Search results for: Stochastic integrals
117 Stochastic Repair and Replacement with a Single Repair Channel
Authors: Mohammed A. Hajeeh
Abstract:
This paper examines the behavior of a system, which upon failure is either replaced with certain probability p or imperfectly repaired with probability q. The system is analyzed using Kolmogorov's forward equations method; the analytical expression for the steady state availability is derived as an indicator of the system’s performance. It is found that the analysis becomes more complex as the number of imperfect repairs increases. It is also observed that the availability increases as the number of states and replacement probability increases. Using such an approach in more complex configurations and in dynamic systems is cumbersome; therefore, it is advisable to resort to simulation or heuristics. In this paper, an example is provided for demonstration.Keywords: Repairable models, imperfect, availability, exponential distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 854116 Solutions to Probabilistic Constrained Optimal Control Problems Using Concentration Inequalities
Authors: Tomoaki Hashimoto
Abstract:
Recently, optimal control problems subject to probabilistic constraints have attracted much attention in many research field. Although probabilistic constraints are generally intractable in optimization problems, several methods haven been proposed to deal with probabilistic constraints. In most methods, probabilistic constraints are transformed to deterministic constraints that are tractable in optimization problems. This paper examines a method for transforming probabilistic constraints into deterministic constraints for a class of probabilistic constrained optimal control problems.Keywords: Optimal control, stochastic systems, discrete-time systems, probabilistic constraints.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1374115 General Formula for Water Surface Profile over Side Weir in the Combined, Trapezoidal and Exponential, Channels
Authors: Abdulrahman Abdulrahman
Abstract:
A side weir is a hydraulic structure set into the side of a channel. This structure is used for water level control in channels, to divert flow from a main channel into a side channel when the water level in the main channel exceeds a specific limit and as storm overflows from urban sewerage system. Computation of water surface over the side weirs is essential to determine the flow rate of the side weir. Analytical solutions for water surface profile along rectangular side weir are available only for the special cases of rectangular and trapezoidal channels considering constant specific energy. In this paper, a rectangular side weir located in a combined (trapezoidal with exponential) channel was considered. Expanding binominal series of integer and fraction powers and the using of reduction formula of cosine function integrals, a general analytical formula was obtained for water surface profile along a side weir in a combined (trapezoidal with exponential) channel. Since triangular, rectangular, trapezoidal and parabolic cross-sections are special cases of the combined cross section, the derived formula, is applicable to triangular, rectangular, trapezoidal cross-sections as analytical solution and semi-analytical solution to parabolic cross-section with maximum relative error smaller than 0.76%. The proposed solution should be a useful engineering tool for the evaluation and design of side weirs in open channel.
Keywords: Analytical solution, combined channel, exponential channel, side weirs, trapezoidal channel, water surface profile.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 927114 Mathematical Models of Flow Shop and Job Shop Scheduling Problems
Authors: Miloš Šeda
Abstract:
In this paper, mathematical models for permutation flow shop scheduling and job shop scheduling problems are proposed. The first problem is based on a mixed integer programming model. As the problem is NP-complete, this model can only be used for smaller instances where an optimal solution can be computed. For large instances, another model is proposed which is suitable for solving the problem by stochastic heuristic methods. For the job shop scheduling problem, a mathematical model and its main representation schemes are presented.
Keywords: Flow shop, job shop, mixed integer model, representation scheme.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4676113 Using Gaussian Process in Wind Power Forecasting
Authors: Hacene Benkhoula, Mohamed Badreddine Benabdella, Hamid Bouzeboudja, Abderrahmane Asraoui
Abstract:
The wind is a random variable difficult to master, for this, we developed a mathematical and statistical methods enable to modeling and forecast wind power. Gaussian Processes (GP) is one of the most widely used families of stochastic processes for modeling dependent data observed over time, or space or time and space. GP is an underlying process formed by unrecognized operator’s uses to solve a problem. The purpose of this paper is to present how to forecast wind power by using the GP. The Gaussian process method for forecasting are presented. To validate the presented approach, a simulation under the MATLAB environment has been given.Keywords: Forecasting, Gaussian process, modeling, wind power.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1787112 Transmission Lines Loading Enhancement Using ADPSO Approach
Authors: M. Mahdavi, H. Monsef, A. Bagheri
Abstract:
Discrete particle swarm optimization (DPSO) is a powerful stochastic evolutionary algorithm that is used to solve the large-scale, discrete and nonlinear optimization problems. However, it has been observed that standard DPSO algorithm has premature convergence when solving a complex optimization problem like transmission expansion planning (TEP). To resolve this problem an advanced discrete particle swarm optimization (ADPSO) is proposed in this paper. The simulation result shows that optimization of lines loading in transmission expansion planning with ADPSO is better than DPSO from precision view point.Keywords: ADPSO, TEP problem, Lines loading optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1619111 Piecewise Interpolation Filter for Effective Processing of Large Signal Sets
Authors: Anatoli Torokhti, Stanley Miklavcic
Abstract:
Suppose KY and KX are large sets of observed and reference signals, respectively, each containing N signals. Is it possible to construct a filter F : KY → KX that requires a priori information only on few signals, p N, from KX but performs better than the known filters based on a priori information on every reference signal from KX? It is shown that the positive answer is achievable under quite unrestrictive assumptions. The device behind the proposed method is based on a special extension of the piecewise linear interpolation technique to the case of random signal sets. The proposed technique provides a single filter to process any signal from the arbitrarily large signal set. The filter is determined in terms of pseudo-inverse matrices so that it always exists.Keywords: Wiener filter, filtering of stochastic signals.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1412110 Comparative Analysis of Transient-Fault Tolerant Schemes for Network on Chips
Authors: Muhammad Ali, Awais Adnan
Abstract:
Network on a chip (NoC) has been proposed as a viable solution to counter the inefficiency of buses in the current VLSI on-chip interconnects. However, as the silicon chip accommodates more transistors, the probability of transient faults is increasing, making fault tolerance a key concern in scaling chips. In packet based communication on a chip, transient failures can corrupt the data packet and hence, undermine the accuracy of data communication. In this paper, we present a comparative analysis of transient fault tolerant techniques including end-to-end, node-by-node, and stochastic communication based on flooding principle.
Keywords: NoC, fault-tolerance, transient faults.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1364109 Delay-Distribution-Dependent Stability Criteria for BAM Neural Networks with Time-Varying Delays
Authors: J.H. Park, S. Lakshmanan, H.Y. Jung, S.M. Lee
Abstract:
This paper is concerned with the delay-distributiondependent stability criteria for bidirectional associative memory (BAM) neural networks with time-varying delays. Based on the Lyapunov-Krasovskii functional and stochastic analysis approach, a delay-probability-distribution-dependent sufficient condition is derived to achieve the globally asymptotically mean square stable of the considered BAM neural networks. The criteria are formulated in terms of a set of linear matrix inequalities (LMIs), which can be checked efficiently by use of some standard numerical packages. Finally, a numerical example and its simulation is given to demonstrate the usefulness and effectiveness of the proposed results.Keywords: BAM neural networks, Probabilistic time-varying delays, Stability criteria.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1418108 Parameters Extraction for Pseudomorphic HEMTs Using Genetic Algorithms
Authors: Mazhar B. Tayel, Amr H. Yassin
Abstract:
A proposed small-signal model parameters for a pseudomorphic high electron mobility transistor (PHEMT) is presented. Both extrinsic and intrinsic circuit elements of a smallsignal model are determined using genetic algorithm (GA) as a stochastic global search and optimization tool. The parameters extraction of the small-signal model is performed on 200-μm gate width AlGaAs/InGaAs PHEMT. The equivalent circuit elements for a proposed 18 elements model are determined directly from the measured S- parameters. The GA is used to extract the parameters of the proposed small-signal model from 0.5 up to 18 GHz.
Keywords: PHEMT, Genetic Algorithms, small signal modeling, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2262107 Losses Analysis in TEP Considering Uncertainity in Demand by DPSO
Authors: S. Jalilzadeh, A. Kimiyaghalam, A. Ashouri
Abstract:
This paper presents a mathematical model and a methodology to analyze the losses in transmission expansion planning (TEP) under uncertainty in demand. The methodology is based on discrete particle swarm optimization (DPSO). DPSO is a useful and powerful stochastic evolutionary algorithm to solve the large-scale, discrete and nonlinear optimization problems like TEP. The effectiveness of the proposed idea is tested on an actual transmission network of the Azerbaijan regional electric company, Iran. The simulation results show that considering the losses even for transmission expansion planning of a network with low load growth is caused that operational costs decreases considerably and the network satisfies the requirement of delivering electric power more reliable to load centers.Keywords: DPSO, TEP, Uncertainty
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1476106 An Agent-Based Approach to Immune Modelling: Priming Individual Response
Authors: Dimitri Perrin, Heather J. Ruskin, Martin Crane
Abstract:
This study focuses on examining why the range of experience with respect to HIV infection is so diverse, especially in regard to the latency period. An agent-based approach in modelling the infection is used to extract high-level behaviour which cannot be obtained analytically from the set of interaction rules at the cellular level. A prototype model encompasses local variation in baseline properties, contributing to the individual disease experience, and is included in a network which mimics the chain of lymph nodes. The model also accounts for stochastic events such as viral mutations. The size and complexity of the model require major computational effort and parallelisation methods are used.Keywords: HIV, Immune modelling, Agent-based system, individual response.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1273105 Application of Rapidly Exploring Random Tree Star-Smart and G2 Quintic Pythagorean Hodograph Curves to the UAV Path Planning Problem
Authors: Luiz G. Véras, Felipe L. Medeiros, Lamartine F. Guimarães
Abstract:
This work approaches the automatic planning of paths for Unmanned Aerial Vehicles (UAVs) through the application of the Rapidly Exploring Random Tree Star-Smart (RRT*-Smart) algorithm. RRT*-Smart is a sampling process of positions of a navigation environment through a tree-type graph. The algorithm consists of randomly expanding a tree from an initial position (root node) until one of its branches reaches the final position of the path to be planned. The algorithm ensures the planning of the shortest path, considering the number of iterations tending to infinity. When a new node is inserted into the tree, each neighbor node of the new node is connected to it, if and only if the extension of the path between the root node and that neighbor node, with this new connection, is less than the current extension of the path between those two nodes. RRT*-smart uses an intelligent sampling strategy to plan less extensive routes by spending a smaller number of iterations. This strategy is based on the creation of samples/nodes near to the convex vertices of the navigation environment obstacles. The planned paths are smoothed through the application of the method called quintic pythagorean hodograph curves. The smoothing process converts a route into a dynamically-viable one based on the kinematic constraints of the vehicle. This smoothing method models the hodograph components of a curve with polynomials that obey the Pythagorean Theorem. Its advantage is that the obtained structure allows computation of the curve length in an exact way, without the need for quadratural techniques for the resolution of integrals.Keywords: Path planning, path smoothing, Pythagorean hodograph curve, RRT*-Smart.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 898104 Fault Detection and Isolation in Attitude Control Subsystem of Spacecraft Formation Flying Using Extended Kalman Filters
Authors: S. Ghasemi, K. Khorasani
Abstract:
In this paper, the problem of fault detection and isolation in the attitude control subsystem of spacecraft formation flying is considered. In order to design the fault detection method, an extended Kalman filter is utilized which is a nonlinear stochastic state estimation method. Three fault detection architectures, namely, centralized, decentralized, and semi-decentralized are designed based on the extended Kalman filters. Moreover, the residual generation and threshold selection techniques are proposed for these architectures.
Keywords: Formation flight of satellites, extended Kalman filter, fault detection and isolation, actuator fault.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1948103 Joint Use of Factor Analysis (FA) and Data Envelopment Analysis (DEA) for Ranking of Data Envelopment Analysis
Authors: Reza Nadimi, Fariborz Jolai
Abstract:
This article combines two techniques: data envelopment analysis (DEA) and Factor analysis (FA) to data reduction in decision making units (DMU). Data envelopment analysis (DEA), a popular linear programming technique is useful to rate comparatively operational efficiency of decision making units (DMU) based on their deterministic (not necessarily stochastic) input–output data and factor analysis techniques, have been proposed as data reduction and classification technique, which can be applied in data envelopment analysis (DEA) technique for reduction input – output data. Numerical results reveal that the new approach shows a good consistency in ranking with DEA.Keywords: Effectiveness, Decision Making, Data EnvelopmentAnalysis, Factor Analysis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2425102 A Strategy for a Robust Design of Cracked Stiffened Panels
Authors: Francesco Caputo, Giuseppe Lamanna, Alessandro Soprano
Abstract:
This work is focused on the numerical prediction of the fracture resistance of a flat stiffened panel made of the aluminium alloy 2024 T3 under a monotonic traction condition. The performed numerical simulations have been based on the micromechanical Gurson-Tvergaard (GT) model for ductile damage. The applicability of the GT model to this kind of structural problems has been studied and assessed by comparing numerical results, obtained by using the WARP 3D finite element code, with experimental data available in literature. In the sequel a home-made procedure is presented, which aims to increase the residual strength of a cracked stiffened aluminum panel and which is based on the stochastic design improvement (SDI) technique; a whole application example is then given to illustrate the said technique.
Keywords: Residual strength, R-Curve, Gurson model, SDI.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1541101 European and International Bond Markets Integration
Authors: Dimitris Georgoutsos, Petros M. Migiakis
Abstract:
The concurrent era is characterised by strengthened interactions among financial markets and increased capital mobility globally. In this frames we examine the effects the international financial integration process has on the European bond markets. We perform a comparative study of the interactions of the European and international bond markets and exploit Cointegration analysis results on the elimination of stochastic trends and the decomposition of the underlying long run equilibria and short run causal relations. Our investigation provides evidence on the relation between the European integration process and that of globalisation, viewed through the bond markets- sector. Additionally the structural formulation applied, offers significant implications of the findings. All in all our analysis offers a number of answers on crucial queries towards the European bond markets integration process.
Keywords: financial integration, bond markets, cointegration
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1821100 Comparative Study of Ant Colony and Genetic Algorithms for VLSI Circuit Partitioning
Authors: Sandeep Singh Gill, Rajeevan Chandel, Ashwani Chandel
Abstract:
This paper presents a comparative study of Ant Colony and Genetic Algorithms for VLSI circuit bi-partitioning. Ant colony optimization is an optimization method based on behaviour of social insects [27] whereas Genetic algorithm is an evolutionary optimization technique based on Darwinian Theory of natural evolution and its concept of survival of the fittest [19]. Both the methods are stochastic in nature and have been successfully applied to solve many Non Polynomial hard problems. Results obtained show that Genetic algorithms out perform Ant Colony optimization technique when tested on the VLSI circuit bi-partitioning problem.
Keywords: Partitioning, genetic algorithm, ant colony optimization, non-polynomial hard, netlist, mutation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 224899 Optimized Detection in Multi-Antenna System using Particle Swarm Algorithm
Authors: A. A. Khan, M. Naeem, S. Bashir, S. I. Shah
Abstract:
In this paper we propose a Particle Swarm heuristic optimized Multi-Antenna (MA) system. Efficient MA systems detection is performed using a robust stochastic evolutionary computation algorithm based on movement and intelligence of swarms. This iterative particle swarm optimized (PSO) detector significantly reduces the computational complexity of conventional Maximum Likelihood (ML) detection technique. The simulation results achieved with this proposed MA-PSO detection algorithm show near optimal performance when compared with ML-MA receiver. The performance of proposed detector is convincingly better for higher order modulation schemes and large number of antennas where conventional ML detector becomes non-practical.Keywords: Multi Antenna (MA), Multi-input Multi-output(MIMO), Particle Swarm Optimization (PSO), ML detection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 150598 Mathematical Programming Models for Portfolio Optimization Problem: A Review
Authors: M. Mokhtar, A. Shuib, D. Mohamad
Abstract:
Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related articles appearing in the international journal from 2003 to 2013 have been gathered and analyzed. Based on the literature review, it has been observed that stochastic programming and goal programming constitute the highest number of mathematical programming techniques employed to tackle the portfolio optimization problem. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of portfolio optimization.
Keywords: Portfolio optimization, Mathematical programming, Multi-objective programming, Solution approaches.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 657397 Coordination on Agrifood Supply Chain
Authors: Martha Liliana Reina Usuga, Wilson Adarme Jaimes, Oscar Eduardo Suarez
Abstract:
Coordinated supply chain represents major challenges for the different actors involved in it, because each agent responds to individual interests. The paper presents a framework with the reviewed literature regarding the system's decision structure and nature of demand. Later, it characterizes an agri food supply chain in the Central Region of Colombia, it responds to a decentralized distribution system and a stochastic demand. Finally, the paper recommends coordinating the chain based on shared information, and mechanisms for each agent, as VMI (vendor-managed inventory) strategy for farmer-buyer relationship, information system for farmers and contracts for transportation service providers.Keywords: Agri-food supply chain, Coordination mechanisms, Decentralized distribution system, Supply chain coordination.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 235396 Spurious Crests in Second-Order Waves
Authors: M. A. Tayfun
Abstract:
Occurrences of spurious crests on the troughs of large, relatively steep second-order Stokes waves are anomalous and not an inherent characteristic of real waves. Here, the effects of such occurrences on the statistics described by the standard second-order stochastic model are examined theoretically and by way of simulations. Theoretical results and simulations indicate that when spurious occurrences are sufficiently large, the standard model leads to physically unrealistic surface features and inaccuracies in the statistics of various surface features, in particular, the troughs and thus zero-crossing heights of large waves. Whereas inaccuracies can be fairly noticeable for long-crested waves in both deep and shallower depths, they tend to become relatively insignificant in directional waves.Keywords: Large waves, non-linear effects, simulation, spectra, spurious crests, Stokes waves, wave breaking, wave statistics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 131495 A Single-Period Inventory Problem with Resalable Returns: A Fuzzy Stochastic Approach
Authors: Oshmita Dey, Debjani Chakraborty
Abstract:
In this paper, a single period inventory model with resalable returns has been analyzed in an imprecise and uncertain mixed environment. Demand has been introduced as a fuzzy random variable. In this model, a single order is placed before the start of the selling season. The customer, for a full refund, may return purchased products within a certain time interval. Returned products are resalable, provided they arrive back before the end of the selling season and are found to be undamaged. Products remaining at the end of the season are salvaged. All demands not met directly are lost. The probabilities that a sold product is returned and that a returned product is resalable, both imprecise in a real situation, have been assumed to be fuzzy in nature.
Keywords: Fuzzy random variable, Modified graded meanintegration, Internet mail order, Inventory.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 152894 Hydrological Modeling of Watersheds Using the Only Corresponding Competitor Method: The Case of M’Zab Basin, South East Algeria
Authors: Oulad Naoui Noureddine, Cherif ELAmine, Djehiche Abdelkader
Abstract:
Water resources management includes several disciplines; the modeling of rainfall-runoff relationship is the most important discipline to prevent natural risks. There are several models to study rainfall-runoff relationship in watersheds. However, the majority of these models are not applicable in all basins of the world. In this study, a new stochastic method called The Only Corresponding Competitor method (OCC) was used for the hydrological modeling of M’ZAB Watershed (South East of Algeria) to adapt a few empirical models for any hydrological regime. The results obtained allow to authorize a certain number of visions, in which it would be interesting to experiment with hydrological models that improve collectively or separately the data of a catchment by the OCC method.
Keywords: Empirical model, modeling, OCC, rainfall-runoff relationship.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 115593 A Discrete Filtering Algorithm for Impulse Wave Parameter Estimation
Authors: Khaled M. EL-Naggar
Abstract:
This paper presents a new method for estimating the mean curve of impulse voltage waveforms that are recorded during impulse tests. In practice, these waveforms are distorted by noise, oscillations and overshoot. The problem is formulated as an estimation problem. Estimation of the current signal parameters is achieved using a fast and accurate technique. The method is based on discrete dynamic filtering algorithm (DDF). The main advantage of the proposed technique is its ability in producing the estimates in a very short time and at a very high degree of accuracy. The algorithm uses sets of digital samples of the recorded impulse waveform. The proposed technique has been tested using simulated data of practical waveforms. Effects of number of samples and data window size are studied. Results are reported and discussed.
Keywords: Digital Filtering, Estimation, Impulse wave, Stochastic filtering.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 184992 Estimation of Load Impedance in Presence of Harmonics
Authors: Khaled M. EL-Naggar
Abstract:
This paper presents a fast and efficient on-line technique for estimating impedance of unbalanced loads in power systems. The proposed technique is an application of a discrete timedynamic filter based on stochastic estimation theory which is suitable for estimating parameters in noisy environment. The algorithm uses sets of digital samples of the distorted voltage and current waveforms of the non-linear load to estimate the harmonic contents of these two signal. The non-linear load impedance is then calculated from these contents. The method is tested using practical data. Results are reported and compared with those obtained using the conventional least error squares technique. In addition to the very accurate results obtained, the method can detect and reject bad measurements. This can be considered as a very important advantage over the conventional static estimation methods such as the least error square method.
Keywords: Estimation, identification, Harmonics, Dynamic Filter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 206391 Delay-Dependent H∞ Performance Analysis for Markovian Jump Systems with Time-Varying Delays
Authors: Yucai Ding, Hong Zhu, Shouming Zhong, Yuping Zhang
Abstract:
This paper considers H∞ performance for Markovian jump systems with Time-varying delays. The systems under consideration involve disturbance signal, Markovian switching and timevarying delays. By using a new Lyapunov-Krasovskii functional and a convex optimization approach, a delay-dependent stability condition in terms of linear matrix inequality (LMI) is addressed, which guarantee asymptotical stability in mean square and a prescribed H∞ performance index for the considered systems. Two numerical examples are given to illustrate the effectiveness and the less conservatism of the proposed main results. All these results are expected to be of use in the study of stochastic systems with time-varying delays.
Keywords: H∞ performance, Markovian switching, Delaydependent stability, Linear matrix inequality (LMI)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 161690 Airport Check-In Optimization by IP and Simulation in Combination
Authors: Ahmad Thanyan Al-Sultan
Abstract:
The check-in area of airport terminal is one of the busiest sections at airports at certain periods. The passengers are subjected to queues and delays during the check-in process. These delays and queues are due to constraints in the capacity of service facilities. In this project, the airport terminal is decomposed into several check-in areas. The airport check-in scheduling problem requires both a deterministic (integer programming) and stochastic (simulation) approach. Integer programming formulations are provided to minimize the total number of counters in each check-in area under the realistic constraint that counters for one and the same flight should be adjacent and the desired number of counters remaining in each area should be fixed during check-in operations. By using simulation, the airport system can be modeled to study the effects of various parameters such as number of passengers on a flight and check-in counter opening and closing time.
Keywords: Airport terminal, Integer programming, Scheduling, Simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 283589 Effects of the Stock Market Dynamic Linkages on the Central and Eastern European Capital Markets
Authors: Ioan Popa, Cristiana Tudor, Radu Lupu
Abstract:
The interdependences among stock market indices were studied for a long while by academics in the entire world. The current financial crisis opened the door to a wide range of opinions concerning the understanding and measurement of the connections considered to provide the controversial phenomenon of market integration. Using data on the log-returns of 17 stock market indices that include most of the CEE markets, from 2005 until 2009, our paper studies the problem of these dependences using a new methodological tool that takes into account both the volatility clustering effect and the stochastic properties of these linkages through a Dynamic Conditional System of Simultaneous Equations. We find that the crisis is well captured by our model as it provides evidence for the high volatility – high dependence effect.Keywords: Stock market interdependences, Dynamic System ofSimultaneous Equations, financial crisis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 177788 Comparison of Three Meta Heuristics to Optimize Hybrid Flow Shop Scheduling Problem with Parallel Machines
Authors: Wahyudin P. Syam, Ibrahim M. Al-Harkan
Abstract:
This study compares three meta heuristics to minimize makespan (Cmax) for Hybrid Flow Shop (HFS) Scheduling Problem with Parallel Machines. This problem is known to be NP-Hard. This study proposes three algorithms among improvement heuristic searches which are: Genetic Algorithm (GA), Simulated Annealing (SA), and Tabu Search (TS). SA and TS are known as deterministic improvement heuristic search. GA is known as stochastic improvement heuristic search. A comprehensive comparison from these three improvement heuristic searches is presented. The results for the experiments conducted show that TS is effective and efficient to solve HFS scheduling problems.
Keywords: Flow shop, genetic algorithm, simulated annealing, tabu search.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2066