Search results for "Ricerca Operativa"
showing 10 items of 64 documents
Average flow constraints and stabilizability in uncertain production-distribution systems
2009
We consider a multi-inventory system with controlled flows and uncertain demands (disturbances) bounded within assigned compact sets. The system is modelled as a first-order one integrating the discrepancy between controlled flows and demands at different sites/nodes. Thus, the buffer levels at the nodes represent the system state. Given a long-term average demand, we are interested in a control strategy that satisfies just one of two requirements: (i) meeting any possible demand at each time (worst case stability) or (ii) achieving a predefined flow in the average (average flow constraints). Necessary and sufficient conditions for the achievement of both goals have been proposed by the aut…
Detection of local tourism systems by threshold accepting
2015
Despite the importance of tourism as a leading industry in the development of a country’s economy, there is a lack of criteria and methodologies for the detection, promotion, and governance of local tourism systems. We propose a quantitative approach for the detection of local tourism systems the size of which is optimal with respect to geographical, economic, and demographical criteria: we formulate the problem as an optimisation problem and we solve it by a metaheuristic approach; then we compare the obtained results with standard clustering approaches and with an exact optimisation solver. Results show that our approach requires low computational times to provide results that are better …
Clustering local tourism systems by threshold acceptance
2015
Despite the importance of tourism as a leading industry in the development of a country’s economy, there is a lack of criteria and methodologies for the detection, promotion and governance of local tourism systems. We propose a quantitative approach for the detection of local tourism systems that are optimal with respect to geographical, economic, and demographical criteria. To this end, we formulate the issue as an optimization problem, and we solve it by means of Threshold Acceptance, a meta-heuristic algorithm which does not require us to predefine the number of clusters and also does not require all geographic areas to belong to a cluster.
Mean-Field Game Modeling the Bandwagon Effect with Activation Costs
2015
This paper provides a mean-field game theoretic model of the bandwagon effect in social networks. This effect can be observed whenever individuals tend to align their own opinions to a mainstream opinion. The contribution is threefold. First, we describe the opinion propagation as a mean-field game with local interactions. Second, we establish mean-field equilibrium strategies in the case where the mainstream opinion is constant. Such strategies are shown to have a threshold structure. Third, we extend the use of threshold strategies to the case of time-varying mainstream opinion and study the evolution of the macroscopic system.
Localizzazione ottimale degli stalli per il parcheggio delle biciclette: il caso studio della città di Palermo - Optimal location for bike parking lo…
2015
The lack of parking spaces for bicycles is one of the main issues that many cities face. A proper planning of a bike station network is necessary in order to optimize the whole urban system and the transport supply. In this work a step-by-step analysis is proposed to find the best location for the bicycle lots in the old town of Palermo. The optimization method includes the use of both a Set Covering Model and a Maximum Coverage Location Problem. The dataset for the simulations was collected by direct and indirect surveys on the population and implemented into Open source GIS software. In particular, data on the destinations, times and distances covered by the bicycles’ users were included.…
AQM Stability in Multiple Bottleneck Networks
2004
In this paper, we highlight that multiple bottlenecks can affect the performance of active queue management controllers, which are usually configured on a single bottleneck basis, as if each controller were the only element regulating the TCP traffic along its path. To see this, we consider a network scenario where RED is configured at each router, according to previously developed control theoretic techniques. These configuration rules assure stability in a single bottleneck scenario. Yet, we show that instability may arise when two link become congested. We justify this result through a multiple bottleneck model and give guidelines for new cooperative AQM controllers.
Dealing with uncertainty in consensus protocol
2009
Recent results on Consensus protocols for networks are presented. The basic tools and the main contribution available in the literature are considered, together with some of the related challenging aspects: estimation in networks and how to deal with disturbances is considered. Motivated by applications to sensor, peer-to-peer, and ad hoc networks, many papers have considered the problem of estimation in a consensus fashion. Here, the Unknown But Bounded (UBB) noise affecting the network is addressed in details. Because of the presence of UBB disturbances convergence to equilibria with all equal components is, in general, not possible. The solution of the $\epsilon$-consensus problem, where…
Distance Measures for Portfolio Selection
2017
The classical Markowitz approach to the portfolio selection problem (PSP) consists of selecting the portfolio that minimises the return variance for a given level of expected return. By solving the problem for different values of this expected return we obtain the Pareto efficient frontier, which is composed of non-dominated portfolios. The final user has to discriminate amongst these points by resorting to an external criterion in order to decide which portfolio to invest in. We propose to define an external portfolio that corresponds to a desired criterion, and to assess its distance from the Markowitz frontier in market allowing for short-sellings or not. We show that this distance is ab…
Mean-field games and dynamic demand management in power grids
2013
This paper applies mean-field game theory to dynamic demand management. For a large population of electrical heating or cooling appliances (called agents), we provide a mean-field game that guarantees desynchronization of the agents thus improving the power network resilience. Second, for the game at hand, we exhibit a mean-field equilibrium, where each agent adopts a bang-bang switching control with threshold placed at a nominal temperature. At equilibrium, through an opportune design of the terminal penalty, the switching control regulates the mean temperature (computed over the population) and the mains frequency around the nominal value. To overcome Zeno phenomena we also adjust the ban…
Robust Mean Field Games
2015
Recently there has been renewed interest in large-scale games in several research disciplines, with diverse application domains as in the smart grid, cloud computing, financial markets, biochemical reaction networks, transportation science, and molecular biology. Prior works have provided rich mathematical foundations and equilibrium concepts but relatively little in terms of robustness in the presence of uncertainties. In this paper, we study mean field games with uncertainty in both states and payoffs. We consider a population of players with individual states driven by a standard Brownian motion and a disturbance term. The contribution is threefold: First, we establish a mean field syste…