| 1. |
- Ekström, Erik, 1977-, et al.
(författare)
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A renewal theory approach to two-state switching problems with infinite values
- 2020
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Ingår i: Journal of Applied Probability. - : CAMBRIDGE UNIV PRESS. - 0021-9002 .- 1475-6072. ; 57:1, s. 1-18
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Tidskriftsartikel (refereegranskat)abstract
- We study a renewal theory approach to perpetual two-state switching problems with infinite value functions. Since the corresponding value functions are infinite, the problems fall outside the standard class of problems which can be analyzed using dynamic programming. Instead, we propose an alternative formulation of optimal switching theory in which optimality of a strategy is defined in terms of its long-term mean return, which can be determined using renewal theory. The approach is illustrated by examples in connection with trend-following strategies in finance.
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| 2. |
- Komai, Ali, 1987, et al.
(författare)
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White Adipocyte Adiponectin Exocytosis Is Stimulated via beta(3)-Adrenergic Signaling and Activation of Epac1: Catecholamine Resistance in Obesity and Type 2 Diabetes
- 2016
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Ingår i: Diabetes. - : American Diabetes Association. - 0012-1797 .- 1939-327X. ; 65:11, s. 3301-3313
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Tidskriftsartikel (refereegranskat)abstract
- We investigated the physiological regulation of adiponectin exocytosis in health and metabolic disease by a combination of membrane capacitance patch-clamp recordings and biochemical measurements of short-term (30-min incubations) adiponectin secretion. Epinephrine or the beta(3)-adrenergic receptor (AR) agonist CL 316,243 (CL) stimulated adiponectin exocytosis/secretion in cultured 3T3-L1 and in primary subcutaneous mouse adipocytes, and the stimulation was inhibited by the Epac (Exchange Protein directly Activated by cAMP) antagonist ESI-09. The beta(3)AR was highly expressed in cultured and primary adipocytes, whereas other ARs were detected at lower levels. 3T3-L1 and primary adipocytes expressed Epac1, whereas Epac2 was undetectable. Adiponectin secretion could not be stimulated by epinephrine or CL in adipocytes isolated from obese/type 2 diabetic mice, whereas the basal (unstimulated) adiponectin release level was elevated twofold. Gene expression of beta(3)AR and Epac1 was reduced in adipocytes from obese animals, and corresponded to a respective similar to 35% and similar to 30% reduction at the protein level. Small interfering RNA-mediated knockdown of beta(3)AR (similar to 60%) and Epac1 (similar to 50%) was associated with abrogated catecholamine-stimulated adiponectin secretion. We propose that adiponectin exocytosis is stimulated via adrenergic signaling pathways mainly involving beta(3)ARs. We further suggest that adrenergically stimulated adiponectin secretion is disturbed in obesity/type 2 diabetes as a result of the reduced expression of beta(3)ARs and Epac1 in a state we define as "catecholamine resistance."
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| 3. |
- Lidberg, Tina, et al.
(författare)
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Environmental impact of energy refurbishment of buildings within different district heating systems
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Annan publikation (övrigt vetenskapligt/konstnärligt)abstract
- Refurbishment of existing buildings is often considered a way to reduce the energy use and CO₂ emissions of the building stock. This study analyses the primary energy and CO₂ impact of refurbishing a multi-family house with different refurbishment packages, given various district heating systems. Four models of typical district heating systems were defined to represent the Swedish district heating sector. The refurbishment packages were chosen to represent typical, yet innovative ways, to improve the energy efficiency and indoor climate of a representative multi-family house in Sweden. The study was made from a system perspective, including valuation of changes in electricity use on the margin. The results show a significant difference in primary energy use for the different refurbishment packages, depending on both the package itself as well as the type of district heating system. While the packages with heat pumps had the lowest final energy use per m² floor area, air heat recovery proved to reduce the primary energy use and emissions of CO₂-equivalents more, independent of the type of district heating system, as it leads to a smaller increase of the electricity use.
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| 4. |
- Olofsson, Marcus, 1987-
(författare)
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Optimal Switching Problems and Related Equations
- 2015
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis consists of five scientific papers dealing with equations related to the optimal switching problem, mainly backward stochastic differential equations and variational inequalities. Besides the scientific papers, the thesis contains an introduction to the optimal switching problem and a brief outline of possible topics for future research.Paper I concerns systems of variational inequalities with operators of Kolmogorov type. We prove a comparison principle for sub- and supersolutions and prove the existence of a solution as the limit of solutions to iteratively defined interconnected obstacle problems. Furthermore, we use regularity results for a related obstacle problem to prove Hölder continuity of this solution.Paper II deals with systems of variational inequalities in which the operator is of non-local type. By using a maximum principle adapted to this non-local setting we prove a comparison principle for sub- and supersolutions. Existence of a solution is proved using this comparison principle and Perron's method.In Paper III we study backward stochastic differential equations in which the solutions are reflected to stay inside a time-dependent domain. The driving process is of Wiener-Poisson type, allowing for jumps. By a penalization technique we prove existence of a solution when the bounding domain has convex and non-increasing time slices. Uniqueness is proved by an argument based on Ito's formula.Paper IV and Paper V concern optimal switching problems under incomplete information. In Paper IV, we construct an entirely simulation based numerical scheme to calculate the value function of such problems. We prove the convergence of this scheme when the underlying processes fit into the framework of Kalman-Bucy filtering. Paper V contains a deterministic approach to incomplete information optimal switching problems. We study a simplistic setting and show that the problem can be reduced to a full information optimal switching problem. Furthermore, we prove that the value of information is positive and that the value function under incomplete information converges to that under full information when the noise in the observation vanishes.
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| 5. |
- Sandberg, Marcus, et al.
(författare)
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Multidisciplinary Optimization of Life-Cycle Energy and Cost Using a BIM-Based Master Model
- 2019
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Ingår i: Sustainability. - : MDPI. - 2071-1050. ; 11:1
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Tidskriftsartikel (refereegranskat)abstract
- Virtual design tools and methods can aid in creating decision bases, but it is a challenge to balance all the trade-offs between different disciplines in building design. Optimization methods are at hand, but the question is how to connect and coordinate the updating of the domain models of each discipline and centralize the product definition into one source instead of having several unconnected product definitions. Building information modelling (BIM) features the idea of centralizing the product definition to a BIM-model and creating interoperability between models from different domains and previous research reports on different applications in a number of fields within construction. Recent research features BIM-based optimization, but there is still a question of knowing how to design a BIM-based process using neutral file formats to enable multidisciplinary optimization of life-cycle energy and cost. This paper proposes a framework for neutral BIM-based multidisciplinary optimization. The framework consists of (1) a centralized master model, from which different discipline-specific domain models are generated and evaluated; and (2) an optimization algorithm controlling the optimization loop. Based on the proposed framework, a prototype was developed and used in a case study of a Swedish multifamily residential building to test the framework’s applicability in generating and optimizing multiple models based on the BIM-model. The prototype was developed to enhance the building’s sustainability performance by optimizing the trade-off between the building’s life-cycle energy (LCE) and life-cycle cost (LCC) when choosing material for the envelope. The results of the case study demonstrated the applicability of the framework and prototype in optimizing the trade-off between conflicting objectives, such as LCE and LCC, during the design process.
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| 6. |
- Shadram, Farshid, 1987-, et al.
(författare)
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Trade-off optimization of embodied versus operational carbon impact for insulation and window to wall ratio design choices : A case study
- 2018
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Ingår i: Sustainability in Energy and Buildings 2018. - Cham : Springer. ; , s. 12-20
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Konferensbidrag (refereegranskat)abstract
- Evaluation of carbon impacts during building design has for too long unilaterally focused on the operational carbon impacts through the application of Energy Efficiency Measures (EEMs), e.g. enhancing the thermal resistance of the building envelope by using additional insulations, Window to Wall Ratio (WWR) etc. Research indicates that there is a need to also include the embodied carbon impacts and optimizing the trade-off between embodied and operational carbon impacts. Multi-objective optimization approaches can be a solution for handling this trade-off. Therefore, a previously developed BIM-based multi-objective optimization approach has been extended to also cover the impact of the carbon footprint. The extended optimization approach was then tested in a case study of a multifamily residential building located in Stockholm to find the optimal design solutions of the embodied versus operational carbon impact trade-off. The results of the case study demonstrate the applicability of the extended approach in handling the trade-off problem and aiding in more environmentally friendly decisions during the design process.
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| 7. |
- Önskog, Thomas, et al.
(författare)
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Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching
- 2019
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Ingår i: Journal of Mathematical Analysis and Applications. - : Elsevier BV. - 0022-247X .- 1096-0813.
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Tidskriftsartikel (refereegranskat)abstract
- We study viscosity solutions to a system of nonlinear degenerate parabolic partial integro-differential equations with interconnected obstacles. This type of problem occurs in the context of optimal switching problems when the dynamics of the underlying state variableis described by an n-dimensional Lévy process. We first establish a continuous dependence estimate for viscosity sub- and supersolutions to the system under mild regularity, growth and structural assumptions on the partial integro-differential operator and on the obstacles and terminal conditions. Using the continuous dependence estimate, we obtain the comparison principle and uniqueness of viscosity solutions as well as Lipschitz regularity in the spatial variables. Our main contribution is construction of suitable families of viscosity sub- and supersolutions which we use as “barrier functions” to prove Hölder continuity in the time variable, and, through Perron’s method, existence of a unique viscosity solution. This paper generalizes parts of the results of Biswas, Jakobsen and Karlsen (2010) [BJK10] and of Lundström, Nyström and Olofsson (2014) [LNO14, LNO14b] to hold for more general systems of equations.
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