A Simultaneous Deterministic Perturbation Actor-Critic Algorithm with an Application to Optimal Mortgage Refinancing

We develop a simulation-based, two-timescale actor-critic algorithm for infinite horizon Markov decision processes with finite state and action spaces, with a discounted reward criterion. The algorithm is of the gradient ascent type and performs a search in the space of stationary randomized policies. The algorithm uses certain simultaneous deterministic perturbation stochastic approximation (SDPSA) gradient estimates for enhanced performance. We show an application of our algorithm on a problem of mortgage refinancing. Our algorithm obtains the optimal refinancing strategies in a computationally efficient manner

Deterministic seismic hazard macrozonation of India

Earthquakes are known to have occurred in Indian subcontinent from ancient times. This paper presents the results of seismic hazard analysis of India (6 degrees-38 degrees N and 68 degrees-98 degrees E) based on the deterministic approach using latest seismicity data (up to 2010). The hazard analysis was done using two different source models (linear sources and point sources) and 12 well recognized attenuation relations considering varied tectonic provinces in the region. The earthquake data obtained from different sources were homogenized and declustered and a total of 27,146 earthquakes of moment magnitude 4 and above were listed in the study area. The sesismotectonic map of the study area was prepared by considering the faults, lineaments and the shear zones which are associated with earthquakes of magnitude 4 and above. A new program was developed in MATLAB for smoothing of the point sources. For assessing the seismic hazard, the study area was divided into small grids of size 0.1 degrees x 0.1 degrees (approximately 10 x 10 km), and the hazard parameters were calculated at the center of each of these grid cells by considering all the seismic sources within a radius of 300 to 400 km. Rock level peak horizontal acceleration (PHA) and spectral accelerations for periods 0.1 and 1 s have been calculated for all the grid points with a deterministic approach using a code written in MATLAB. Epistemic uncertainty in hazard definition has been tackled within a logic-tree framework considering two types of sources and three attenuation models for each grid point. The hazard evaluation without logic tree approach also has been done for comparison of the results. The contour maps showing the spatial variation of hazard values are presented in the paper.

Review of trend detection methods and their application to detect temperature changes in India

Present study performs the spatial and temporal trend analysis of annual, monthly and seasonal maximum and minimum temperatures (t(max), t(min)) in India. Recent trends in annual, monthly, winter, pre-monsoon, monsoon and post-monsoon extreme temperatures (t(max), t(min)) have been analyzed for three time slots viz. 1901-2003,1948-2003 and 1970-2003. For this purpose, time series of extreme temperatures of India as a whole and seven homogeneous regions, viz. Western Himalaya (WH), Northwest (NW), Northeast (NE), North Central (NC), East coast (EC), West coast (WC) and Interior Peninsula (IP) are considered. Rigorous trend detection analysis has been exercised using variety of non-parametric methods which consider the effect of serial correlation during analysis. During the last three decades minimum temperature trend is present in All India as well as in all temperature homogeneous regions of India either at annual or at any seasonal level (winter, pre-monsoon, monsoon, post-monsoon). Results agree with the earlier observation that the trend in minimum temperature is significant in the last three decades over India (Kothawale et al., 2010). Sequential MK test reveals that most of the trend both in maximum and minimum temperature began after 1970 either in annual or seasonal levels. (C) 2012 Elsevier B.V. All rights reserved.

Secrecy in the 2-User Symmetric Deterministic Interference Channel with Transmitter Cooperation

This work presents novel achievable schemes for the 2-user symmetric linear deterministic interference channel with limited-rate transmitter cooperation and perfect secrecy constraints at the receivers. The proposed achievable scheme consists of a combination of interference cancelation, relaying of the other user's data bits, time sharing, and transmission of random bits, depending on the rate of the cooperative link and the relative strengths of the signal and the interference. The results show, for example, that the proposed scheme achieves the same rate as the capacity without the secrecy constraints, in the initial part of the weak interference regime. Also, sharing random bits through the cooperative link can achieve a higher secrecy rate compared to sharing data bits, in the very high interference regime. The results highlight the importance of limited transmitter cooperation in facilitating secure communications over 2-user interference channels.

Outer Bounds on the Secrecy Rate of the 2-User Symmetric Deterministic Interference Channel with Transmitter Cooperation

This paper derives outer bounds for the 2-user symmetric linear deterministic interference channel (SLDIC) with limited-rate transmitter cooperation and perfect secrecy constraints at the receivers. Five outer bounds are derived, under different assumptions of providing side information to receivers and partitioning the encoded message/output depending on the relative strength of the signal and the interference. The usefulness of these outer bounds is shown by comparing the bounds with the inner bound on the achievable secrecy rate derived by the authors in a previous work. Also, the outer bounds help to establish that sharing random bits through the cooperative link can achieve the optimal rate in the very high interference regime.

Non-deterministic transducer models of retransmission protocols over noisy channels

Retransmission protocols such as HDLC and TCP are designed to ensure reliable communication over noisy channels (i.e., channels that can corrupt messages). Thakkar et al. 15] have recently presented an algorithmic verification technique for deterministic streaming string transducer (DSST) models of such protocols. The verification problem is posed as equivalence checking between the specification and protocol DSSTs. In this paper, we argue that more general models need to be obtained using non-deterministic streaming string transducers (NSSTs). However, equivalence checking is undecidable for NSSTs. We present two classes where the models belong to a sub-class of NSSTs for which it is decidable. (C) 2015 Elsevier B.V. All rights reserved.

DETERMINISTIC ALGORITHMS FOR MATCHING AND PACKING PROBLEMS BASED ON REPRESENTATIVE SETS

In this work, we study the well-known r-DIMENSIONAL k-MATCHING ((r, k)-DM), and r-SET k-PACKING ((r, k)-SP) problems. Given a universe U := U-1 ... U-r and an r-uniform family F subset of U-1 x ... x U-r, the (r, k)-DM problem asks if F admits a collection of k mutually disjoint sets. Given a universe U and an r-uniform family F subset of 2(U), the (r, k)-SP problem asks if F admits a collection of k mutually disjoint sets. We employ techniques based on dynamic programming and representative families. This leads to a deterministic algorithm with running time O(2.851((r-1)k) .vertical bar F vertical bar. n log(2)n . logW) for the weighted version of (r, k)-DM, where W is the maximum weight in the input, and a deterministic algorithm with running time O(2.851((r-0.5501)k).vertical bar F vertical bar.n log(2) n . logW) for the weighted version of (r, k)-SP. Thus, we significantly improve the previous best known deterministic running times for (r, k)-DM and (r, k)-SP and the previous best known running times for their weighted versions. We rely on structural properties of (r, k)-DM and (r, k)-SP to develop algorithms that are faster than those that can be obtained by a standard use of representative sets. Incorporating the principles of iterative expansion, we obtain a better algorithm for (3, k)-DM, running in time O(2.004(3k).vertical bar F vertical bar . n log(2)n). We believe that this algorithm demonstrates an interesting application of representative families in conjunction with more traditional techniques. Furthermore, we present kernels of size O(e(r)r(k-1)(r) logW) for the weighted versions of (r, k)-DM and (r, k)-SP, improving the previous best known kernels of size O(r!r(k-1)(r) logW) for these problems.

Experimental Study of the Earthquake Recurrence Period and the Trend of Post-Seismic Development

In order to study the earthquake recurrence and the characteristics of earthquake series, rupture tests of rock samples and plexiglass samples were made. On rock samples, a number of acoustic emission (AE) and strain measuring points were deployed; the load was one side direct shear. The variation characteristics of AE and strain at different detecting points around the extra large fracture were observed and studied. On plexiglass samples, a series of inclined cracks were prefabricated by a small-scale compressive testing machine. The samples were then loaded on a shockproof platen, when the samples were loaded, the stress intensity factor (SIF) was determined by the laser interferometric technique and shadow optical method of caustics. The fracture conditions such as material toughness around the extra large fracture were also studied. From those experimental results and the theory of fracture mechanics, the earthquake recurrence period and the trend of post-seismic development were studied.

Packet error rate and bit error rate non-deterministic relationship in optical network applications

The non-deterministic relationship between Bit Error Rate and Packet Error Rate is demonstrated for an optical media access layer in common use. We show that frequency components of coded, non-random data can cause this relationship. © 2005 Optical Society of America.

A stochastic jump and deterministic dynamics model of impact failure evolution with rate effect

Motivated by the observation of the rate effect on material failure, a model of nonlinear and nonlocal evolution is developed, that includes both stochastic and dynamic effects. In phase space a transitional region prevails, which distinguishes the failure behavior from a globally stable one to that of catastrophic. Several probability functions are found to characterize the distinctive features of evolution due to different degrees of nucleation, growth and coalescence rates. The results may provide a better understanding of material failure.

Direct dynamical test for deterministic chaos and optimal embedding of a chaotic time-series

We propose here a local exponential divergence plot which is capable of providing an alternative means of characterizing a complex time series. The suggested plot defines a time-dependent exponent and a ''plus'' exponent. Based on their changes with the embedding dimension and delay time, a criterion for estimating simultaneously the minimal acceptable embedding dimension, the proper delay time, and the largest Lyapunov exponent has been obtained. When redefining the time-dependent exponent LAMBDA(k) curves on a series of shells, we have found that whether a linear envelope to the LAMBDA(k) curves exists can serve as a direct dynamical method of distinguishing chaos from noise.

Direct dynamical test for deterministic chaos

We present a direct and dynamical method to distinguish low-dimensional deterministic chaos from noise. We define a series of time-dependent curves which are closely related to the largest Lyapunov exponent. For a chaotic time series, there exists an envelope to the time-dependent curves, while for a white noise or a noise with the same power spectrum as that of a chaotic time series, the envelope cannot be defined. When a noise is added to a chaotic time series, the envelope is eventually destroyed with the increasing of the amplitude of the noise.