Search results for "Time horizon"
showing 10 items of 47 documents
Impact of internal variability on projections of Sahel precipitation change.
2017
12 pages; International audience; The impact of the increase of greenhouse gases on Sahelian precipitation is very uncertain in both its spatial pattern and magnitude. In particular, the relative importance of internal variability versus external forcings depends on the time horizon considered in the climate projection. In this study we address the respective roles of the internal climate variability versus external forcings on Sahelian precipitation by using the data from the CESM Large Ensemble Project, which consists of a 40 member ensemble performed with the CESM1-CAM5 coupled model for the period 1920–2100. We show that CESM1-CAM5 is able to simulate the mean and interannual variabilit…
Optimal conservation resource allocation under variable economic and ecological time discounting rates in boreal forest
2016
Resource allocation to multiple alternative conservation actions is a complex task. A common trade-off occurs between protection of smaller, expensive, high-quality areas versus larger, cheaper, partially degraded areas. We investigate optimal allocation into three actions in boreal forest: current standard forest management rules, setting aside of mature stands, or setting aside of clear-cuts. We first estimated how habitat availability for focal indicator species and economic returns from timber harvesting develop through time as a function of forest type and action chosen. We then developed an optimal resource allocation by accounting for budget size and habitat availability of indicator…
Cost-efficient strategies to preserve dead wood-dependent species in a managed forest landscape
2016
Negative consequences of intensive forest management on biodiversity are often mitigated by setting aside old forest, but alternative strategies have been suggested. We have compared using simulations the consequences of two of these alternatives setting aside young forests or extending rotation periods - to that of current practice in managed boreal forest In all scenarios we applied a constant conservation budget and predicted forest development and harvesting over 200 years. As a proxy for biodiversity conservation, we projected the extinction risk of a dead wood-dependent beetle, Diacanthous undulatus, in a 50 km(2) landscape in central Sweden, using a colonization-extinction model. Dur…
Contributions to Branch-and-Price-and-Cut Algorithms for Routing Problems
2019
This article deals with new exact branch-and-price-and-cut algorithms for the solution of routing problems. Specialized methods for the pickup-and-delivery problem (PDP), the truck-and-trailer routing problem (TTRP), the periodic vehicle routing problem (PVRP) and a service network design and hub location problem (SNDHLP) are presented. We develop a new technique for the acceleration of bidirectional labeling algorithms by a dynamic choice of the merge point. Moreover, for variants of the PDP, the bidirectional labeling can be effectively applied for the first time. In the TTRP, we model the extension to a 2 days planning horizon and the consideration of a quantity-dependent transfer time. …
Determining the best shipper sizes for sending products to customers
2014
A distribution company has to send products, packed into shippers, from the warehouse to retail shops. The number of different shipper types is regarded as a parameter given by the user, who is looking for a balance between transportation costs and stock and procurement costs. The problem is to decide the sizes of the shipper types to keep at the warehouse so as to minimize the cost of meeting the forecasted demand over the planning horizon. In this paper, we describe an integer linear programming formulation for the problem and obtaining feasible solutions. Other models, based on multiknapsack and p-median and facility location models, are for obtaining lower bounds. We study several ways …
Branch-and-Price-and-Cut for the Periodic Vehicle Routing Problem with Flexible Schedule Structures
2019
This paper addresses the periodic vehicle routing problem with time windows (PVRPTW). Therein, customers require one or several visits during a planning horizon of several periods. The possible visiting patterns (schedules) per customer are limited. In the classical PVRPTW, it is common to assume that each customer requires a specific visit frequency and offers all corresponding schedules with regular intervals between the visits. In this paper, we permit all kinds of schedule structures and the choice of the service frequency. We present an exact branch-and-price-and-cut algorithm for the classical PVRPTW and its variant with flexible schedules. The pricing problems are elementary shortes…
The periodic rural postman problem with irregular services on mixed graphs
2019
Abstract In this paper, we deal with an extension of the rural postman problem in which some links of a mixed graph must be traversed a given number of times over a time horizon. These links represent entities that must be serviced a specified number of times in some subsets of days (or periods) of the time horizon. The aim is to design a set of minimum-cost tours, one for each day/period of the time horizon, that satisfy the service requirements. We refer to this problem as the periodic rural postman problem with irregular services (PRPP–IS). Some practical applications of the problem can be found in road maintenance operations and road network surveillance, for example. In order to solve …
Coupled conditional backward sampling particle filter
2020
The conditional particle filter (CPF) is a promising algorithm for general hidden Markov model smoothing. Empirical evidence suggests that the variant of CPF with backward sampling (CBPF) performs well even with long time series. Previous theoretical results have not been able to demonstrate the improvement brought by backward sampling, whereas we provide rates showing that CBPF can remain effective with a fixed number of particles independent of the time horizon. Our result is based on analysis of a new coupling of two CBPFs, the coupled conditional backward sampling particle filter (CCBPF). We show that CCBPF has good stability properties in the sense that with fixed number of particles, …
Scenario optimization asset and liability modelling for individual investors
2006
We develop a scenario optimization model for asset and liability management of individual investors. The individual has a given level of initial wealth and a target goal to be reached within some time horizon. The individual must determine an asset allocation strategy so that the portfolio growth rate will be sufficient to reach the target. A scenario optimization model is formulated which maximizes the upside potential of the portfolio, with limits on the downside risk. Both upside and downside are measured vis- `a-vis the goal. The stochastic behavior of asset returns is captured through bootstrap simulation, and the simulation is embedded in the model to determine the optimal portfolio. …
Blockchain-Based Decentralized Business Models in the Sharing Economy: A Technology Adoption Perspective
2018
Recently, blockchain technology has increasingly been deemed to enable novel “decentralized” business models for the sharing economy and thereby potentially provide an alternative to extant “centralized” sharing economy business models. Using a technology adoption perspective, our chapter explores under which circumstances such blockchain-based decentralized sharing economy business models may be widely adopted. Building on extant research, we theorize on the factors that are relevant for adoption from the individual users’ perspective. We then derive eight potential adoption scenarios of blockchain-based decentralized sharing economy business models and explore adoption using an agent-base…