Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Civil Engineering; and, (M.C.P.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 1978. / MICROFICHE COPY AVAILABLE IN ARCHIVES AND ENGINEERING. / Includes bibliographical references (p. 153-159). / by Glen E. Weisbrod. / M.S. / M.C.P.

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This doctoral thesis consists of five research articles on the general topic of optimal decision making under uncertainty in a Bayesian framework. The papers are preceded by three introductory chapters. Papers I and II are dedicated to the problem of finding an optimal stopping strategy to liquidate an asset with unknown drift. In Paper I, the price is modelled by the classical Black-Scholes model with unknown drift. The first passage time of the posterior mean below a monotone boundary is shown to be optimal. The boundary is characterised as the unique solution to a nonlinear integral equation. Paper II solves the same optimal liquidation problem, but in a more general model with stochastic regime-switching volatility. An optimal liquidation strategy and various structural properties of the problem are determined. In Paper III, the problem of sequentially testing the sign of the drift of an arithmetic Brownian motion with the 0-1 loss function and a constant cost of observation per unit of time is studied from a Bayesian perspective. Optimal decision strategies for arbitrary prior distributions are determined and investigated. The strategies consist of two monotone stopping boundaries, which we characterise in terms of integral equations. In Paper IV, the problem of stopping a Brownian bridge with an unknown pinning point to maximise the expected value at the stopping time is studied. Besides a few general properties established, structural properties of an optimal strategy are shown to be sensitive to the prior. A general condition for a one-sided optimal stopping region is provided. Paper V deals with the problem of detecting a drift change of a Brownian motion under various extensions of the classical Wiener disorder problem. Monotonicity properties of the solution with respect to various model parameters are studied. Also, effects of a possible misspecification of the underlying model are explored.

Sequence similarity searching is commonly used to help clarify the biochemical and physiological features of newly discovered genes or proteins. An efficient similarity search relies on the choice of tools and their associated subprograms and numerous parameter settings. To assist researchers in selecting optimal programs and parameter settings for efficient sequence similarity searches, the web-based expert system, Smart Sequence Similarity Search (S4) was developed.

In this study, a method is developed for modelling and classifying behaviour of maritime vessels in a piracy situation. Prior knowledge is used to construct a probabilistic graphical model of maritime vessel behaviour. This model is a novel variant of a dynamic Bayesian network (DBN), that extends the switching linear dynamic system (SLDS) to accommodate contextual information. A generative model and a classifier model are developed. The purpose of the generative model is to generate simulated data by modelling the behaviour of fishing vessels, transport vessels and pirate vessels in a maritime piracy situation. The vessels move, interact and perform various activities on a predefined map. A novel methodology for evaluating and optimising the generative model is proposed. This methodology can easily be adapted to other applications. The model is evaluated by comparing simulation results with 2011 pirate attack reports. The classifier model classifies maritime vessels into predefined categories according to their behaviour. The classification is performed by inferring the class of a vessel as a fishing, transport or pirate vessel class. The classification method is evaluated by classifying the data generated by the generative model and comparing it to the true classes of the simulated vessels. / Thesis (PhD)--University of Pretoria, 2014. / tm2015 / Electrical, Electronic and Computer Engineering / PhD / Unrestricted

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Le vieillissement de la population entraîne une hausse des maladies chroniques telle que la maladie d’Alzheimer dans nos sociétés occidentales. L’enjeu du vieillissement se répercute aussi dans les réformes de nos politiques sociales, et plus généralement dans la gestion des services publics. Dans ce contexte, le régime de santé publique québécois connaît diverses modifications concernant la prestation de soins de première ligne. De nouveaux acteurs acquièrent des rôles et des responsabilités définissant des enjeux particuliers. Nous étudierons l’un de ces enjeux. Ce mémoire vise à spécifier les processus sociaux à la base de l’isolement des aidants familiaux de personnes atteintes par la maladie d’Alzheimer. La stigmatisation des aidants et les microprocessus afférents sont les principaux mécanismes analysés. Les données sont extraites d’entrevues semi-structurées réalisées avec une cohorte d’aidants familiaux (N=60) suivie longitudinalement depuis le début de leur trajectoire de soins. Une démarche qualitative soutient ce projet. Nous avons analysé un échantillon de douze participants au moyen d’une approche séquentielle. Trois processus typiques ont été identifiés : le stigma de forme en ruptures (séparation sociale), le stigma de forme transitoire (stigma transitoire) et le stigma de forme anomique (anomie sociale). Les résultats suggèrent que les réseaux sociaux des aidants sont soumis à un ensemble de conditions favorisant la structuration du stigma social, la principale condition étant un enjeu de pouvoir concernant le contrôle de la personne malade. Les aidants conjoints de personnes atteintes sont plus enclins à la stigmatisation en début de trajectoire. / Aging populations in western societies contribute to the raise of chronic illnesses such as Alzheimer disease. The issue of aging also echoes in recent political reforms and more generally in the way we manage public services. In this context, Quebec’s public health regime has known diverse modifications concerning “first line caregiving” (soins de première ligne). New actors of the public system have acquired roles and responsibilities defining particular issues. We address one of these issues. This research aims at specifying the social processes inherent to the isolation of family caregivers helping a relative suffering from Alzheimer disease. The stigmatization process and related microprocesses are the principal mechanisms analysed. The data derives from in-depth, semi-structured interviews, realised with a cohort of sixty family caregivers followed longitudinally since the beginning of their care trajectories. A qualitative scheme bears out our investigation. We have analysed a sample of twelve participants using a sequential approach. Three typical processes were identified: social separation, transitory stigma and social anomia. Results suggest that the caregivers’ support networks are subjected to a setting of conditions structuring social stigma, the recurrent condition being an issue of power implying the social control of the ill relative. Caregivers who also are the spouses of the ill relative are the most inclined to stigmatization in early trajectory.