On Stochastic Model Predictive Control with Bounded Control Inputs

This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a nonlinear feedback policy with respect to noise measurements and show that the resulting mathematical program has a tractable convex solution in both cases. Moreover, under the assumption that the zero-input and zero-noise system is asymptotically stable, we show that the variance of the state, under the resulting Model Predictive Control and Rolling Horizon Control policies, is bounded. Finally, we provide some numerical examples on how certain matrices in the underlying mathematical program can be calculated off-line.Comment: 8 page

ESSAYS ON HUMAN CAPITAL, HEALTH CAPITAL, AND THE LABOR MARKET

This dissertation consists of three essays concerning the effects of human capital and health capital on the labor market. Chapter 1 presents a structural model that incorporates a health capital stock to the traditional learning-by-doing model. The model allows health to affect future wages by interrupting current labor supply and on-the-job human capital accumulation. Using data on sick time from the Panel Study Income of Dynamics the model is estimated using a nonlinear Generalized Method of Moments estimator. The results show human capital production exhibits diminishing returns. Health capital production increases with the current stock of health capital, or better current health improves future health. Among prime age working men, the effect of health on human capital accumulation is relatively small. Chapter 2 explores the role of another form of human capital, noncognitive skills, in explaining racial gaps in wages. Chapter 2 adds two noncognitive skills, locus of control and self-esteem, to a simple wage specification to determine the effect of these skills on the racial wage gap (white, black, and Hispanic) and the return to these skills across the wage distribution. The wage specifications are estimated using pooled, between, and quantile estimators. Results using the National Longitudinal Survey of Youth 1979 show these skills account for differing portions of the racial wage gap depending on race and gender. Chapter 3 synthesizes the idea of health and on-the-job human capital accumulation from Chapter 1 with the idea of noncognitive skills in Chapter 2 to examine the influence of these skills on human capital and health capital accumulation in adult life. Chapter 3 introduces noncognitive skills to a life cycle labor supply model with endogenous health and human capital accumulation. Noncognitive skills, measured by degree of future orientation, self-efficacy, trust-hostility, and aspirations, exogenously affect human capital and health production. The model uses noncognitive skills assessed in the early years of the Panel Study of Income Dynamics and relates these skills to health and human capital accumulation during adult life. The main findings suggest individuals with high self-efficacy receive higher future wages

Networked control systems: a sampled-data approach

Browse \u3e Conferences\u3e Intelligent Control. 2003 IEEE ... Networked control systems: a sampled-data approach .1254671 abstract . Hokayem, P.F.; Abdallah, C.T.; Dept. of EECE, Univ. of New Mexico, Albuquerque, NM, USA This paper appears in: Intelligent Control. 2003 IEEE International Symposium on Issue Date: 8-8 Oct. 2003 On page(s): 415 - 419 Location: Houston, TX, USA Print ISBN: 0-7803-7891-1 INSPEC Accession Number: 7929432 Digital Object Identifier: 10.1109/ISIC.2003.1254671 Date of Current Version: 08 January 2004 Abstract In this paper we present a novel modelling method for networked control systems, motivated from a sampled-data approach. We study sufficient conditions that guarantee exponential stability for the closed-loop system and illustrate our results via a numerical example

The Role of CPS Nonresponse on the Level and Trend in Poverty

The Current Population Survey Annual Social and Economic Supplement (ASEC) serves as the data source for official income, poverty, and inequality statistics in the United States. There is a concern that the rise in nonresponse to earnings questions could deteriorate data quality and distort estimates of these important metrics. We use a dataset of internal ASEC records matched to Social Security Detailed Earnings Records (DER) to study the impact of earnings nonresponse on estimates of poverty from 1997-2008. Our analysis does not treat the administrative data as the “truth”; instead, we rely on information from both administrative and survey data. We compare a “full response” poverty rate that assumes all ASEC respondents provided earnings data to the official poverty rate to gauge the nonresponse bias. On average, we find the nonresponse bias is about 1.0 percentage point

Sparse and Constrained Stochastic Predictive Control for Networked Systems

This article presents a novel class of control policies for networked control of Lyapunov-stable linear systems with bounded inputs. The control channel is assumed to have i.i.d. Bernoulli packet dropouts and the system is assumed to be affected by additive stochastic noise. Our proposed class of policies is affine in the past dropouts and saturated values of the past disturbances. We further consider a regularization term in a quadratic performance index to promote sparsity in control. We demonstrate how to augment the underlying optimization problem with a constant negative drift constraint to ensure mean-square boundedness of the closed-loop states, yielding a convex quadratic program to be solved periodically online. The states of the closed-loop plant under the receding horizon implementation of the proposed class of policies are mean square bounded for any positive bound on the control and any non-zero probability of successful transmission

Decentralized Enforcement of Artifact Lifecycles

International audienceArtifact-centric workflows describe possible executions of a business process through constraints expressed from the point of view of the documents exchanged between principals. A sequence of manipulations is deemed valid as long as every document in the workflow follows its prescribed lifecycle at all steps of the process. So far, establishing that a given workflow complies with artifact lifecycles has mostly been done through static verification, or by assuming a centralized access to all artifacts where these constraints can be monitored and enforced. We present in this paper an alternate method of enforcing document lifecycles that requires neither static verification nor single-point access. Rather, the document itself is designed to carry fragments of its history, protected from tampering using hashing and public-key encryption. Any principal involved in the process can verify at any time that a document's history complies with a given lifecycle. Moreover, the proposed system also enforces access permissions: not all actions are visible to all principals, and one can only modify and verify what one is allowed to observe