Autonomous agents may not have access to complete information about the state of the environment. For example, a robot soccer player may only be able to estimate the locations of other players not in the scope of its sensors. However, even though all the information needed for ideal decision making cannot be sensed, all that is sensed is usually not needed. The noise and motion of spectators, for example, can be ignored in order to focus on the game field. Standard formulations do not consider this situation, assuming that all the can be sensed must be included in any useful abstraction. This dissertation extends the Markov Decision Process Homomorphism framework (Ravindran, 2004) to partially observable domains, focusing specically on reducing Partially Observable Markov Decision Processes (POMDPs) when the model is known. This involves ignoring aspects of the observation function which are irrelevant to a particular task. Abstraction is particularly important in partially observable domains, as it enables the formation of a smaller domain model and thus more efficient use of the observed features.

One basic assumption of the celebrated Black-Scholes-Merton PDE model for pricing derivatives is that the volatility is a constant. However, the implied volatility plot based on real data is not constant, but curved exhibiting patterns of volatility skews or smiles. Since the volatility is not observable, various stochastic volatility models have been proposed to overcome the problem of non-constant volatility. Although these methods are fairly successful in modeling volatilities, they still rely on the implied volatility approach for model implementation. To avoid such circular reasoning, we propose a new class of stochastic volatility models based on directly observable volatility proxies and derive the corresponding option pricing formulas. In addition, we propose a new GARCH (1,1) model, and show that this discrete-time stochastic volatility process converges weakly to Heston's continuous-time stochastic volatility model. Some Monte Carlo simulations and real data analysis are also conducted to demonstrate the performance of our methods.

International Telemetering Conference Proceedings / October 26-29, 1998 / Town & Country Resort Hotel and Convention Center, San Diego, California / Instrumenting the operational B-2 Strategic Bomber presents some unique problems. For example, the requirement to remain operational dictates that the aircraft must retain its stealth characteristics. This means traditional antennas cannot simply be attached to the airframe. A solution to this problem is an antenna designed with stealth, or Low Observable (LO), attributes. Stealth is not an absolute; it is relative. Therefore, antenna design becomes a balancing act between the LO relativity, antenna directivity, and antenna gain. Weapons testing is an additional concern, where instrumented ordinances transmit data that must be monitored real-time prior to launch. Stealth vehicles must carry weapons internally, restricting the Radio Frequency (RF) transmission of telemetered data from the weapon. With the development of future stealthy conveyances, such as the F-22, Joint Strike Fighter (JSF), ground, and ocean-going craft, these concerns will become even more prevalent.

Os sistemas de aumento, conhecidos como SBAS (Satellite-Based Augmentation System) fornecem informações de integridade e acurácia em tempo real para seus usuários, utilizando-se das correções diferenciais que são transmitidas pelos satélites geoestacionários e estão disponíveis em algumas regiões do globo terrestre. Fora da sua região de abrangência o sistema ainda não disponibiliza os dados de correção em tempo real. Entretanto, o sinal é transmitido na mesma frequência L1 do GPS, o qual fica disponível aqui no Brasil, e alguns receptores GNSS possuem canais de frequência especifica que captam este sinal, com a perspectiva de que os dados destes satélites melhoram as condições do rastreio, além da melhoria na acurácia das coordenadas. Partindo deste princípio, foi utilizada a observável fase da onda portadora (L1) para inferir sobre a sua contribuição para o posicionamento. Os rastreios foram realizados em diferentes localidades devido à elevação dos satélites SBAS variar em função da latitude e longitude. Contudo, este estudo foi direcionado para os dados dos satélites PRN 138 (WAAS), PRN 120 e 124 (EGNOS), pois foram os únicos visíveis durante todo o rastreio, tendo simultaneidade dos dados entre os receptores base e móvel. Durante a etapa de processamento, o qual foi utilizado o software GNSS Solution, alguns experimentos foram realizados, tais como: 1) Processamento com todas as observáveis L1 dos satélites disponíveis (GPS e SBAS), análise dos desvios-padrão e comparação das coordenadas obtidas com as consideradas verdadeiras; 2) Processamento sem as observáveis L1 dos satélites SBAS, análises e comparações; 3) Retirada gradativa dos satélites GPS e reprocessamento em conjunto (GPS+SBAS) e separadamente (apenas GPS). A finalidade principal desses experimentos foi verificar a potencialidade da observável L1 dos satélites SBAS processadas em conjunto com a observável L1 do GPS, no posicionamento relativo. Análises estatísticas, como tendência e erro médio quadrático (RMS), foram aplicadas para verificar a existência de erros sistemáticos e a acurácia das coordenadas. Os resultados mostram que, especificamente nos locais de rastreio, as observáveis L1 dos satélites SBAS ao serem adicionados ao processamento, combinado com as observáveis L1 dos satélites GPS, não são determinantes para melhoria da acurácia das coordenadas. / The augmentation systems, known as SBAS (Satellite-Based Augmentation System) provide information for completeness and accuracy in real time to its users, using the differential corrections that are transmitted by geostationary satellites. They are available in specific regions of the globe such as USA, Canada and Europe. Outside their region of coverage the system still does not provide the correction data in real time. However, the signal is transmitted at the same frequency L1 GPS, which is available here in Brazil, and some GNSS receivers have specific frequency channels that capture this signal, with the prospect that the data from these satellites improve the conditions of screening, besides improving the accuracy of the coordinates. With this assumption, we used the observed phase of the carrier wave (L1) to infer its contribution to the placement. The surveys were conducted in various locations due to rising SBAS satellites vary with latitude and longitude. However, this study was directed to the data from the WAAS satellites (PRN 138) and EGNOS (PRN 120 and 124) because they were the only visible throughout the screening taking simultaneity between the base and mobile receivers. During the processing stage, which was used the software GNSS Solution, some experiments were performed, such as: 1) Processing with all the L1 observable from available satellites (GPS and SBAS), analysis of standard deviations and comparison of the coordinates obtained with the true, 2) processing without observable L1 SBAS satellites, analysis and comparisons, 3) gradual withdrawal of the GPS satellites and reprocessing together (GPS + SBAS) and separately (GPS only). The main purpose of these experiments was to investigate the potential of the L1 observable processed SBAS satellites together with GPS L1 observable in the relative positioning. Statistical analysis such as trending and root mean square (RMS) were applied to verify the existence of systematic errors and accuracy of these coordinates. The results show that, specifically at sites of screening, the observables L1 SBAS satellites to be added to the processing, combined with the L1 observable GPS satellites, are not decisive for improving the accuracy of the coordinates.

The advancement of computer technology is playing an important role in almost all fields in the construction industry in the current era. It has become a tool for exchanging legal contract information, including bid data. In the traditional closed bidding system, the bidders were unaware of their competitors' bid quotes and had no opportunity available to make a counter an offer to the bid at a different level. However, in reverse auction bidding (RAB), contractors can track their competitors' bids and take the given opportunity to re-bid the projects at lower rates. Unlike traditional auctions, where buyers raise their purchasing prices to outbid competitors, reverse auctions permit buyers to purchase goods and services from suppliers who are encouraged to sell them at the lowest price. The benefit of the reverse auction bidding is either that the vendors are able to re-bid, or lower their bid multiple times. This is an example of transparent economic information. Van Vleet initiated the ongoing Reverse Auction Bidding study at Texas A&M University. Van Vleet had created a Microsoft Access database system and ASP web based user interface for RAB study. The methodology developed by van Vleet is still being used today, and this study has been extended into analyzing different personality types and the impact on the bidding system. In the previous studies conducted by different researchers in TAMU, the performance of participants in the RAB process along with their behavior are being observed with respect to their personality. Personality of each player is tested using the Keirsey Temperament Sorter (KTS) test. The previous study states that there appears to be a strong correlation between personality type and game performance. The first case study conducted by van Vleet involved five participants who had no prior experience in Reverse Auction Bidding. The number of participants has varied from three to ten participants. This research has been conducted on graduate students of the Construction Science Department of TAMU who have no prior experience in RAB. In continuation with the previous studies held in TAMU, the results show that there is an observable pattern in the bidding strategy of first time bidders while taking part in Reverse Auction Bidding.

This project is the first step in a long line of research that will examine the impact of status on information exchange in small groups of medical professionals. Specifically, we employ the expectation states theory and observable power and prestige methodology to develop a coding scheme and live coding methodology that is attuned to the unique status organizing process in interprofessional medical teams. This paper begins with an explanation of the shortcomings in current research that examines medical teams. We then discuss the conceptual development of the coding scheme and methodology. Next, we establish reliability between live coders and between the transcript coders. We conclude by employing our coding scheme to examine how occupational status (physician vs. nurse) operates in medical teams, and find that our scheme possesses both criterion and face validity. Future steps include increasing our sample size to have more statistical power in detecting status differences and dropping some items from the coding scheme to increase reliability.

This thesis examines a series of problems with the goal of better understanding the fundamental dilemma of whether to invest effort in obtaining information that may lead to better opportunities in the future versus exploiting immediately available opportunities. In particular this work investigates how this dilemma is affected by competition in an evolutionary setting. To achieve this requires both the use of evolutionary game theory, and Markov decision procesess or stochastic dynamic programming. This thesis grows directly out of earlier work on the Social Learning Strategies Tournament. Although I cast the problem in the biological setting of optimal foraging theory, where it fills an obvious gap, this fundamental dilemma should also be of some interest to economists, operations researchers, as well as those working in ecology, evolution and behaviour. / Thesis (Ph.D, Mathematics & Statistics) -- Queen's University, 2012-01-31 19:55:25.11

Os sistemas de aumento, conhecidos como SBAS (Satellite-Based Augmentation System) fornecem informações de integridade e acurácia em tempo real para seus usuários, utilizando-se das correções diferenciais que são transmitidas pelos satélites geoestacionários e estão disponíveis em algumas regiões do globo terrestre. Fora da sua região de abrangência o sistema ainda não disponibiliza os dados de correção em tempo real. Entretanto, o sinal é transmitido na mesma frequência L1 do GPS, o qual fica disponível aqui no Brasil, e alguns receptores GNSS possuem canais de frequência especifica que captam este sinal, com a perspectiva de que os dados destes satélites melhoram as condições do rastreio, além da melhoria na acurácia das coordenadas. Partindo deste princípio, foi utilizada a observável fase da onda portadora (L1) para inferir sobre a sua contribuição para o posicionamento. Os rastreios foram realizados em diferentes localidades devido à elevação dos satélites SBAS variar em função da latitude e longitude. Contudo, este estudo foi direcionado para os dados dos satélites PRN 138 (WAAS), PRN 120 e 124 (EGNOS), pois foram os únicos visíveis durante todo o rastreio, tendo simultaneidade dos dados entre os receptores base e móvel. Durante a etapa de processamento, o qual foi utilizado o software GNSS Solution, alguns experimentos foram realizados, tais como: 1) Processamento com todas as observáveis L1 dos satélites disponíveis (GPS e SBAS), análise dos desvios-padrão e comparação das coordenadas obtidas com as consideradas verdadeiras; 2) Processamento sem as observáveis L1 dos satélites SBAS, análises e comparações; 3) Retirada gradativa dos satélites GPS e reprocessamento em conjunto (GPS+SBAS) e separadamente (apenas GPS). A finalidade principal desses experimentos foi verificar a potencialidade da observável L1 dos satélites SBAS processadas em conjunto com a observável L1 do GPS, no posicionamento relativo. Análises estatísticas, como tendência e erro médio quadrático (RMS), foram aplicadas para verificar a existência de erros sistemáticos e a acurácia das coordenadas. Os resultados mostram que, especificamente nos locais de rastreio, as observáveis L1 dos satélites SBAS ao serem adicionados ao processamento, combinado com as observáveis L1 dos satélites GPS, não são determinantes para melhoria da acurácia das coordenadas. / The augmentation systems, known as SBAS (Satellite-Based Augmentation System) provide information for completeness and accuracy in real time to its users, using the differential corrections that are transmitted by geostationary satellites. They are available in specific regions of the globe such as USA, Canada and Europe. Outside their region of coverage the system still does not provide the correction data in real time. However, the signal is transmitted at the same frequency L1 GPS, which is available here in Brazil, and some GNSS receivers have specific frequency channels that capture this signal, with the prospect that the data from these satellites improve the conditions of screening, besides improving the accuracy of the coordinates. With this assumption, we used the observed phase of the carrier wave (L1) to infer its contribution to the placement. The surveys were conducted in various locations due to rising SBAS satellites vary with latitude and longitude. However, this study was directed to the data from the WAAS satellites (PRN 138) and EGNOS (PRN 120 and 124) because they were the only visible throughout the screening taking simultaneity between the base and mobile receivers. During the processing stage, which was used the software GNSS Solution, some experiments were performed, such as: 1) Processing with all the L1 observable from available satellites (GPS and SBAS), analysis of standard deviations and comparison of the coordinates obtained with the true, 2) processing without observable L1 SBAS satellites, analysis and comparisons, 3) gradual withdrawal of the GPS satellites and reprocessing together (GPS + SBAS) and separately (GPS only). The main purpose of these experiments was to investigate the potential of the L1 observable processed SBAS satellites together with GPS L1 observable in the relative positioning. Statistical analysis such as trending and root mean square (RMS) were applied to verify the existence of systematic errors and accuracy of these coordinates. The results show that, specifically at sites of screening, the observables L1 SBAS satellites to be added to the processing, combined with the L1 observable GPS satellites, are not decisive for improving the accuracy of the coordinates.

No description available.

The use and application of modeling and simulation (M&S) is pervasive in today's world. A key component in the application of models is to conduct appropriate verification and validation (V&V). V&V is conducted to make sure the model represents reality to the appropriate level of detail based on the questions posed. V&V techniques are well documented within the literature for observable systems, i.e. required data can be collected from the operations of the real system for comparison with the simulation results; however, V&V techniques for non-observable systems are limited to subjective validation. This subjective validation can be applied to the simulation outputs, operational validation, or towards the model development, conceptual validation. Oftentimes subjective operational validation of the simulation is the primary source of validation efforts. It is shown in this thesis that the sole reliance on subjective operational validation of the simulation can easily lead to the inaccurate acceptance of a model. In order to improve M&S practices for the representation of non-observable systems, models must be developed in a methodological manner that provides a traceable and defensible argument behind the model’s representation of reality. Though there is growing discussion within the recent literature, few methods exist on proper conceptual model development and validation. The research objective of this thesis is to identify a methodology to develop a model in a traceable and defensible manner for a system or system of systems that is non-observable. To address this research objective the proposal will address eight aspects of model development. The first is to define a set of terms that are common vernacular in the field of M&S. This is followed by the assessment of what defines a ‘good’ model and how to determine if the model is ‘good’ or not. This leads to a review of V&V and the observation that subjective validation in isolation is not sufficient for model validation. Next, a review of model development procedures is conducted and analyzed against a set of criteria. A selection is made using the Analytic Hierarchy Process (AHP). A procedure developed by Balci in 1986 is selected for the use in development of models for non-observable systems. Specific steps within Balci's 1986 procedure are investigated further to determine appropriate techniques that should be used when developing models of non-observable systems. These steps are system and objective definition, conceptual model, communicative model, and experimental models and results. Five techniques are identified in the literature that can be applied to system and objective definition: Soft Systems Methodology, Requirements Engineering, Unified Modeling Language, Systems Modeling Language, and Department of Defense Architecture Framework. These techniques are reviewed and selection is made using AHP. The System Modeling Language (SysML) is selected as the best technique to perform System an Objective Definition. Significant resources are devoted to the study of conceptual model development. Proposed in this thesis is a process to decompose the impacts of the system and apply subjective weightings in order to identify aspects of the system with significant importance. This approach enables the modeling of the system in question to the appropriate level of fidelity based on the identified importance of the system impacts. Additionally, this process provides traceability and defensibility of the final model form. Communicative model development is rarely addressed in the literature; however, many of the techniques used in system and objective definition can be applied to developing a communicative model. A similar study to the system and objective definition, AHP was utilized to make a selection. It was concluded that the Unified Modeling Language provides the best tool for creating a communicative model. In the final step, experimental models and results, the literature was found to be rich in techniques. A gap was found in the analysis of the outputs of stochastic simulations. Four questions resulted: 'which stochastic measures should be used in analyzing a stochastic simulation?', 'how many replications are required for an accurate estimation of the stochastic measure?', which least squares method should be used in the regression of a stochastic response?, and 'how many replications are required for an accurate regression of a stochastic measure? Heuristics are presented for each of these questions. A proof of concept is provided on the methodology developed within this thesis. The selected scenario is a Humanitarian Aid/Disaster Relief Mission, where the U.S. Navy has been tasked with distributing aid in an effective manner to the affected population. Upon application of the proposed methodology, it was observed that subjective decomposition and weighting of the scenario proved to be a useful tool for guiding and justifying the form of the eventual model. Shortcomings of the methodology were identified. The primary shortcomings identified were the linking of information between the steps of the model development procedure, and the difficulty in correctly identifying the structure of the system impacts decomposition. The primary contribution of this thesis is to the field of M&S. Contributions are made to the practice of conceptual model development, a growing discussion within the literature over the past several years. The contribution to conceptual model development will aid in the development models for non-observable systems. Additional contributions are made to the analysis of stochastic simulations. The methodology presented in this thesis will provide a new and robust method to develop and validate models in a traceable and defensible manner.