Optimal Risk Sensitive Control of Semi-Markov Decision Processes

In this thesis, we study risk-sensitive cost minimization in semi-Markov decision processes. The main thrust of the thesis concerns the minimization of average risk sensitive costs over the infinite horizon. Existing theory is expanded intwo directions: the semi-Markov case is considered, and non-irreduciblechains are considered. In particular, the analysis of the non-irreduciblecase is a significant addition to the literature, since many real-worldsystems do not exhibit irreducibility under all stationary Markov policies. Extension of existing results to the semi-Markovcase is significant because it requires the definition of a newdynamic programming equation and a technically challenging adaptation of the Perron-Frobeniuseigenvalue from the discrete time case.In order to determine an optimal policy, new concepts in the classificationof Markov chains need to be introduced. This is because in thenon-irreducible case, the average risk sensitive cost objective function permits extremely unlikely events to exert a controlling influence on costs. We define equivalence classes of statescalled `strongly communicating classes' and formulate in terms of thema new characterization of the underlying structureof Markov Decision Problems and Markov chains.In the risk sensitive case, the expected cost incurred prior to a stopping time with finite expected valuecan be infinite. For this reason, we introduce an assumption: reachability with finite cost. This is the fundamental assumptionrequired to achieve the major results of this thesis.We explore existence conditions for an optimal policy, optimality equations,and behavior for large and small risk sensitivity parameter. (Onlynon-negative risk parameters are discussed in this thesis -- i.e. the risk averse and risk neutral cases, not the risk seeking case.) Ramificationsfor the risk neutral objective function are also analyzed.Furthermore, a simple solution technique we call `recursive computation'to find an optimal policy that isapplicable to small state spaces is described through examples.The countable state space case is explored, and results that hold only for a finite state space are also presented. Other, relatedobjective functions such as sample path cost are analyzed and discussed.We also explore finite time horizon semi-Markov problems, and present a general technique for solving them.We define a new objective function, the minimization of which is calledthe `deadline problem'. This is a problem in which the probability of reaching the goal state in a set period of time is maximized. We transform thedeadline problem objective function into an equivalent finite-horizonrisk sensitive objective function

Stability of Wireless Networks for Mode S Radar

Stability issues in a connectionless, one-hop queueing system featuringservers with overlapping service regions (e.g. a Mode Select (Mode S) Radarcommunications network or part of an Aeronautical Telecommunications Network (ATN) network) are considered, and a stabilizing policy is determined in closed-loop form. The cases of queues at the sources (aircraft) and queues at the servers (base stations) are consideredseparately. Stabilizability of the system with exponential service times and Poisson arrival rates is equivalent to the solvability of a linear program and if the system is stabilizable, a stabilizing open loop routingpolicy can be expressed in terms of the coefficients of the solution to thelinear program. We solve the linear program for the case of a single class of packets.The research and scientific content in this material has beenpublished under the same title in the Proceedings of the 32nd Conference onInformation Sciences and Systems; Princeton, NJ; March 1998.</Center

Acute kidney disease and renal recovery : consensus report of the Acute Disease Quality Initiative (ADQI) 16 Workgroup

Consensus definitions have been reached for both acute kidney injury (AKI) and chronic kidney disease (CKD) and these definitions are now routinely used in research and clinical practice. The KDIGO guideline defines AKI as an abrupt decrease in kidney function occurring over 7 days or less, whereas CKD is defined by the persistence of kidney disease for a period of > 90 days. AKI and CKD are increasingly recognized as related entities and in some instances probably represent a continuum of the disease process. For patients in whom pathophysiologic processes are ongoing, the term acute kidney disease (AKD) has been proposed to define the course of disease after AKI; however, definitions of AKD and strategies for the management of patients with AKD are not currently available. In this consensus statement, the Acute Disease Quality Initiative (ADQI) proposes definitions, staging criteria for AKD, and strategies for the management of affected patients. We also make recommendations for areas of future research, which aim to improve understanding of the underlying processes and improve outcomes for patients with AKD

Programmatic Evaluation of a Combined Antigen and Antibody Test for Rapid HIV Diagnosis in a Community and Sexual Health Clinic Screening Programme

Background A substantial proportion of HIV-infected individuals in the UK are unaware of their status and late presentations continue, especially in low prevalence areas. Fourth generation antigen/antibody rapid test kits could facilitate earlier diagnosis of HIV in non-clinical settings but lack data on performance under programmatic conditions. Methods and Findings We evaluated the performance of Determine HIV-1/2 Ag/Ab Combo Test (Determine Combo), a rapid test with indicators for both HIV antibodies and p24 antigen, in participants recruited from community outreach and hospital-based sexual health clinics. HIV infection was confirmed using laboratory enzyme-linked immunosorbent assay (EIA), Line Immuno Assay (LIA) and quantitative polymerase chain reaction (PCR). In total, 953 people underwent HIV testing. HIV antibody (Ab) prevalence was 1.8% (17/953). Four false positive rapid tests were identified: two antibody and two p24 antigen (Ag) reactions. Of participants diagnosed as HIV Ab positive, 2/17 (12%) were recent seroconverters based on clinical history and HIV antibody avidity test results. However, none of these were detected by the p24 antigen component of the rapid test kit. There were no other true positive p24 Ag tests. Conclusion These data lend support to an increasing body of evidence suggesting that 4th generation rapid HIV tests have little additional benefit over 3rd generation HIV kits for routine screening in low prevalence settings and have high rates of false positives. In order to optimally combine community-based case-finding among hard-to-reach groups with reliable and early diagnosis 3rd generation kits should be primarily used with laboratory testing of individuals thought to be at risk of acute HIV infection. A more reliable point of care diagnostic is required for the accurate detection of acute HIV infection under programmatic conditions

Varespladib and cardiovascular events in patients with an acute coronary syndrome: the VISTA-16 randomized clinical trial

IMPORTANCE: Secretory phospholipase A2(sPLA2) generates bioactive phospholipid products implicated in atherosclerosis. The sPLA2inhibitor varespladib has favorable effects on lipid and inflammatory markers; however, its effect on cardiovascular outcomes is unknown. OBJECTIVE: To determine the effects of sPLA2inhibition with varespladib on cardiovascular outcomes. DESIGN, SETTING, AND PARTICIPANTS: A double-blind, randomized, multicenter trial at 362 academic and community hospitals in Europe, Australia, New Zealand, India, and North America of 5145 patients randomized within 96 hours of presentation of an acute coronary syndrome (ACS) to either varespladib (n = 2572) or placebo (n = 2573) with enrollment between June 1, 2010, and March 7, 2012 (study termination on March 9, 2012). INTERVENTIONS: Participants were randomized to receive varespladib (500 mg) or placebo daily for 16 weeks, in addition to atorvastatin and other established therapies. MAIN OUTCOMES AND MEASURES: The primary efficacy measurewas a composite of cardiovascular mortality, nonfatal myocardial infarction (MI), nonfatal stroke, or unstable angina with evidence of ischemia requiring hospitalization at 16 weeks. Six-month survival status was also evaluated. RESULTS: At a prespecified interim analysis, including 212 primary end point events, the independent data and safety monitoring board recommended termination of the trial for futility and possible harm. The primary end point occurred in 136 patients (6.1%) treated with varespladib compared with 109 patients (5.1%) treated with placebo (hazard ratio [HR], 1.25; 95%CI, 0.97-1.61; log-rank P = .08). Varespladib was associated with a greater risk of MI (78 [3.4%] vs 47 [2.2%]; HR, 1.66; 95%CI, 1.16-2.39; log-rank P = .005). The composite secondary end point of cardiovascular mortality, MI, and stroke was observed in 107 patients (4.6%) in the varespladib group and 79 patients (3.8%) in the placebo group (HR, 1.36; 95% CI, 1.02-1.82; P = .04). CONCLUSIONS AND RELEVANCE: In patients with recent ACS, varespladib did not reduce the risk of recurrent cardiovascular events and significantly increased the risk of MI. The sPLA2inhibition with varespladib may be harmful and is not a useful strategy to reduce adverse cardiovascular outcomes after ACS. TRIAL REGISTRATION: clinicaltrials.gov Identifier: NCT01130246. Copyright 2014 American Medical Association. All rights reserved

Implementation of Novel Biomarkers in the Diagnosis, Prognosis, and Management of Acute Kidney Injury: Executive Summary from the Tenth Consensus Conference of the Acute Dialysis Quality Initiative (ADQI)

Detection of acute kidney injury is undergoing a dynamic revolution ofbiomarker technology allowing greater, earlier, and more accuratedetermination of diagnosis, prognosis, and with powerful implication formanagement. Biomarkers can be broadly considered as any measurablebiologic entity or process that allows differentiation between normalfunction and injury or disease. The ADQI (Acute Dialysis QualityInitiative) had its Ninth Consensus Conference dedicated to synthesisand formulation of the existing literature on biomarkers for thedetection of acute kidney injury in a variety of settings. In the papersthat accompany this summary, ADQI workgroups fully develop key conceptsfrom a summary of the literature in the domains of early diagnosis,differential diagnosis, prognosis and management, and concurrentphysiologic and imaging measures

Optimasi Portofolio Resiko Menggunakan Model Markowitz MVO Dikaitkan dengan Keterbatasan Manusia dalam Memprediksi Masa Depan dalam Perspektif Al-Qur`an

Risk portfolio on modern finance has become increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice. Since companies cannot insure themselves completely against risk, as human incompetence in predicting the future precisely that written in Al-Quran surah Luqman verse 34, they have to manage it to yield an optimal portfolio. The objective here is to minimize the variance among all portfolios, or alternatively, to maximize expected return among all portfolios that has at least a certain expected return. Furthermore, this study focuses on optimizing risk portfolio so called Markowitz MVO (Mean-Variance Optimization). Some theoretical frameworks for analysis are arithmetic mean, geometric mean, variance, covariance, linear programming, and quadratic programming. Moreover, finding a minimum variance portfolio produces a convex quadratic programming, that is minimizing the objective function ðð¥with constraintsð ð 𥠥 ðandð´ð¥ = ð. The outcome of this research is the solution of optimal risk portofolio in some investments that could be finished smoothly using MATLAB R2007b software together with its graphic analysis

Search for heavy resonances decaying to two Higgs bosons in final states containing four b quarks

A search is presented for narrow heavy resonances X decaying into pairs of Higgs bosons (H) in proton-proton collisions collected by the CMS experiment at the LHC at root s = 8 TeV. The data correspond to an integrated luminosity of 19.7 fb(-1). The search considers HH resonances with masses between 1 and 3 TeV, having final states of two b quark pairs. Each Higgs boson is produced with large momentum, and the hadronization products of the pair of b quarks can usually be reconstructed as single large jets. The background from multijet and t (t) over bar events is significantly reduced by applying requirements related to the flavor of the jet, its mass, and its substructure. The signal would be identified as a peak on top of the dijet invariant mass spectrum of the remaining background events. No evidence is observed for such a signal. Upper limits obtained at 95 confidence level for the product of the production cross section and branching fraction sigma(gg -> X) B(X -> HH -> b (b) over barb (b) over bar) range from 10 to 1.5 fb for the mass of X from 1.15 to 2.0 TeV, significantly extending previous searches. For a warped extra dimension theory with amass scale Lambda(R) = 1 TeV, the data exclude radion scalar masses between 1.15 and 1.55 TeV

Search for supersymmetry in events with one lepton and multiple jets in proton-proton collisions at root s=13 TeV

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