Nonzero-sum stochastic differential games between an impulse controller and a stopper

We study a two-player nonzero-sum stochastic differential game, where one player controls the state variable via additive impulses, while the other player can stop the game at any time. The main goal of this work is to characterize Nash equilibria through a verification theorem, which identifies a new system of quasivariational inequalities, whose solution gives equilibrium payoffs with the correspondent strategies. Moreover, we apply the verification theorem to a game with a one-dimensional state variable, evolving as a scaled Brownian motion, and with linear payoff and costs for both players. Two types of Nash equilibrium are fully characterized, i.e. semi-explicit expressions for the equilibrium strategies and associated payoffs are provided. Both equilibria are of threshold type: in one equilibrium players’ intervention are not simultaneous, while in the other one the first player induces her competitor to stop the game. Finally, we provide some numerical results describing the qualitative properties of both types of equilibrium

On stochastic differential games with impulse controls and applications

The thesis explores general stochastic differential games involving impulse controls and ultimately investigates competition in dealer markets. The work begins with the first chapter on general non-zero stochastic differential games between an impulse controller and a stopper, providing the first model of such class of games using impulse controls. Nash equilibria are characterised through a verification theorem, which identifies a new system of quasi-variational inequalities whose solution gives equilibrium payoffs with the correspondent strategies. Then, in order to show how the verification theorem is meant to be applied, an example is shown and two different types of Nash equilibrium are fully characterised. To conclude, some numerical results describing the qualitative properties of both types of equilibrium are provided. The dissertation continues with the second chapter on general zero-sum stochastic differential games with impulse controls. Here, two agents play feedback impulse control strategies instead of strategies defined in an Elliot-Kalton fashion, as commonly done in the literature, and are not allowed to apply impulses simultaneously, resulting in the upper value and lower value functions of the game being naturally associated with the cases in which either player has priority. The main objective is to apply the stochastic Perron's method in order to have the game value function as the viscosity solution to the double obstacle partial differential equation arising from the problem after a viscosity comparison result. The third and final chapter is about the study of competition in dealer markets. The setting consists in two dealers trading at discrete times via market orders with price impact, resulting in one of the first nonzero-sum game with impulse controls applied to optimal trading. Similarly to the first chapter, a verification theorem identifying the system of quasi-variational inequalities providing the equilibrium payoff functions and strategies is given. Furthermore, a framework to look for equilibria where both players apply impulses simultaneously is introduced. This is very important as it is not possible to find equilibria when only one dealer trades at a time, whereas there exists at least a Nash equilibrium when both dealers trade simultaneously

Studio delle strutture e delle inclusioni fluidi nei quarzi nella zona di Porretta Terme

L’area di Porretta Terme nell’Appennino bolognese è famosa per la presenza di fratture mineralizzate (vene) contenenti cristalli euedrali di quarzo anche di notevoli dimensioni e di varie tipologie, tra i quali spiccano per il notevole pregio spettacolari esemplari di quarzo tramoggiato. Tuttavia non vi sono studi strutturali che correlino la geometria e la cinematica delle strutture contenenti i cristalli (prevalentemente fratture dilatanti ed ibride) con le mineralizzazioni. Oltre a uno studio di carattere strutturale mirato a chiarire l’eventuale controllo esercitato dalla storia deformativa locale sulla cristallizzazione del quarzo, si è deciso altresì di studiare le inclusioni fluide presenti in alcuni cristalli. Il rilevamento di terreno presso Case Calistri (BO) ha permesso l’individuazione di una correlazione fra la direzione delle fratture e la mineralizzazione. Lo studio delle inclusioni fluide ha permesso invece di stimare la temperatura di intrappolamento delle inclusioni. Infine è stata ricostruita una storia deformativa locale che prevede due eventi distinti, un primo evento trascorrente seguito da uno estensionale, seguiti dalla circolazione di almeno due generazioni di fluidi

Heat-transfer fingerprint of Josephson breathers

A sine-Gordon breather enhances the heat transfer in a thermally biased long Josephson junction. This solitonic channel allows for the tailoring of the local temperature throughout the system. Furthermore, the phenomenon implies a clear thermal fingerprint for the breather, and thus a 'non-destructive' breather detection strategy is proposed here. Distinct breathing frequencies result in morphologically different local temperature peaks, which can be identified in an experiment.Comment: 8 pages, 5 figure

Noise-induced, ac-stabilized sine-Gordon breathers: Emergence and statistics

Noisy and ac forcing can cooperatively lead to the emergence of sine-Gordon breathers robust to dissipation. This phenomenon is studied, for both Neumann and periodic boundary conditions (NBC and PBC, respectively), at different values of the main system parameters, such as the noise intensity and the ac frequency-amplitude pair. In all the considered cases, nonmonotonicities of the probability of generating only breathers versus the noise strength are observed, implying that optimal noise ranges for the breather formation process exist. Within the latter scenarios, the statistics of the breathers' number, position, and amplitude are analyzed. The number of breathers is found to grow, on average, with the noise amplitude. The breathers' spatial distribution is sharply peaked at the system's edges for NBC, whereas it is essentially uniform for PBC. The average breather amplitude is dictated by the ac frequency-amplitude pair. Finally, a size analysis shows that the minimum system length for the generation mechanism is given by the typical breather half-width (width) in NBC (PBC).Comment: 18 pages, 7 figure

Lean body weight-tailored Iodinated contrast Injection in obese patient. boer versus James Formula

Purpose. To prospectively compare the performance of James and Boer formula in contrast media (CM) administration, in terms of image quality and parenchymal enhancement in obese patients undergoing CT of the abdomen. Materials and Methods. Fifty-five patients with a body mass index (BMI) greater than 35 kg/m2were prospectively included in the study. All patients underwent 64-row CT examination and were randomly divided in two groups: 26 patients in Group A and 29 patients in Group B. The amount of injected CM was computed according to the patient's lean body weight (LBW), estimated using either Boer formula (Group A) or James formula (Group B). Patient's characteristics, CM volume, contrast-to-noise ratio (CNR) of liver, aorta and portal vein, and liver contrast enhancement index (CEI) were compared between the two groups. For subjective image analysis readers were asked to rate the enhancement of liver, kidneys, and pancreas based on a 5-point Likert scale. Results. Liver CNR, aortic CNR, and portal vein CNR showed no significant difference between Group A and Group B (all P ≥ 0.177). Group A provided significantly higher CEI compared to Group B (P = 0.007). Group A and Group B returned comparable overall subjective enhancement values (3.54 and vs 3.20, all P ≥ 0.199). Conclusions. Boer formula should be the method of choice for LBW estimation in obese patients, leading to an accurate CM amount calculation and an optimal liver contrast enhancement in CT

Temperature Profiles Along the Root with Gutta-percha Warmed through Different Heat Sources

To evaluate temperature profiles developing in the root during warm compaction of gutta-percha with the heat sources System B and System MB Obtura (Analityc Technology, Redmond, WA, USA). Thirty extracted human incisor teeth were used. Root canals were cleaned and shaped by means of Protaper rotary files (Dentsply-Maillefer, Belgium), and imaging was performed by micro-CT (Skyscan 1072, Aartselaar, Belgium)

FUS affects circular RNA expression in murine embryonic stem cell-derived motor neurons

The RNA-binding protein FUS participates in several RNA biosynthetic processes and has been linked to the pathogenesis of amyotrophic lateral sclerosis (ALS) and frontotemporal dementia. Here we report that FUS controls back-splicing reactions leading to circular RNA (circRNA) production. We identified circRNAs expressed in in vitro -derived mouse motor neurons (MNs) and determined that the production of a considerable number of these circRNAs is regulated by FUS. Using RNAi and overexpression of wild-type and ALS-asso- ciated FUS mutants, we directly correlate the modulation of circRNA biogenesis with alteration of FUS nuclear levels and with putative toxic gain of function activities. We also demonstrate that FUS regulates circRNA biogenesis by binding the introns flanking the back-splicing junctions and that this control can be reproduced with artificial constructs. Most circRNAs are conserved in humans and specific ones are deregulated in human-induced pluripotent stem cell-derived MNs carrying the FUS P525L mutation associated with AL