60 research outputs found

    Backward SDEs and infinite horizon stochastic optimal control

    No full text
    We study an optimal control problem on innite horizon for a controlled stochastic dif- ferential equation driven by Brownian motion, with a discounted reward functional. The equation may have memory or delay eects in the coecients, both with respect to state and control, and the noise can be degenerate. We prove that the value, i.e. the supremum of the reward functional over all admissible controls, can be represented by the solution of an associated backward stochastic dierential equation (BSDE) driven by the Brownian motion and an auxiliary independent Poisson process and having a sign constraint on jumps. In the Markovian case when the coecients depend only on the present values of the state and the control, we prove that the BSDE can be used to construct the solution, in the sense of viscosity theory, to the corresponding Hamilton-Jacobi-Bellman partial dierential equation of elliptic type on the whole space, so that it provides us with a Feynman-Kac representation in this fully nonlinear context. The method of proof consists in showing that the value of the original problem is the same as the value of an auxiliary optimal control problem (called randomized), where the control process is replaced by a xed pure jump process and maximization is taken over a class of absolutely continuous changes of measures which aect the stochastic intensity of the jump process but leave the law of the driving Brownian motion unchanged

    Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem

    No full text
    We study a stochastic optimal control problem for a partially observed diffusion. By using the control randomization method in Bandini et al. (2018), we prove a corresponding randomized dynamic programming principle (DPP) for the value function, which is obtained from a flow property of an associated filter process. This DPP is the key step towards our main result: a characterization of the value function of the partial observation control problem as the unique viscosity solution to the corresponding dynamic programming Hamilton–Jacobi–Bellman (HJB) equation. The latter is formulated as a new, fully non linear partial differential equation on the Wasserstein space of probability measures. An important feature of our approach is that it does not require any non-degeneracy condition on the diffusion coefficient, and no condition is imposed to guarantee existence of a density for the filter process solution to the controlled Zakai equation. Finally, we give an explicit solution to our HJB equation in the case of a partially observed non Gaussian linear–quadratic model

    River Survey Evolution by means of Autonomous Surface Vehicles

    No full text
    Liguria (Italy) is one of the European regions where extreme events related to anthropogenic changes have had the greatest number of negative effects. In this area the use of suitable robots can improve monitoring the impact of anthropogenic pressure in wetland ecosystems. A recent bathymetry survey took place with an ASV named SWAMP that was specifically designed for the extremely shallow waters peculiar of rivers and inland waters. SWAMP was equipped with a single beam sonar protected inside the hull and performed a bathimetry in the area where Roja river flows not far from the Italy-France border. During the survey SWAMP proved to be easily transportable in a harsh environment and to be capable of working in extremely shallow water without any risk for sensors and propulsion and to be highly manoeuvrable in narrow space

    Seronegative spondyloarthritis and Darier’s disease: more than a casual association?

    No full text
    A 46-year old man, affected by Darier’s disease (DD), was seen because of right hand pain, later extended to shoulders and ankles. Physical examination showed swelling and tenderness of the wrist, metacarpophalangeal and metatarsophalangeal joints, of the right Achilles tendon’s enthesis and of the left knee, with psoriatic-like lesions of the scalp. A diagnosis of seronegative spondyloarthritis, supported by HLA-B27 positivity and by the magnetic resonance imaging fi nding of hand synovitis and unilateral sacro-iliitis, was made. The correlation between DD, spondyloarthritis and psoriasis has been already anecdotally reported. Further observations may clarify if this association is more than casual

    Il processo di giunzione ibrido RSW-incollaggio: Caratterizzazione della morfologia dei giunti e del loro comportamento a fatica

    No full text
    This article presents the results of a comparison between the microstructural characterization of RSW welds in micro-alloyed steel for automotive application and hybrid RSW-bonded joints. The objective is to verify, by microstructural analysis and destructive testing, the effect of the adhesive on the mechanical properties and fatigue behaviour of the joint. The results obtained were compared with the FEM simulations, aimed at analyzing the influence of external stresses on RSW and RSW-bonded joints behaviour

    Backward SDEs for optimal control of partially observed path-dependent stochastic systems : A control randomization approach

    No full text
    We introduce a suitable backward stochastic differential equation (BSDE) to represent the value of an optimal control problem with partial observation for a controlled stochastic equation driven by Brownian motion. Our model is general enough to include cases with latent factors in Mathematical finance. By a standard reformulation based on the reference probability method, it also includes the classical model where the observation process is affected by a Brownian motion (even in presence of a correlated noise), a case where a BSDE representation of the value was not available so far. This approach based on BSDEs allows for greater generality beyond the Markovian case, in particular our model may include path-dependence in the coefficients (both with respect to the state and the control), and does not require any nondegeneracy condition on the controlled equation. We use a randomization method, previously adopted only for cases of full observation, and consisting in a first step, in replacing the control by an exogenous process independent of the driving noise and in formulating an auxiliary (“randomized”) control problem where optimization is performed over changes of equivalent probability measures affecting the characteristics of the exogenous process. Our first main result is to prove the equivalence between the original partially observed control problem and the randomized problem. In a second step, we prove that the latter can be associated by duality to a BSDE, which then characterizes the value of the original problem as well

    Metodi avanzati per la verifica a fatica di giunti saldati di testa

    No full text
    Lo scopo principale del presente lavoro è la valutazione della resistenza a fatica di un giunto saldato di testa, tipico della carpenteria pesante ed in particolare delle applicazioni navali, al variare di diversi parametri geometrici caratterizzanti la giunzione stessa. Allo scopo, sono stati utilizzati tre differenti metodi di predizione della vita a fatica, ovvero l'Effective Notch Stress Approach, che è ormai di uso comune ed è supportato da ampia bibliografia, il metodo della Strain Energy Density (SED) ed il Peak Stress Method (PSM), due approcci, quest'ultimi, di recente introduzione nella letteratura scientifica ed ancora in fase di sperimentazione in ambito industriale. Si sono inoltre condotte tutte le analisi mediante l'impiego di due distinti codici di calcolo agli elementi finiti: ANSYS® ed ADINA®. Il servirsi di diversi software FEM ha permesso di verificare la bontà dei risultati ottenuti, di far emergere alcune peculiarità fondamentali relative ai metodi di estrapolazione dei valori dai punti di integrazione degli elementi finiti e di estendere l'approccio del PSM ad un altro software oltre a quello proposto dall'autore del metodo (ANSYS®).The main aim of this work is the fatigue strength assessment of a butt joint with weld reinforcement, typically used in steel works and especially in shipbuilding applications when varying different geometric parameters of the welded joint; to this purpose, three different approaches for fatigue strength estimates were applied, i.e. the Effective Notch Stress Approach, which is now commonly used and it is supported by a comprehensive bibliography, the Strain Energy Density approach (SED) and the Peak Stress Method (PSM), the latter ones newly introduced in scientific literature and still being tested within industrial practice. Furthermore, all analyses were carried out using two different finite element codes: ANSYS® and ADINA®. The application of different FEM software allowed verifying the quality of obtained results, disclosing certain essential aspects related to the extrapolation of values from integration points of finite elements and extending the Peak Stress Method to an additional software with respect to that proposed by the author of the method, i.e. ANSYS®

    Lower Limb Force, Velocity, Power Capabilities during Leg Press and Squat Movements

    No full text
    The aim was to compare lower-limb power, force, and velocity capabilities between squat and leg press movements. Ten healthy sportsmen performed ballistic lower-limb push-offs against 5-to-12 different loads during both the squat and leg press. Individual linear force-velocity and polynomial power-velocity relationships were determined for both movements from push-off mean force and velocity measured continuously with a pressure sensor and linear encoder. Maximal power output, theoretical maximal force and velocity, force-velocity profile and optimal velocity were computed. During the squat, maximal power output (17.7±3.59 vs. 10.9±1.39 W·kg-1), theoretical maximal velocity (1.66±0.29 vs. 0.88±0.18 m·s-1), optimal velocity (0.839±0.144 vs. 0.465±0.107 m·s-1), and force-velocity profile (-27.2±8.5 vs. -64.3±29.5 N·s·m-1·kg-1) values were significantly higher than during the leg press (p=0.000, effect size=1.72-3.23), whereas theoretical maximal force values (43.1±8.6 vs. 51.9±14.0 N·kg-1, p=0.034, effect size=0.75) were significantly lower. The mechanical capabilities of the lower-limb extensors were different in the squat compared with the leg press with higher maximal power due to much higher velocity capabilities (e.g. ability to produce force at high velocities) even if moderately lower maximal force qualities

    Sala dei Giganti - Affreschi

    No full text
    Le immagini sono state concesse dalla prof.ssa Elisabetta Saccomani del dip. di Storia delle arti visive e della musica, in occasione della presentazione del progetto "Adottiamo un Gigante" , per il restauro degli affreschi della Sala dei Giganti. Sono raffigurati: Aulo Cornelio Cosso, Marco Claudio Marcello.Digitale a color
    corecore