Dissertations / Theses on the topic 'Guaranteed'
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1
Mustafa, Mohamed. "Guaranteed SLAM : an interval approach." Thesis, University of Manchester, 2017. https://www.research.manchester.ac.uk/portal/en/theses/guaranteed-slaman-interval-approach(50242329-e0fa-43dd-881b-6719c5504231).html.
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The mapping problem is a major player in mobile robotics, and it is essential for many real applications such as disaster response or nuclear decommissioning. Generally, the robotic mapping is addressed under the umbrella of simultaneous localization and mapping (SLAM). Several probabilistic techniques were developed in the literature to approach the SLAM problem, and despite the good performance, their convergence proof is only limited to linear Gaussian models. This thesis proposes an interval SLAM (i-SLAM) algorithm as a new approach that addresses the robotic mapping problem in the context of interval methods. The noise of the robot sensor is assumed bounded, and without any prior knowledge of its distribution, we specify soft conditions that guarantee the convergence of robotic mapping for the case of nonlinear models with non-Gaussian noise. A new theory about compact sets is developed in the context of real analysis to conclude such conditions. Then, a case study is presented where the performance of i-SLAM is compared to the probabilistic counterparts in terms of accuracy and efficiency. Moreover, this work presents an application for i-SLAM using an RGB-D sensor that operates in unknown environments. Interval methods and computer vision techniques are employed to extract planar landmarks in the environment. Then, a new hybrid data association approach is developed using a modified version of bag-of-features method to uniquely identify different landmarks across timesteps. Finally, the results obtained using the proposed data association approach are compared to the typical least-squares approaches, thus demonstrating the consistency and accuracy of the proposed approach.
2
Frye, Samantha. "Satisfaction guaranteed and other stories." FIU Digital Commons, 2004. http://digitalcommons.fiu.edu/etd/3421.
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SATISFACTION GUARANTEED AND OTHER STORIES was a collection of dark short fiction that explored the nature of hubris. Hubris was not limited to the definition of overbearing pride and arrogance, but bore a connection to love, curiosity, greed, and covetousness. In each story, the main characters' hubris sparked a desire that often lead to extreme actions. The stories' characters ranged in age from five years to centuries old. Their backgrounds were also diverse: a condemned spirit, a sculptor, a succubus posing as a psychiatrist and her empathic patient, a Rosarian, an entomologist, and a mural artist, The plots of the stories were simple and drawn from elements of myth and legend. In the essence of Edgar Allan Poe and Henry James, the stories developed the uncanny to give introspection concerning the darker human qualities.
3
Plácido, Alex. "Family model guaranteed in 1993 Constitution." Pontificia Universidad Católica del Perú, 2013. http://repositorio.pucp.edu.pe/index/handle/123456789/115446.
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This article describes interaction among constitutional law, international law of human rights and family law based on human rights extensive role. In family law field, involving family model and constitutional protection, it is clear to notice the influence of permanent dialogue among those three areas becoming as the main factor of family law evolution. The author emphasizes the deep transformation experienced by “family” notion through history and in fact that change shall keep happening, which does not necessarily mean that all forms of living in family shall have the same level of legal coverage. However, it should result in a minimum level of protection marked by human rights recognition.Este artículo describe la interacción entre el derecho constitucional, el derecho internacional de los derechos humanos y el derecho de familia, cuyo fundamento es el papel extensivo de los derechos humanos. En el ámbito del derecho de familia —que implica el modelo de familia y la protección constitucional de la que goza— se ve la incidencia de este diálogo permanente entre las tres áreas, que llega a constituirse en el principal motor de la evolución del derecho de familia. El autor concluye señalando que lo que conocemos como «familia» ha experimentado una transformación profunda a través de la historia y que el cambio en su contenido seguirá variando. Esto no significa que todas las formas de vivir en familia vayan a gozar del mismo grado de cobertura legal, pero sí que debe traducirse en la existencia de un piso mínimo de protección signado por el reconocimiento de los derechos humanos.
4
Iqbal, Muhammad Sohail. "Continuum robot modeling with guaranteed approach." Thesis, Paris Est, 2010. http://www.theses.fr/2010PEST1027.
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Contrairement aux robots conventionnels, les robots continuums ne possèdent ni de liaisons discrètes, ni de corps rigides. Leur courbure est continue, similaire à celle des trompes ou des tentacules animales. Le développement de ce type de robots pour les applications médicales soulève plusieurs problèmes : optimisation de la conception, modélisation cinématique, choix des capteurs et commande en temps réel. Les techniques actuelles pour la modélisation des robots continuums ne tiennent pas compte les incertitudes inhérentes au système. La prise en compte de ces incertitudes est d'une importance cruciale pour la certification de tels robots utilisés pour les gestes chirurgicaux. Dans cette thèse, nous considérons un micro robot continuum à 3 actionneurs. Ce robot a été développé au laboratoire LISSI pour le traitement des anévrismes de l'aorte abdominale par chirurgie mini-invasive. Dans ce type de chirurgie, il est important de disposer d'un modèle cinématique garanti du robot continuum prenant en compte différents types d'incertitudes. Pour traiter ce problème, nous utilisons les techniques d'analyse par intervalles. Ces techniques permettent de résoudre des problèmes d'optimisation globale sous contraintes tout en prenant en compte des incertitudes aussi bien aléatoires que systématiques. La contribution de cette thèse porte sur la proposition d'un modèle cinématique d'un robot continuum prenant en compte des incertitudes liées à différents facteurs comme les erreurs d'arrondis, les erreurs paramétriques et les erreurs dues aux hypothèses de modélisation. Tout d'abord, nous développons les modèles géométriques direct et inverse du robot continuum sous forme de solutions de formes fermées. Ces solutions sont utilisées pour caractériser les différentes propriétés du robot comme la manipulabilité. Pour calculer la cinématique inverse garantie et optimale, nous appliquons une version améliorée de l'algorithme par séparation et évaluation (Branch and Bound). En considérant l'orientation du robot, la cinématique inverse est ramenée à la formulation et à la résolution par intervalles d'un problème d'optimisation sous contraintes. Les approches proposées sont validées par des simulations. Les résultats de cette thèse constituent un cadre général pour la modélisation garantie de la classe des robots continuums dont la forme est décrite par des actionneurs en flexion continueUnlike conventional robots, continuum robots do not contain any rigid link or any rotational joint but present a continuous bending in the structure through smooth motion. Development of this class of robot for their medical application presents a common set of problems : optimization of design, kinematic modeling, sensing choice, and their control in real time. Existing techniques for the modeling of continuum robots do not take system uncertainties into account. A proper handling of these uncertainties becomes of crucial importance for the certification of such robots used as medical devices. For our research, we consider a continuum robot that has been developed for the treatment of aortic aneurysm by Minimal Invasive Surgery (MIS), in LISSI Lab. In the context of MIS, it is very important to develop a guaranteed kinematic model of robot taking into account the different types of un-certainties. To handle this problem, we use the techniques of interval analysis. These techniques are capable of performing the global optimization and solving CSPs while taking into account the different uncertainties ; no matter, whether these uncertainties are random or systematic. Contribution of this thesis is proposal of a continuum robot's kinematic model that can take system uncertainties due to different factors such as rounding errors, parametric errors, and errors due to modeling assumptions. Initially, we develop the forward and inverse kinematics of the continuum robot in closed-form formulas. These derived formulas are used for the characterization of different properties of the robot such as manipulability. To find optimized guaranteed kinematics, we retained and applied an enhanced version of branch and bound algorithm. The inverse kinematics was formulated and resolved as a constrained optimization problem for robot's orientation. The proposed approaches are validated through simulations. The results of this thesis give rise to a general framework that is valid to handle the system uncertainties for the entire class of continuum robot that are shaped by continuously bending actuators
5
Boyer, Eric B. "Multicast communication with guaranteed quality of service." Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 1993. http://handle.dtic.mil/100.2/ADA277650.
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Thesis (M.S. in Electrical Engineering and Electrical Engineer) Naval Postgraduate School, December 1993.Thesis advisor(s): Shridhar B. Shukla. "December 1993." Includes bibliographical references. Also available online.
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Weinberg, Daniela [Verfasser]. "Deciding Service Substitution - Termination guaranteed / Daniela Weinberg." München : Verlag Dr. Hut, 2012. http://d-nb.info/1029399352/34.
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Aiylam, Dhroova (Dhroova S. ). "Parameter estimation in HMMs with guaranteed convergence." Thesis, Massachusetts Institute of Technology, 2018. http://hdl.handle.net/1721.1/119735.
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Thesis: M. Eng., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2018.This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.
Cataloged from student-submitted PDF version of thesis.
Includes bibliographical references (page 47).
The EM (Expectation-Maximization) algorithm is a heuristic for parameter estimation in statistical models with latent variables, where explicit computation of the maximum likelihood estimate (MLE) is infeasible. Although widely used in practice, the theoretical guarantees associated with EM are quite weak. We study the setting of a hidden Markov model (HMM) with two hidden states, where the (symmetric) transition matrix [mu] is unknown and observations are Gaussian with known covariance and unknown mean [mu]. The EM algorithm for HMMs, also known as the Baum-Welch algorithm, was previously studied by Yang, Balakrishnan, and Wainwright [1] but without global convergence guarantees. In this paper we propose a "local" version of the EM algorithm and prove absolute convergence of this algorithm to the true parameters ([mu], E) in both the population and finite-sample regime. To the best of our knowledge this is the first algorithm for simultaneous parameter estimation with global convergence guarantees. Additionally, we prove several theoretical results and supply some counterexamples for the ordinary Baum-Welch algorithm in this setting.
by Dhroova Aiylam.
M. Eng.
8
Kanno, Masaaki. "Guaranteed accuracy computations in systems and control." Thesis, University of Cambridge, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.615686.
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Asif, Muhammad Haseeb. "FlinkNDB : Guaranteed Data Streaming Using External State." Thesis, KTH, Skolan för elektroteknik och datavetenskap (EECS), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-291361.
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Apache Flink is a stream processing framework that provides a unified state management mechanism which, at its core, treats stream processing as a sequence of distributed transactions. Flink handles failures, re-scaling and reconfiguration seamlessly via a form of a two-phase commit protocol that periodically commits all past side effects consistently into the state backends. This involves invoking and combining checkpoints and, in time of need, redistributing the state to resume data pipelines. All the existing Flink state backend implementations, such as RocksDB, are embedded and coupled with the compute nodes. Therefore, recovery time is proportional to the state needed to be reconfigured and that can take from a few seconds to hours. If application logic is compute-heavy and Flink’s tasks are overloaded, scaling out compute pipeline means scaling out storage together with compute tasks and vice-versa because of the embedded state backends. It also introduces delays due to expensive state re-shuffle and moving large state on the wire. This thesis work proposes the decoupling of the state storage from compute to improve Flink’s scalability. It introduces the design and implementation of a new State backend, FlinkNDB, that decouples state storage from compute. Furthermore, we designed and implemented new techniques to perform snapshotting, and failure recovery to reduce the recovery time close to zero.Apache Flink är ett strömbehandlingsramverk som tillhandahåller en enhetlig tillståndshanteringsmekanism som i sin kärna behandlar strömbehandling som en sekvens av distribuerade transaktioner. Flink hanterar fel, omskalning och omkonfigurering sömlöst via en form av ett tvåfas-engagemangsprotokoll som regelbundet begår alla tidigare biverkningar konsekvent i tillståndets backends. Detta innebär att man åberopar och kombinerar kontrollpunkter och vid behov omdistribuerar dess tillstånd för att återuppta dataledningar. Alla befintliga backendimplementeringar för Flink-tillstånd, som Rocks- DB, är inbäddade och kopplade till beräkningsnoderna. Därför är återhämtningstiden proportionell mot det tillstånd som behöver konfigureras om och det kan ta från några sekunder till timmar. Om applikationslogiken är beräkningstung och Flinks uppgifter är överbelastade, innebär utskalning av beräkningsrörledning att utskalning av lagring, tillsammans med beräkningsuppgifter och vice versa på grund av det inbäddade tillståndet i backend. Det introducerar också förseningar i förhållande till dyra tillståndsförflyttningar och flyttning av stora datamängder som upptar stora delar av bandbredden. Detta avhandlingsarbete föreslår frikoppling av tillståndslagring från beräkning för att förbättra Flinks skalbarhet. Den introducerar designen och implementeringen av ett nytt tillstånd i backend, FlinkNDB, som frikopplar tillståndslagring från beräkning. Avslutningsvis designade och implementerade vi nya tekniker för att utföra snapshotting och felåterställning för att minska återhämtningstiden till nära noll.
10
Wang, Zhan. "Guaranteed Localization and Mapping for Autonomous Vehicles." Thesis, Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLS395.
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Avec le développement rapide et les applications étendues de la technologie de robot, la recherche sur le robot mobile intelligent a été programmée dans le plan de développement de haute technologie dans beaucoup de pays. La navigation autonome joue un rôle de plus en plus important dans le domaine de recherche du robot mobile intelligent. La localisation et la construction de cartes sont les principaux problèmes à résoudre par le robot pour réaliser une navigation autonome. Les techniques probabilistes (telles que le filtre étendu de Kalman et le filtre de particules) ont longtemps été utilisées pour résoudre le problème de localisation et de cartographie robotisées. Malgré leurs bonnes performances dans les applications pratiques, ils pourraient souffrir du problème d'incohérence dans les scénarios non linéaires, non gaussiens. Cette thèse se concentre sur l'étude des méthodes basées sur l'analyse par intervalles appliquées pour résoudre le problème de localisation et de cartographie robotisées. Au lieu de faire des hypothèses sur la distribution de probabilité, tous les bruits de capteurs sont supposés être bornés dans des limites connues. Sur la base d'une telle base, cette thèse formule le problème de localisation et de cartographie dans le cadre du problème de satisfaction de contraintes d'intervalle et applique des techniques d'intervalles cohérentes pour les résoudre de manière garantie. Pour traiter le problème du "lacet non corrigé" rencontré par les approches de localisation par ICP (Interval Constraint Propagation), cette thèse propose un nouvel algorithme ICP traitant de la localisation en temps réel du véhicule. L'algorithme proposé utilise un algorithme de cohérence de bas niveau et est capable de diriger la correction d'incertitude. Par la suite, la thèse présente un algorithme SLAM basé sur l'analyse d'intervalle (IA-SLAM) dédié à la caméra monoculaire. Une paramétrisation d'erreur liée et une initialisation non retardée pour un point de repère naturel sont proposées. Le problème SLAM est formé comme ICSP et résolu par des techniques de propagation par contrainte d'intervalle. Une méthode de rasage pour la contraction de l'incertitude historique et une méthode d'optimisation basée sur un graphique ICSP sont proposées pour améliorer le résultat obtenu. L'analyse théorique de la cohérence de la cartographie est également fournie pour illustrer la force de IA-SLAM. De plus, sur la base de l'algorithme IA-SLAM proposé, la thèse présente une approche cohérente et peu coûteuse pour la localisation de véhicules en extérieur. Il fonctionne dans un cadre en deux étapes (enseignement visuel et répétition) et est validé avec un véhicule de type voiture équipé de capteurs de navigation à l'estime et d'une caméra monoculaireWith the rapid development and extensive applications of robot technology, the research on intelligent mobile robot has been scheduled in high technology development plan in many countries. Autonomous navigation plays a more and more important role in the research field of intelligent mobile robot. Localization and map building are the core problems to be solved by the robot to realize autonomous navigation. Probabilistic techniques (such as Extented Kalman Filter and Particle Filter) have long been used to solve the robotic localization and mapping problem. Despite their good performance in practical applications, they could suffer the inconsistency problem in the non linear, non Gaussian scenarios. This thesis focus on study the interval analysis based methods applied to solve the robotic localization and mapping problem. Instead of making hypothesis on the probability distribution, all the sensor noises are assumed to be bounded within known limits. Based on such foundation, this thesis formulates the localization and mapping problem in the framework of Interval Constraint Satisfaction Problem and applied consistent interval techniques to solve them in a guaranteed way. To deal with the “uncorrected yaw” problem encountered by Interval Constraint Propagation (ICP) based localization approaches, this thesis proposes a new ICP algorithm dealing with the real-time vehicle localization. The proposed algorithm employs a low-level consistency algorithm and is capable of heading uncertainty correction. Afterwards, the thesis presents an interval analysis based SLAM algorithm (IA-SLAM) dedicates for monocular camera. Bound-error parameterization and undelayed initialization for nature landmark are proposed. The SLAM problem is formed as ICSP and solved via interval constraint propagation techniques. A shaving method for landmark uncertainty contraction and an ICSP graph based optimization method are put forward to improve the obtaining result. Theoretical analysis of mapping consistency is also provided to illustrated the strength of IA-SLAM. Moreover, based on the proposed IA-SLAM algorithm, the thesis presents a low cost and consistent approach for outdoor vehicle localization. It works in a two-stage framework (visual teach and repeat) and is validated with a car-like vehicle equipped with dead reckoning sensors and monocular camera
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Elías, Naranjo Silvana Patricia. "Treatment of Guaranteed Indebtedness Allowed in Airport Transportation Infrastructure Concession Contracts." Derecho & Sociedad, 2016. http://repositorio.pucp.edu.pe/index/handle/123456789/118824.
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Taking in account the need of financing of inversions to be done by the concessionaires on the frame of concession contracts, this article develops the treatment of Guaranteed Indebtedness Allowed in the concession contracts on airport matter, which general concepts are also applicable to other types of public use transport infrastructure. In this way, the concept of Creditor Allowed is explained, and the guarantees that can be given in the frame of the referred Indebtedness are analyzed, making a comparison of these concepts in the different concession contracts.Teniendo en consideración la necesidad de financiamiento a las inversiones a ser realizadas por los concesionarios en el marco de los contratos de concesión, en el presente artículo se desarrolla el tratamiento de los Endeudamientos Garantizados Permitidos en los contratos de concesión de infraestructura aeroportuaria, siendo los conceptos generales desarrollados en el mismo, aplicables a los demás tipos de infraestructura de transporte de uso público.De esta manera, se explica, además, el concepto de Acreedor Permitido y se analizan las garantías que pueden ser otorgadas en el marco de los citados Endeudamientos, realizando una comparación sobre el tratamiento de estos conceptos en los distintos contratos de concesión.
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Akbas, Mustafa Ilhan. "Evaluation Of Core Stateless Guaranteed Fair Network Architecture." Master's thesis, METU, 2006. http://etd.lib.metu.edu.tr/upload/2/12608027/index.pdf.
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The problem of providing Quality of Service (QoS) in the Internet has been an extremely active area of research and various mechanisms have been proposed related to this subject. Developing network applications have requirements such as bounded delay, jitter, minimum bandwidth and maximum loss rate. There is also a need to support large bandwidth networks because of growing link speeds. Previous QoS efforts did not fully satisfy all these needs of future networks but more recent approaches aim to be both scalable and rich in the provision of guaranteed services. Consequently core-stateless systems received much attention in recent years because of their scalability in supporting per-flow QoS. The property of not maintaining any per-flow state in the core routers is known as being core-stateless. In this thesis study, the need for core-stateless network architectures is pointed out and a literature survey about these schemes is carried out. Core-Stateless Guaranteed Fair (CSGF) network architecture, which provides deterministic fairness guarantees in a work-conserving manner, is selected and evaluated. Simulation studies about stateful Virtual Clock (VC) algorithm and CSGF&rsquos sub-protocols Core-Stateless Virtual Clock (CSVC), Core-Stateless Guaranteed Throughput (CSGT) and Core-Stateless Guaranteed Fairness (CSGF) are presented. Finally, the deficiencies in fairness of CSGF are demonstrated.
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Chu, Jian. "New control-plane architecture for QoS-guaranteed Internet /." View abstract or full-text, 2007. http://library.ust.hk/cgi/db/thesis.pl?ECED%202007%20CHU.
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Yang, Sheauwen. "Reserving, pricing and hedging for guaranteed annuity options." Thesis, Heriot-Watt University, 2001. http://hdl.handle.net/10399/1187.
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Chilappagari, Shashi Kiran, and Dung Viet Nguyen. "On Guaranteed Error Correction Capability of GLDPC Codes." International Foundation for Telemetering, 2008. http://hdl.handle.net/10150/606241.
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ITC/USA 2008 Conference Proceedings / The Forty-Fourth Annual International Telemetering Conference and Technical Exhibition / October 27-30, 2008 / Town and Country Resort & Convention Center, San Diego, CaliforniaIn this paper, it is shown that generalized LDPC codes can correct a linear fraction of errors under the parallel bit flipping algorithm when the underlying Tanner graph is a good expander. A lower bound on the size of variable node sets which have required expansion is established as a function of the column weight of the code, the girth of the Tanner graph and the error correction capability of the sub-code. It is also shown that the bound on the required expansion cannot be improved when the column weight is even by studying a class of trapping sets. An upper bound on the guaranteed error correction capability is found by investigating the size of smallest possible trapping sets.
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Shi, Bibo. "Regularity-Guaranteed Transformation Estimation in Medical Image Registration." Ohio University / OhioLINK, 2011. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1312842132.
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Xu, Xiaoyong. "QoS-guaranteed resource provisioning for cloud-based MapReduce." Thesis, Queensland University of Technology, 2016. https://eprints.qut.edu.au/97990/1/Xiaoyong_Xu_Thesis.pdf.
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This PhD project has investigated how to guarantee the quality of MapReduce services in cloud computing while minimizing the operational cost of the MapReduce services through dynamic resource provisioning. In this PhD project, a framework for the dynamic resource provisioning has been developed. Meanwhile, theoretical results for the dynamic resource provisioning have been derived, and a set of efficient and effective algorithms used in the framework have been proposed.
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Julius, Elroy Peter. "Guaranteed delivery of multimodal semi-synchronous IP-based communication." Thesis, University of the Western Cape, 2005. http://etd.uwc.ac.za/index.php?module=etd&.
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This thesis explored how hearing and deaf users are brought together into one communication space where interaction between them is a semi-synchronous form of message exchange. The focus of this thesis was the means by which message delivery between two e
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Oida, Kazumasa. "Internet Traffic Control for Best-Effort and Guaranteed Services." 京都大学 (Kyoto University), 2002. http://hdl.handle.net/2433/149383.
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Duder, Sydney. "Cards, dice and lifestyles : gaming a guaranteed annual income." Thesis, McGill University, 1987. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=72093.
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A simulation game was designed to examine the impact of a guaranteed annual income (GAI). The sample of 158 player-objects included factory and clerical workers, high school dropouts, single mothers, and CEGEP and university social work students. To establish the validity of the game, the working and spending behaviour of players was compared with results reported for the New Jersey negative income tax experiment, and found to be similar in a number of respects. The game also simulated two features not present in the New Jersey experiment: (a) variable labour-market conditions, and (b) comparison of a partial, time-limited GAI with a permanent, universal plan. For players on a GAI, working hours were significantly lower when fellow-players were not on a GAI than when they were. Results suggest that work effort may be related to comparisions with a reference group on visible consumer goods.
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Jang, Jinho S. M. Massachusetts Institute of Technology. "Adaptive control design with guaranteed margins for nonlinear plants." Thesis, Massachusetts Institute of Technology, 2009. http://hdl.handle.net/1721.1/46627.
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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Mechanical Engineering, 2009.Includes bibliographical references (p. 139-142).
Adaptive control is one of the technologies that improve both performance and safety as controller parameters can be redesigned autonomously in the presence of uncertainties. Considerable research has been accomplished in adaptive control theory for several decades and a solid foundation has been laid out for stability and robustness of adaptive systems. However, a large gap between theory and practice has been an obstacle to transition theoretical results into applications and it still remains. In order to reduce the gap, this thesis presents a unified framework for design and analysis of adaptive control for general nonlinear plants.An augmented adaptive control architecture is proposed where a nominal controller is designed in the inner-loop with an adaptive controller in the outer-loop. The architecture is completed by addressing three separate problems. The first problem is the design of adaptive control in the presence of input constraints. With a rigorous stability analysis, an algorithm is developed to remove the adverse effects of multi-input magnitude saturation. The second problem is the augmentation of adaptive control with a nominal gain-scheduling controller. Though adaptive controllers have been employed with gain-scheduling to various applications, no formal stability analysis has been developed. In the proposed architecture, adaptive control is combined with gain-scheduling in a specific manner while stability is guaranteed. The third problem is the development of analytic stability margins of the closed-loop plant with the proposed adaptive controller. A time-delay margin is derived using standard Lyapunov stability analysis as an analytic stability margin.The overall adaptive control architecture as well as the analytically derived margins are validated by a 6-DoF nonlinear flight dynamics based on the NASA X-15 hypersonic aircraft. Simulation results show that the augmented adaptive control is able to stabilize the plant and tracks desired trajectories with uncertainties in the plant while instability cannot be overcome only with the nominal controller. The time-delay margins are validated based on a generic transport model and they are compared with margins obtained from simulations studies. We utilize numerical methods to find less conservative time-delay margins.
by Jinho Jang.
Ph.D.
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Zajmi, Arta. "Equalization of guaranteed minimum pensions in the United Kingdom." Master's thesis, Instituto Superior de Economia e Gestão, 2019. http://hdl.handle.net/10400.5/19275.
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Mestrado em Actuarial ScienceAntes de 1978, no RU, era ao Estado que competia assegurar o pagamento das pensões. Em abril de 1978, foi dada a possibilidade de os planos de previdência privados assumirem uma parte do sistema, desde que seguissem as mesmas regras. Foi assim que surgiu a PMG. A PMG é calculada considerando vários fatores, como idade, sexo e vida útil do membro. A idade de pagamento do benefício é diferente para membros masculinos e femininos, bem como a sua taxa de formação, que depende da vida útil do membro. Essas diferenças levaram a desigualdades nos montantes atribuídos a homens e mulheres com o mesmo período de serviço. Em 2018, três membros do sexo feminino, devido a essas desigualdades, processaram os administradores do esquema de pensões do Lloyds Bank. Como resultado deste processo, todos os regimes de pensões no RU ficaram obrigados a eliminar as diferenças injustificadas entre as PMG dos seus membros. O problema é que, a par da decisão, não foi indicada uma forma clara de como proceder para atingir a desejada equalização. Ainda que alguns métodos tenham sido propostos, a verdade é que os esquemas têm autonomia para escolher o método que acharem mais conveniente. Como se trata de um tema muito atual e que exige tratamento imediato, este trabalho é--lhe inteiramente dedicado. Depois de se fazer o necessário enquadramento do problema, apresentam-se os métodos de cálculo da PMG, analisam-se os diferentes fatores que causam desigualdades e mostra-se como a equalização é alcançada através dos métodos propostos.
Before 1978 in the United Kingdom, government paid all state pensions. However, in April 1978 private pension schemes were given the option to pay their members a part of the state pension as long as they followed the same rules. That part of the pension is called the Guaranteed Minimum Pension (GMP). GMP is calculated considering several factors, such as the member?s age, sex and working lifetime. GMP payment age is different for male and female members, as well as the accrual rate, which is dependent on the working lifetime of the member. These differences led to inequalities in the GMP pension between male and female members that had the same service period. In 2018, three female members, due to these inequalities, sued the trustees of the Lloyds Bank pension scheme. As an outcome of this judgment, all pension schemes in the UK were obliged to equalise GMP for all their members. In spite of the ruling, a clear way on how to proceed with the equalisation was not given, though some methods were proposed. As of now, schemes have the authority to choose the method they find most convenient. As this is a very pressing problem, this paper is entirely devoted to it. After setting the framework, we present how GMP is calculated, analyse the different factors that cause inequalities and show how the equalisation is achieved through the proposed methods. A number of examples and illustrations are provided.
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Wang, Jiayuan. "Algorithms for Guaranteed Denoising of Data and Their Applications." The Ohio State University, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1577966043088083.
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Le, Coënt Adrien. "Guaranteed control synthesis for switched space-time dynamical systems." Thesis, Université Paris-Saclay (ComUE), 2017. http://www.theses.fr/2017SACLN039/document.
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Dans le présent travail de thèse, nous souhaitons approfondir l’étude des systèmes à commutation pour des problèmes aux dérivées partielles en explorant de nouvelles pistes d’investigation, incluant notamment la question de la synthèse de contrôle garanti par décomposition de l’espace des états, la synthèse de contrôle nécessitant la réduction de modèle, le contrôle des différentes sources d’erreur sur des quantités d’intérêt, et la mesure des incertitudes sur les états et les paramètres du modèle. Nous envisageons l’utilisation de méthodes de calcul ensemblistes associées à des méthodes de réduction de modèle, ainsi que l’utilisation d’observateurs d’état pour l’estimation en ligne du systèmeIn this thesis, we focus on switched control systems described by partial differential equations, and investigate the issues of guaranteed control of such systems using state-space decomposition methods. The use of state-space decomposition methods requires model order reduction, control of the different sources of error for quantities of interest, and measure of uncertainties on the states and parameters of the system. We are considering using set-based computation methods, in association with model order reduction techniques, along with the use of state-observers for on-line estimation of the system
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Ting, Wah. "The impact of the interdisciplinary efforts on the receptivity of guarantee maximum price (GMP) project." Click to view the E-thesis via HKUTO, 2006. http://sunzi.lib.hku.hk/hkuto/record/B36789161.
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Görtzen, Simon [Verfasser]. "Performance-Guaranteed Resource Allocation in Wireless Communication Systems / Simon Görtzen." Aachen : Shaker, 2015. http://d-nb.info/106904413X/34.
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Shimizu, Hiroshi. "A study on bandwidth guaranteed networks for multimedia services integration." 京都大学 (Kyoto University), 2008. http://hdl.handle.net/2433/136017.
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Peng, Jingjiang. "Pricing the guaranteed minimum withdrawal benefit under stochastic interest rates /." View abstract or full-text, 2007. http://library.ust.hk/cgi/db/thesis.pl?MATH%202007%20PENG.
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Planchon, Philippe. "Guaranteed diagnosis of uncertain linear systems using state set observation." Berlin Logos-Verl, 2007. http://deposit.d-nb.de/cgi-bin/dokserv?id=2965569&prov=M&dok_var=1&dok_ext=htm.
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Pacheco, Gutierrez Salvador. "3D reconstruction and guaranteed primitive shape estimation using interval analysis." Thesis, University of Manchester, 2017. https://www.research.manchester.ac.uk/portal/en/theses/3d-reconstruction-and-guaranteed-primitive-shape-estimation-using-interval-analysis(0f833d20-c97f-4e59-85b7-0080807d1657).html.
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In a mobile robotic system, the interaction with the surrounding environment is essential in order to complete tasks such as localisation and mapping. This interaction can only be conducted by means of sensors that permit the accumulation of a large amount of information from several sources. However, this information is useless without adequate interpretation; thus, in order to accurately determine the positioning of the robot, it is necessary to identify and characterise landmarks in the environment required to serve as anchoring points for both localisation and mapping. Having constructed the map, an accurate analysis of the information gathered is vital. In this manner, this work is focused on two main aspects of any mobile robotic system: first, the detection and characterisation of highly descriptive landmarks by using image and point cloud processing techniques; and second, the geometrical and spatial analysis of the information gathered from the environment. For the former, two novel techniques based on image processing and geometrical analysis are presented; for the latter, a guaranteed technique for the parameter estimation of primitive shapes using interval analysis is proposed.
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Schwab, Stefan [Verfasser], and S. [Akademischer Betreuer] Hohmann. "Guaranteed Verification of Dynamic Systems / Stefan Schwab ; Betreuer: S. Hohmann." Karlsruhe : KIT-Bibliothek, 2019. http://d-nb.info/1192373464/34.
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Moreira, Amilcar Manuel Reis. "Guaranteed minimum income schemes and the right to personal development." Thesis, University of Bath, 2006. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.428352.
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Foschini, Luca <1978>. "Support infrastructures for multimedia services with guaranteed continuity and QoS." Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2007. http://amsdottorato.unibo.it/393/1/phdThesis_Foschini_final.pdf.
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Advances in wireless networking and content delivery systems are enabling new challenging provisioning scenarios where a growing number of users access multimedia services, e.g., audio/video streaming, while moving among different points of attachment to the Internet, possibly with different connectivity technologies, e.g., Wi-Fi, Bluetooth, and cellular 3G. That calls for novel middlewares capable of dynamically personalizing service provisioning to the characteristics of client environments, in particular to
discontinuities in wireless resource availability due to handoffs. This dissertation proposes a novel middleware solution, called MUM, that performs effective and context-aware handoff management to transparently avoid service interruptions during both horizontal and vertical handoffs. To achieve the goal, MUM exploits the full visibility of wireless connections available in client localities and their handoff implementations (handoff awareness), of service quality requirements and handoff-related quality degradations (QoS awareness), and of network topology and resources available in current/future localities (location awareness). The design and implementation of the all main MUM components along with extensive on the field trials of the realized middleware architecture confirmed the validity of the proposed full
context-aware handoff management approach. In particular, the reported experimental results demonstrate that MUM can effectively maintain service continuity for a wide range of different multimedia services by exploiting handoff prediction mechanisms, adaptive buffering and pre-fetching techniques, and proactive re-addressing/re-binding.
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Foschini, Luca <1978>. "Support infrastructures for multimedia services with guaranteed continuity and QoS." Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2007. http://amsdottorato.unibo.it/393/.
Full textAbstract:
Advances in wireless networking and content delivery systems are enabling new challenging provisioning scenarios where a growing number of users access multimedia services, e.g., audio/video streaming, while moving among different points of attachment to the Internet, possibly with different connectivity technologies, e.g., Wi-Fi, Bluetooth, and cellular 3G. That calls for novel middlewares capable of dynamically personalizing service provisioning to the characteristics of client environments, in particular to
discontinuities in wireless resource availability due to handoffs. This dissertation proposes a novel middleware solution, called MUM, that performs effective and context-aware handoff management to transparently avoid service interruptions during both horizontal and vertical handoffs. To achieve the goal, MUM exploits the full visibility of wireless connections available in client localities and their handoff implementations (handoff awareness), of service quality requirements and handoff-related quality degradations (QoS awareness), and of network topology and resources available in current/future localities (location awareness). The design and implementation of the all main MUM components along with extensive on the field trials of the realized middleware architecture confirmed the validity of the proposed full
context-aware handoff management approach. In particular, the reported experimental results demonstrate that MUM can effectively maintain service continuity for a wide range of different multimedia services by exploiting handoff prediction mechanisms, adaptive buffering and pre-fetching techniques, and proactive re-addressing/re-binding.
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Kim, Sung-Eun. "Efficient and QoS Guaranteed Data Transport in Heterogeneous Wireless Mobile Networks." Diss., Georgia Institute of Technology, 2006. http://hdl.handle.net/1853/10478.
Full textAbstract:
The objective of this research is to investigate and develop an efficient and seamless data transport protocol for a heterogeneous wireless mobile network.
In next-generation network, most of heterogeneous wireless mobile networks will be combined and complementarily constitute a hierarchical network. To integrate different networks, many challenging issues should be solved. In this thesis, an efficient and seamless data transport mechanisms are explored.
We investigate the problems that the current transport control protocol (TCP) will experience within the heterogeneous mobile network. In a heterogeneous network, a mobile host experiences drastic changes in network condition during a session. Traditional TCP struggles with abrupt network changes by intersystem handoff and cannot work efficiently in this environment. We propose a TCP scheme to be tailored to the heterogeneous mobile network to support seamless data transport. In the proposed scheme, a TCP is informed the impending handoff events and works differently based on a handoff type. Simulation results present the proposed algorithm improves throughput, stabilizes data transmission rapidly, and provides a seamless data transfer.
We also propose an adaptive resource management scheme within a 3G cellular network based on a users priority level to reduce the call dropping and blocking rates. In a heterogeneous network, a network that provides smaller bandwidth may struggle with handed-off calls being served with a higher bandwidth. Therefore, a resource management algorithm should be defined so that an ongoing call is not dropped by a handoff and provides seamless data transfer. We propose an adaptive resource management scheme based on downgrading the quality of some existing services in a 3G cellular network. We analyze the system capacity, call blocking rate and call dropping rate of the proposed algorithm, and simulate the performance variation of the downgraded traffic. The results show that the proposed scheme increases system capacity, and decreases the call dropping rate at the cost of small delay of the downgraded data traffic.
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Li, Peng. "On guaranteed asymptotic stability of uncertain systems with incomplete state information." Thesis, University of Ottawa (Canada), 1986. http://hdl.handle.net/10393/4830.
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Blum, Philipp [Verfasser]. "Guaranteed Time Synchronization in Wireless and Ad-Hoc Networks / Philipp Blum." Aachen : Shaker, 2005. http://d-nb.info/1181611377/34.
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謝宗佑. "Pricing guarantees linked to stochastic guaranteed rates of return." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/42827676966480017488.
Full textAbstract:
博士國立政治大學
金融研究所
99
We derive the pricing formulas for the guarantees embedded in defined contribution (DC) pension plans with the guaranteed minimum rate of return set relative to a LIBOR interest rate. The guaranteed rate associated with a stochastic LIBOR interest rate has not yet been studied in the relevant literature, particularly in the presence of stochastic interest rates. An extended LIBOR market model (LMM) is employed to price the interest rate guarantees embedded in DC pension plans under maturity and multi-period guarantees. The pricing formulas derived under the extended LMM are more tractable and feasible for practice than those derived under the instantaneous short rate models or the HJM model. Calibration procedures are also discussed for practical implementation. Monte Carlo simulation is provided to evaluate the accuracy of the theoretical results.
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Wang, Fen Ying, and 王棻瑩. "Pricing Guaranteed Cost for Investment Linked Products: An Example of Variable Annuity with Death Guaranteed." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/96054175072933653004.
Full textAbstract:
碩士淡江大學
保險學系保險經營碩士班
90
Investment-linked insurances give the policyholder the right to decide how to invest their money in some chosen fund. The major characteristic of investment-linked insurances is that the sum insured depends on the performance of the chosen fund. In other words, the policyholders undertake their own investment risk. Recently, in order to compete with other financial institutions, many innovated products have been developed in the insurance market. For example, the insurance companies provide guarantees on their products. This leads the insurance company also involved in the guaranteed risk. The main purpose of this thesis is to price the cost of guarantee. We focus on the minimum death guaranteed for variable annuity. In the thesis, we carried out two methods: a deterministic method and a stochastic method. The investment performance is projected using wilkie investment model. The numerical results that there is a cost for the guarantee. The findings are as follow: 1. The higher the proportion of consols in the chosen fund, the lower the cost of death guaranteed. 2. The higher the return of assets in the chosen fund, he lower the cost of death guaranteed. 3. The higher the policy period, the higher the guaranteed cost. 4. The guaranteed costs for annual premium cases are lower than single premium cases.
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Chiang, Ming-Chong, and 江明鐘. "Valuation and Analysis of Principal Guaranteed Fund--A Case Study on JF Japan Capital Guaranteed Trust." Thesis, 1996. http://ndltd.ncl.edu.tw/handle/39063664880562006068.
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劉瑋凱. "Bandwidth Guaranteed SDN-OpenFlow Virtual Switch." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/92988t.
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碩士國立中正大學
通訊工程研究所
104
Software Defined Networking (SDN) is an emerging technology to enhance flexible control on networks through abstraction of lower-level switch functionality. Recently using SDN to construct datacenter networks has attracted a lot of attention. In this thesis, we propose an approach to realize SDN virtual switches on top of a substrate SDN network. The goal of the design is to mimic the virtual switch like a real switch. A user can specify the number of port and the line rate for each port in the switch. The major feature of the switch is that it is bandwidth guaranteed on each port. We guarantee there is no packet loss for the input traffic if it is within the specified rate of the input port. For any output port, the traffic destined to it won’t get packet loss if the rate of those flows are within the output port speed limitation. In other word, the virtual switch follows the hose model that is used for virtual private network before. To achieve this goal, the virtual switch has to be totally blocking free inside the switch. To enhance the resource utilization on the substrate physical network, multiple paths are used to connect port pairs inside the virtual switch. However, the bifurcating routing would result in packet out-of-order problem for TCP traffic, we applied Multi Path Proxy within the switch to eliminate the packet out-of-order problem caused by the bifurcating routing used in the virtual switch. The experimental results show that our virtual switch can provide user the desired switch Port number and bandwidth. We guarantee user bandwidth if it is within the specified rate. With our approach to multi-path transmission can resolve packet reordering problem, and has a high accuracy of Splitting traffic. Compared to other splitting methods, our method provide a good performance of TCP throughput.
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Jen, Wei-cheng, and 任偉正. "Bandwidth guaranteed coopertive communication in WiMAX." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/96437856308562580694.
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碩士世新大學
資訊管理學研究所(含碩專班)
98
Since the first three generations of mobile communication technology is limited by bandwidth, speed and other factors. To provide better services, the fourth-generation mobile communication technology is developed, and it includes the LTE and WiMAX as a key technology. In this thesis, we discuss the Frequency spectrum resources allocation of WiMAX, and whether cooperative communication can increase the resources available Frequency spectrum. Moreover, due to WiMAX wireless technology is useful by many people, how to allocate resources of Frequency spectrum and include most users in service range of base station through cooperative communication technology so that reduce cost. The focus of this thesis proposes an algorithm for Frequency spectrum resource allocation. We determine which modulation techniques used and Frequency spectrum of resources required by users, and we allocate resources of base station to service users by cooperative communication technology, such that reaches to the goal about serving the most users by the least service cost. Finally, we avoid to waste resources of Frequency spectrum and improve overall system performance by finding the optimal timing that cooperative communication technology use.
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Xie, Wen-Jian, and 謝文建. "H2 Guaranteed Cost Fuzzy Control Design." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/51542127721643068394.
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碩士國立高雄應用科技大學
電機工程系碩士班
95
This thesis deals with H2 guaranteed cost fuzzy control problems for continuous -time T-S fuzzy systems. Both state feedback cases and observer-based output feedback cases are investigated. Sufficient conditions for the existence of fuzzy controllers ensuring H2 guaranteed cost fuzzy controllers are given in terms of linear matrix inequalities (LMIs). In comparison with existing conditions, the proposed ones are more relaxed and thus may obtain a better H2 cost for performance control. When the system does not contain uncertainties, unlike existing literature using the two-step procedure, a one-step approach is proposed for the design of H2 guaranteed cost fuzzy controllers.
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"Guaranteed properties of the extended Kalman filter." Massachusetts Institute of Technology, Laboratory for Information and Decision Systems], 1987. http://hdl.handle.net/1721.1/3031.
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Daniel B. Grunberg, Michael Athans.Cover title. "This paper has been submitted for publication to the Journal of Mathematics of Control, Signals, and Systems."
Includes bibliographical references.
Supported by the NASA Ames and Langley Research Centers. NASA NAG 2-297
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Wu, Hui-Chun, and 吳蕙君. "Pricing Guaranteed Minimum Withdrawal Benefits by Trees." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/83899272619398981647.
Full textAbstract:
碩士國立臺灣大學
財務金融學研究所
97
Guaranteed minimum withdrawal benefits (GMWB) is an innovative rider of variable annuity (VA) policies. In recent years GMWB has gained popularity due to it being an investment-linked insurance while guaranteeing minimum return. The pricing method of GMWB can be generally classified in two ways: Monte Carlo simulation and numerical PDE techniques. In this research, the tree model is used to price GMWB rider in a more realistic and intuitive fashion than existing methods. We extend the static model in Milevsky and Salisbury (2006), showing that the product can be decomposed into a discrete down-and-out single barrier option plus a generic term-certain annuity. We follow the idea of stair tree in Dai and Lyuu (2004) and Dai (2009), using bino-trinomial tree (BTT) in Dai and Lyuu (2008) to price the GMWB’s embedded exotic option. Numerical experiments show this method to be more accurate and efficient.
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Pires, Patrícia Bárbara. "Guaranteed Minimum Pensions - Conversion To Main Benefits." Master's thesis, 2021. http://hdl.handle.net/10362/118337.
Full textAbstract:
In the defined benefits schemes in the United Kingdom (UK), the pension provided to
the pensioners is divided in two components: Guaranteed Minimum Pension (GMP) and
Excess. However, GMP is only a part of the accumulated benefit pension between 6th
April 1978 and 5th April 1997 and it is treated way different from Excess.
The way Guaranteed Minimum Pension is treated causes many inequalities between
men and women, in particularly due to the differences on the GMP Payment Age and on
the accrual rate. These inequalities felt by the members of the scheme led to a judgment
in court, Lloyds case. This case allowed and established the use of some methods to
equalize pensions.
However, it is being considered other method due to the uncertainty about the GMP
equalization, which was recently clarified.
GMP "follows a journey" of four steps and the last step of the GMP Journey is the
conversion of the GMP benefits in standard benefits. In consequence, the main goal of
this work is to develop a generic calculation model of the conversion of that standard
benefits, providing an easier treat and consideration in the calculations. Thus, the pension
schemes will have minor data administration and actuarial calculations expenses. Also,
it will become easier to communicate the information to the members of the scheme and
to the State.Nos fundos de pensões de benefício definido do Reino Unido, a pensão atribuída ao pensionista está dividida em duas componentes: Pensão Mínima Garantida (PMG) e Excesso. Contudo, a PMG é uma parte da pensão que foi acumulada entre 6 de abril de 1978 e 5 de abril de 1997 e é tratada de uma forma bastante diferente do Excesso. A forma como a Pensão Mínima Garantida é tratada causa muitas desigualdades entre homens e mulheres, em particular devido às diferenças na idade de pagamento da PMG e na taxa de crescimento. Estas desigualdades verificadas pelos membros do fundo de pensões deu origem a um julgamento em tribunal, caso de Lloyds. Este caso estabeleceu e permitiu o uso de alguns métodos de equalização de forma a igualar as pensões. No entanto, está a ser considerado um método alternativo, devido à incerteza acerca da equalização da PMG, a qual foi recentemente esclarecida. A PMG segue um “percurso” de quatro fases e a última fase é a conversão dos be nefícios da PMG em benefícios standard. Assim, o principal objetivo deste trabalho é desenvolver um modelo de cálculo genérico que permita a conversão para esses benefí cios standard, permitindo que os cálculos sejam tratados e considerados de uma forma mais simples. Deste modo, os fundos de pensões terão uma administração de dados me nor, assim como despesas mais reduzidas nos cálculos atuariais. Para além do que foi mencionado anteriormente, tornará mais fácil a comunicação da informação para com os membros do esquema e para com o Estado.
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Cha, Sung Han. "Guaranteed safe switching for switching adaptive control." Phd thesis, 2010. http://hdl.handle.net/1885/150267.
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Adaptive control algorithms may not behave well in practice due to discrepancies between the theory and actual practice. The proposed results in this manuscript constitute an effort in providing algorithms which assure more reliable operation in practice. Our emphasis is on algorithms that will be safe in the sense of not permitting destabilizing controllers to be switched in the closed-loop and to prevent wild signal fluctuations to occur. Coping with the connection or possible connection of destabilizing controllers is indeed a daunting task. One of the most intuitive forms of adaptive control, gain scheduling, is an approach to control of non-linear systems which utilizes a family of linear controllers, each of which provides satisfactory control for a different operating point of the system. We provide a mechanism for guaranteeing closed-loop stability over rapid switching between controllers. Our proposed design provides a simplification using only finite number of pre-determined values for the controller gain, where the observer gain is computed via a table look-up method. In comparison to the original gain scheduling design which our procedure builds on, our design achieves similar performance but with much less computational burden. Many multi-controller adaptive switching algorithms do not explicitly rule out the possibility of switching a destabilizing controller into the closed-loop. Even if the new controller is ensured to be stabilizing, performance verification with the new controller is not straightforward. The importance of this arises in iterative identification and control algorithms and multiple model adaptive control (MMAC). We utilize a limited amount of experimental and possibly noisy data obtained from a closed-loop consisting of an existing known stabilizing controller connected to an unknown plant-to infer if the introduction of a prospective controller will stabilize the unknown plant. We propose analysis results in a nonlinear setting and provide data-based tests for verifying the closed-loop stability with the introduction of a new nonlinear controller to replace a linear controller. We also propose verification tools for the closed-loop performance with the introduction of a new stabilizing controller using a limited amount of data obtained from the existing stable closed-loop. The simulation results in different practical scenarios demonstrate efficacy and versatility of our results, and illustrate practicality of our novel data-based tests in addressing an instability problem in adaptive control algorithms.
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LO, SHIH-FA, and 羅詩發. "The Pricing and Analysis of Structured Products:a principal guaranteed equity-linked note and a premium guaranteed currency-linked note." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/75266566219247688556.
Full textAbstract:
碩士國立臺北大學
統計學系
98
This article will study two kinds of structured products: a principal guaranteed equity-linked note and a premium guaranteed currency-linked note, about its characteristic, reward and risk. The first product is a principal guaranteed multi-asset equity-linked note. This is a path dependent type of product. The rate of return and the time point of cash flows are depended on two early exercised dates and the final appearance of the accumulated minimum monthly rate of return. Therefore, it must be determined whether the occurrence of a Knock-out event or not, and the price can't get a close-form solution. So we will use the antithetic variate method of the monte-carlo simulation to evaluate. The second product is a premium guaranteed currency-linked note. This structured product should wait up to the expiration date to exercised, which is one kind of European product. According to the decompositions, cash flow can be considered as a combination of one yen deposit and the purchase of a foreign exchange option (FX option). This product uses the Black-Scholes model assumption which is published by Fish Black and Myron Scholes in 1973. By using risk-neutral Pricing method, obtain a close-form solution, and consider where the related-risks come from. This article expect through the introduction of above products (principal guaranteed equity-linked note and premium guaranteed currency-linked note), everyone can know better about structured products and make appropriate investment decisions.
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"Guaranteed properties for nonlinear gain scheduled control systems." Massachusetts Institute of Technology, Laboratory for Information and Decision Systems], 1988. http://hdl.handle.net/1721.1/3045.
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"Pricing guaranteed minimum withdrawal benefits with Lévy processes." 2012. http://library.cuhk.edu.hk/record=b5549175.
Full textAbstract:
本研究主要探討附保證最低提 (Guaranteed Minimum Withdrawal Benefits, GMWB)的變額(Variable Annuity, VA) 在隨機模型下之定價。保證最低提是變額的一種附加約 (rider) 並在市場下跌的情況下為變額持有人提供保障。它保證持有人在合約期內的總提少於一個預先訂的額，而變額的投資表現。一般，這個保證額相等於變額的初始投資額。本研究的融模型假設投資標的基價格符合對維過程 (exponential Lévy process)，而隨機則符合由維過程驅動的瓦西克模型 (Vasiček model)。融模型中的個維過程的相依結構 (dependence structure) 會由維關結構 (Lévy Copula) 描述。這個方法的好處是可描述同型的相依結構。用一個配合維關結構而有效的蒙地卡模擬方法，我們研究在同相依結構及模型下保證最低提的價值變化。在固定的特別情況下，保證最低提的價值能夠透過卷積方法 (convolution method) 而得到半解析解 (semi-analytical solution) 。最後，我們將本研究中的學模型擴展以研究近期出現由保證最低提演化而成的一種保證產品。這個產品名稱為保證終身提 (Guaranteed Lifelong Withdrawal Benefit, GLWB)，而此產品的到期日則與持有人的壽命相關。In this thesis, we study the problem of pricing the variable annuity(VA) with the Guaranteed Minimum Withdrawal Benefits (GMWB) under the stochastic interest rate framework. The GMWB is a rider that can be elected to supplement a VA. It provides downside protection to policyholders by guaranteeing the total withdrawals throughout the life of the contract to be not less than a pre-specied amount, usually the initial lump sum investment, regardless of the investment performance of the VA. In our nancial model, we employ an exponential L´evy model for the underlying fund process and a Vasiček type model driven by a L´evy process for the interest rate dynamic. The dependence structure between the two driving L´evy processes is modeledby the L´evy copula approach whichis exible to model a wide range of dependence structure. An effcient simulation algorithm on L´evy copula is then used to study the behavior of the value of the GMWB when the dependence structure of the two L´evy processes and model parameters Vry. When the interest rate is deterministic, the value of the GMWB can be solved semi-analytically by the convolution method. Finally, we extend our model to study a recent variation of GMWB called Guaranteed Life long Withdrawal Benefits (GLWB) in which the maturity of the GLWB depends on the life of the policyhodler.
Detailed summary in vernacular field only.
Chan, Wang Ngai.
Thesis (M.Phil.)--Chinese University of Hong Kong, 2012.
Includes bibliographical references (leaves 115-121).
Abstracts also in Chinese.
Abstract --- p.i
Acknowledgement --- p.iv
Chapter 1 --- Introduction --- p.1
Chapter 1.1 --- Variable Annuity & Guaranteed Minimum Withdrawal Benefit --- p.1
Chapter 1.2 --- Literature Review --- p.4
Chapter 1.3 --- Financial Model for GMWB --- p.7
Chapter 2 --- L´evy Copulas and the Simulation Algorithm --- p.12
Chapter 2.1 --- Definitions and Theorem --- p.15
Chapter 2.2 --- Examples of L´evy Copulas --- p.19
Chapter 2.2.1 --- Independence case --- p.19
Chapter 2.2.2 --- Complete Dependence --- p.20
Chapter 2.2.3 --- The Clayton L´evy Copula --- p.21
Chapter 2.3 --- Simulation algorithm for two-dimensional dependent L´evy process --- p.22
Chapter 3 --- Model Formulation for GMWB --- p.26
Chapter 3.1 --- Financial Model for GMWB --- p.27
Chapter 3.2 --- Underlying Fund of VA and the Interest Rate --- p.30
Chapter 3.3 --- A Special Case of Deterministic Interest Rate --- p.34
Chapter 4 --- Numerical Implementation --- p.38
Chapter 4.1 --- The Clayton L´evy Copula --- p.39
Chapter 4.2 --- The Underlying Fund and the Interest Rate Processes --- p.42
Chapter 4.3 --- Kendall’s Tau Coefficient --- p.47
Chapter 4.4 --- The GMWB Option Value --- p.49
Chapter 4.4.1 --- Control Variate for Simulation --- p.49
Chapter 4.4.2 --- Simulation Results --- p.51
Chapter 4.5 --- Deterministic Interest Rate --- p.52
Chapter 5 --- GMWB Pricing Behavior --- p.56
Chapter 5.1 --- L´evy model for the underlying fund --- p.57
Chapter 5.1.1 --- The Skewness --- p.57
Chapter 5.1.2 --- The Kurtosis --- p.65
Chapter 5.2 --- The Vasiček model driven by L´evy process --- p.73
Chapter 5.2.1 --- The Volatility Parameter ôV --- p.73
Chapter 5.2.2 --- The Mean Reverting Parameter aV --- p.77
Chapter 5.3 --- Dependence between the underlying fund and rate processes --- p.81
Chapter 5.3.1 --- The jump direction dependence parameter n{U+1D9C} --- p.83
Chapter 5.3.2 --- The jump magnitude dependence parameter θ{U+1D9C} --- p.90
Chapter 6 --- GMWB for Life --- p.96
Chapter 6.1 --- Model Formulation --- p.98
Chapter 6.1.1 --- Mortality model --- p.99
Chapter 6.1.2 --- Financial Model for GLWB --- p.101
Chapter 6.2 --- GLWB product from John Hancock --- p.103
Chapter 6.3 --- GLWB Pricing Behavior --- p.104
Chapter 6.3.1 --- The correlation effect --- p.106
Chapter 7 --- Conclusion --- p.108
A Proofs --- p.113
Chapter A.1 --- Proof of Equation 3.1 --- p.113
Chapter A.2 --- Proof of Equation 3.3 --- p.114
Bibliography --- p.115