1,355,000 research outputs found

    Duality-based a posteriori error estimates for some approximation schemes for optimal investment problems

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    We consider a Markov chain approximation scheme for utility maximization problems in continuous time, which uses, in turn, a piecewise constant policy approximation, Euler-Maruyama time stepping, and a Gauß-Hermite approximation of the Gaußian increments. The error estimates previously derived in Picarelli and Reisinger (2018) are asymmetric between lower and upper bounds due to the control approximation and improve on known results in the literature in the lower case only. In the present paper, we use duality results to obtain a posteriori upper error bounds which are empirically of the same order as the lower bounds. The theoretical results are confirmed by our numerical tests

    Optimal management of pumped hydroelectric production with state constrained optimal control

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    We present a novel technique to solve the problem of managing optimally a pumped hydroelectric storage system. This technique relies on representing the system as a stochastic optimal control problem with state constraints, these latter corresponding to the finite volume of the reservoirs. Following the recent level-set approach presented in O. Bokanowski, A. Picarelli, H. Zidani, "State-constrained stochastic optimal control problems via reachability approach", SIAM J. Control and Optim. 54 (5) (2016) , we transform the original constrained problem in an auxiliary unconstrained one in augmented state and control spaces, obtained by introducing an exact penalization of the original state constraints. The latter problem is fully treatable by classical dynamic programming arguments

    Ingredients for modelling the mechanical behaviour of intensely fissured clay shales

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    The paper describes some aspects of the mechanical behaviour of intensely fissured clay shales of the Italian Apennine, whose fabric and structure present peculiar features such as fissures and bonds. These significantly affect the soil behaviour integrating the role of index and state properties. Constitutive models concerning these material should consider the influence of such factors

    Da sua casa para a urna: um estudo sobre a recepção do programa “Picarelli com você”

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    O fenômeno dos políticos-apresentadores, detentores de mandatos eletivos que comandam programas de televisão, ganhou força na última década em Campo Grande suscitando reflexões relativas à influência eleitoral por meio da utilização da TV, dada a alta taxa de reeleição destes parlamentares. O presente estudo de recepção tem o objetivo de analisar o que influencia o voto da audiência em favor do políticoapresentador Maurício Picarelli, deputado estadual que obteve a oitava reeleição consecutiva em 2014 e há três décadas comanda um programa na televisão regional. O estudo deste caso articula premissas teóricas de Jesús Martín-Barbero e Guillermo Orozco relativas aos estudos de recepção para compreender o contexto do público que assiste, participa e vota no político-apresentador. Para isso, a pesquisa foi desenvolvida a partir de revisão bibliográfica, entrevistas com o político-apresentador e a produção do programa; e a realização de grupo focal com telespectadores do programa “Picarelli com Você”. Os resultados apontam que os receptores de Picarelli, balizados pelo consenso do grupo de que a função do político é ajudar às pessoas, estabelecem construções de sentidos que se configuram no sentimento de gratidão em razão de benefícios obtidos por meio do programa e que culminam na retribuição em forma de voto para o político-apresentador.ABSTRACT - The phenomenon of political-hosts, holders of elective offices who present television programs, has become more frequent over the past decade in Campo Grande raising reflections about the electoral influence through the use of television, giving the high rate of re-election of these parliamentarians. This reception study aims to analyze what influences the audience voting for the political-host and state representative Maurício Picarelli, who obtained the eighth consecutive re-election in 2014 and for three decades runs a program on regional television. The study of this case articulates theoretical premises of Jesús Martín-Barbero and Guillermo Orozco relating to understand the context of the audience that watches, participates and votes for the political-host. This research was developed from literature review, interviews with the political-host and the television show producers; and the development of a focus group formed by the viewers of the “Picarelli com Você” television program. The results show that the Picarelli receptors, based on the consensus of the group that the politician should help people, establish constructions of meanings configured in the sense of gratitude for the benefits earned through the program and culminating in retribution in the form of voting for the political-host
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