Search results for "stochastic"
showing 10 items of 1018 documents
A Stochastic Search on the Line-Based Solution to Discretized Estimation
2012
Published version of a chapter in the book: Advanced Research in Applied Artificial Intelligence. Also available from the publisher at: http://dx.doi.org/10.1007/978-3-642-31087-4_77 Recently, Oommen and Rueda [11] presented a strategy by which the parameters of a binomial/multinomial distribution can be estimated when the underlying distribution is nonstationary. The method has been referred to as the Stochastic Learning Weak Estimator (SLWE), and is based on the principles of continuous stochastic Learning Automata (LA). In this paper, we consider a new family of stochastic discretized weak estimators pertinent to tracking time-varying binomial distributions. As opposed to the SLWE, our p…
Stochastic analysis of external and parametric dynamical systems under sub-Gaussian Levy white-noise
2008
In this study stochastic analysis of non-linear dynamical systems under α-stable, multiplicative white noise has been conducted. The analysis has dealt with a special class of α-stable stochastic processes namely sub-Gaussian white noises. In this setting the governing equation either of the probability density function or of the characteristic function of the dynamical response may be obtained considering the dynamical system forced by a Gaussian white noise with an uncertain factor with α/2- stable distribution. This consideration yields the probability density function or the characteristic function of the response by means of a simple integral involving the probability density function …
Design of sheet stamping operations to control springback and thinning: a multi-objective stochastic optimization approach
2010
Abstract The aim of this paper is to develop a design tool for stamping processes, which is able to deal with the scattering of the final part quality due to the inner variability of such operations. Such variability is one of the main drawbacks for a robust process design. It results in a scattering of the most significant process results and depends on several parameters. The so called noise factors greatly influence final result variability, which often means rejecting parts and anyway achieving final properties different from the specified ones. The process investigated in the paper is an S-shaped U-channel stamping operation carried out on a lightweight aluminum alloy of automotive int…
A Comparative Analysis of Different Robust Design Approaches in Sheet Stamping Operations
2011
A crucial issue in sheet stamping optimization problems is related to the process robustness improvement: critical scattering in the investigated performances arises due to some noise variables influence, often evolving up design failure itself. In fact, strong variations in the final stamped part or fluctuations of strain distribution may lead to an uncontrolled process design. Such variability cannot be controlled but anyway it is possible to develop proper design tools able to identify robust process calibrations above which the noises variations effects are admissible. In this paper, a multi‐objective optimization problem was analyzed, with the aim to minimize both excessive thinning an…
Solving a continuous periodic review inventory-location allocation problem in vendor-buyer supply chain under uncertainty
2019
In this work, a mixed-integer binary non-linear two-echelon inventory problem is formulated for a vendor-buyer supply chain network in which lead times are constant and the demands of buyers follow a normal distribution. In this formulation, the problem is a combination of an (r, Q) and periodic review policies based on which an order of size Q is placed by a buyer in each fixed period once his/her on hand inventory reaches the reorder point r in that period. The constraints are the vendors’ warehouse spaces, production restrictions, and total budget. The aim is to find the optimal order quantities of the buyers placed for each vendor in each period alongside the optimal placement of the ve…
Solutions for districting problems with chance-constrained balancing requirements
2021
Abstract In this paper, a districting problem with stochastic demands is investigated. The goal is to divide a geographic area into p contiguous districts such that, with some given probability, the districts are balanced with respect to some given lower and upper thresholds. The problem is cast as a p -median problem with contiguity constraints that is further enhanced with chance-constrained balancing requirements. The total assignment cost of the territorial units to the representatives of the corresponding districts is used as a surrogate compactness measure to be optimized. Due to the tantalizing purpose of deriving a deterministic equivalent for the problem, a two-phase heuristic is d…
On the numerical treatment of linearly constrained semi-infinite optimization problems
2000
Abstract We consider the application of two primal algorithms to solve linear semi-infinite programming problems depending on a real parameter. Combining a simplex-type strategy with a feasible-direction scheme we obtain a descent algorithm which enables us to manage the degeneracy of the extreme points efficiently. The second algorithm runs a feasible-direction method first and then switches to the purification procedure. The linear programming subproblems that yield the search direction involve only a small subset of the constraints. These subsets are updated at each iteration using a multi-local optimization algorithm. Numerical test examples, taken from the literature in order to compar…
Achieving Fair Load Balancing by Invoking a Learning Automata-Based Two-Time-Scale Separation Paradigm.
2020
Author's accepted manuscript. © 2020 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. In this article, we consider the problem of load balancing (LB), but, unlike the approaches that have been proposed earlier, we attempt to resolve the problem in a fair manner (or rather, it would probably be more appropriate to describe it as an ε-fair manner because, although the LB…
Optimization under Uncertainty and Linear Semi-Infinite Programming: A Survey
2001
This paper deals with the relationship between semi-infinite linear programming and decision making under uncertainty in imprecise environments. Actually, we have reviewed several set-inclusive constrained models and some fuzzy programming problems in order to see if they can be solved by means of a linear semi-infinite program. Finally, we present some numerical examples obtained by using a primal semi-infinite programming method.
A Stochastic Soft Constraints Fuzzy Model for a Portfolio Selection Problem
2006
The financial market behavior is affected by several non-probabilistic factors such as vagueness and ambiguity. In this paper we develop a multistage stochastic soft constraints fuzzy program with recourse in order to capture both uncertainty and imprecision as well as to solve a portfolio management problem. The results we obtained confirm the studies carried out in literature addressed to integrate stochastic and possibilistic programming.