A simulation-based algorithm for optimal pricing policy under demand uncertainty

We propose a simulation-based algorithm for computing the optimal pricing policy for a product under uncertain demand dynamics. We consider a parameterized stochastic differential equation (SDE) model for the uncertain demand dynamics of the product over the planning horizon. In particular, we consider a dynamic model that is an extension of the Bass model. The performance of our algorithm is compared to that of a myopic pricing policy and is shown to give better results. Two significant advantages with our algorithm are as follows: (a) it does not require information on the system model parameters if the SDE system state is known via either a simulation device or real data, and (b) as it works efficiently even for high-dimensional parameters, it uses the efficient smoothed functional gradient estimator.

Dynamic Site Characterization and Correlation of Shear Wave Velocity with Standard Penetration Test `N' Values for the City of Agartala, Tripura State, India

Seismic site characterization is the basic requirement for seismic microzonation and site response studies of an area. Site characterization helps to gauge the average dynamic properties of soil deposits and thus helps to evaluate the surface level response. This paper presents a seismic site characterization of Agartala city, the capital of Tripura state, in the northeast of India. Seismically, Agartala city is situated in the Bengal Basin zone which is classified as a highly active seismic zone, assigned by Indian seismic code BIS-1893, Indian Standard Criteria for Earthquake Resistant Design of Structures, Part-1 General Provisions and Buildings. According to the Bureau of Indian Standards, New Delhi (2002), it is the highest seismic level (zone-V) in the country. The city is very close to the Sylhet fault (Bangladesh) where two major earthquakes (M (w) > 7) have occurred in the past and affected severely this city and the whole of northeast India. In order to perform site response evaluation, a series of geophysical tests at 27 locations were conducted using the multichannel analysis of surface waves (MASW) technique, which is an advanced method for obtaining shear wave velocity (V (s)) profiles from in situ measurements. Similarly, standard penetration test (SPT-N) bore log data sets have been obtained from the Urban Development Department, Govt. of Tripura. In the collected data sets, out of 50 bore logs, 27 were selected which are close to the MASW test locations and used for further study. Both the data sets (V (s) profiles with depth and SPT-N bore log profiles) have been used to calculate the average shear wave velocity (V (s)30) and average SPT-N values for the upper 30 m depth of the subsurface soil profiles. These were used for site classification of the study area recommended by the National Earthquake Hazard Reduction Program (NEHRP) manual. The average V (s)30 and SPT-N classified the study area as seismic site class D and E categories, indicating that the city is susceptible to site effects and liquefaction. Further, the different data set combinations between V (s) and SPT-N (corrected and uncorrected) values have been used to develop site-specific correlation equations by statistical regression, as `V (s)' is a function of SPT-N value (corrected and uncorrected), considered with or without depth. However, after considering the data set pairs, a probabilistic approach has also been presented to develop a correlation using a quantile-quantile (Q-Q) plot. A comparison has also been made with the well known published correlations (for all soils) available in the literature. The present correlations closely agree with the other equations, but, comparatively, the correlation of shear wave velocity with the variation of depth and uncorrected SPT-N values provides a more suitable predicting model. Also the Q-Q plot agrees with all the other equations. In the absence of in situ measurements, the present correlations could be used to measure V (s) profiles of the study area for site response studies.

Regulation of Off-Network Pricing in a Nonneutral Network

Representatives of several Internet service providers (ISPs) have expressed their wish to see a substantial change in the pricing policies of the Internet. In particular, they would like to see content providers (CPs) pay for use of the network, given the large amount of resources they use. This would be in clear violation of the ``network neutrality'' principle that had characterized the development of the wireline Internet. Our first goal in this article is to propose and study possible ways of implementing such payments and of regulating their amount. We introduce a model that includes the users' behavior, the utilities of the ISP and of the CPs, and, the monetary flow that involves the content users, the ISP and CP, and, in pUrticular, the CP's revenues from advertisements. We consider various game models and study the resulting equilibria; they are all combinations of a noncooperative game (in which the ISPs and CPs determine how much they will charge the users) with a ``cooperative'' one on how the CP and the ISP share the payments. We include in our model a possible asymmetric weighting parameter (that varies between zero to one). We also study equilibria that arise when one of the CPs colludes with the TSP. We also study two dynamic game models as well as the convergence of prices to the equilibrium values.

Multithreaded Test Synthesis for Deadlock Detection

Designing and implementing thread-safe multithreaded libraries can be a daunting task as developers of these libraries need to ensure that their implementations are free from concurrency bugs, including deadlocks. The usual practice involves employing software testing and/or dynamic analysis to detect. deadlocks. Their effectiveness is dependent on well-designed multithreaded test cases. Unsurprisingly, developing multithreaded tests is significantly harder than developing sequential tests for obvious reasons. In this paper, we address the problem of automatically synthesizing multithreaded tests that can induce deadlocks. The key insight to our approach is that a subset of the properties observed when a deadlock manifests in a concurrent execution can also be observed in a single threaded execution. We design a novel, automatic, scalable and directed approach that identifies these properties and synthesizes a deadlock revealing multithreaded test. The input to our approach is the library implementation under consideration and the output is a set of deadlock revealing multithreaded tests. We have implemented our approach as part of a tool, named OMEN1. OMEN is able to synthesize multithreaded tests on many multithreaded Java libraries. Applying a dynamic deadlock detector on the execution of the synthesized tests results in the detection of a number of deadlocks, including 35 real deadlocks in classes documented as thread-safe. Moreover, our experimental results show that dynamic analysis on multithreaded tests that are either synthesized randomly or developed by third-party programmers are ineffective in detecting the deadlocks.

Maximum likelihood analysis of multi-stress accelerated life test data of series systems with competing log-normal causes of failure

This article presents frequentist inference of accelerated life test data of series systems with independent log-normal component lifetimes. The means of the component log-lifetimes are assumed to depend on the stress variables through a linear stress translation function that can accommodate the standard stress translation functions in the literature. An expectation-maximization algorithm is developed to obtain the maximum likelihood estimates of model parameters. The maximum likelihood estimates are then further refined by bootstrap, which is also used to infer about the component and system reliability metrics at usage stresses. The developed methodology is illustrated by analyzing a real as well as a simulated dataset. A simulation study is also carried out to judge the effectiveness of the bootstrap. It is found that in this model, application of bootstrap results in significant improvement over the simple maximum likelihood estimates.

ANRC Hybrid Test Bed Implementation and an End-to-End Performance Characterization of Dynamic Spectrum Access

An abundance of spectrum access and sensing algorithms are available in the dynamic spectrum access (DSA) and cognitive radio (CR) literature. Often, however, the functionality and performance of such algorithms are validated against theoretical calculations using only simulations. Both the theoretical calculations and simulations come with their attendant sets of assumptions. For instance, designers of dynamic spectrum access algorithms often take spectrum sensing and rendezvous mechanisms between transmitter-receiver pairs for granted. Test bed designers, on the other hand, either customize so much of their design that it becomes difficult to replicate using commercial off the shelf (COTS) components or restrict themselves to simulation, emulation /hardware-in-Ioop (HIL), or pure hardware but not all three. Implementation studies on test beds sophisticated enough to combine the three aforementioned aspects, but at the same time can also be put together using COTS hardware and software packages are rare. In this paper we describe i) the implementation of a hybrid test bed using a previously proposed hardware agnostic system architecture ii) the implementation of DSA on this test bed, and iii) the realistic hardware and software-constrained performance of DSA. Snapshot energy detector (ED) and Cumulative Summation (CUSUM), a sequential change detection algorithm, are available for spectrum sensing and a two-way handshake mechanism in a dedicated control channel facilitates transmitter-receiver rendezvous.

Thermal test method for high power three-phase grid-connected inverters

Semiconductor device junction temperatures are maintained within datasheet specified limits to avoid failure in power converters. Burn-in tests are used to ensure this. In inverters, thermal time constants can be large and burn-in tests are required to be performed over long durations of time. At higher power levels, besides increased production cost, the testing requires sources and loads that can handle high power. In this study, a novel method to test a high power three-phase grid-connected inverter is proposed. The method eliminates the need for high power sources and loads. Only energy corresponding to the losses is consumed. The test is done by circulating rated current within the three legs of the inverter. All the phase legs being loaded, the method can be used to test the inverter in both cases of a common or independent cooling arrangement for the inverter phase legs. Further, the method can be used with different inverter configurations - three- or four-wire and for different pulse width modulation (PWM) techniques. The method has been experimentally validated on a 24 kVA inverter for a four-wire configuration that uses sine-triangle PWM and a three-wire configuration that uses conventional space vector PWM.

DESIGN OF AN EXPERIMENTAL TEST FACILITY FOR SUPERCRITICAL CO2 BRAYTON CYCLE

A supercritical CO2 test facility is currently being developed at Indian Institute of Science, Bangalore, India to analyze the performance of a closed loop Brayton cycle for concentrated solar power (CSP) generation. The loop has been designed for an external heat input of 20 kW a pressure range of 75-135 bar, flow rate of 11 kg/min, and a maximum cycle temperature of 525 degrees C. The operation of the loop and the various parametric tests planned to be performed are discussed in this paper The paper addresses various aspects of the loop design with emphasis on design of various components such as regenerator and expansion device. The regenerator design is critical due to sharp property variations in CO2 occurring during the heat exchange process between the hot and cold streams. Two types of heat exchanger configurations 1) tube-in-tube (TITHE) and 2) printed circuit heat exchanger (PCHE) are analyzed and compared. A PCHE is found to be similar to 5 times compact compared to a TITHE for identical heat transfer and pressure drops. The expansion device is being custom designed to achieve the desired pressure drop for a range of operating temperatures. It is found that capillary of 5.5 mm inner diameter and similar to 2 meter length is sufficient to achieve a pressure drop from 130 to 75 bar at a maximum cycle temperature of 525 degrees C.

Pricing and Power allocation in Femtocells using Stackelberg Game Theory

We consider a system with multiple Femtocells operating in a Macrocell. The transmissions in one Femtocell interfere with its neighboring Femtocells as well as with the Macrocell Base Station. We model Femtocells as selfish nodes and the Macrocell Base Station protects itself by pricing subchannels for each usage. We use Stackelberg game model to study this scenario and obtain equilibrium policies that satisfy certain quality of service.

Direct numerical test of the B-G-K model equation by the DSMC method

In the present paper the rarefied gas how caused by the sudden change of the wall temperature and the Rayleigh problem are simulated by the DSMC method which has been validated by experiments both in global flour field and velocity distribution function level. The comparison of the simulated results with the accurate numerical solutions of the B-G-K model equation shows that near equilibrium the BG-K equation with corrected collision frequency can give accurate result but as farther away from equilibrium the B-G-K equation is not accurate. This is for the first time that the error caused by the B-G-K model equation has been revealed.

Size Effect and Geometrical Effect of Polycrystals and Thin Film/Substrate System in Micro-indentation Test

Micro-indentation test at scales on the order of sub-micron has shown that the measured hardness increases strongly with decreasing indent depth or indent size, which is frequently referred to as the size effect. Simultaneously, at micron or sub-micron scale, the material microstructure size also has an important influence on the measured hardness. This kind of effect, such as the crystal grain size effect, thin film thickness effect, etc., is called the geometrical effect by here. In the present research, in order to investigate the size effect and the geometrical effect, the micro-indentation experiments are carried out respectively for single crystal copper and aluminum, for polycrystal aluminum, as well as for a thin film/substrate system, Ti/Si3N4. The size effect and geometrical effect are displayed experimentally. Moreover, using strain gradient plasticity theory, the size effect and the geometrical effect are simulated. Through comparing experimental results with simulation results, length-scale parameter appearing in the strain gradient theory for different cases is predicted. Furthermore, the size effect and the geometrical effect are interpreted using the geometrically necessary dislocation concept and the discrete dislocation theory. Member Price: $0; Non-Member Price: $25.00

Theory and Application of the Transient Injection Well Test

Based on the theory of the pumping well test, the transient injection well test was suggested in this paper. The design method and the scope of application are discussed in detail. The mathematical models are developed for the short-time and long-time transient injection test respectively. A double logarithm type curve matching method was introduced for analyzing the field transient injection test data. A set of methods for the transient injection test design, experiment performance and data analysis were established. Some field tests were analyzed, and the results show that the test model and method are suitable for the transient injection test and can be used to deal with the real engineering problems.

Diagnóstico comparativo de mastitis en leche bovina, por tres pruebas de campo: california mastitis test (CMT), acidez (NaOH), y reductasa, en los municipios de la Concordia, San Rafael del Norte y San Sebastián de Yali, Jinotega

Con el propósito de evaluar tres técnicas para la determinación de Mastitis, (California Mastitis Test (CMT), Hidróxido de Sodio (NaHO) y Azul de Metíleno (AM)), en vacas de doble propósito, en 2000 se efectuó un estudio en los municipios de La Concordia, San Rafael de Norte y San Sebastián de Yalí, del Departamento de Jinotega. Se utilizaron Fincas de Referencia atendidas por el entonces Ministerio de Agricultura y Ganadería (MAG), de las cuales se seleccionaron catorce (14) fincas privadas y dos Cooperativas, para un total de 16 fincas que representaron el 53.3 % del total de fincas. De éstas se muestrearon 398 vacas en producción de diversas razas (Pardo suizo, Brahman y cruces entre Pardo suizo, Criollo y Holstein con Cebú y otros) de diversas lactaciones (número parto}. Las muestras de cada cuarto de la vaca, se tomaron a la hora del ordeño, entre 5:00 y 7:00a.m. Los resultados de CMT e NaHO, (+ ó -), se anotaron en campo al momento de prueba. En la prueba de AM, se hicieron 4 lecturas: 1) al momento de prueba, 2) a los 15 minutos, 3) a una hora y, 4) a tres horas después de la prueba. Se obtuvo un total de 396 datos de 4 cuartos en cada técnica, para un total de 4,752 observaciones. La información se analizó mediante una prueba de Chí Cuadrado, con el Procedimiento CATMOD, del Statistical Análisis System (SAS), Versión para PC 6.03, NC. Las variables de clasificación en el análisis fueron Razas (1-3), Números de Parto (1-6) y Meses de lactación (1-9). De las técnicas, se obtuvo el 46.2, 4.6 y 15.3 % de pruebas positivas con CMT, NaOH y AM, respectivamente; la CMT resultó más efectiva en la determinación de mastitis. De las Razas estudiadas, el Brahmán presentó un 45.2% de afectación por mastitis, mayor que Pardo suizo y cruces indefinidos, con 30.6 y 24.2 %, respectivamente. A partir del tercer parto, se incrementa el nivel de infestación de esta enfermedad, y durante la lactación, en los meses 4, 5,8 y 9.