Optimal and Myopic Information Acquisition

We consider the problem of optimal dynamic information acquisition from many correlated information sources. Each period, the decision-maker jointly takes an action and allocates a fixed number of observations across the available sources. His payoff depends on the actions taken and on an unknown state. In the canonical setting of jointly normal information sources, we show that the optimal dynamic information acquisition rule proceeds myopically after finitely many periods. If signals are acquired in large blocks each period, then the optimal rule turns out to be myopic from period 1. These results demonstrate the possibility of robust and "simple" optimal information acquisition, and simplify the analysis of dynamic information acquisition in a widely used informational environment

Proteinlike behavior of a spin system near the transition between ferromagnet and spin glass

A simple spin system is studied as an analog for proteins. We investigate how the introduction of randomness and frustration into the system effects the designability and stability of ground state configurations. We observe that the spin system exhibits protein-like behavior in the vicinity of the transition between ferromagnet and spin glass. Our results illuminate some guiding principles in protein evolution.Comment: 12 pages, 4 figure

Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty

We develop a quadratic regularization approach for the solution of high-dimensional multistage stochastic optimization problems characterized by a potentially large number of time periods/stages (e.g. hundreds), a high-dimensional resource state variable, and a Markov information process. The resulting algorithms are shown to converge to an optimal policy after a finite number of iterations under mild technical assumptions. Computational experiments are conducted using the setting of optimizing energy storage over a large transmission grid, which motivates both the spatial and temporal dimensions of our problem. Our numerical results indicate that the proposed methods exhibit significantly faster convergence than their classical counterparts, with greater gains observed for higher-dimensional problems

Assimilation of Voicing in Czech Speakers of English: The Effect of the Degree of Accentedness

Czech and English are languages which differ with respect to the implementation of voicing. Unlike in English, there is a considerable agreement between phonological (systemic) and phonetic (actual) voicing in Czech, and, more importantly, the two languages have different strategies for the assimilation of voicing across the word boundary. The present study investigates the voicing in word-final obstruents in Czech speakers of English with the specific aim of ascertaining whether the degree of the speakers’ foreign accent correlates with the way they treat English obstruents in assimilatory contexts. L2 speakers, divided into three groups of varying accentedness, were examined employing categorization and a voicing profile method for establishing the presence/absence of voicing. The results suggest that speakers with a different degree of Czech accent do differ in their realization of voicing in the way predicted by a negative transfer of assimilatory habits from Czech