Regional adjustments in grain production : a linear programming analysis : mathematical models, proofs, methods of data collection and estimation, and supplementary tables /

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Hybrid mathematical and informational modeling of beam-to-column connections

The analysis of steel and composite frames has traditionally been carried out by idealizing beam-to-column connections as either rigid or pinned. Although some advanced analysis methods have been proposed to account for semi-rigid connections, the performance of these methods strongly depends on the proper modeling of connection behavior. The primary challenge of modeling beam-to-column connections is their inelastic response and continuously varying stiffness, strength, and ductility. In this dissertation, two distinct approaches—mathematical models and informational models—are proposed to account for the complex hysteretic behavior of beam-to-column connections. The performance of the two approaches is examined and is then followed by a discussion of their merits and deficiencies. To capitalize on the merits of both mathematical and informational representations, a new approach, a hybrid modeling framework, is developed and demonstrated through modeling beam-to-column connections. Component-based modeling is a compromise spanning two extremes in the field of mathematical modeling: simplified global models and finite element models. In the component-based modeling of angle connections, the five critical components of excessive deformation are identified. Constitutive relationships of angles, column panel zones, and contact between angles and column flanges, are derived by using only material and geometric properties and theoretical mechanics considerations. Those of slip and bolt hole ovalization are simplified by empirically-suggested mathematical representation and expert opinions. A mathematical model is then assembled as a macro-element by combining rigid bars and springs that represent the constitutive relationship of components. Lastly, the moment-rotation curves of the mathematical models are compared with those of experimental tests. In the case of a top-and-seat angle connection with double web angles, a pinched hysteretic response is predicted quite well by complete mechanical models, which take advantage of only material and geometric properties. On the other hand, to exhibit the highly pinched behavior of a top-and-seat angle connection without web angles, a mathematical model requires components of slip and bolt hole ovalization, which are more amenable to informational modeling. An alternative method is informational modeling, which constitutes a fundamental shift from mathematical equations to data that contain the required information about underlying mechanics. The information is extracted from observed data and stored in neural networks. Two different training data sets, analytically-generated and experimental data, are tested to examine the performance of informational models. Both informational models show acceptable agreement with the moment-rotation curves of the experiments. Adding a degradation parameter improves the informational models when modeling highly pinched hysteretic behavior. However, informational models cannot represent the contribution of individual components and therefore do not provide an insight into the underlying mechanics of components. In this study, a new hybrid modeling framework is proposed. In the hybrid framework, a conventional mathematical model is complemented by the informational methods. The basic premise of the proposed hybrid methodology is that not all features of system response are amenable to mathematical modeling, hence considering informational alternatives. This may be because (i) the underlying theory is not available or not sufficiently developed, or (ii) the existing theory is too complex and therefore not suitable for modeling within building frame analysis. The role of informational methods is to model aspects that the mathematical model leaves out. Autoprogressive algorithm and self-learning simulation extract the missing aspects from a system response. In a hybrid framework, experimental data is an integral part of modeling, rather than being used strictly for validation processes. The potential of the hybrid methodology is illustrated through modeling complex hysteretic behavior of beam-to-column connections. Mechanics-based components of deformation such as angles, flange-plates, and column panel zone, are idealized to a mathematical model by using a complete mechanical approach. Although the mathematical model represents envelope curves in terms of initial stiffness and yielding strength, it is not capable of capturing the pinching effects. Pinching is caused mainly by separation between angles and column flanges as well as slip between angles/flange-plates and beam flanges. These components of deformation are suitable for informational modeling. Finally, the moment-rotation curves of the hybrid models are validated with those of the experimental tests. The comparison shows that the hybrid models are capable of representing the highly pinched hysteretic behavior of beam-to-column connections. In addition, the developed hybrid model is successfully used to predict the behavior of a newly-designed connection.

Using Quantitative Methods to Explore Political Leverage, Trade Policy, and Food Security: A Case Study of the Middle East

This dissertation explores why some states consistently secure food imports at prices higher than the world market price, thereby exacerbating food insecurity domestically. I challenge the idea that free market economics alone can explain these trade behaviors, and instead argue that states take into account political considerations when engaging in food trade that results in inefficient trade. In particular, states that are dependent on imports of staple food products, like cereals, are wary of the potential strategic value of these goods to exporters. I argue that this consideration, combined with the importing state’s ability to mitigate that risk through its own forms of political or economic leverage, will shape the behavior of the importing state and contribute to its potential for food security. In addition to cross-national analyses, I use case studies of the Gulf Cooperation Council states and Jordan to demonstrate how the political tools available to these importers affect their food security. The results of my analyses suggest that when import dependent states have access to forms of political leverage, they are more likely to trade efficiently, thereby increasing their potential for food security.

Anemia screening in potential female blood donors: comparison of two different quantitative methods

Anemia screening before blood donation requires an accurate, quick, practical, and easy method with minimal discomfort for the donors. The aim of this study was to compare the accuracy of two quantitative methods of anemia screening: the HemoCue 201(+) (Aktiebolaget Leo Diagnostics) hemoglobin (Hb) and microhematocrit (micro-Hct) tests. Two blood samples of a single fingerstick were obtained from 969 unselected potential female donors to determine the Hb by HemoCue 201(+) and micro-Hct using HemataSTAT II (Separation Technology, Inc.), in alternating order. From each participant, a venous blood sample was drawn and run in an automatic hematology analyzer (ABX Pentra 60, ABX Diagnostics). Considering results of ABX Pentra 60 as true values, the sensitivity and specificity of HemoCue 201(+) and micro-Hct as screening methods were compared, using a venous Hb level of 12.0 g per dL as cutoff for anemia. The sensitivities of the HemoCue 201(+) and HemataSTAT II in detecting anemia were 56 percent (95% confidence interval [CI], 46.1%-65.5%) and 39.5 percent (95% CI, 30.2%-49.3%), respectively (p < 0.001). Analyzing only candidates with a venous Hb level lower than 11.0 g per dL, the deferral rate was 100 percent by HemoCue 201(+) and 77 percent by HemataSTAT II. The specificities of the methods were 93.5 and 93.2 percent, respectively. The HemoCue 201(+) showed greater discriminating power for detecting anemia in prospective blood donors than the micro-Hct method. Both presented equivalent deferral error rates of nonanemic potential donors. Compared to the micro-Hct, HemoCue 201(+) reduces the risk of anemic female donors giving blood, specially for those with lower Hb levels, without increasing the deferral of nonanemic potential donors.

Transmission cost allocation using cooperative game theory: a comparative study

In this paper is presented a Game Theory based methodology to allocate transmission costs, considering cooperation and competition between producers. As original contribution, it finds the degree of participation on the additional costs according to the demand behavior. A comparative study was carried out between the obtained results using Nucleolus balance and Shapley Value, with other techniques such as Averages Allocation method and the Generalized Generation Distribution Factors method (GGDF). As example, a six nodes network was used for the simulations. The results demonstrate the ability to find adequate solutions on open access environment to the networks.

Strategic bidding in electricity markets: an agent-based simulator with game theory for scenario analysis

Electricity markets are complex environments, involving a large number of different entities, with specific characteristics and objectives, making their decisions and interacting in a dynamic scene. Game-theory has been widely used to support decisions in competitive environments; therefore its application in electricity markets can prove to be a high potential tool. This paper proposes a new scenario analysis algorithm, which includes the application of game-theory, to evaluate and preview different scenarios and provide players with the ability to strategically react in order to exhibit the behavior that better fits their objectives. This model includes forecasts of competitor players’ actions, to build models of their behavior, in order to define the most probable expected scenarios. Once the scenarios are defined, game theory is applied to support the choice of the action to be performed. Our use of game theory is intended for supporting one specific agent and not for achieving the equilibrium in the market. MASCEM (Multi-Agent System for Competitive Electricity Markets) is a multi-agent electricity market simulator that models market players and simulates their operation in the market. The scenario analysis algorithm has been tested within MASCEM and our experimental findings with a case study based on real data from the Iberian Electricity Market are presented and discussed.

Strategic Bidding in Electricity Markets: An agent-based simulator with game theory for scenario analysis

Electricity markets are complex environments, involving a large number of different entities, with specific characteristics and objectives, making their decisions and interacting in a dynamic scene. Game-theory has been widely used to support decisions in competitive environments; therefore its application in electricity markets can prove to be a high potential tool. This paper proposes a new scenario analysis algorithm, which includes the application of game-theory, to evaluate and preview different scenarios and provide players with the ability to strategically react in order to exhibit the behavior that better fits their objectives. This model includes forecasts of competitor players’ actions, to build models of their behavior, in order to define the most probable expected scenarios. Once the scenarios are defined, game theory is applied to support the choice of the action to be performed. Our use of game theory is intended for supporting one specific agent and not for achieving the equilibrium in the market. MASCEM (Multi-Agent System for Competitive Electricity Markets) is a multi-agent electricity market simulator that models market players and simulates their operation in the market. The scenario analysis algorithm has been tested within MASCEM and our experimental findings with a case study based on real data from the Iberian Electricity Market are presented and discussed.

Coalition of distributed generation units to Virtual Power Players - a game theory approach

Smart Grids (SGs) have emerged as the new paradigm for power system operation and management, being designed to include large amounts of distributed energy resources. This new paradigm requires new Energy Resource Management (ERM) methodologies considering different operation strategies and the existence of new management players such as several types of aggregators. This paper proposes a methodology to facilitate the coalition between distributed generation units originating Virtual Power Players (VPP) considering a game theory approach. The proposed approach consists in the analysis of the classifications that were attributed by each VPP to the distributed generation units, as well as in the analysis of the previous established contracts by each player. The proposed classification model is based in fourteen parameters including technical, economical and behavioural ones. Depending of the VPP strategies, size and goals, each parameter has different importance. VPP can also manage other type of energy resources, like storage units, electric vehicles, demand response programs or even parts of the MV and LV distribution network. A case study with twelve VPPs with different characteristics and one hundred and fifty real distributed generation units is included in the paper.

Complementarities between mathematical and computational modeling: the case of the repeated Prisoners' Dilemma

We study the properties of the well known Replicator Dynamics when applied to a finitely repeated version of the Prisoners' Dilemma game. We characterize the behavior of such dynamics under strongly simplifying assumptions (i.e. only 3 strategies are available) and show that the basin of attraction of defection shrinks as the number of repetitions increases. After discussing the difficulties involved in trying to relax the 'strongly simplifying assumptions' above, we approach the same model by means of simulations based on genetic algorithms. The resulting simulations describe a behavior of the system very close to the one predicted by the replicator dynamics without imposing any of the assumptions of the mathematical model. Our main conclusion is that mathematical and computational models are good complements for research in social sciences. Indeed, while computational models are extremely useful to extend the scope of the analysis to complex scenarios hard to analyze mathematically, formal models can be useful to verify and to explain the outcomes of computational models.

Bringing game theory to hypothesis testing: Establishing finite sample bounds on inference

Small sample properties are of fundamental interest when only limited data is avail-able. Exact inference is limited by constraints imposed by speci.c nonrandomizedtests and of course also by lack of more data. These e¤ects can be separated as we propose to evaluate a test by comparing its type II error to the minimal type II error among all tests for the given sample. Game theory is used to establish this minimal type II error, the associated randomized test is characterized as part of a Nash equilibrium of a .ctitious game against nature.We use this method to investigate sequential tests for the di¤erence between twomeans when outcomes are constrained to belong to a given bounded set. Tests ofinequality and of noninferiority are included. We .nd that inference in terms oftype II error based on a balanced sample cannot be improved by sequential sampling or even by observing counter factual evidence providing there is a reasonable gap between the hypotheses.

Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions.

This paper proposes finite-sample procedures for testing the SURE specification in multi-equation regression models, i.e. whether the disturbances in different equations are contemporaneously uncorrelated or not. We apply the technique of Monte Carlo (MC) tests [Dwass (1957), Barnard (1963)] to obtain exact tests based on standard LR and LM zero correlation tests. We also suggest a MC quasi-LR (QLR) test based on feasible generalized least squares (FGLS). We show that the latter statistics are pivotal under the null, which provides the justification for applying MC tests. Furthermore, we extend the exact independence test proposed by Harvey and Phillips (1982) to the multi-equation framework. Specifically, we introduce several induced tests based on a set of simultaneous Harvey/Phillips-type tests and suggest a simulation-based solution to the associated combination problem. The properties of the proposed tests are studied in a Monte Carlo experiment which shows that standard asymptotic tests exhibit important size distortions, while MC tests achieve complete size control and display good power. Moreover, MC-QLR tests performed best in terms of power, a result of interest from the point of view of simulation-based tests. The power of the MC induced tests improves appreciably in comparison to standard Bonferroni tests and, in certain cases, outperforms the likelihood-based MC tests. The tests are applied to data used by Fischer (1993) to analyze the macroeconomic determinants of growth.

Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables

This paper assesses the empirical performance of an intertemporal option pricing model with latent variables which generalizes the Hull-White stochastic volatility formula. Using this generalized formula in an ad-hoc fashion to extract two implicit parameters and forecast next day S&P 500 option prices, we obtain similar pricing errors than with implied volatility alone as in the Hull-White case. When we specialize this model to an equilibrium recursive utility model, we show through simulations that option prices are more informative than stock prices about the structural parameters of the model. We also show that a simple method of moments with a panel of option prices provides good estimates of the parameters of the model. This lays the ground for an empirical assessment of this equilibrium model with S&P 500 option prices in terms of pricing errors.