Optimal incentive timing strategies for product marketing on social networks

We consider the problem of devising incentive strategies for viral marketing of a product. In particular, we assume that the seller can influence penetration of the product by offering two incentive programs: a) direct incentives to potential buyers (influence) and b) referral rewards for customers who influence potential buyers to make the purchase (exploit connections). The problem is to determine the optimal timing of these programs over a finite time horizon. In contrast to algorithmic perspective popular in the literature, we take a mean-field approach and formulate the problem as a continuous-time deterministic optimal control problem. We show that the optimal strategy for the seller has a simple structure and can take both forms, namely, influence-and-exploit and exploit-and-influence. We also show that in some cases it may optimal for the seller to deploy incentive programs mostly for low degree nodes. We support our theoretical results through numerical studies and provide practical insights by analyzing various scenarios.

Non-singular terminal sliding mode guidance and control with terminal angle constraints for non-maneuvering targets

In this paper guidance laws to intercept stationary and constant velocity targets at a desired impact angle, based on sliding mode control theory, are proposed. The desired impact angle, which is defined in terms of a desired line-of-sight (LOS) angle, is achieved in finite time by selecting the missile's lateral acceleration (latax) to enforce non-singular terminal sliding mode on a switching surface designed using this desired LOS angle and based on non-linear engagement dynamics. Numerical simulation results are presented to validate the proposed guidance laws for different initial engagement geometries and impact angles.

Nonsingular Terminal Sliding Mode Guidance with Impact Angle Constraints

Guidance laws based on a conventional sliding mode ensures only asymptotic convergence. However, convergence to the desired impact angle within a finite time is important in most practical guidance applications. These finite time convergent guidance laws suffer from singularity leading to control saturation. In this paper, guidance laws to intercept targets at a desired impact angle, from any initial heading angle, without exhibiting any singularity, are presented. The desired impact angle, which is defined in terms of a desired line-of-sight angle, is achieved in finite time by selecting the interceptor's lateral acceleration to enforce nonsingular terminal sliding mode on a switching surface designed using nonlinear engagement dynamics. Numerical simulation results are presented to validate the proposed guidance laws for different initial engagement geometries and impact angles. Although the guidance laws are designed for constant speed interceptors, its robustness against the time-varying speed of interceptors is also evaluated through extensive simulation results.

Capturability Analysis of a 3-D Retro-PN Guidance Law for Higher Speed Nonmaneuvering Targets

This brief presents the capturability analysis of a 3-D Retro-proportional navigation (Retro-PN) guidance law, which uses a negative navigation constant (as against the usual positive one), for intercepting targets having higher speeds than interceptors. This modification makes it possible to achieve collision conditions that were inaccessible to the standard PN law. A modified polar coordinate system, that makes the model more compact, is used in this brief for capturability analysis. In addition to the ratio of the target to interceptor speeds, the directional cosines of the interceptor, and target velocity vectors play a crucial role in the capturability. The existence of nontrivial capture zone of the Retro-PN guidance law and necessary and sufficient conditions, for capturing the target in finite time, are presented. A sufficient condition on the navigation constant is derived to ensure finiteness of the line-of-sight turn rate. The results are more extensive than those available for 2-D engagements, which can be obtained as special cases of this brief. Simulation results are given to support the analytical results.

Volume conservation issues in incompressible smoothed particle hydrodynamics

A divergence-free velocity field is usually sought in numerical simulations of incompressible fluids. We show that the particle methods that compute a divergence-free velocity field to achieve incompressibility suffer from a volume conservation issue when a finite time-step position update scheme is used. Further, we propose a deformation gradient based approach to arrive at a velocity field that reduces the volume conservation issues in free surface flows and maintains density uniformity in internal flows while retaining the simplicity of first order time updates. (C) 2015 Elsevier Inc. All rights reserved.

Nonlinear control of an air-breathing engine including its validation with vehicle guidance

An implementable nonlinear control design approach is presented for a supersonic air-breathing ramjet engine. The primary objective is to ensure that the thrust generated by the engine tracks the commanded thrust without violating the operational constraints. An important constraint is to manage the shock wave location in the intake so that it neither gets detached nor gets too much inside the intake. Both the objectives are achieved by regulating the fuel flow to the combustion chamber and by varying the throat area of the nozzle simultaneously. The design approach accounts for the nonlinear cross-coupling effects and nullifies those. Also, an extended Kalman filter has been used to filter out the sensor and process noises as well as to make the states available for feedback. Furthermore, independent control design has been carried out for the actuators. To test the performance of the engine for a realistic flight trajectory, a representative trajectory is generated through a trajectory optimization process, which is augmented with a newly-developed finite-time state dependent Riccati equation technique for nullifying the perturbations online. Satisfactory overall performance has been obtained during both climb and cruise phases. (C) 2015 Elsevier Masson SAS. All rights reserved.

Sequential decision making in general state space models

Many problems in control and signal processing can be formulated as sequential decision problems for general state space models. However, except for some simple models one cannot obtain analytical solutions and has to resort to approximation. In this thesis, we have investigated problems where Sequential Monte Carlo (SMC) methods can be combined with a gradient based search to provide solutions to online optimisation problems. We summarise the main contributions of the thesis as follows. Chapter 4 focuses on solving the sensor scheduling problem when cast as a controlled Hidden Markov Model. We consider the case in which the state, observation and action spaces are continuous. This general case is important as it is the natural framework for many applications. In sensor scheduling, our aim is to minimise the variance of the estimation error of the hidden state with respect to the action sequence. We present a novel SMC method that uses a stochastic gradient algorithm to find optimal actions. This is in contrast to existing works in the literature that only solve approximations to the original problem. In Chapter 5 we presented how an SMC can be used to solve a risk sensitive control problem. We adopt the use of the Feynman-Kac representation of a controlled Markov chain flow and exploit the properties of the logarithmic Lyapunov exponent, which lead to a policy gradient solution for the parameterised problem. The resulting SMC algorithm follows a similar structure with the Recursive Maximum Likelihood(RML) algorithm for online parameter estimation. In Chapters 6, 7 and 8, dynamic Graphical models were combined with with state space models for the purpose of online decentralised inference. We have concentrated more on the distributed parameter estimation problem using two Maximum Likelihood techniques, namely Recursive Maximum Likelihood (RML) and Expectation Maximization (EM). The resulting algorithms can be interpreted as an extension of the Belief Propagation (BP) algorithm to compute likelihood gradients. In order to design an SMC algorithm, in Chapter 8 uses a nonparametric approximations for Belief Propagation. The algorithms were successfully applied to solve the sensor localisation problem for sensor networks of small and medium size.

AUTOROTATION OF TWO TANDEM TRIANGULAR CYLINDERS

The autorotation of two tandem triangular cylinders at different gap distances is investigated by numerical simulations. At the Reynolds number of 200， three distinct regimes are observed with the increase of gap distance: namely, angular oscillation, quasi-periodic autorotation and ‘chaotic’ autorotation. For various gap distances, the characteristic of vortex shedding and vortex interaction are discussed. The phase graphs (angular acceleration vs. angular velocity) and the power spectra of moment are analyzed to characterize the motion of the cylinder. The Lyapunov exponent is also calculated to identify the existence of chaos.

Quantifying chaos: practical estimation of the correlation dimension

Be it a physical object or a mathematical model, a nonlinear dynamical system can display complicated aperiodic behavior, or "chaos." In many cases, this chaos is associated with motion on a strange attractor in the system's phase space. And the dimension of the strange attractor indicates the effective number of degrees of freedom in the dynamical system.

In this thesis, we investigate numerical issues involved with estimating the dimension of a strange attractor from a finite time series of measurements on the dynamical system.

Of the various definitions of dimension, we argue that the correlation dimension is the most efficiently calculable and we remark further that it is the most commonly calculated. We are concerned with the practical problems that arise in attempting to compute the correlation dimension. We deal with geometrical effects (due to the inexact self-similarity of the attractor), dynamical effects (due to the nonindependence of points generated by the dynamical system that defines the attractor), and statistical effects (due to the finite number of points that sample the attractor). We propose a modification of the standard algorithm, which eliminates a specific effect due to autocorrelation, and a new implementation of the correlation algorithm, which is computationally efficient.

Finally, we apply the algorithm to chaotic data from the Caltech tokamak and the Texas tokamak (TEXT); we conclude that plasma turbulence is not a low- dimensional phenomenon.

Equilibrium in dynamic economic models

The main theme running through these three chapters is that economic agents are often forced to respond to events that are not a direct result of their actions or other agents actions. The optimal response to these shocks will necessarily depend on agents' understanding of how these shocks arise. The economic environment in the first two chapters is analogous to the classic chain store game. In this setting, the addition of unintended trembles by the agents creates an environment better suited to reputation building. The third chapter considers the competitive equilibrium price dynamics in an overlapping generations environment when there are supply and demand shocks.

The first chapter is a game theoretic investigation of a reputation building game. A sequential equilibrium model, called the "error prone agents" model, is developed. In this model, agents believe that all actions are potentially subjected to an error process. Inclusion of this belief into the equilibrium calculation provides for a richer class of reputation building possibilities than when perfect implementation is assumed.

In the second chapter, maximum likelihood estimation is employed to test the consistency of this new model and other models with data from experiments run by other researchers that served as the basis for prominent papers in this field. The alternate models considered are essentially modifications to the standard sequential equilibrium. While some models perform quite well in that the nature of the modification seems to explain deviations from the sequential equilibrium quite well, the degree to which these modifications must be applied shows no consistency across different experimental designs.

The third chapter is a study of price dynamics in an overlapping generations model. It establishes the existence of a unique perfect-foresight competitive equilibrium price path in a pure exchange economy with a finite time horizon when there are arbitrarily many shocks to supply or demand. One main reason for the interest in this equilibrium is that overlapping generations environments are very fruitful for the study of price dynamics, especially in experimental settings. The perfect foresight assumption is an important place to start when examining these environments because it will produce the ex post socially efficient allocation of goods. This characteristic makes this a natural baseline to which other models of price dynamics could be compared.

Localização eletrônica de sistemas aperiódicos em uma dimensão

Desde a descoberta do estado quasicristalino por Daniel Shechtman et al. em 1984 e da fabricação por Roberto Merlin et al. de uma superrede artificial de GaAs/ AlAs em 1985 com características da sequência de Fibonacci, um grande número de trabalhos teóricos e experimentais tem relatado uma variedade de propriedades interessantes no comportamento de sistemas aperiódicos. Do ponto de vista teórico, é bem sabido que a cadeia de Fibonacci em uma dimensão se constitui em um protótipo de sucesso para a descrição do estado quasicristalino de um sólido. Dependendo da regra de inflação, diferentes tipos de estruturas aperiódicas podem ser obtidas. Esta diversidade originou as chamadas regras metálicas e devido à possibilidade de tratamento analítico rigoroso este modelo tem sido amplamente estudado. Neste trabalho, propriedades de localização em uma dimensão são analisadas considerando-se um conjunto de regras metálicas e o modelo de ligações fortes de banda única. Considerando-se o Hamiltoniano de ligações fortes com um orbital por sítio obtemos um conjunto de transformações relativas aos parâmetros de dizimação, o que nos permitiu calcular as densidades de estados (DOS) para todas as configurações estudadas. O estudo detalhado da densidade de estados integrada (IDOS) para estes casos, mostra o surgimento de plateaux na curva do número de ocupação explicitando o aparecimento da chamada escada do diabo" e também o caráter fractal destas estruturas. Estudando o comportamento da variação da energia em função da variação da energia de hopping, construímos padrões do tipo borboletas de Hofstadter, que simulam o efeito de um campo magnético atuando sobre o sistema. A natureza eletrônica dos auto estados é analisada a partir do expoente de Lyapunov (γ), que está relacionado com a evolução da função de onda eletrônica ao longo da cadeia unidimensional. O expoente de Lyapunov está relacionado com o inverso do comprimento de localização (ξ= 1 /γ), sendo nulo para os estados estendidos e positivo para estados localizados. Isto define claramente as posições dos principais gaps de energia do sistema. Desta forma, foi possível analisar o comportamento autossimilar de cadeias com diferentes regras de formação. Analisando-se o espectro de energia em função do número de geração de cadeias que seguem as regras de ouro e prata foi feito, obtemos conjuntos do tipo-Cantor, que nos permitiu estudar o perfil do calor específico de uma cadeia e Fibonacci unidimensional para diversas gerações

Surface excavation with model predictive control

This paper describes the application of variable-horizon model predictive control to trajectory generation in surface excavation. A nonlinear dynamic model of a surface mining machine digging in oil sand is developed as a test platform. This model is then stabilised with an inner-loop controller before being linearised to generate a prediction model. The linear model is used to design a predictive controller for trajectory generation. A variable horizon formulation is augmented with extra terms in the cost function to allow more control over digging, whilst still preserving the guarantee of finite-time completion. Simulations show the generation of realistic trajectories, motivating new applications of variable horizon MPC for autonomy that go beyond the realm of vehicle path planning. ©2010 IEEE.

Robust variable horizon MPC with move blocking

This paper introduces a new formulation of variable horizon model predictive control (VH-MPC) that utilises move blocking for reducing computational complexity. Various results pertaining to move blocking are derived, following which, a generalised blocked VH-MPC controller is formulated for linear discrete-time systems. Robustness to bounded disturbances is ensured through the use of tightened constraints. The resulting time-varying control scheme is shown to guarantee robust recursive feasibility and finite-time completion. An example is then presented for a particular choice of blocking regime, as would be applicable to vehicle manœuvring problems. Simulations demonstrate the efficacy of the formulation. © 2012 Elsevier B.V. All rights reserved.

Robust predictive control with feasible contingencies for fault tolerance

This paper introduces the notion of M-step robust fault tolerance for discrete-time systems where finite-time completion of a control manoeuvre is desired. It considers a scenario with two distinct objectives; a primary and secondary target are specified as sets to be reached in finite-time, whilst satisfying operating constraints on the states and inputs. The primary target is switched to the secondary target when a fault affects the system. As it is unknown when or if the fault will occur, the trajectory to the primary target is constrained to ensure reachability of the secondary target within M steps. A variable-horizon linear MPC formulation is developed to illustrate the concept. The formulation is then extended to provide robustness to bounded disturbances by use of tightened constraints. Simulations demonstrate the efficacy of the controller formulation on a double-integrator model. © 2011 IFAC.

Transient flows in enclosures: A generalised approach for modelling the effects of geometry, heat gains and wind

Transient flows in a confined ventilated space induced by a buoyancy source of time-varying strength and an external wind are examined. The space considered has varying cross-sectional area with height. A generalised theoretical model is proposed to investigate the flow dynamics following the activation of an external wind and an internal source of buoyancy. To investigate the effect of geometry, we vary the angle of the wall inclination of a particular geometry in which a point source of constant buoyancy is activated in the absence of wind. Counter-intuitively the ventilation is worse and lower airflow rates are established for geometries of increasing cross-sectional areas with height. We investigate the effect of the source buoyancy strength by comparing two cases: (1) when the buoyancy input is constant and (2) when the buoyancy input gradually increases over time so that after a finite time the total buoyancy inputs for (1) and (2) are identical. The rate at which the source heat gains are introduced has a significant role on the flow behaviour as we find that, in case (2), a warmer layer and a more pronounced overshoot are obtained than in case (1). The effect of assisting and opposing wind on the transient ventilation of an enclosure of constant cross-sectional area with height and constant heat gains is examined. A Froude number Fr is used to define the relative strengths of the buoyancy-induced and wind-induced velocities and five different transient states and their associated critical Fr are identified. © 2010 Elsevier Ltd.