Search results for "RCA"
showing 10 items of 3171 documents
Mean-field games and dynamic demand management in power grids
2013
This paper applies mean-field game theory to dynamic demand management. For a large population of electrical heating or cooling appliances (called agents), we provide a mean-field game that guarantees desynchronization of the agents thus improving the power network resilience. Second, for the game at hand, we exhibit a mean-field equilibrium, where each agent adopts a bang-bang switching control with threshold placed at a nominal temperature. At equilibrium, through an opportune design of the terminal penalty, the switching control regulates the mean temperature (computed over the population) and the mains frequency around the nominal value. To overcome Zeno phenomena we also adjust the ban…
A heuristic method for estimating attribute importance by measuring choice time in a ranking task
2012
The evaluation of a product or service in terms of its attributes has been broadly studied in marketing, management and decision sciences. However, methods for finding important attributes have theoretical and practical limitations. The former are related to the selection of the most appropriate model; the latter are due to large number of variables that affect the specific experimental context. This study aims to present a new methodology that captures attribute preferences from a respondent and in particular, by using the choice time in a ranking task, it allows to indirectly obtain the importance weights for several tested attributes through a simple, fast and inexpensive procedure. More…
Balanced Asymmetrical Nearly Orthogonal Designs for first and second order effect estimation
2006
Abstract A method for constructing asymmetrical (mixed-level) designs, satisfying the balancing and interaction estimability requirements with a number of runs as small as possible, is proposed in this paper. The method, based on a heuristic procedure, uses a new optimality criterion formulated here. The proposed method demonstrates efficiency in terms of searching time and optimality of the attained designs. A complete collection of such asymmetrical designs with two- and three-level factors is available. A technological application is also presented.
From deterministic cellular automata to coupled map lattices
2016
A general mathematical method is presented for the systematic construction of coupled map lattices (CMLs) out of deterministic cellular automata (CAs). The entire CA rule space is addressed by means of a universal map for CAs that we have recently derived and that is not dependent on any freely adjustable parameters. The CMLs thus constructed are termed real-valued deterministic cellular automata (RDCA) and encompass all deterministic CAs in rule space in the asymptotic limit $\kappa \to 0$ of a continuous parameter $\kappa$. Thus, RDCAs generalize CAs in such a way that they constitute CMLs when $\kappa$ is finite and nonvanishing. In the limit $\kappa \to \infty$ all RDCAs are shown to ex…
Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model
2020
International audience; We propose an adaptive estimator for the stationary distribution of a bifurcating Markov Chain onRd. Bifurcating Markov chains (BMC for short) are a class of stochastic processes indexed by regular binary trees. A kernel estimator is proposed whose bandwidths are selected by a method inspired by the works of Goldenshluger and Lepski [(2011), 'Bandwidth Selection in Kernel Density Estimation: Oracle Inequalities and Adaptive Minimax Optimality',The Annals of Statistics3: 1608-1632). Drawing inspiration from dimension jump methods for model selection, we also provide an algorithm to select the best constant in the penalty. Finally, we investigate the performance of the…
Dynamics of a map with a power-law tail
2008
We analyze a one-dimensional piecewise continuous discrete model proposed originally in studies on population ecology. The map is composed of a linear part and a power-law decreasing piece, and has three parameters. The system presents both regular and chaotic behavior. We study numerically and, in part, analytically different bifurcation structures. Particularly interesting is the description of the abrupt transition order-to-chaos mediated by an attractor made of an infinite number of limit cycles with only a finite number of different periods. It is shown that the power-law piece in the map is at the origin of this type of bifurcation. The system exhibits interior crises and crisis-induc…
Long-term experiments and strip plot designs
2015
In a long-term experiment usually the experimenter needs to know whether the effect of a treatment varies over time. But time usually has both a fixed and a random effects over the output and the difficulty in the analysis depends on the particular design considered and the availability of covariates. Actually, as shown in the paper, the presence of covariates can be very useful to model the random effect of time. In this paper a model to analyze data from a long-term strip plot design with covariates is proposed. Its effectiveness will be tested using both simulated and real data from a crop rotation experiment.
MODERATE DEVIATION PRINCIPLES FOR BIFURCATING MARKOV CHAINS: CASE OF FUNCTIONS DEPENDENT OF ONE VARIABLE
2021
The main purpose of this article is to establish moderate deviation principles for additive functionals of bifurcating Markov chains. Bifurcating Markov chains are a class of processes which are indexed by a regular binary tree. They can be seen as the models which represent the evolution of a trait along a population where each individual has two offsprings. Unlike the previous results of Bitseki, Djellout \& Guillin (2014), we consider here the case of functions which depend only on one variable. So, mainly inspired by the recent works of Bitseki \& Delmas (2020) about the central limit theorem for general additive functionals of bifurcating Markov chains, we give here a moderate deviatio…
Integrable Hamiltonian systems with swallowtails
2010
International audience; We consider two-degree-of-freedom integrable Hamiltonian systems with bifurcation diagrams containing swallowtail structures. The global properties of the action coordinates in such systems together with the parallel transport of the period lattice and corresponding quantum cells in the joint spectrum are described in detail. The relation to the concept of bidromy which was introduced in Sadovski´ı and Zhilinski´ı (2007 Ann. Phys. 322 164–200) is discussed.
Robust Mean Field Games
2015
Recently there has been renewed interest in large-scale games in several research disciplines, with diverse application domains as in the smart grid, cloud computing, financial markets, biochemical reaction networks, transportation science, and molecular biology. Prior works have provided rich mathematical foundations and equilibrium concepts but relatively little in terms of robustness in the presence of uncertainties. In this paper, we study mean field games with uncertainty in both states and payoffs. We consider a population of players with individual states driven by a standard Brownian motion and a disturbance term. The contribution is threefold: First, we establish a mean field syste…