Zero-Sum Risk-Sensitive Stochastic Differential Games

We study zero-sum risk-sensitive stochastic differential games on the infinite horizon with discounted and ergodic payoff criteria. Under certain assumptions, we establish the existence of values and saddle-point equilibria. We obtain our results by studying the corresponding Hamilton-Jacobi-Isaacs equations. Finally, we show that the value of the ergodic payoff criterion is a constant multiple of the maximal eigenvalue of the generators of the associated nonlinear semigroups.

General-sum stochastic games: Verifiability conditions for Nash equilibria

Unlike zero-sum stochastic games, a difficult problem in general-sum stochastic games is to obtain verifiable conditions for Nash equilibria. We show in this paper that by splitting an associated non-linear optimization problem into several sub-problems, characterization of Nash equilibria in a general-sum discounted stochastic games is possible. Using the aforementioned sub-problems, we in fact derive a set of necessary and sufficient verifiable conditions (termed KKT-SP conditions) for a strategy-pair to result in Nash equilibrium. Also, we show that any algorithm which tracks the zero of the gradient of the Lagrangian of every sub-problem provides a Nash strategy-pair. (c) 2012 Elsevier Ltd. All rights reserved.

Sum rules and three point functions

Sum rules constraining the R-current spectral densities are derived holographically for the case of D3-branes, M2-branes and M5-branes all at finite chemical potentials. In each of the cases the sum rule relates a certain integral of the spectral density over the frequency to terms which depend both on long distance physics, hydrodynamics and short distance physics of the theory. The terms which which depend on the short distance physics result from the presence of certain chiral primaries in the OPE of two it-currents which are turned on at finite chemical potential. Since these sum rules contain information of the OPE they provide an alternate method to obtain the structure constants of the two R-currents and the chiral primary. As a consistency check we show that the 3 point function derived from the sum rule precisely matches with that obtained using Witten diagrams.

Spectral moment sum rules for the retarded Green's function and self-energy of the inhomogeneous Bose-Hubbard model in equilibrium and nonequilibrium

We derive exact expressions for the zeroth and the first three spectral moment sum rules for the retarded Green's function and for the zeroth and the first spectral moment sum rules for the retarded self-energy of the inhomogeneous Bose-Hubbard model in nonequilibrium, when the local on-site repulsion and the chemical potential are time-dependent, and in the presence of an external time-dependent electromagnetic field. We also evaluate these expressions for the homogeneous case in equilibrium, where all time dependence and external fields vanish. Unlike similar sum rules for the Fermi-Hubbard model, in the Bose-Hubbard model case, the sum rules often depend on expectation values that cannot be determined simply from parameters in the Hamiltonian like the interaction strength and chemical potential but require knowledge of equal-time many-body expectation values from some other source. We show how one can approximately evaluate these expectation values for the Mott-insulating phase in a systematic strong-coupling expansion in powers of the hopping divided by the interaction. We compare the exact moment relations to the calculated moments of spectral functions determined from a variety of different numerical approximations and use them to benchmark their accuracy. DOI: 10.1103/PhysRevA.87.013628

Bounds on the sum-rate capacity of the Gaussian MIMO X channel

We consider the MIMO X channel (XC), a system consisting of two transmit-receive pairs, where each transmitter communicates with both the receivers. Both the transmitters and receivers are equipped with multiple antennas. First, we derive an upper bound on the sum-rate capacity of the MIMO XC under individual power constraint at each transmitter. The sum-rate capacity of the two-user multiple access channel (MAC) that results when receiver cooperation is assumed forms an upper bound on the sum-rate capacity of the MIMO XC. We tighten this bound by considering noise correlation between the receivers and deriving the worst noise covariance matrix. It is shown that the worst noise covariance matrix is a saddle-point of a zero-sum, two-player convex-concave game, which is solved through a primal-dual interior point method that solves the maximization and the minimization parts of the problem simultaneously. Next, we propose an achievable scheme which employs dirty paper coding at the transmitters and successive decoding at the receivers. We show that the derived upper bound is close to the achievable region of the proposed scheme at low to medium SNRs.

Achievable secrecy sum-rate in a fading MAC-WT with power control and without CSI of eavesdropper

We consider a two user fading Multiple Access Channel with a wire-tapper (MAC-WT) where the transmitter has the channel state information (CSI) to the intended receiver but not to the eavesdropper (eve). We provide an achievable secrecy sum-rate with optimal power control. We next provide a secrecy sum-rate with optimal power control and cooperative jamming (CJ). We then study an achievable secrecy sum rate by employing an ON/OFF power control scheme which is more easily computable. We also employ CJ over this power control scheme. Results show that CJ boosts the secrecy sum-rate significantly even if we do not know the CSI of the eve's channel. At high SNR, the secrecy sum-rate (with CJ) without CSI of the eve exceeds the secrecy sum-rate (without CJ) with full CSI of the eve.

A scaled unscented transformation based directed Gaussian sum filter for nonlinear dynamic system identification

Impoverishment of particles, i.e. the discretely simulated sample paths of the process dynamics, poses a major obstacle in employing the particle filters for large dimensional nonlinear system identification. A known route of alleviating this impoverishment, i.e. of using an exponentially increasing ensemble size vis-a-vis the system dimension, remains computationally infeasible in most cases of practical importance. In this work, we explore the possibility of unscented transformation on Gaussian random variables, as incorporated within a scaled Gaussian sum stochastic filter, as a means of applying the nonlinear stochastic filtering theory to higher dimensional structural system identification problems. As an additional strategy to reconcile the evolving process dynamics with the observation history, the proposed filtering scheme also modifies the process model via the incorporation of gain-weighted innovation terms. The reported numerical work on the identification of structural dynamic models of dimension up to 100 is indicative of the potential of the proposed filter in realizing the stated aim of successfully treating relatively larger dimensional filtering problems. (C) 2013 Elsevier Ltd. All rights reserved.

Zero-sum risk-sensitive stochastic games on a countable state space

Infinite horizon discounted-cost and ergodic-cost risk-sensitive zero-sum stochastic games for controlled Markov chains with countably many states are analyzed. Upper and lower values for these games are established. The existence of value and saddle-point equilibria in the class of Markov strategies is proved for the discounted-cost game. The existence of value and saddle-point equilibria in the class of stationary strategies is proved under the uniform ergodicity condition for the ergodic-cost game. The value of the ergodic-cost game happens to be the product of the inverse of the risk-sensitivity factor and the logarithm of the common Perron-Frobenius eigenvalue of the associated controlled nonlinear kernels. (C) 2013 Elsevier B.V. All rights reserved.

Zero-Sum Stochastic Games with Partial Information and Average Payoff

We consider a discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we present a pair of optimal strategies for both the players.

Improving tangential resolution with a modified delay-and-sum reconstruction algorithm in photoacoustic and thermoacoustic tomography

Spatial resolution in photoacoustic and thermoacoustic tomography is ultrasound transducer (detector) bandwidth limited. For a circular scanning geometry the axial (radial) resolution is not affected by the detector aperture, but the tangential (lateral) resolution is highly dependent on the aperture size, and it is also spatially varying (depending on the location relative to the scanning center). Several approaches have been reported to counter this problem by physically attaching a negative acoustic lens in front of the nonfocused transducer or by using virtual point detectors. Here, we have implemented a modified delay-and-sum reconstruction method, which takes into account the large aperture of the detector, leading to more than fivefold improvement in the tangential resolution in photoacoustic (and thermoacoustic) tomography. Three different types of numerical phantoms were used to validate our reconstruction method. It is also shown that we were able to preserve the shape of the reconstructed objects with the modified algorithm. (C) 2014 Optical Society of America

Fine-tuning solid-state luminescence in NPIs (1,8-naphthalimides): impact of the molecular environment and cumulative interactions

An investigation of a series of seven angular ``V'' shaped NPIs (1-7) is presented. The effect of substitution of these structurally similar NPIs on their photophysical properties in the solution-state and the solid-state is presented and discussed in light of experimental and computational findings. Compounds 1-7 show negligible to intensely strong emission yields in their solid-state depending on the nature of substituents appended to the oxoaryl moiety. The solution and solid-state properties of the compounds can be directly correlated with their structural rigidity, nature of substituents and intermolecular interactions. The versatile solid-state structures of the NPI siblings are deeply affected by the pendant substituents. All of the NPIs (1-7) show antiparallel dimeric pi-pi stacking interactions in their solid-state which can further extend in a parallel, alternate, orthogonal or lateral fashion depending on the steric and electronic nature of the C-4' substituents. Structural investigations including Hirshfeld surface analysis methods reveal that where strongly interacting systems show weak to moderate emission in their condensed states, weakly interacting systems show strong emission yields under the same conditions. The nature of packing and extended structures also affects the emission colors of the NPIs in their solid-states. Furthermore, DFT computational studies were utilized to understand the molecular and cumulative electronic behaviors of the NPIs. The comprehensive studies provide insight into the condensed-state luminescence of aggregationprone small molecules like NPIs and help to correlate the structure-property relationships.

A Modified Sum-Product Algorithm over Graphs with Isolated Short Cycles

We investigate into the limitations of the sum-product algorithm in the probability domain over graphs with isolated short cycles. By considering the statistical dependency of messages passed in a cycle of length 4, we modify the update equations for the beliefs at the variable and check nodes. We highlight an approximate log domain algebra for the modified variable node update to ensure numerical stability. At higher signal-to-noise ratios (SNR), the performance of decoding over graphs with isolated short cycles using the modified algorithm is improved compared to the original message passing algorithm (MPA).

Outer Bounds on the Sum Rate of the K-User MIMO Gaussian Interference Channel

This paper derives outer bounds on the sum rate of the K-user MIMO Gaussian interference channel (GIC). Three outer bounds are derived, under different assumptions of cooperation and providing side information to receivers. The novelty in the derivation lies in the careful selection of side information, which results in the cancellation of the negative differential entropy terms containing signal components, leading to a tractable outer bound. The overall outer bound is obtained by taking the minimum of the three outer bounds. The derived bounds are simplified for the MIMO Gaussian symmetric IC to obtain outer bounds on the generalized degrees of freedom (GDOF). The relative performance of the bounds yields insight into the performance limits of multiuser MIMO GICs and the relative merits of different schemes for interference management. These insights are confirmed by establishing the optimality of the bounds in specific cases using an inner bound on the GDOF derived by the authors in a previous work. It is also shown that many of the existing results on the GDOF of the GIC can be obtained as special cases of the bounds, e. g., by setting K = 2 or the number of antennas at each user to 1.

Modelling the influence of land-use changes on biophysical and biochemical interactions at regional and global scales

Land-use changes since the start of the industrial era account for nearly one-third of the cumulative anthropogenic CO2 emissions. In addition to the greenhouse effect of CO2 emissions, changes in land use also affect climate via changes in surface physical properties such as albedo, evapotranspiration and roughness length. Recent modelling studies suggest that these biophysical components may be comparable with biochemical effects. In regard to climate change, the effects of these two distinct processes may counterbalance one another both regionally and, possibly, globally. In this article, through hypothetical large-scale deforestation simulations using a global climate model, we contrast the implications of afforestation on ameliorating or enhancing anthropogenic contributions from previously converted (agricultural) land surfaces. Based on our review of past studies on this subject, we conclude that the sum of both biophysical and biochemical effects should be assessed when large-scale afforestation is used for countering global warming, and the net effect on global mean temperature change depends on the location of deforestation/afforestation. Further, although biochemical effects trigger global climate change, biophysical effects often cause strong local and regional climate change. The implication of the biophysical effects for adaptation and mitigation of climate change in agriculture and agroforestry sectors is discussed. center dot Land-use changes affect global and regional climates through both biochemical and biophysical process. center dot Climate effect from biophysical process depends on the location of land-use change. center dot Climate mitigation strategies such as afforestation/reforestation should consider the net effect of biochemical and biophysical processes for effective mitigation. center dot Climate-smart agriculture could use bio-geoengineering techniques that consider plant biophysical characteristics such as reflectivity and water use efficiency.

Renormalization group invariants and sum rules in the deflected mirage mediation supersymmetry breaking

We examine the deflected mirage mediation supersymmetry breaking (DMMSB) scenario, which combines three supersymmetry breaking scenarios, namely anomaly mediation, gravity mediation and gauge mediation using the one-loop renormalization group invariants (RGIs). We examine the effects on the RGIs at the threshold where the gauge messengers emerge, and derive the supersymmetry breaking parameters in terms of the RGIs. We further discuss whether the supersymmetry breaking mediation mechanism can be determined using a limited set of invariants, and derive sum rules valid for DMMSB below the gauge messenger scale. In addition we examine the implications of the measured Higgs mass for the DMMSB spectrum.