Search results for "1103"
showing 10 items of 538 documents
On coincidence of feedback and global Stackelberg equilibria in a class of differential games
2021
This paper shows for a class of differential games that the global Stackelberg equilibrium (GSE) coincides with the feedback Stackelberg equilibrium (FSE), although the GSE assumes that the leader/regulator an- nounces at the initial time the regulatory instrument rule she will follow for the rest of the game, while in the FSE, the regulator at any time chooses the optimal level of the regulatory instrument rate. This coincidence is based on the fact that the FSE is calculated using dynamic programming what implies that although the regulator chooses the regulatory instrument rate level that maximizes social welfare, the first-order condition for the maximization of the right-hand side of t…
A risk evaluation framework for the best maintenance strategy: the case of a marine salt manufacture firm
2020
Highlights • This paper proposes a MCDM framework to support risk evaluation for maintenance activities. • The ANP is proposed to select the best maintenance strategy on the basis of real systems’ features. • The ELECTRE III is used to prioritise the main risks related to the interventions of the selected maintenance policy. • The proposed framework is applied to a core subsystem of a real-world marine salt manufacture firm.
Efficient anomaly detection on sampled data streams with contaminated phase I data
2020
International audience; Control chart algorithms aim to monitor a process over time. This process consists of two phases. Phase I, also called the learning phase, estimates the normal process parameters, then in Phase II, anomalies are detected. However, the learning phase itself can contain contaminated data such as outliers. If left undetected, they can jeopardize the accuracy of the whole chart by affecting the computed parameters, which leads to faulty classifications and defective data analysis results. This problem becomes more severe when the analysis is done on a sample of the data rather than the whole data. To avoid such a situation, Phase I quality must be guaranteed. The purpose…
On the Extension of the DIRECT Algorithm to Multiple Objectives
2020
AbstractDeterministic global optimization algorithms like Piyavskii–Shubert, direct, ego and many more, have a recognized standing, for problems with many local optima. Although many single objective optimization algorithms have been extended to multiple objectives, completely deterministic algorithms for nonlinear problems with guarantees of convergence to global Pareto optimality are still missing. For instance, deterministic algorithms usually make use of some form of scalarization, which may lead to incomplete representations of the Pareto optimal set. Thus, all global Pareto optima may not be obtained, especially in nonconvex cases. On the other hand, algorithms attempting to produce r…
Computing Euclidean Steiner trees over segments
2020
In the classical Euclidean Steiner minimum tree (SMT) problem, we are given a set of points in the Euclidean plane and we are supposed to find the minimum length tree that connects all these points, allowing the addition of arbitrary additional points. We investigate the variant of the problem where the input is a set of line segments. We allow these segments to have length 0, i.e., they are points and hence we generalize the classical problem. Furthermore, they are allowed to intersect such that we can model polygonal input. As in the GeoSteiner approach of Juhl et al. (Math Program Comput 10(2):487–532, 2018) for the classical case, we use a two-phase approach where we construct a superse…
Complexity traits and synchrony of cryptocurrencies price dynamics
2021
AbstractIn this study, we characterized the dynamics and analyzed the degree of synchronization of the time series of daily closing prices and volumes in US$ of three cryptocurrencies, Bitcoin, Ethereum, and Litecoin, over the period September 1,2015–March 31, 2020. Time series were first mapped into a complex network by the horizontal visibility algorithm in order to revel the structure of their temporal characters and dynamics. Then, the synchrony of the time series was investigated to determine the possibility that the cryptocurrencies under study co-bubble simultaneously. Findings reveal similar complex structures for the three virtual currencies in terms of number and internal composit…
Understanding Decision Support in Large-Scale Disasters: Challenges in Humanitarian Logistics Distribution
2017
Disasters are characterized by conflicting, uncertain, or lacking data. Nevertheless, humanitarian responders need to make rapid decisions. This is particularly true for the immediate response to a sudden onset disaster. Since most humanitarian decision support systems (DSS) make important assumptions on data availability and quality that are often not fulfilled in practice, decision-makers are largely left to their experience. In this paper, we identify three major challenges for an operational DSS to support distribution planning: (i) deep uncertainty; (ii) reflecting field conditions and constraints; and (iii) rapid humanitarian logistics modeling. We review the relevant theories and pro…
Requirements for Relief Distribution Decision-Making in Humanitarian Logistics
2020
Making efficient and effective decisions in the chaotic environment of humanitarian relief distribution (HRD) is challenging. Decision-makers need to concentrate on numerous decision factors categorized into decision objectives, variables, and constraints. Recent HRD literature focuses on optimizing procedures while neglecting the quantification of essential requirements (decision factors) for information systems to provide decision-making support. In this article, we address this gap by accumulating affecting decision factors from both literature and practice. We investigated the practical implications of these factors in HRD decision-making by measuring the preferences of a Delphi panel c…
Incorporating stand level risk management options into forest decision support systems
2018
Aim of study: To examine methods of incorporating risk and uncertainty to stand level forest decisions. Area of study: A case study examines a small forest holding from Jonkoping, Sweden. Material and methods: We incorporate empirically estimated uncertainty into the simulation through a Monte Carlo approach when simulating the forest stands for the next 100 years. For the iterations of the Monte Carlo approach, errors were incorporated into the input data which was simulated according to the Heureka decision support system. Both the Value at Risk and the Conditional Value at Risk of the net present value are evaluated for each simulated stand. Main results: Visual representation of the er…
From fuzzy metric spaces to modular metric spaces: a fixed point approach
2017
We propose an intuitive theorem which uses some concepts of auxiliary functions for establishing existence and uniqueness of the fixed point of a self-mapping. First we work in the setting of fuzzy metric spaces in the sense of George and Veeramani, then we deduce some consequences in modular metric spaces. Finally, a sample homotopy result is derived making use of the main theorem.