3499 research outputs found
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Optimal Varicella immunization programs for both Varicella and Herpes Zoster Control
No full textA main obstacle to the widespread adoption of varicella immunization in Europe has been the fear of a subsequent boom in natural herpes zoster caused by the decline in the protective effect of natural immunity boosting due to reduced virus circulation. We apply optimal control to simple models for VZV transmission and reactivation to investigate existence and feasibility of temporal paths of varicella childhood immunization that are optimal in controlling both varicella and zoster. We analyze the optimality system numerically focusing on the role played by the structure of the cost functional, the relative cost zoster-varicella, and the length of the planning horizon. We show that optimal programs exist but will mostly be unfeasible in real public health contexts due to their complex temporal profiles. This complexity is the consequence of the intrinsically antagonistic nature of varicella immunization programs when aimed to control both varicella and herpes zoster. However we could show that gradually increasing, smooth – thereby feasible - vaccination schedules, can perform largely better than routine programs with constant vaccine uptake. Moreover we show the optimal temporal profiles of feasible immunization
programs targeting with priority the mitigation of the post-immunization natural zoster boom
Memory Kernel in the Expertise of Chess Players
No full textIn this work we investigate a mechanism for the emergence of long-range time correlations observed in a chronologically ordered database of chess games. We analyze a modified Yule-Simon preferential growth process proposed by Cattuto et al., which includes memory effects by means of a probabilistic kernel. According to the Hurst exponent of different constructed time series from the record of games, artificially generated databases from the model exhibit similar long-range correlations. In addition, the inter-event time frequency distribution is well reproduced by the model for realistic parameter values. In particular, we find the inter-event time distribution properties to be correlated with the expertise of the chess players through the memory kernel extension. Our work provides new information about the strategies implemented by players with different levels of expertise, showing an interesting example of how popularities and long-range correlations build together during a collective learning process
Robust model predictive control for discrete-time fractional-order systems
No full textIn this paper we propose a tube-based robust model predictive control scheme for fractional-order discrete-time systems of the Grunwald-Letnikov type with state and input constraints. We first approximate the infinite-dimensional
fractional-order system by a finite-dimensional linear system
and we show that the actual dynamics can be approximated
arbitrarily tight. We use the approximate dynamics to design
a tube-based model predictive controller which endows to the
controlled closed-loop system robust stability properties
Myopic Behavior and International Social Security Coordination
No full textIn a standard two-period overlapping generations model, two symmetric countries are involved, each with a PAYG pension system. This paper investigates the effects of myopic saving behavior on the optimal pension policy and the capital accumulation under both non-cooperative and cooperative schemes. Both the cases when pension authority maximizes the welfare function with only the current welfare of the living generations (myopic authority) and when it maximizes the lifetime welfare of the living generations are considered (farsighted authority). International cooperation among national pension authorities boosts capital accumulation when the international authorities are myopic. Moreover, the welfare gain from cooperation decreases with the size of the myopic agents in the economy. When the pension authorities are farsighted, international cooperation not necessarily depresses capital accumulation. However, if there are enough myopic agents in the economy, international cooperation also boosts capital accumulation
Online learning as an LQG optimal control problem with random matrices
No full textIn this paper, we combine optimal control theory and machine learning techniques to propose and solve an optimal control formulation of online learning from supervised examples, which are used to learn an unknown vector parameter modeling the relationship between the input examples and their outputs. We show some connections of the problem investigated with the classical LQG optimal control problem, of which the proposed problem is a non-trivial variation, as it involves random matrices. We also compare the optimal solution to the proposed problem with the Kalman-filter estimate of the parameter vector to be learned, demonstrating its larger smoothness and robustness to outliers. Extension of the proposed online-learning framework are mentioned at the end of the paper
Polymeric PEGylated nanoparticles as drug carriers: How preparation and loading procedures influence functional properties
No full textThe application of emerging nanotechnologies in medicine showed in the last years a significant potential in the improvement of therapies. In particular, polymeric nanocarriers are currently tested to evaluate their capability to reduce side effects, to increase the residence time in the body and also to obtain a controlled release over time. In the present work a novel polymeric nanocarrier was developed and optimized to obtain, with the same chemical formulation, three different typologies of nanocarriers: dense nanospheres loaded with an active molecule (1) during nanoparticle formation and (2) after the preparation and (3) hollow nanocapsules to increase the starting drug payload. Synthetic materials considered were PEGylated acrylic copolymers, folic acid was used as model of a hydrophobic drug. The main aim is to develop an optimized nanocarrier for the transport and the enhanced release of poorly water-soluble drugs. © 2014 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2015, 132, 41310
Fluid performability analysis of nested automata models
No full textIn this paper we present a class of nested automata for the modelling of performance, availability, and reliability of software systems with hierarchical structure, which we call systems of systems. Quantitative modelling provides valuable insight into the dynamic behaviour of software systems, allowing non-functional properties such as performance, dependability and availability to be assessed. However, the complexity of many systems challenges the feasibility of this approach as the required mathematical models grow too large to afford computationally efficient solution. In recent years it has been found that in some cases a fluid, or mean field, approximation can provide very good estimates whilst dramatically reducing the computational cost.
The systems of systems which we propose are hierarchically arranged automata in which influence may be exerted between siblings, between parents and children, and even from children to parents, allowing a wide range of complex dynamics to be captured. We show that, under mild conditions, systems of systems can be equipped with fluid approximation models which are several orders of magnitude more efficient to run than explicit state representations, whilst providing excellent estimates of performability measures. This is a significant extension of previous fluid approximation results, with valuable applications for software performance modelling
Expressive non-verbal interaction in a string quartet: an analysis through head movements
No full textThe present study investigates expressive non-verbal interaction in the musical context starting from behavioral features extracted at individual and group levels. Four groups of features are defined, which are related to head movement and direction, and may help gaining insight on the expressivity and cohesion of the performance, discriminating between different performance conditions. Then, the features are evaluated both at a global scale and at a local scale. The findings obtained from the analysis of a string quartet recorded in an ecological setting show that using these features alone or in their combination may help in distinguishing between two types of performance: (a) a concert-like condition, where all musicians aim at performing at best, (b) a perturbed one, where the 1 st violinist devises alternative interpretations of the music score without discussing them with the other musicians. In the global data analysis, the discriminative power of the features is investigated through statistical tests. Then, in the local data analysis, a larger amount of data is used to exploit more sophisticated machine learning techniques to select suitable subsets of the features, which are then used to train an SVM classifier to perform binary classification. Interestingly, the features whose discriminative power is evaluated as large (respectively, small) in the global analysis are also evaluated in a similar way in the local analysis. When used together, the 22 features that have been defined in the paper demonstrate to be efficient for classification, leading to a percentage of about 90 % successfully classified examples among the ones not used in the training phase. Similar results are obtained considering only a subset of 15 features
Static versus dynamic longevity risk hedging
No full textThis paper provides the static, swap-based hedge for an annuity, and
compares it with the dynamic, delta-based hedge, achieved using longevity
bonds. We assume that the longevity intensity is distributed according to
a CIR-type process and provide closed-form derivatives prices and hedges,
also in presence of an analogous CIR process for interest rate risk. Our
calibration to 65-year old UK males shows that – once interest rate risk
is perfectly hedged – the average hedging error of the dynamic hedge
is moderate, and both its variance and the thickness of the tails of its
distribution are decreasing with the rebalancing frequency. The spread
over the basic "swap rate" which makes 99.5% quantile of the distribution
of the dynamic hedging error equal to the cost of the static hedge lies
between 0.01 and 0.04%