State estimation for linear stochastic differential equations with uncertain disturbances via BSDE approach

A backward stochastic differential equation (BSDE) is an Ito stochastic differential equation (SDE) for which a random terminal condition on the state has been specified. The paper deals with estimation problems for partly observed stochastic processes described by linear SDEs with uncertain disturbances. The disturbances and unknown initial states are supposed to be constrained by the inequality including mathematical expectation of the integral quadratic cost. We consider our equations as BSDEs, and construct at given instant the random information set of all possible states which are compatible with the measurements and the constraints. The center of this set represents the best estimation of the process' state. The evolutionary equations for the random information set and for the best estimation are given. Some examples and applications are considered. © 2012 American Institute of Physics

Smart Finite State Devices: A Modeling Framework for Demand Response Technologies

We introduce and analyze Markov Decision Process (MDP) machines to model individual devices which are expected to participate in future demand-response markets on distribution grids. We differentiate devices into the following four types: (a) optional loads that can be shed, e.g. light dimming; (b) deferrable loads that can be delayed, e.g. dishwashers; (c) controllable loads with inertia, e.g. thermostatically-controlled loads, whose task is to maintain an auxiliary characteristic (temperature) within pre-defined margins; and (d) storage devices that can alternate between charging and generating. Our analysis of the devices seeks to find their optimal price-taking control strategy under a given stochastic model of the distribution market.Comment: 8 pages, 8 figures, submitted IEEE CDC 201

How could countries members of Eurasian Economic Union overcome outstanding economic issues and develop strategy to achieve competitive economic advantage

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207Pb and 17O NMR Study of the Electron Density Distribution in Metal Phase of BaPb_{1-x}Bi_xO_3

The 17O and 207Pb NMR spectra were measured in ceramic samples in the metallic phase of BaPb_{1-x}Bi_{x}O_3 oxides (0<x< 0.33). The inhomogeneous magnetic broadening which appears due to a distribution of the Knight shifts was analyzed in detail. It is shown that Bi atoms, which are randomly incorporated in BaPbO_3 parent compound give rise to an increased conduction electron spin density within an area which is delimited by its two first cation shells. According to NMR data the percolative overlap of these areas occurs in superconducting compositions and it is accompanied by a sharp growth of the average Knight shift . The decrease of with temperature revealed for x=0.33 evidences for an opening of the energy gap near E_F near the metal-semiconductor transition (x=0.35).Comment: submitted to Phys. Rev.

Hydrothermal alteration mapping of Siberian gold-ore fields based on satellite spectroscopy data

The mapping of the hydrothermal alterations in Urjahskoe and Fedorov-Kedrov gold-ore fields was conducted by applying channel relationship method (band ratio) based on ASTER spectral-zonal satellite image data. It was determined that the calculated mineral indices in ore-bearing structures are zonal. Outer ore-bearing structures revealed increased ferric mineral index values, while inner - high epidote- chlorite- calcite and muscovite- siderite mineral index values. Detected regularities could be used in identifying potential gold-ore bearing areas within identical fields based on remote sensing survey data

Exploration and local forecast of gold-ore deposits based on typomorphic properties of pyrite

The article describes the data in exploration and local forecast of gold-ore deposits based on typomorphic pyrite properties. The pyrite properties: crystal shape, impurity-elements and thermal EMF change in relation to the deposit formation conditions are consistent with the mineralogical and geochemical zoning of ore bodies and deposits. In this case, it is possible to evaluate the ore zone erosion, prospectivity and productivity of the ore bodies at depth and flanks. Mineralogical sampling on pyrite and gold should be conducted on the basis of other methods during exploration and mining

Cosmostructural model of the Kalgutinskiy rare-metal deposit area (Mountainous Altai)

Cosmostructures of the Kalgutinskiy rare-metal deposit area (Mountainous Altai) have been studied on the materials of multispectral space survey Landsat ETM+ and radar-tracking survey SRTM. The area is localized inside of the large ring structure of a complex construction, characterized by the long multistage (multipulse) development. Immersing of the root (focus) part of the structure from the north - northwest to the east - southeast is established. Position of the ring structure is controlled by the crossing knot of fracture zones of northwest, northeast and northeast - sublatitudinal directions. The Kalgutinskiy granite massif and the deposit itself are located in the internal belt of the structure in the ring 15,2 km in diameter. The perspective of ore-bearing ability of the southeast part of the area is highly evaluated in connection with development of small ring structures of the second typ

Essays in Applied Microeconomics

Two topics are covered in this dissertation. One topic is about individual's contribution decisions in social dilemmas situations (situations, when everyone is better off keeping their endowments for themselves but everybody would be better off if everyone contributes all to the public good which is then distributed across group members) when group members benefit differently from the public good. I use laboratory experiments to investigate the effectiveness of leading-by-example, an institution that transforms standard public goods game into a sequential one, varying treatments along two dimensions: group asymmetries and their endogeneity. First, I analyze how followers' contributions differ between groups with a fixed composition of returns where leaders' returns differ. Second, I investigate whether followers' responses change if they are allowed to choose leaders' returns. My findings suggest that endogeneity may backfire. I find that followers vote for leaders with high returns while lowering their contributions at the same time. Another topic covers workers' decision to stay or leave the firm when part of their contemporary wage is paid at later time but economic conditions are uncertain. These deferred payments, as implicit contracts, are predicted to bind workers to firms as long as workers believe that firms adhere to these implicit contracts. We employ a unique personnel data set from a Russian manufacturing firm to investigate whether wage arrears, delayed payments of wages, induce bonding effects. We find that workers' separation rates decrease dramatically when workers experience wage arrears, providing evidence for the bonding effects of deferred compensation schemes. After workers are repaid nominal wages, but have suffered real wage losses due to unexpectedly high inflation, we observe that workers affected by wage arrears again become much more likely to separate during and after the repayment period of a second episode of wage arrears, providing evidence for the weakening of the bonding efect after the firm's reputation for adequately compensating for deferred payments has been jeopardized

About control of the guaranteed estimation

The control problem by parameters in the course of the guaranteed state estimation of linear non-stationary systems is considered. It is supposed that unknown disturbances in the system and the observation channel are limited by norm in the space of square integrable functions and the initial state of the system is also unknown. The process of guaranteed state estimation includes the solution of a matrix Riccati equation that contains some parameters, which may be chosen at any instant of time by the first player (an observer) and the second player (an opponent of the observer). The purposes of players are diametrically opposite: the observer aims to minimize diameter of information set at the end of observation process, and the second player on the contrary aims to maximize it. This problem is interpreted as a differential game with two players for the Riccati equation. All the choosing parameters are limited to compact sets in appropriate spaces of matrices. The payoff of the game is interpreted through the Euclidean norm of the inverse Riccati matrix at the end of the process. A specific case of the problem with constant matrices is considered. Methods of minimax optimization, the theory of optimum control, and the theory of differential games are used. Examples are also given. © 2018, Institute for Problems in Mechanical Engineering, Russian Academy of Sciences. All rights reserved.Russian Foundation for Basic Research, RFBR: 18-01-00544-aThis paper was supported by the Russian Foundation for Basic Research (RFBR) under Project No. 18-01-00544-a

Approximation Algorithms for Clustering

Aglomerativni hierarchické shlukováni je důležitý shlukovaci algoritmus, který má mnoho praktických využiti, na přiklad pro segmentaci trhu. Jeho největši nevýhodou je jeho velká časová složitost O(n^3). Cilem této práce je popsat a zanalyzovat algoritmy aproximujici aglomerativni hierarchické shlukováni. Tyto algoritmy maji nižši časovou složitost a produkuji srovnatelné výsledky s exaktnimi metodami. Experimenty ukázaly, že aproximačni algoritmus LSH-link je signifikantně rychlejši na velkých datech než exaktni algoritmus MST-linkage algoritmus.Agglomerative hierarchical clustering is an important clustering algorithm which has many real life applications such as customer segmentation. Its biggest drawback is its large time complexity of O(n 3 ). This thesis presents and describes approximation algorithms to the agglomerative hierarchical clustering. Such algorithms have lower time complexity and produce similar results to the agglomerative hierarchical clustering. The experiments showed that for the large data sets the approximation method LSH-link performed significantly faster then the MST-linkage, an agglomerative hierarchical clustering algorithm for the single linkage