Software tools for stochastic programming: A Stochastic Programming Integrated Environment (SPInE)

SP models combine the paradigm of dynamic linear programming with modelling of random parameters, providing optimal decisions which hedge against future uncertainties. Advances in hardware as well as software techniques and solution methods have made SP a viable optimisation tool. We identify a growing need for modelling systems which support the creation and investigation of SP problems. Our SPInE system integrates a number of components which include a flexible modelling tool (based on stochastic extensions of the algebraic modelling languages AMPL and MPL), stochastic solvers, as well as special purpose scenario generators and database tools. We introduce an asset/liability management model and illustrate how SPInE can be used to create and process this model as a multistage SP application

Universal neural field computation

Turing machines and G\"odel numbers are important pillars of the theory of computation. Thus, any computational architecture needs to show how it could relate to Turing machines and how stable implementations of Turing computation are possible. In this chapter, we implement universal Turing computation in a neural field environment. To this end, we employ the canonical symbologram representation of a Turing machine obtained from a G\"odel encoding of its symbolic repertoire and generalized shifts. The resulting nonlinear dynamical automaton (NDA) is a piecewise affine-linear map acting on the unit square that is partitioned into rectangular domains. Instead of looking at point dynamics in phase space, we then consider functional dynamics of probability distributions functions (p.d.f.s) over phase space. This is generally described by a Frobenius-Perron integral transformation that can be regarded as a neural field equation over the unit square as feature space of a dynamic field theory (DFT). Solving the Frobenius-Perron equation yields that uniform p.d.f.s with rectangular support are mapped onto uniform p.d.f.s with rectangular support, again. We call the resulting representation \emph{dynamic field automaton}.Comment: 21 pages; 6 figures. arXiv admin note: text overlap with arXiv:1204.546

Analysis of Dynamic Task Allocation in Multi-Robot Systems

Dynamic task allocation is an essential requirement for multi-robot systems operating in unknown dynamic environments. It allows robots to change their behavior in response to environmental changes or actions of other robots in order to improve overall system performance. Emergent coordination algorithms for task allocation that use only local sensing and no direct communication between robots are attractive because they are robust and scalable. However, a lack of formal analysis tools makes emergent coordination algorithms difficult to design. In this paper we present a mathematical model of a general dynamic task allocation mechanism. Robots using this mechanism have to choose between two types of task, and the goal is to achieve a desired task division in the absence of explicit communication and global knowledge. Robots estimate the state of the environment from repeated local observations and decide which task to choose based on these observations. We model the robots and observations as stochastic processes and study the dynamics of the collective behavior. Specifically, we analyze the effect that the number of observations and the choice of the decision function have on the performance of the system. The mathematical models are validated in a multi-robot multi-foraging scenario. The model's predictions agree very closely with experimental results from sensor-based simulations.Comment: Preprint version of the paper published in International Journal of Robotics, March 2006, Volume 25, pp. 225-24

Analysis of data processing systems

Mathematical simulation models and software monitoring of multiprogramming computer syste