponto de vista mais abrangente que unifica os métodos de decomposição referidos é também apresentado. Para subclasses desta EDP são obtidas soluções numa forma explícita, para diferentes tipos de dados e usando uma variante do método de simetrias de Bluman-Cole. Usando Teoria de Pontos Críticos (o teorema usualmente designado mountain pass) e técnicas de truncatura, prova-se a existência de duas soluções não triviais (uma positiva e uma negativa) para o problema elíptico não-linear e paramétrico (B). A existência de uma terceira solução não trivial é demonstrada usando Grupos Críticos e Teoria de Morse.

Polinómios de Appell multidimensionais e sua representação matricial

Nesta dissertação é apresentada uma abordagem a polinómios de Appell multidimensionais dando-se especial relevância à estrutura da sua função geradora. Esta estrutura, conjugada com uma escolha adequada de ordenação dos monómios que figuram nos polinómios, confere um carácter unificador à abordagem e possibilita uma representação matricial de polinómios de Appell por meio de matrizes particionadas em blocos. Tais matrizes são construídas a partir de uma matriz de estrutura simples, designada matriz de criação, subdiagonal e cujas entradas não nulas são os sucessivos números naturais. A exponencial desta matriz é a conhecida matriz de Pascal, triangular inferior, onde figuram os números binomiais que fazem parte integrante dos coeficientes dos polinómios de Appell. Finalmente, aplica-se a abordagem apresentada a polinómios de Appell definidos no contexto da Análise de Clifford.

Higher order derivatives and norms of certain matrix functions

Tese de doutoramento, Matemática (Álgebra Lógica e Fundamentos), Universidade de Lisboa, Faculdade de Ciências, 2014