Competitive subset selection with two agents

We address an optimization problem in which two agents, each with a set of weighted items, compete in order to maximize the total weight of their winning sets. The latter are built according to a sequential game consisting in a fixed number of rounds. In every round each agent submits one item for possible inclusion in its winning set. We study two natural rules to decide the winner of each round.For both rules we deal with the problem from different perspectives. From a centralized point of view, we investigate (i) the structure and the number of efficient (i.e. Pareto optimal) solutions, (ii) the complexity of finding such solutions, (iii) the best-worst ratio, i.e. the ratio between the efficient solution with largest and smallest total weight, and (iv) existence of Nash equilibria.Finally, we address the problem from a single agent perspective. We consider preventive or maximin strategies, optimizing the objective of the agent in the worst case, and best response strategies, where the items submitted by the other agent are known in advance either in each round (on-line) or for the whole game (off-line).     

A note on moments of dividends

We reconsider a formula for arbitrary moments of expected discounted dividend payments in a spectrally negative Lévy risk model that was obtained in Renaud and Zhou (2007, [4]) and in Kyprianou and Palmowski (2007, [3]) and extend the result to stationary Markov processes that are skip-free upwards.     

On strategy improvement algorithms for simple stochastic games

The study of simple stochastic games (SSGs) was initiated by Condon for analyzing the computational power of randomized space-bounded alternating Turing machines. The game is played by two players, MAX and MIN, on a directed multigraph, and when the play terminates at a sink vertex s, MAX wins from MIN a payoff p(s)∈[0,1]. Condon proved that the problem SSG-VALUE—given a SSG, determine whether the expected payoff won by MAX is greater than 1/2 when both players use their optimal strategies—is in NP∩coNP. However, the exact complexity of this problem remains open, as it is not known whether the problem is in P or is hard for some natural complexity class. In this paper, we study the computational complexity of a strategy improvement algorithm by Hoffman and Karp for this problem. The Hoffman–Karp algorithm converges to optimal strategies of a given SSG, but no non-trivial bounds were previously known on its running time. We prove a bound of O(n²/n) on the convergence time of the Hoffman–Karp algorithm, and a bound of O(²0.78n) on a randomized variant. These are the first non-trivial upper bounds on the convergence time of these strategy improvement algorithms.     

新生儿黄疸治疗仪用LED光源光谱功率分布匹配

为了有效降低胆红素脑病的风险和减少换血的需要,以实验测试的标准胆红素溶液最有效的吸收光谱作为光疗的目标光谱,根据光谱构造理论,采用不同峰值波长和半高宽的单色LED作为匹配光源,首次提出简单遗传算法作为光谱匹配算法,通过求解超定方程组的非负最小二乘解,得到最优LED组合比例,进而推得所需各种峰值波长的LED的数量。仿真实验结果表明：拟合的光谱曲线与目标光谱曲线十分近似,光谱匹配度达到了98.39%,获得了一种新型的LED黄疸治疗仪光源光谱功率分布。该算法简单,效率高、拟合误差小,可应用基于LED光源的光谱功率分布匹配技术的研究。     

Optimal debt ratio and dividend payment strategies with reinsurance

This paper derives the optimal debt ratio and dividend payment strategies for an insurance company. Taking into account the impact of reinsurance policies and claims from the credit derivatives, the surplus process is stochastic that is jointly determined by the reinsurance strategies, debt levels, and unanticipated shocks. The objective is to maximize the total expected discounted utility of dividend payment until financial ruin. Using dynamic programming principle, the value function is the solution of a second-order nonlinear Hamilton–Jacobi–Bellman equation. The subsolution–supersolution method is used to verify the existence of classical solutions of the Hamilton–Jacobi–Bellman equation. The explicit solution of the value function is derived and the corresponding optimal debt ratio and dividend payment strategies are obtained in some special cases. An example is provided to illustrate the methodologies and some interesting economic insights.     

存在强势零售商时双渠道制造商在线推介策略研究

研究了存在强势零售商时双渠道制造商的推介策略问题。首先,以零售商弱势模型为基准,研究发现:较大的推介市场规模有助于制造商采取都推介策略,且零售商和制造商具有高度一致的推介策略偏好。其次,构建零售商强势决策模型,发现相对零售商弱势而言,制造商推介策略存在显著变化:当推介市场规模较小时,若批发价格较高,则制造商采取都推介策略;当推介市场规模较大时,若批发价格较低,则制造商仅推介官方商城。当且仅当推介市场规模和批发价格同时较小或较大时,零售商与制造商才能达成推介策略共识。此外,无论零售商弱势或强势,都推介策略下消费者剩余和社会福利优于仅推介官方商城策略。     

Structure‐based redesign of proteins for minimal T‐cell epitope content

The protein universe displays a wealth of therapeutically relevant activities, but T‐cell driven immune responses to non‐“self” biological agents present a major impediment to harnessing the full diversity of these molecular functions. Mutagenic T‐cell epitope deletion seeks to mitigate the immune response, but can typically address only a small number of epitopes. Here, we pursue a “bottom‐up” approach that redesigns an entire protein to remain native‐like but contain few if any immunogenic epitopes. We do so by extending the Rosetta flexible‐backbone protein design software with an epitope scoring mechanism and appropriate constraints. The method is benchmarked with a diverse panel of proteins and applied to three targets of therapeutic interest. We show that the deimmunized designs indeed have minimal predicted epitope content and are native‐like in terms of various quality measures, and moreover that they display levels of native sequence recovery comparable to those of non‐deimmunized designs. © 2013 Wiley Periodicals, Inc.     

Di Diesel Engine with Variable Geometry Turbocharger (VGT): A Model Based Boost Pressure Control Strategy

The use of a variable geometry turbocharger (VGT) is a very efficienttechnology to improve performance of passenger car direct injection (DI)Diesel engines. In order to take full advantage of the potential of VGT,without penalty on fuel consumption and driveability, electronic control ofboost pressure is desirable. Standard control techniques (i.e.Proportional-Integral) do not assure a reliable VGT behaviour. This paperdescribes a new boost pressure control strategy developed to improve PItechnique, and based on a simplified modelling of VGT operation. Severaltests were carried out on engines to point out which physical quantitiesdirectly influence VGT dynamics, and to find out VGT operation modes (OMs).Simplified models for each OM were developed and model parameters wereidentified. Experimental tests provided a basis to design a control strategyable to meet general performance requirements. Since two different OMs wererecovered, two separate governors were developed, each active under certainconditions. A switching logic was created to manage transitions between thetwo governors. Finally, the new control strategy was validated on the enginewith good results.     

Influence of the abdominal wall on the nonlinear propagation of focused therapeutic ultrasound

This article theoretically studies the influence of inhomogeneous abdominal walls on focused therapeutic ultrasound based on the phase screen model. An inhomogeneous tissue is considered as a combination of a homogeneous medium and a phase aberration screen. Variations of acoustic parameters such as peak positive pressure, peak negative pressure, and acoustic intensity are discussed with respect to the phase screen statistics of human abdominal walls. Results indicate that the abdominal wall can result in energy loss of the sound in the focal plane. For a typical human abdominal wall with correlation length of 7.9~mm and variance of 0.36, the peak acoustic intensity radiated from a 1~MHz transmitter with a radius of 30~mm can be reduced by about 14% at the focal plane.     

基于复杂性和成本的NPD项目权变管理策略研究

本文在项目管理的选择法和学习法的组合模式的基础上,提出同时采用多方案并行和强化学习两种管理策略能有效应对NPD项目的复杂性。在如何决定并行数量和学习强度的问题上,基于效率准则进行了理论分析,提出了主要的权变变量,即复杂性和成本。并基于NK模型进行了仿真模拟,探讨了不同情境下,项目绩效随两种管理策略的变化规律。