scholarly journals Dynamic probabilistic constraints under continuous random distributions

2020 ◽  
Author(s):  
T. González Grandón ◽  
R. Henrion ◽  
P. Pérez-Aros
Keyword(s):  
Random Distribution ◽  
Probability Function ◽  
Lipschitz Continuity ◽  
Decision Rules ◽  
Necessary Optimality Conditions ◽  
Probabilistic Constraints ◽  
Multistage Model ◽  
Analytical Properties ◽  
Random Distributions ◽  
Gaussian Case

AbstractThe paper investigates analytical properties of dynamic probabilistic constraints (chance constraints). The underlying random distribution is supposed to be continuous. In the first part, a general multistage model with decision rules depending on past observations of the random process is analyzed. Basic properties like (weak sequential) (semi-) continuity of the probability function or existence of solutions are studied. It turns out that the results differ significantly according to whether decision rules are embedded into Lebesgue or Sobolev spaces. In the second part, the simplest meaningful two-stage model with decision rules from $$L^2$$ L 2 is investigated. More specific properties like Lipschitz continuity and differentiability of the probability function are considered. Explicitly verifiable conditions for these properties are provided along with explicit gradient formulae in the Gaussian case. The application of such formulae in the context of necessary optimality conditions is discussed and a concrete identification of solutions presented.

scholarly journals Risk-Controlled Multiobjective Portfolio Selection Problem Using a Principle of Compromise

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Takashi Hasuike ◽  
Hideki Katagiri
Keyword(s):  
Portfolio Selection ◽  
Random Distribution ◽  
Multiobjective Programming ◽  
Exact Algorithm ◽  
Selection Problem ◽  
Market Data ◽  
Mean Values ◽  
Portfolio Selection Problem ◽  
Multiobjective Programming Problem ◽  
Random Distributions

This paper proposes a multiobjective portfolio selection problem with most probable random distribution derived from current market data and other random distributions of boom and recession under the risk-controlled parameters determined by an investor. The current market data and information include not only historical data but also interpretations of economists’ oral and linguistic information, and hence, the boom and recession are often caused by these nonnumeric data. Therefore, investors need to consider several situations from most probable condition to boom and recession and to avoid the risk less than the target return in each situation. Furthermore, it is generally difficult to set random distributions of these cases exactly. Therefore, a robust-based approach for portfolio selection problems using the only mean values and variances of securities is proposed as a multiobjective programming problem. In addition, an exact algorithm is developed to obtain an explicit optimal portfolio using a principle of compromise.

The Effect of Fiber Clusters and Voids on the Coalescence of Debonds in Polymer Matrix Composites

2017 ◽  
Author(s):  
Aswathi Sudhir ◽  
Ramesh Talreja
Keyword(s):  
Random Distribution ◽  
Polymer Matrix Composites ◽  
Element Model ◽  
Matrix Composites ◽  
Systematic Analysis ◽  
Damage Initiation ◽  
Random Distributions ◽  
Induced Defects ◽  
Different Levels ◽  
Initial Fiber

The objective of the current work is to conduct a systematic analysis on the effects of manufacturing induced defects such as random distribution of fibers and presence of voids in matrix on the damage initiation in polymeric composites. Upon infusing resin, the initial fiber configuration undergoes perturbation and results in a random distribution with pockets of resin rich areas and fiber clusters. In addition, this could result in micro voids (between the fibers in the bundle) and macro voids (between the fiber bundles). A novel methodology has been put forward to generate random distributions of fibers that would simulate different levels of perturbations in the manufacturing process resulting in different configurations of fiber clusters. An embedded Representative Volume Element (RVE) approach has been adopted in a finite element model to calculate the stress fields without artificial effects of the RVE boundary. Damage initiation is then analyzed using a previously proposed energy based criterion for cavitation in polymers.

scholarly journals Homophily in networked agent-based models: a method to generate homophilic attribute distributions to improve upon random distribution approaches

2019 ◽  
Vol 6 (1) ◽  
Author(s):  
Marie Lisa Kapeller ◽  
Georg Jäger ◽  
Manfred Füllsack
Keyword(s):  
Network Structure ◽  
Random Distribution ◽  
Small World ◽  
Social Contagion ◽  
Collective Behaviour ◽  
Actual Distribution ◽  
Agent Based ◽  
Scale Free ◽  
Random Distributions ◽  
Standard Situation

Abstract In the standard situation of networked populations, link neighbours represent one of the main influences leading to social diffusion of behaviour. When distinct attributes coexist, not only the network structure, but also the distribution of these traits shape the typical neighbourhood of each individual. While assortativity refers to the formation of links between similar individuals inducing the network structure, here, we separate the formation of links from the actual distribution of an attribute on the topology. This is achieved by first generating different network types (e.g., lattice, scale free, and small world), followed by the procedure of distributing attributes. With this separation, we try to isolate the effect that attribute distribution has on network diffusion from the effect of the network structure itself. We compare random distributions, where behaviour types are highly mixed, and homophilic distributions, where similar individuals are very likely to be linked, and examine the effects on social contagion in a population of mainly reciprocal behaviour types. In addition, we gradually mix homophilic distribution, by random rewiring, adding links and relocating individuals. Our main results is that attribute distribution strongly influences collective behaviour and the actual effect depends on the network type. Under homophilic distribution the equilibrium collective behaviour of a population tends to be more divers, implying that random distributions are limited for illustration of collective behaviour. We find that our results are robust when we use different gradual mixing methods on homophilic distribution.

scholarly journals THE UNLABELED ANTIBODY ENZYME METHOD OF IMMUNOHISTOCHEMISTRY MOLECULAR IMMUNOCYTOCHEMISTRY OF ANTIBODIES ON THE ERYTHROCYTE SURFACE

1973 ◽  
Vol 21 (11) ◽  
pp. 978-998 ◽  
Author(s):  
DENNIS M. HINTON ◽  
JOHN P. PETRALI ◽  
HOWARD G. MEYER ◽  
LUDWIG A. STERNBERGER
Keyword(s):  
Electron Microscopy ◽  
Enzyme Activity ◽  
Random Distribution ◽  
Probability Function ◽  
Quantitative Measure ◽  
Surface Antigens ◽  
Cell Surface Antigens ◽  
Erythrocyte Surface ◽  
Enzyme Method ◽  
Unlabeled Antibody

The number of discrete unit stains on the surface of sheep erythrocytes enumerated by electron microscopy after preembedding staining using 125I antierythrocyte antibody (anti-E) and the unlabeled antibody enzyme method was correlated with enzyme activity and radioactivity of lysed cell suspensions. Purified anti-E was applied in a concentration range resulting in the binding of 10-2,600,000 molecules/cell. Sheep serum antirabbit immunoglobulin and peroxidase-antiperoxidase complex were used in excess. With a new light-scattering assay for peroxidase the sensitivity of measurement of enzyme activity on suspensions of cell stromata exceeded that of radioactivity assay allowing measurement of as little as 5 x 10–13 mmole antibody/ml. Discrete unit stains on cell sections were visualized to 1.5 x 104 anti-E/cell. Above this number, staining occurred in patches of increasing size but was still discontinuous to ∼3 x 104 anti-E bound/cell. Above 2-3 x 104 anti-E bound/cell continuous staining of the membrane was observed. Assuming random distribution of bound anti-E, the number of discrete unit stains visualized per cell section was formulated as a probability function. The observed numbers of unit stains per section agreed well with the values so formulated to ∼8,000 anti-E/cell. Thus, enzyme activity of peroxidase-antiperoxidase, in suspensions or by enumeration of unit stains by electron microscopy, served as a sensitive quantitative measure of specific antibody bound per cell. The data permit the interpolation that staining of sparsely distributed cell surface antigens by the unlabeled antibody enzyme method with excess antibody permits the enumeration of antigen sites. In addition, mobility of surface antigens may be quantitated by comparison of observed and predicted numbers of discrete unit stains per section.

scholarly journals Distance estimates for state constrained trajectories of infinite dimensional differential inclusions

2018 ◽  
Vol 24 (3) ◽  
pp. 1207-1229 ◽  
Author(s):  
Helene Frankowska ◽  
Elsa M. Marchini ◽  
Marco Mazzola
Keyword(s):  
Optimal Control ◽  
Optimality Conditions ◽  
Differential Inclusion ◽  
Differential Inclusions ◽  
Lipschitz Continuity ◽  
Necessary Optimality Conditions ◽  
Variational Inclusions ◽  
Value Functions ◽  
Infinite Dimensional

This paper concerns estimates on the distance between a trajectory of a differential inclusion and the set of feasible trajectories of the same inclusion, feasible meaning confined to a given set of constraints. We apply these estimates to investigate Lipschitz continuity of the value functions arising in optimal control, and to variational inclusions, useful for proving non degenerate necessary optimality conditions. The main feature of our analysis is the infinite dimensional framework, which can be applied to models involving PDEs.

Random isn't real: How the patchy distribution of ecological rewards may generate “incentive hope”

2019 ◽  
Vol 42 ◽  
Author(s):  
Laurel Symes ◽  
Thalia Wheatley
Keyword(s):  
Natural Environment ◽  
Random Distribution ◽  
Spatiotemporal Distribution ◽  
Patchy Distribution ◽  
Distribution Of Resources

AbstractAnselme & Güntürkün generate exciting new insights by integrating two disparate fields to explain why uncertain rewards produce strong motivational effects. Their conclusions are developed in a framework that assumes a random distribution of resources, uncommon in the natural environment. We argue that, by considering a realistically clumped spatiotemporal distribution of resources, their conclusions will be stronger and more complete.

Organisation in the Structure of the Cytoplasmic Ground Substance

1978 ◽  
Vol 36 (3) ◽  
pp. 627-639
Author(s):  
K.R. Porter
Keyword(s):  
Endoplasmic Reticulum ◽  
Golgi Complex ◽  
Random Distribution ◽  
Ground Substance ◽  
The Matrix ◽  
Cell Processes ◽  
Cytoplasmic Ground Substance

Most types of cells are known from their structure and overall form to possess a characteristic organization. In some instances this is evident in the non-random disposition of organelles and such system subunits as cisternae of the endoplasmic reticulum or the Golgi complex. In others it appears in the distribution and orientation of cytoplasmic fibrils. And in yet others the organization finds expression in the non-random distribution and orientation of microtubules, especially as found in highly anisometric cells and cell processes. The impression is unavoidable that in none of these cases is the organization achieved without the involvement of the cytoplasmic ground substance (CGS) or matrix. This impression is based on the fact that a matrix is present and that in all instances these formed structures, whether membranelimited or filamentous, are suspended in it. In some well-known instances, as in arrays of microtubules which make up axonemes and axostyles, the matrix resolves itself into bridges (and spokes) between the microtubules, bridges which are in some cases very regularly disposed and uniform in size (Mcintosh, 1973; Bloodgood and Miller, 1974; Warner and Satir, 1974).

Glycogen in guinea pig neutrophils: Ultrastructural study of neutrophils at the intradermal site of BCG injection

1983 ◽  
Vol 41 ◽  
pp. 726-727
Author(s):  
Corazon D. Bucana
Keyword(s):  
Bone Marrow ◽  
Guinea Pig ◽  
Electron Density ◽  
Peritoneal Cavity ◽  
Ultrastructural Study ◽  
Guinea Pigs ◽  
Random Distribution ◽  
Glycogen Content ◽  
Polymorphonuclear Neutrophils ◽  
Ultrastructural Studies

In the circulating blood of man and guinea pigs, glycogen occurs primarily in polymorphonuclear neutrophils and platelets. The amount of glycogen in neutrophils increases with time after the cells leave the bone marrow, and the distribution of glycogen in neutrophils changes from an apparently random distribution to large clumps when these cells move out of the circulation to the site of inflammation in the peritoneal cavity. The objective of this study was to further investigate changes in glycogen content and distribution in neutrophils. I chose an intradermal site because it allows study of neutrophils at various stages of extravasation.Initially, osmium ferrocyanide and osmium ferricyanide were used to fix glycogen in the neutrophils for ultrastructural studies. My findings confirmed previous reports that showed that glycogen is well preserved by both these fixatives and that osmium ferricyanide protects glycogen from solubilization by uranyl acetate.I found that osmium ferrocyanide similarly protected glycogen. My studies showed, however, that the electron density of mitochondria and other cytoplasmic organelles was lower in samples fixed with osmium ferrocyanide than in samples fixed with osmium ferricyanide.

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