The Degree of the Tangent and Secant Variety to a Projective Surface

In this paper we present a way of computing the degree of the secant (resp., tangent) variety of a smooth projective surface, under the assumption that the divisor giving the embedding in the projective space is $3$-very ample. This method exploits the link between these varieties and the Hilbert scheme $0$-dimensional subschemes of length $2$ of the surface.Comment: 20 pages; generalization of the previous version (from projective K3 surfaces to any projective surface) and improvement of the expositio

ENVIRONMENTAL QUALITY INCENTIVES PROGRAM: WHY ARE SO MANY CONTRACTS BEING CANCELLED?

This paper analyzes why USDA's Environmental Quality Incentives Program has a high rate of contract withdrawals. Using a logit model we examine whether withdrawals are linked to: (i)farmers bidding for payments that are too low, (ii)a learning phase about the program, (iii)the types of conservation practices included in a contract.Environmental Economics and Policy,

Auctioning Conservation Payments using Environmental Indices

A framework for analyzing conservation programs that rank applications using environmental indices is presented. We derive the optimal bid from the farmer's perspective for both land retirement and working lands agri-environmental payment programs and we analyze how these solutions depend on program design parameters. The distinction is made between environmental objectives based on whether the farmer exercises control or not over the level proposed in a bid to participate in a program. The optimization model is solved analytically for two cases - a land retirement and a working lands program - highlighting the differences in the results. For land retirement programs we conclude that, for the cases considered, the exogenous environmental performance does not affect the endogenous environmental performance offered in a bid, but it does impact the rental rate requested. For working lands payments programs we find there is no interior solution to the decision problem, which generates a dichotomy between sets of parameters that either favor bidding based on past stewardship and low payments, or favor providing bids with higher endogenous environmental performance but requesting the maximum allowable payment. A sufficient condition is derived for the latter case to apply. A simulated auction example highlights for a working lands program that changing the objective weights can have more than proportionate impacts on the endogenous environmental performance offered by farmers. This result is in strong contrast with the relative stability of the outcome of the simulated auction for the land retirement program.environmental payments, program design, participation incentives, D8, H5, Q28, Environmental Economics and Policy,

Prescriptive use of Environmental Indices: A "How To" Guide for Conservation Programs

A framework for analyzing conservation programs that rank applications using environmental indices is presented. We derive the optimal bid from the farmer's perspective for both land retirement and working lands agri-environmental payment programs and we analyze how these solutions depend on program design parameters. The distinction is made between environmental objectives based on whether the farmer exercises control or not over the level proposed in a bid to participate in a program. The optimization model is solved analytically for two cases - a land retirement and a working lands program - highlighting the differences in the results.environmental payments, program design, participation incentives, Environmental Economics and Policy, C6, H57, Q21, Q28,

Complex symplectic structures and the ∂∂ˉ\partial \bar{\partial}-lemma

In this paper we study complex symplectic manifolds, i.e., compact complex manifolds $X$ which admit a holomorphic $(2, 0)$-form $\sigma$ which is $d$-closed and non-degenerate, and in particular the Beauville-Bogomolov-Fujiki quadric $Q_\sigma$ associated to them. We will show that if X satisfies the $\partial \bar{\partial}$-lemma, then $Q_\sigma$ is smooth if and only if $h^{2,0}(X) = 1$ and is irreducible if and only if $h^{1,1}(X) > 0$.Comment: 12 page

On the validity of minimin and minimax methods for support vector regression with interval data

Paper delivered at 9th International Symposium on Imprecise Probability: Theories and Applications, Pescara, Italy, 2015. Abstract: In the recent years, generalizations of support vector methods for analyzing interval-valued data have been suggested in both the regression and classification contexts. Standard Support Vector methods for precise data formalize these statistical problems as optimization problems that can be based on various loss functions. In the case of Support Vector Regression (SVR), on which we focus here, the function that best describes the relationship between a response and some explanatory variables is derived as the solution of the minimization problem associated with the expectation of some function of the residual, which is called the risk functional. The key idea of SVR is that even when considering an infinite-dimensional space of arbitrary regression functions, given a finitedimensional data set, the function minimizing the risk can be represented as the finite weighted sum of kernel functions. This allows to practically determine the SVR estimate by solving a much simpler optimization problem, even in the case of nonlinear regression. In case that only interval-valued observations of the variables of interest are available, it has been suggested to minimize the minimal or maximal risk values that are compatible with the imprecise data, yielding precise SVR estimates on the basis of interval data. In this paper, we show that also in the case of an interval-valued response the optimal function can be represented as the finite weighted sum of kernel functions. Thus, the minimin and minimax SVR estimates can be obtained by minimizing the corresponding simplified expressions of the empirical lower and upper risks, respectively

Empirical models, rules, and optimization

This paper considers supply decisions by firms in a dynamic setting with adjustment costs and compares the behavior of an optimal control model to that of a rule-based system which relaxes the assumption that agents are explicit optimizers. In our approach, the economic agent uses believably simple rules in coping with complex situations. We estimate rules using an artificially generated sample obtained by running repeated simulations of a dynamic optimal control model of a firm's hiring/firing decisions. We show that (i) agents using heuristics can behave as if they were seeking rationally to maximize their dynamic returns; (ii) the approach requires fewer behavioral assumptions relative to dynamic optimization and the assumptions made are based on economically intuitive theoretical results linking rule adoption to uncertainty; (iii) the approach delineates the domain of applicability of maximization hypotheses and describes the behavior of agents in situations of economic disequilibrium. The approach adopted uses concepts from fuzzy control theory. An agent, instead of optimizing, follows Fuzzy Associative Memory (FAM) rules which, given input and output data, can be estimated and used to approximate any non-linear dynamic process. Empirical results indicate that the fuzzy rule-based system performs extremely well in approximating optimal dynamic behavior in situations with limited noise.Decision-making. ,econometric models ,TMD ,