Search results for: stochastic optimal control

Authors: Luiz F. J. Maia

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This paper presents an approach to fuzzy control, with the use of new pertinence functions, applied in the case of an inverted pendulum. Appropriate definitions of pertinence functions to fuzzy sets make possible the implementation of the controller with only one control rule, resulting in a smooth control surface. The fuzzy control system can be implemented with analog devices, affording a true real-time performance.

Keywords: control surface, fuzzy control, Inverted pendulum, pertinence functions

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Authors: Eman M. Eissa, Hany M. Hasanin, Mahmoud Abd-Elhamid, S. M. Muyeen, T. Fernando, H. H. C. Iu

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Among all available wind energy conversion systems (WECS), the direct driven permanent magnet synchronous generator integrated with power electronic interfaces is becoming popular due to its capability of extracting optimal energy capture, reduced mechanical stresses, no need to external excitation current, meaning less losses, and more compact size. Simple structure, low maintenance cost; and its decoupling control performance is much less sensitive to the parameter variations of the generator. This paper attempts to present a review of the control and optimization strategies of WECS based on permanent magnet synchronous generator (PMSG) and overview the most recent research trends in this field. The main aims of this review include; the generalized overall WECS starting from turbines, generators, and control strategies including converters, maximum power point tracking (MPPT), ending with DC-link control. The optimization methods of the controller parameters necessary to guarantee the operation of the system efficiently and safely, especially when connected to the power grid are also presented.

Keywords: control and optimization techniques, permanent magnet synchronous generator, variable speed wind turbines, wind energy conversion system

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Authors: Yaping Zhao

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In the present study, the exact solutions for the steady response of quasi-linear systems under non-white wide-band random excitation are considered by means of the stochastic averaging method. The non linearity of the systems contains the power-law damping and the cross-product term of the power-law damping and displacement. The drift and diffusion coefficients of the Fokker-Planck-Kolmogorov (FPK) equation after averaging are obtained by a succinct approach. After solving the averaged FPK equation, the joint probability density function and the marginal probability density function in steady state are attained. In the process of resolving, the eigenvalue problem of ordinary differential equation is handled by integral equation method. Some new results are acquired and the novel method to deal with the problems in nonlinear random vibration is proposed.

Keywords: random vibration, stochastic averaging method, FPK equation, transition probability density

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Authors: R. M. Chandima Ratnayake, Daniel Dyakov

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Super steel materials play vital role in construction and fabrication of structural, piping and pipeline components. They enable to minimize the life cycle costs in assuring the integrity of onshore and offshore operating systems. In this context, Duplex stainless steel (DSS) material related welding on constructions and fabrications play a significant role in maintaining and assuring integrity at an optimal expenditure over the life cycle of production and process systems as well as associated structures. In DSS welding, the factors such as gap geometry, shielding gas supply rate, welding current, and type of the welding process play a vital role on the final joint performance. Hence, an experimental investigation has been performed using engineering robust design approach (ERDA) to investigate the optimal settings that generate optimal super DSS (i.e. UNS S32750) joint performance. This manuscript illustrates the mathematical approach and experimental design, optimal parameter settings and results of verification experiment.

Keywords: duplex stainless steel welding, engineering robust design, mathematical framework, optimal parameter settings

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Authors: Malinwo Estone Ayikpa

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With the rapid increase of grid-connected PV systems over the last decades, genuine challenges have arisen for engineers and professionals of energy field in the planning and operation of existing distribution networks with the integration of new generation sources. However, the conventional distribution network, in its design was not expected to receive other generation outside the main power supply. The tools generally used to analyze the networks become inefficient and cannot take into account all the constraints related to the operation of grid-connected PV systems. Some of these constraints are voltage control difficulty, reverse power flow, and especially voltage unbalance which could be due to the poor distribution of single-phase PV systems in the network. In order to analyze the impact of the connection of small and large number of PV systems to the distribution networks, this paper presents an efficient optimization tool that minimizes voltage unbalance in three-phase distribution networks with active and reactive power injections from the allocation of single-phase and three-phase PV plants. Reactive power can be generated or absorbed using the available capacity and the adjustable power factor of the inverter. Good reduction of voltage unbalance can be achieved by reactive power control of the PV systems. The presented tool is based on the three-phase current injection method and the PV systems are modeled via an equivalent circuit. The primal-dual interior point method is used to obtain the optimal operating points for the systems.

Keywords: Photovoltaic system, Primal-dual interior point method, Three-phase optimal power flow, Voltage unbalance

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Authors: Maher Agi, Hardik Soni

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This paper presents a deterministic model for optimized control of the inventory of a perishable product subject to both physical deterioration and degradation of its freshness condition. The demand for the product depends on its current inventory level and freshness condition. Our model allows for any positive amount of end of cycle inventory. Some useful conditions that characterize the optimal solution of the model are derived and an algorithm is presented for finding the optimal values of the price, the inventory cycle, the end of cycle inventory level and the order quantity. Numerical examples are then given. Our work shows how the product freshness in conjunction with the inventory deterioration affects the inventory management decisions.

Keywords: inventory management, lot sizing, perishable products, deteriorating inventory, age-dependent demand, stock-dependent demand

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Authors: Rana M. Mostafa, Nouby M. Ghazaly, Ahmed S. Ali

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This article introduces a solution for increasing the wind energy extracted from turbines to overcome the more electric power required. This objective provides a new science discipline; wind turbine control. This field depends on the development in power electronics to provide new control strategies for turbines. Those strategies should deal with all turbine operating modes. Here there are two control strategies developed for variable speed horizontal axis wind turbine for rated and over rated wind speed regions. These strategies will support wind energy validation, decrease manufacturing overhead cost. Here nonlinear adaptive method was used to design speed controllers to a scheme for ‘Aeolos50 kw’ wind turbine connected to permanent magnet generator via a gear box which was built on MATLAB/Simulink. These controllers apply maximum power point tracking concept to guarantee goal achievement. Procedures were carried to test both controllers efficiency. The results had been shown that the developed controllers are acceptable and this can be easily declared from simulation results.

Keywords: adaptive method, pitch controller, wind energy, nonlinear control

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Authors: Zahid Ullah, Atlas Khan

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This abstract focuses on the advancements in mathematical modeling and optimization techniques that play a crucial role in enhancing the efficiency, reliability, and performance of these systems. In this era of rapidly evolving technology, mathematical modeling and optimization offer powerful tools to tackle the complex challenges faced by control, signal processing, and energy systems. This abstract presents the latest research and developments in mathematical methodologies, encompassing areas such as control theory, system identification, signal processing algorithms, and energy optimization. The abstract highlights the interdisciplinary nature of mathematical modeling and optimization, showcasing their applications in a wide range of domains, including power systems, communication networks, industrial automation, and renewable energy. It explores key mathematical techniques, such as linear and nonlinear programming, convex optimization, stochastic modeling, and numerical algorithms, that enable the design, analysis, and optimization of complex control and signal processing systems. Furthermore, the abstract emphasizes the importance of addressing real-world challenges in control, signal processing, and energy systems through innovative mathematical approaches. It discusses the integration of mathematical models with data-driven approaches, machine learning, and artificial intelligence to enhance system performance, adaptability, and decision-making capabilities. The abstract also underscores the significance of bridging the gap between theoretical advancements and practical applications. It recognizes the need for practical implementation of mathematical models and optimization algorithms in real-world systems, considering factors such as scalability, computational efficiency, and robustness. In summary, this abstract showcases the advancements in mathematical modeling and optimization techniques for control, signal processing, and energy systems. It highlights the interdisciplinary nature of these techniques, their applications across various domains, and their potential to address real-world challenges. The abstract emphasizes the importance of practical implementation and integration with emerging technologies to drive innovation and improve the performance of control, signal processing, and energy.

Keywords: mathematical modeling, optimization, control systems, signal processing, energy systems, interdisciplinary applications, system identification, numerical algorithms

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Authors: Amit Ghosh, Chanchal Kundu

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Recently, the notion of past cumulative inaccuracy (CPI) measure has been proposed in the literature as a generalization of cumulative past entropy (CPE) in univariate as well as bivariate setup. In this paper, we introduce the notion of CPI of order α (alpha) and study the proposed measure for conditionally specified models of two components failed at different time instants called generalized conditional CPI (GCCPI). We provide some bounds using usual stochastic order and investigate several properties of GCCPI. The effect of monotone transformation on this proposed measure has also been examined. Furthermore, we characterize some bivariate distributions under the assumption of conditional proportional reversed hazard rate model. Moreover, the role of GCCPI in reliability modeling has also been investigated for a real-life problem.

Keywords: cumulative past inaccuracy, marginal and conditional past lifetimes, conditional proportional reversed hazard rate model, usual stochastic order

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Authors: Jyotsna Rosario, K. R. Shanmugam

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Since elementary education is a merit good, considerable public resources are allocated to universalise it. However, elementary education outcomes vary across the Indian States. Evidences indicate that while some states are lagging in elementary education outcome primarily due to lack of resources and poor schooling infrastructure, others are lagging despite resource abundance and well-developed schooling infrastructure. Addressing the issue of efficiency, the study employs Stochastic Frontier Analysis for panel data of 27 Indian states from 2012-13 to 2017-18 to estimate the technical efficiency of State governments in generating enrolment. The mean efficiency of states was estimated to be 58%. Punjab, Meghalaya, and West Bengal were found to be the most efficient states. Whereas Jammu and Kashmir, Nagaland, Madhya Pradesh, and Odisha are one of the most inefficient states. This study emphasizes the efficient utilisation of public resources and helps in the identification of best practices.

Keywords: technical efficiency, public expenditure, elementary education outcome, stochastic frontier analysis

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Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

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One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.

Keywords: wind power, uncertainty, stochastic process, Monte Carlo simulation

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Authors: Khaing Yadana Swe, Lillie Dewan

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At present, the cascade PID control is widely used to control the super-heating temperature (main steam temperature). As the main steam temperature has the characteristics of large inertia, large time-delay, and time varying, etc., conventional PID control strategy can not achieve good control performance. In order to overcome the bad performance and deficiencies of main steam temperature control system, Model Free Adaptive Control (MFAC) P cascade control system is proposed in this paper. By substituting MFAC in PID of the main control loop of the main steam temperature control, it can overcome time delays, non-linearity, disturbance and time variation.

Keywords: model-free adaptive control, cascade control, adaptive control, PID

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Authors: Jihad S. Daba, J. P. Dubois

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Understanding the statistics of non-isotropic scattering multipath channels that fade randomly with respect to time, frequency, and space in a mobile environment is very crucial for the accurate detection of received signals in wireless and cellular communication systems. In this paper, we derive stochastic models for the probability density function (PDF) of the shift in the carrier frequency caused by the Doppler Effect on the received illuminating signal in the presence of a dominant line of sight. Our derivation is based on a generalized Clarke’s and a two-wave partially developed scattering models, where the statistical distribution of the frequency shift is shown to be consistent with the power spectral density of the Doppler shifted signal.

Keywords: Doppler shift, filtered Poisson process, generalized Clark’s model, non-isotropic scattering, partially developed scattering, Rician distribution

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Authors: A. Abbasi Moshaii, M. Soltan Rezaee, M. Mohammadi Moghaddam

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Control of some mechanisms is hard because of their complex dynamic equations. If part of the complexity is resulting from uncertainties, an efficient way for solving that is robust control. By this way, the control procedure could be simple and fast and finally, a simple controller can be designed. One kind of these mechanisms is 3-RRR which is a parallel mechanism and has three revolute joints. This paper aims to robust control a 3-RRR planner mechanism and it presents that this could be used for other mechanisms. So, a significant problem in mechanisms control could be solved. The relevant diagrams are drawn and they show the correctness of control process.

Keywords: 3-RRR, dynamic equations, mechanisms control, structural uncertainty

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Authors: Alia Abdul Ghaffar, Tom Richardson

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A model reference adaptive control and a fixed gain LQR control were implemented in the height controller of a quadrotor that has parametric uncertainties due to the act of picking up an object of unknown dimension and mass. It is shown that an adaptive control, unlike a fixed gain control, is capable of ensuring a stable tracking performance under such condition, although adaptive control suffers from several limitations. The combination of both adaptive and fixed gain control in the controller architecture results in an enhanced tracking performance in the presence of parametric uncertainties.

Keywords: UAV, quadrotor, robotic arm augmentation, model reference adaptive control, LQR control

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Authors: Egor E. Nuzhin, Nikolay V. Brilliantov

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We propose an approach for addressing Reinforcement Learning (RL) problems. It combines the ideas of umbrella sampling, borrowed from Monte Carlo technique of computational physics and chemistry, with optimal control methods, and is realized on the base of neural networks. This results in a powerful algorithm, designed to solve hard RL problems – the problems, with long-time delayed reward, state-traps sticking and a lack of terminal states. It outperforms the prominent algorithms, such as PPO, RND, iLQR and VI, which are among the most efficient for the hard problems. The new algorithm deals with a continuous ensemble of agents and expected return, that includes the ensemble entropy. This results in a quick and efficient search of the optimal policy in terms of ”exploration-exploitation trade-off” in the state-action space.

Keywords: umbrella sampling, reinforcement learning, policy gradient, dynamic programming

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Authors: Jožef Ritonja

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The biochemical industry is one of the most important modern industries. Biochemical reactors are crucial devices of the biochemical industry. The essential bioprocess carried out in bioreactors is the fermentation process. A thorough insight into the fermentation process and the knowledge how to control it are essential for effective use of bioreactors to produce high quality and quantitatively enough products. The development of the control system starts with the determination of a mathematical model that describes the steady state and dynamic properties of the controlled plant satisfactorily, and is suitable for the development of the control system. The paper analyses the fermentation process in bioreactors thoroughly, using existing mathematical models. Most existing mathematical models do not allow the design of a control system for controlling the fermentation process in batch bioreactors. Due to this, a mathematical model was developed and presented that allows the development of a control system for batch bioreactors. Based on the developed mathematical model, a control system was designed to ensure optimal response of the biochemical quantities in the fermentation process. Due to the time-varying and non-linear nature of the controlled plant, the conventional control system with a proportional-integral-differential controller with constant parameters does not provide the desired transient response. The improved adaptive control system was proposed to improve the dynamics of the fermentation. The use of the adaptive control is suggested because the parameters’ variations of the fermentation process are very slow. The developed control system was tested to produce dairy products in the laboratory bioreactor. A carbon dioxide concentration was chosen as the controlled variable. The carbon dioxide concentration correlates well with the other, for the quality of the fermentation process in significant quantities. The level of the carbon dioxide concentration gives important information about the fermentation process. The obtained results showed that the designed control system provides minimum error between reference and actual values of carbon dioxide concentration during a transient response and in a steady state. The recommended control system makes reference signal tracking much more efficient than the currently used conventional control systems which are based on linear control theory. The proposed control system represents a very effective solution for the improvement of the milk fermentation process.

Keywords: biochemical reactor, fermentation process, modelling, adaptive control

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Authors: Franklin Nantui Mabe, Samuel A. Donkoh, Seidu Al-Hassan

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Rice yields among agro-ecological zones are heterogeneous. Farmers, researchers and policy makers are making frantic efforts to bridge rice yield gaps between agro-ecological zones through the promotion of improved agricultural technologies (IATs). Farmers are also modifying these IATs and blending them with indigenous farming practices (IFPs) to form farmer innovation systems (FISs). Also, different metafrontier models have been used in estimating productivity performances and their drivers. This study used the two-step stochastic metafrontier model to estimate the productivity performances of rice farmers and their determining factors in GSZ, FSTZ and CSZ. The study used both primary and secondary data. Farmers in CSZ are the most technically efficient. Technical inefficiencies of farmers are negatively influenced by age, sex, household size, education years, extension visits, contract farming, access to improved seeds, access to irrigation, high rainfall amount, less lodging of rice, and well-coordinated and synergized adoption of technologies. Albeit farmers in CSZ are doing well in terms of rice yield, they still have the highest potential of increasing rice yield since they had the lowest TGR. It is recommended that government through the ministry of food and agriculture, development partners and individual private companies promote the adoption of IATs as well as educate farmers on how to coordinate and synergize the adoption of the whole package. Contract farming concept and agricultural extension intensification should be vigorously pursued to the latter.

Keywords: efficiency, farmer innovation systems, improved agricultural technologies, two-step stochastic metafrontier approach

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Authors: K. Kalaiarasan, B. Pandeeswari, A. Arockia John Francis

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Wireless, Multi-hop networks consist of one or more intermediate nodes along the path that receive and forward packets via wireless links. The backpressure algorithm provides throughput optimal routing and scheduling decisions for multi-hop networks with dynamic traffic. Xpress, a cross-layer backpressure architecture was designed to reach the capacity of wireless multi-hop networks and it provides well coordination between layers of network by turning a mesh network into a wireless switch. Transmission over the network is scheduled using a throughput-optimal backpressure algorithm. But this architecture operates much below their capacity due to out-of-order packet delivery and variable packet size. In this paper, we present Xpress-T, a throughput optimal backpressure architecture with TCP support designed to reach maximum throughput of wireless multi-hop networks. Xpress-T operates at the IP layer, and therefore any transport protocol, including TCP, can run on top of Xpress-T. The proposed design not only avoids bottlenecks but also handles out-of-order packet delivery and variable packet size, optimally load-balances traffic across them when needed, improving fairness among competing flows. Our simulation results shows that Xpress-T gives 65% more throughput than Xpress.

Keywords: backpressure scheduling and routing, TCP, congestion control, wireless multihop network

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Authors: Sungkyung Kim, Jee-Hyeon Na, Dong-Seung Kwon

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Future mobile networks following 5th generation will be characterized by one thousand times higher gains in capacity; connections for at least one hundred billion devices; user experience capable of extremely low latency and response times. To be close to the capacity requirements and higher reliability, advanced technologies have been studied, such as multiple connectivity, small cell enhancement, heterogeneous networking, and advanced interference and mobility management. This paper is focused on the multiple connectivity in heterogeneous cellular networks. We investigate the performance of coverage and user throughput in several deployment scenarios. Using the stochastic geometry approach, the SINR distributions and the coverage probabilities are derived in case of dual connection. Also, to compare the user throughput enhancement among the deployment scenarios, we calculate the spectral efficiency and discuss our results.

Keywords: heterogeneous networks, multiple connectivity, small cell enhancement, stochastic geometry

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Authors: I. Goual, M. S. Goual, M. K. Gueddouda, Taïbi Saïd, Abou-Bekr Nabil, A. Ferhat

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This paper presents the study of hydro mechanical behavior of this optimal mixture. A first experimental phase was carried out in order to find the optimal mixture. This showed that the material composed of 80% tuff and 20% calcareous sand provides the maximum mechanical strength. The second experimental phase concerns the study of the drying- wetting behavior of the optimal mixture was carried out on slurry samples and compacted samples at the MPO. Experimental results let to deduce the parameters necessary for the prediction of the hydro-mechanical behavior of pavement formulated from tuff and calcareous sand mixtures, related to moisture. This optimal mixture satisfies the regulation rules and hence constitutes a good local eco-material, abundantly available, for the conception of pavements.

Keywords: tuff, sandy calcareous, road engineering, hydro mechanical behaviour, suction

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Authors: Shweda Mohan, J. L. Nandagopal, S. Amritha

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This paper focuses on the dynamic modelling of unicycle robot. Two main concepts used for balancing unicycle robot are: reaction wheel pendulum and inverted pendulum. The pitch axis is modelled as inverted pendulum and roll axis is modelled as reaction wheel pendulum. The unicycle yaw dynamics is not considered which makes the derivation of dynamics relatively simple. For the roll controller, sliding-mode controller has been adopted and optimal methods are used to minimize switching-function chattering. For pitch controller, an LQR controller has been implemented to drive the unicycle robot to follow the desired velocity trajectory. The pitching and rolling balance could be achieved by two DC motors. Unicycle robot is a non-holonomic, non-linear, static unbalance system that has the minimal number of point contact to the ground, therefore, it is a perfect platform for researchers to study motion and balance control. These real-time solutions will be a viable solution for advanced robotic systems and controls.

Keywords: decoupled dynamics, linear quadratic regulator (LQR) control, Lyapunov function sliding mode control, unicycle robot, velocity and trajectory control

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Authors: Jerome Joshi

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The paper presents the modelling of financial markets using the Stochastic Pi Calculus model. The Stochastic Pi Calculus model is mainly used for biological applications; however, the feature of this model promotes its use in financial markets, more prominently in high frequency trading. The trading system can be broadly classified into exchange, market makers or intermediary traders and fundamental traders. The exchange is where the action of the trade is executed, and the two types of traders act as market participants in the exchange. High frequency trading, with its complex networks and numerous market participants (intermediary and fundamental traders) poses a difficulty while modelling. It involves the participants to seek the advantage of complex trading algorithms and high execution speeds to carry out large volumes of trades. To earn profits from each trade, the trader must be at the top of the order book quite frequently by executing or processing multiple trades simultaneously. This would require highly automated systems as well as the right sentiment to outperform other traders. However, always being at the top of the book is also not best for the trader, since it was the reason for the outbreak of the ‘Hot – Potato Effect,’ which in turn demands for a better and more efficient model. The characteristics of the model should be such that it should be flexible and have diverse applications. Therefore, a model which has its application in a similar field characterized by such difficulty should be chosen. It should also be flexible in its simulation so that it can be further extended and adapted for future research as well as be equipped with certain tools so that it can be perfectly used in the field of finance. In this case, the Stochastic Pi Calculus model seems to be an ideal fit for financial applications, owing to its expertise in the field of biology. It is an extension of the original Pi Calculus model and acts as a solution and an alternative to the previously flawed algorithm, provided the application of this model is further extended. This model would focus on solving the problem which led to the ‘Flash Crash’ which is the ‘Hot –Potato Effect.’ The model consists of small sub-systems, which can be integrated to form a large system. It is designed in way such that the behavior of ‘noise traders’ is considered as a random process or noise in the system. While modelling, to get a better understanding of the problem, a broader picture is taken into consideration with the trader, the system, and the market participants. The paper goes on to explain trading in exchanges, types of traders, high frequency trading, ‘Flash Crash,’ ‘Hot-Potato Effect,’ evaluation of orders and time delay in further detail. For the future, there is a need to focus on the calibration of the module so that they would interact perfectly with other modules. This model, with its application extended, would provide a basis for researchers for further research in the field of finance and computing.

Keywords: concurrent computing, high frequency trading, financial markets, stochastic pi calculus

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Authors: B. Neethu, Diptesh Das

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The present study investigates the performance of a semi-active controller using magneto-rheological dampers (MR) for seismic response reduction of a multi-span bridge. The application of structural control to the structures during earthquake excitation involves numerous challenges such as proper formulation and selection of the control strategy, mathematical modeling of the system, uncertainty in system parameters and noisy measurements. These problems, however, need to be tackled in order to design and develop controllers which will efficiently perform in such complex systems. A control algorithm, which can accommodate un-certainty and imprecision compared to all the other algorithms mentioned so far, due to its inherent robustness and ability to cope with the parameter uncertainties and imprecisions, is the sliding mode algorithm. A sliding mode control algorithm is adopted in the present study due to its inherent stability and distinguished robustness to system parameter variation and external disturbances. In general a semi-active control scheme using an MR damper requires two nested controllers: (i) an overall system controller, which derives the control force required to be applied to the structure and (ii) an MR damper voltage controller which determines the voltage required to be supplied to the damper in order to generate the desired control force. In the present study a sliding mode algorithm is used to determine the desired optimal force. The function of the voltage controller is to command the damper to produce the desired force. The clipped optimal algorithm is used to find the command voltage supplied to the MR damper which is regulated by a semi active control law based on sliding mode algorithm. The main objective of the study is to propose a robust semi active control which can effectively control the responses of the bridge under real earthquake ground motions. Lumped mass model of the bridge is developed and time history analysis is carried out by solving the governing equations of motion in the state space form. The effectiveness of MR dampers is studied by analytical simulations by subjecting the bridge to real earthquake records. In this regard, it may also be noted that the performance of controllers depends, to a great extent, on the characteristics of the input ground motions. Therefore, in order to study the robustness of the controller in the present study, the performance of the controllers have been investigated for fourteen different earthquake ground motion records. The earthquakes are chosen in such a way that all possible characteristic variations can be accommodated. Out of these fourteen earthquakes, seven are near-field and seven are far-field. Also, these earthquakes are divided into different frequency contents, viz, low-frequency, medium-frequency, and high-frequency earthquakes. The responses of the controlled bridge are compared with the responses of the corresponding uncontrolled bridge (i.e., the bridge without any control devices). The results of the numerical study show that the sliding mode based semi-active control strategy can substantially reduce the seismic responses of the bridge showing a stable and robust performance for all the earthquakes.

Keywords: bridge, semi active control, sliding mode control, MR damper

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Authors: Benjamin Leiby, Darryl Ahner

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This study demonstrates an alternative stochastic imputation approach for large datasets when preferred commercial packages struggle to iterate due to numerical problems. A large country conflict dataset motivates the search to impute missing values well over a common threshold of 20% missingness. The methodology capitalizes on correlation while using model residuals to provide the uncertainty in estimating unknown values. Examination of the methodology provides insight toward choosing linear or nonlinear modeling terms. Static tolerances common in most packages are replaced with tailorable tolerances that exploit residuals to fit each data element. The methodology evaluation includes observing computation time, model fit, and the comparison of known values to replaced values created through imputation. Overall, the country conflict dataset illustrates promise with modeling first-order interactions while presenting a need for further refinement that mimics predictive mean matching.

Keywords: correlation, country conflict, imputation, stochastic regression

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Authors: Seyed Mehran Kazemi, Bahare Fatemi

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Sudoku is a logic-based combinatorial puzzle game which is popular among people of different ages. Due to this popularity, computer softwares are being developed to generate and solve Sudoku puzzles with different levels of difficulty. Several methods and algorithms have been proposed and used in different softwares to efficiently solve Sudoku puzzles. Various search methods such as stochastic local search have been applied to this problem. Genetic Algorithm (GA) is one of the algorithms which have been applied to this problem in different forms and in several works in the literature. In these works, chromosomes with little or no information were considered and obtained results were not promising. In this paper, we propose a new way of applying GA to this problem which uses more-informed chromosomes than other works in the literature. We optimize the parameters of our GA using puzzles with different levels of difficulty. Then we use the optimized values of the parameters to solve various puzzles and compare our results to another GA-based method for solving Sudoku puzzles.

Keywords: genetic algorithm, optimization, solving Sudoku puzzles, stochastic local search

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Authors: (Ted) Edward Holmberg, Mahdi Abdelguerfi, Elias Ioup

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This research details a coverage measure for evaluating the effectiveness of observer node placements in a spatial bipartite network. This coverage measure can be used to optimize the configuration of stationary or mobile spatially oriented observer nodes, or a hybrid of the two, over time in order to fully utilize their capabilities. To demonstrate the practical application of this approach, we construct a SpatioTemporal Bipartite Network (STBN) using real-time crime center (RTCC) camera nodes and NOPD calls for service (CFS) event nodes from New Orleans, La (NOLA). We use the coverage measure to identify optimal placements for moving mobile RTCC camera vans to improve coverage of vulnerable areas based on temporal patterns.

Keywords: coverage measure, mobile node dynamics, Monte Carlo simulation, observer nodes, observable nodes, spatiotemporal bipartite knowledge graph, temporal spatial analysis

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Authors: Olga Biedova, Victoria Steblovskaya, Kai Wallbaum

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In the current capital market environment, investors constantly face the challenge of finding a successful and stable investment mechanism. Highly volatile equity markets and extremely low bond returns bring about the demand for sophisticated yet reliable risk management strategies. Investors are looking for risk management solutions to efficiently protect their investments. This study compares a classic Constant Proportion Portfolio Insurance (CPPI) strategy to a Volatility Target portfolio insurance (VTPI). VTPI is an extension of the well-known Option Based Portfolio Insurance (OBPI) to the case where an embedded option is linked not to a pure risky asset such as e.g., S&P 500, but to a Volatility Target (VolTarget) portfolio. VolTarget strategy is a recently emerged rule-based dynamic asset allocation mechanism where the portfolio’s volatility is kept under control. As a result, a typical VTPI strategy allows higher participation rates in the market due to reduced embedded option prices. In addition, controlled volatility levels eliminate the volatility spread in option pricing, one of the frequently cited reasons for OBPI strategy fall behind CPPI. The strategies are compared within the framework of the stochastic dominance theory based on numerical simulations, rather than on the restrictive assumption of the Black-Scholes type dynamics of the underlying asset. An extended comparative quantitative analysis of performances of the above investment strategies in various market scenarios and within a range of input parameter values is presented.

Keywords: CPPI, portfolio insurance, stochastic dominance, volatility target

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Authors: Nikolaos Simantiris, Markos Avlonitis

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This work builds a simulation platform, modeling the spatial diffusion of the invasive species Callinectes sapidus (blue crab) as a random walk, incorporating also generation, fatality, and fishing rates modeling the time evolution of its population. Antinioti lagoon in West Greece was used as a testbed for applying the simulation model. Field measurements from June 2020 to June 2021 on the lagoon’s setting, bathymetry, and blue crab juveniles provided the initial population simulation of blue crabs, as well as biological parameters from the current literature were used to calibrate simulation parameters. The scope of this study is to render the authors able to predict the evolution of the blue crab population in confined environments of the Ionian Islands region in West Greece. The first result of the simulation experiments shows the possibility for a robust prediction for blue crab population evolution in the Antinioti lagoon.

Keywords: antinioti lagoon, blue crab, stochastic simulation, random walk

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Authors: Esha Saha, Pradip Kumar Ray

Abstract:

A hospital inventory comprises of a large number and great variety of items for the proper treatment and care of patients, such as pharmaceuticals, medical equipment, surgical items, etc. Improper management of these items, i.e. stockouts, may lead to delay in treatment or other fatal consequences, even death of the patient. So, generally the hospitals tend to overstock items to avoid the risk of stockout which leads to unnecessary investment of money, difficulty in storing, more expiration and wastage, etc. Thus, in such challenging environment, it is necessary for hospitals to follow an inventory policy considering the stochasticity of demand in a hospital. Statistical analysis captures the correlation of patient condition based on bed occupancy with the patient demand which changes stochastically. Due to the dependency on bed occupancy, the markov model is developed that helps to map the changes in demand of hospital inventory based on the changes in the patient condition represented by the movements of bed occupancy states (acute care state, rehabilitative state and long-care state) during the length-of-stay of patient in a hospital. An inventory policy is developed for a hospital based on the fulfillment of patient demand with the objective of minimizing the frequency and quantity of placement of orders of inventoried items. The analytical structure of the model based on probability calculation is provided to show the optimal inventory-related decisions. A case-study is illustrated in this paper for the development of hospital inventory model based on patient demand for multiple inpatient pharmaceutical items. A sensitivity analysis is conducted to investigate the impact of inventory-related parameters on the developed optimal inventory policy. Therefore, the developed model and solution approach may help the hospital managers and pharmacists in managing the hospital inventory in case of stochastic demand of inpatient pharmaceutical items.

Keywords: bed occupancy, hospital inventory, markov model, patient condition, pharmaceutical items

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