1,176 research outputs found

    Robust consumption-investment problem on infinite horizon

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    Senior Recital: Ethan Zawisza, trombone

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    Diagnosing mechanical damages not detected by the OBD system of diesel engines

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    The paper presents the possibilities of diagnosing with the use of vibracoustic signal of mechanical damages of diesel engines, which are not detected by the OBD system. This system does not recognize such damages, but it masks them delaying information about the damage to the point where the regulatory values of controlling work of the engine will exceed the limit values. This is because the aim of the OBD system is to ensure the minimization of exhaust emissions. There were made measurements of vibroacoustic signal of the head of the car engine with fuel injection system Common Rail, where there were introduced mechanical failures typical and dangerous for the engine. It has been proved that the OBD system does not recognize these damages and the work of the engine is correct. Therefore, there is a need for an additional diagnostic system which supports the OBD system in detection of this type of damages. It seems that the use of vibroacoustic signal as an additional analyzed signal should improve the sensitivity of the on-board diagnostic system to damages of diesel engine. The author tested the sensitivity of vibroacoustic signal to damages introduced to the engine and he presented the proposition of the system based on simple measures of the vibroacoustic signal, which allows for both detecting mechanical damages and their identification

    Junior Recital: Ethan Zawisza, trombone

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    Existence results for Isaacs equations with local conditions and related semilinear Cauchy problems

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    Our goal is to prove existence results for classical solutions to some general nondegenerate Cauchy problems which are natural generalizations of Isaacs equations. For the latter we are able to extend our results by admitting local conditions for coefficients. Such equations appear naturally for instance in robust control theory. Using our general results, we can solve not only Isaacs equations, but also equations for other sophisticated control problems, for instance models with state dependent constraints on the control set

    A note on the worst case approach for a market with a stochastic interest rate

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    We solve a robust optimization problem and show an example of a market model for which the worst case measure is not a martingale measure. In our model the instantaneous interest rate is determined by the Hull-White model and the investor employs the HARA utility to measure his satisfaction. To protect against the model uncertainty he uses the worst case measure approach. The problem is formulated as a stochastic game between the investor and the market. PDE methods are used to find a saddle point and a precise verification argument is provided

    Dyskretna przekora Giorgia Agambena

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    Many critics accuse Giorgio Agamben of an ahistoricism inherent to his thought. Recently, such criticism was put forward by Alberto Toscano, who formulated it referring to Hans Blumenberg’s refusal of the secularisation thesis and his theory of epochal shifts. According to Toscano, due to the acceptance of the Schmittian notion of secularisation, based on a historical substantialism, Agamben is not only unfaithful to the Foucaultian methodology which he declaratively assumes, but he also tends to acknowledge the domination of theological notions as a source of the whole Western philosophical tradition and political institutions up until now. I am going to demonstrate that even somewhat superficial claims made by Agamben about secularisation find their compensation in his double effort. Firstly, even if he concedes the gravity of the theological legacy, at the same time he rebuts the primacy of religion as an indispensable grounding of ethics and politics. What is more, through his meticulous and condense studies on Christian theology he has already placed himself  in the position of the most incisive contemporary critic of the Catholic church and any theological-political hybrids established on the abuse of power.Wielu krytyków zarzucało myśli Giorgia Agambena ahistoryczność. Ostatnio podobne oskarżenia wysunął Alberto Toscano, formułując je przez przywołanie krytyki Hansa Blumenberga względem tezy o sekularyzacji oraz jego teorii zmiany epokowej. Według Toscano, z powodu akceptacji dla Schmittiańskiego pojęcia sekularyzacji, bazującego na substancjalizmie historycznym, Agamben nie tylko sprzeniewierza się metodologii Michela Foucaulta – którą deklaratywnie przyjmuje – ale także ciąży ku uznaniu dominacji pojęć teologicznych jako źródła całej filozoficznej tradycji Zachodu oraz jego instytucji politycznych. Moim zamiarem jest pokazanie, że nawet poniekąd powierzchowne stwierdzenia Agambena na temat sekularyzacji są równoważone przez podjęty przez niego podwójny wysiłek. Po pierwsze, chociaż przyznaje on znaczenie dziedzictwu teologicznemu, to jednocześnie odrzuca pierwszeństwo religii jako niezbędnego fundamentu etyki i polityki. Co więcej, jego skrupulatne i bardzo gęste studia nad teologią chrześcijańską sytuują go na pozycji najbardziej przenikliwego ze współczesnych krytyków kościoła katolickiego oraz jakichkolwiek teologiczno-politycznych hybryd ukonstytuowanych poprzez nadużycie władzy
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