Policy Gradients for CVaR-Constrained MDPs

We study a risk-constrained version of the stochastic shortest path (SSP) problem, where the risk measure considered is Conditional Value-at-Risk (CVaR). We propose two algorithms that obtain a locally risk-optimal policy by employing four tools: stochastic approximation, mini batches, policy gradients and importance sampling. Both the algorithms incorporate a CVaR estimation procedure, along the lines of Bardou et al. [2009], which in turn is based on Rockafellar-Uryasev's representation for CVaR and utilize the likelihood ratio principle for estimating the gradient of the sum of one cost function (objective of the SSP) and the gradient of the CVaR of the sum of another cost function (in the constraint of SSP). The algorithms differ in the manner in which they approximate the CVaR estimates/necessary gradients - the first algorithm uses stochastic approximation, while the second employ mini-batches in the spirit of Monte Carlo methods. We establish asymptotic convergence of both the algorithms. Further, since estimating CVaR is related to rare-event simulation, we incorporate an importance sampling based variance reduction scheme into our proposed algorithms

Structure and magnetic properties of nanocrystalline PrCo3

The structure and magnetic properties of nanocrystalline PrCo$_3$ prepared by high-energy milling technique have been investigated by means of X-ray diffraction using the Rietveld method coupled to Curie temperature and magnetic measurements. The as-milled samples were subsequently annealed in temperature range from 750 to 1050 {\deg}C for 30 min to optimize the extrinsic properties. From x-ray studies of magnetic aligned samples, the magnetic anisotropy of this compounds is found uniaxial. The Curie temperature is 349 {\deg}K and no saturation reached at room temperature for applied field of 90 kOe. The coercive field of 55 kOe and 12 kOe measured at 10 and 293 K respectively is obtained after annealing at 750 {\deg}C for 30 min suggests that nanocrystalline PrCo$_3$ are interesting candidates in the field of permanent magnets. We have completed this experimental study by simulations in the micromagnetic framework in order to get a qualitative picture of the microstructure effect on the macroscopic magnetization curve. From this simple model calculation, we can suggest that the after annealing the system behaves as magnetically hard crystallites embedded in a weakly magnetized amorphous matrix. PACS : 75.50.Bb, 75.50.Tt, 76.80.+yComment: Published in Journal of Applied Physics, 107, 083916 (2010). To be found at: http://jap.aip.or

Magnetic and structural properties of nanocrystalline PrCo3_3

The structure and magnetic properties of nanocrystalline PrCo$_3$ obtained from high energy milling technique are investigated by X-ray diffraction, Curie temperature determination and magnetic properties measurements are reported. The as-milled samples have been annealed in a temperature range of 1023 K to 1273 K for 30 mn to optimize the extrinsic properties. The Curie temperature is 349\,K and coercive fields of 55\,kOe at 10\,K and 12\,kOe at 293\,K are obtained on the samples annealed at 1023\,K. A simulation of the magnetic properties in the framework of micromagnetism has been performed in order to investigate the influence of the nanoscale structure. A composite model with hard crystallites embedded in an amorphous matrix, corresponding to the as-milled material, leads to satisfying agreement with the experimental magnetization curve. [ K. Younsi, V. Russier and L. Bessais, J. Appl. Phys. {\bf 107}, 083916 (2010)]. The microscopic scale will also be considered from DFT based calculations of the electronic structure of $R$Co$_x$ compounds, where $R$ = (Y, Pr) and $x$ = 2,3 and 5.Comment: To be published in J. Phys.: Conference Series in the JEMS 2010 special issue. To be found once published at http://iopscience.iop.org/1742-659

Room temperature soft ferromagnetism in the nanocrystalline form of YCo2 - a well-known bulk Pauli paramagnet

The Laves phase compound, YCo2, is a well-known exchange-enahnced Pauli paramagnet. We report here that, in the nanocrystalline form, this compound interestingly is an itinerant ferromagnet at room temperature with a low coercive-field. The magnitude of the saturation moment (about 1 Bohr-magneton per formula unit) is large enough to infer that the ferromagnetism is not a surface phenomenon in these nanocrystallites. Since these ferromagnetic nanocrystallines are easy to synthesize with a stable form in air, one can explore applications, particularly where hysteresis is a disadvantage

ORIGAMIX, a CdTe-based spectro-imager development for nuclear applications

The Astrophysics Division of CEA Saclay has a long history in the development of CdTe based pixelated detection planes for X and gamma-ray astronomy, with time-resolved imaging and spectrometric capabilities. The last generation, named Caliste HD, is an all-in-one modular instrument that fulfills requirements for space applications. Its full-custom front-end electronics is designed to work over a large energy range from 2 keV to 1 MeV with excellent spectroscopic performances, in particular between 10 and 100 keV (0.56 keV FWHM and 0.67 keV FWHM at 13.9 and 59.5 keV). In the frame of the ORIGAMIX project, a consortium based on research laboratories and industrials has been settled in order to develop a new generation of gamma camera. The aim is to develop a system based on the Caliste architecture for post-accidental interventions or homeland security, but integrating new properties (advanced spectrometry, hybrid working mode) and suitable for industry. A first prototype was designed and tested to acquire feedback for further developments. In this study, we particularly focused on spectrometric performances with high energies and high fluxes. Therefore, our device was exposed to energies up to 700 keV (133Ba, 137Cs) and we measured the evolution of energy resolution (0.96 keV at 80 keV, 2.18 keV at 356 keV, 3.33 keV at 662 keV). Detection efficiency decreases after 150 keV, as Compton effect becomes dominant. However, CALISTE is also designed to handle multiple events, enabling Compton scattering reconstruction, which can drastically improve detection efficiencies and dynamic range for higher energies up to 1408 keV (22Na, 60Co, 152Eu) within a 1-mm thick detector. In particular, such spectrometric performances obtained with 152Eu and 60Co were never measured before with this kind of detector.Comment: Nuclear Instruments and Methods in Physics Research Section A: Accelerators, Spectrometers, Detectors and Associated Equipment. Available online 9 January 2015, ISSN 0168-9002 (http://www.sciencedirect.com/science/article/pii/S0168900215000133). Keywords: CdTe; X-ray; Gamma-ray; Spectrometry; Charge-sharing; Astrophysics Instrumentation; Nuclear Instrumentation; Gamma-ray camera

Price Elasticity of Demand for Term Life Insurance and Adverse Selection

This paper provides an empirical estimate of price' and risk' elasticities of demand for term life insurance for those who purchase some insurance. It finds that the elasticity with respect to changes in premiums is generally higher than the elasticity with respect to changes in risk. It also finds that the elasticity, in the range of -0.3 to -0.5, is sufficiently low that adverse selection in term life insurance is unlikely to lead to a death spiral and may not even lead to measured effects of adverse selection on total purchases.

Film dynamics and lubricant depletion by droplets moving on lubricated surfaces

Lubricated surfaces have shown promise in numerous applications where impinging foreign droplets must be removed easily; however, before they can be widely adopted, the problem of lubricant depletion, which eventually leads to decreased performance, must be solved. Despite recent progress, a quantitative mechanistic explanation for lubricant depletion is still lacking. Here, we first explained the shape of a droplet on a lubricated surface by balancing the Laplace pressures across interfaces. We then showed that the lubricant film thicknesses beneath, behind, and wrapping around a moving droplet change dynamically with droplet's speed---analogous to the classical Landau-Levich-Derjaguin problem. The interconnected lubricant dynamics results in the growth of the wetting ridge around the droplet, which is the dominant source of lubricant depletion. We then developed an analytic expression for the maximum amount of lubricant that can be depleted by a single droplet. Counter-intuitively, faster moving droplets subjected to higher driving forces deplete less lubricant than their slower moving counterparts. The insights developed in this work will inform future work and the design of longer-lasting lubricated surfaces

Search for Randall-Sundrum excitations of gravitons decaying into two photons for CMS at LHC

The CMS detector discovery potential to the resonant production of massive Kaluza - Klein excitations expected in Randall-Sundrum model is studied. Full simulation and reconstruction are used to study diphoton decay of Randall-Sundrum gravitons. For an integrated luminosity of 30 fb^-1 diphoton decay of Randall-Sundrum graviton can be discovered at 5 sigma level for masses up to 1.61~tevsucqua in case of weak coupling between graviton excitations and Standard model particles (c=0.01). Heavier resonances can be detected for larger coupling constant (c=0.1), with mass reach of 3.95~tevsucqua

Three-Scale Multiphysics Modeling of Transport Phenomena within Cortical Bone

Bone tissue can adapt its properties and geometry to its physical environment. This ability is a key point in the osteointegration of bone implants since it controls the tissue remodeling in the vicinity of the treated site. Since interstitial fluid and ionic transport taking place in the fluid compartments of bone plays a major role in the mechanotransduction of bone remodeling, this theoretical study presents a three-scale model of the multiphysical transport phenomena taking place within the vasculature porosity and the lacunocanalicular network of cortical bone. These two porosity levels exchange mass and ions through the permeable outer wall of the Haversian-Volkmann canals. Thus, coupled equations of electrochemohydraulic transport are derived from the nanoscale of the canaliculi toward the cortical tissue, considering the intermediate scale of the intraosteonal tissue. In particular, the Onsager reciprocity relations that govern the coupled transport are checked