Search results for: optimal path

Authors: S. Rao Rayapudi

Abstract:

Economic Load Dispatch (ELD) is a method of determining the most efficient, low-cost and reliable operation of a power system by dispatching available electricity generation resources to supply load on the system. The primary objective of economic dispatch is to minimize total cost of generation while honoring operational constraints of available generation resources. In this paper an intelligent water drop (IWD) algorithm has been proposed to solve ELD problem with an objective of minimizing the total cost of generation. Intelligent water drop algorithm is a swarm-based natureinspired optimization algorithm, which has been inspired from natural rivers. A natural river often finds good paths among lots of possible paths in its ways from source to destination and finally find almost optimal path to their destination. These ideas are embedded into the proposed algorithm for solving economic load dispatch problem. The main advantage of the proposed technique is easy is implement and capable of finding feasible near global optimal solution with less computational effort. In order to illustrate the effectiveness of the proposed method, it has been tested on 6-unit and 20-unit test systems with incremental fuel cost functions taking into account the valve point-point loading effects. Numerical results shows that the proposed method has good convergence property and better in quality of solution than other algorithms reported in recent literature.

Keywords: Economic load dispatch, Transmission loss, Optimization, Valve point loading, Intelligent Water Drop Algorithm.

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Authors: Amira Elsonbaty, Rawya Rizk, Mohamed Elksas, Mofreh Salem

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In this paper, a Cooperative Multi-robot for Carrying Targets (CMCT) algorithm is proposed. The multi-robot team consists of three robots, one is a supervisor and the others are workers for carrying boxes in a store of 100×100 m2. Each robot has a self recharging mechanism. The CMCT minimizes robot-s worked time for carrying many boxes during day by working in parallel. That is, the supervisor detects the required variables in the same time another robots work with previous variables. It works with straightforward mechanical models by using simple cosine laws. It detects the robot-s shortest path for reaching the target position avoiding obstacles by using a proposed CMCT path planning (CMCT-PP) algorithm. It prevents the collision between robots during moving. The robots interact in an ad hoc wireless network. Simulation results show that the proposed system that consists of CMCT algorithm and its accomplished CMCT-PP algorithm achieves a high improvement in time and distance while performing the required tasks over the already existed algorithms.

Keywords: Ad hoc network, Computer vision based positioning, Dynamic collision avoidance, Multi-robot, Path planning algorithms, Self recharging.

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Authors: Usha Sridhar, Sridhar Mandyam

Abstract:

We propose a multi-agent based utilitarian approach to model and understand information flows in social networks that lead to Pareto optimal informational exchanges. We model the individual expected utility function of the agents to reflect the net value of information received. We show how this model, adapted from a theorem by Karl Borch dealing with an actuarial Risk Exchange concept in the Insurance industry, can be used for social network analysis. We develop a utilitarian framework that allows us to interpret Pareto optimal exchanges of value as potential information flows, while achieving a maximization of a sum of expected utilities of information of the group of agents. We examine some interesting conditions on the utility function under which the flows are optimal. We illustrate the promise of this new approach to attach economic value to information in networks with a synthetic example.

Keywords: Borch's Theorem , Economic value of information, Information Exchange, Pareto Optimal Solution, Social Networks, Utility Functions

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Authors: Udeme O. Ini, Edikan E. Akpanibah

Abstract:

This paper studies the optimal investment strategies for a plan member (PM) in a defined contribution (DC) pension scheme with transaction cost, taxes on invested funds and couple risky assets (stocks) under the Ornstein-Uhlenbeck (O-U) process. The PM’s portfolio is assumed to consist of a risk-free asset and two risky assets where the two risky assets are driven by the O-U process. The Legendre transformation and dual theory is use to transform the resultant optimal control problem which is a nonlinear partial differential equation (PDE) into linear PDE and the resultant linear PDE is then solved for the explicit solutions of the optimal investment strategies for PM exhibiting constant absolute risk aversion (CARA) using change of variable technique. Furthermore, theoretical analysis is used to study the influences of some sensitive parameters on the optimal investment strategies with observations that the optimal investment strategies for the two risky assets increase with increase in the dividend and decreases with increase in tax on the invested funds, risk averse coefficient, initial fund size and the transaction cost.

Keywords: Ornstein-Uhlenbeck process, portfolio management, Legendre transforms, CARA utility.

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Authors: Shonak Bansal, Prince Jain, Arun Kumar Singh, Neena Gupta

Abstract:

Recently nature–inspired algorithms have widespread use throughout the tough and time consuming multi–objective scientific and engineering design optimization problems. In this paper, we present extended forms of firefly algorithm to find optimal Golomb ruler (OGR) sequences. The OGRs have their one of the major application as unequally spaced channel–allocation algorithm in optical wavelength division multiplexing (WDM) systems in order to minimize the adverse four–wave mixing (FWM) crosstalk effect. The simulation results conclude that the proposed optimization algorithm has superior performance compared to the existing conventional computing and nature–inspired optimization algorithms to find OGRs in terms of ruler length, total optical channel bandwidth and computation time.

Keywords: Channel allocation, conventional computing, four–wave mixing, nature–inspired algorithm, optimal Golomb ruler, Lévy flight distribution, optimization, improved multi–objective Firefly algorithms, Pareto optimal.

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Authors: Khosrow Maleknejad, Asyieh Ebrahimzadeh

Abstract:

In this paper, the numerical solution of optimal control problem (OCP) for systems governed by Volterra integro-differential (VID) equation is considered. The method is developed by means of the Legendre wavelet approximation and collocation method. The properties of Legendre wavelet together with Gaussian integration method are utilized to reduce the problem to the solution of nonlinear programming one. Some numerical examples are given to confirm the accuracy and ease of implementation of the method.

Keywords: Collocation method, Legendre wavelet, optimal control, Volterra integro-differential equation.

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Authors: Zdravka Aljinović, Snježana Pivac, Boško Šego

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According to the interaction of inflation and unemployment, expectation of the rate of inflation in Croatia is estimated. The interaction between inflation and unemployment is shown by model based on three first-order differential i.e. difference equations: Phillips relation, adaptive expectations equation and monetary-policy equation. The resulting equation is second order differential i.e. difference equation which describes the time path of inflation. The data of the rate of inflation and the rate of unemployment are used for parameters estimation. On the basis of the estimated time paths, the stability and convergence analysis is done for the rate of inflation.

Keywords: Differencing, inflation, time path, unemployment.

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Authors: M. Mohebbi, K. Shakeri

Abstract:

Since the actuator capacity is limited, in the real application of active control systems under sever earthquakes it is conceivable that the actuators saturate, hence the actuator saturation should be considered as a constraint in design of optimal controllers. In this paper optimal design of active controllers for nonlinear structures by considering actuator saturation, has been studied. The proposed method for designing optimal controllers is based on defining an optimization problem which the objective has been to minimize the maximum displacement of structure when a limited capacity for actuator has been used. To this end a single degree of freedom (SDF) structure with a bilinear hysteretic behavior has been simulated under a white noise ground acceleration of different amplitudes. Active tendon control mechanism, comprised of prestressed tendons and an actuator, and extended nonlinear Newmark method based instantaneous optimal control algorithm have been used. To achieve the best results, the weights corresponding to displacement, velocity, acceleration and control force in the performance index have been optimized by the Distributed Genetic Algorithm (DGA). Results show the effectiveness of the proposed method in considering actuator saturation. Also based on the numerical simulations it can be concluded that the actuator capacity and the average value of required control force are two important factors in designing nonlinear controllers which consider the actuator saturation.

Keywords: Active control, Actuator Saturation, Distributedgeneticalgorithms, Nonlinear.

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Authors: A. Kamath, Z. X. Chen, C. J. Gu, F. Zheng, X. P. Wang, N. Singh, G-Q. Lo

Abstract:

In this paper we use low frequency noise analysis to understand and map the current conduction path in a multi gate junctionless FinFET.  The device used in this study behaves as a gated resistor and shows excellent short channel effect suppression due to its multi gate structure. Generally for a bulk conduction device like the junctionless device studied in this work, the low frequency noise can be modelled using the mobility fluctuation model; however for this device we can also see the effect of carrier fluctuations on the LFN characteristic. The noise characteristic at different gate bias and also the possible location of the traps is explained.

Keywords: LFN analysis, junctionless, Current conduction path, FinFET.

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Authors: A. Rangan, A. Tansu

Abstract:

This paper generalizes Yeh Lam-s shock model for renewal shock arrivals and random threshold. Several interesting statistical measures are explicitly obtained. A few special cases and an optimal replacement problem are also discussed.

Keywords: shock model, optimal replacement, random threshold, shocks.

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Authors: A. Azadeh, Z. Raoofi

Abstract:

Natural gas, as one of the most important sources of energy for many of the industrial and domestic users all over the world, has a complex, huge supply chain which is in need of heavy investments in all the phases of exploration, extraction, production, transportation, storage and distribution. The main purpose of supply chain is to meet customers’ need efficiently and with minimum cost. In this study, with the aim of minimizing economic costs, different levels of natural gas supply chain in the form of a multi-echelon, multi-period fuzzy linear programming have been modeled. In this model, different constraints including constraints on demand satisfaction, capacity, input/output balance and presence/absence of a path have been defined. The obtained results suggest efficiency of the recommended model in optimal allocation and reduction of supply chain costs.

Keywords: Cost Approach, Fuzzy Theory, Linear Programming, Natural Gas Supply Chain.

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Authors: Mohammad Syuhaimi Ab-Rahman, Mohd. Saiful Dzulkefly Zan, Mohd Taufiq Mohd Yusof

Abstract:

With the drastically growth in optical communication technology, a lossless, low-crosstalk and multifunction optical switch is most desirable for large-scale photonic network. To realize such a switch, we have introduced the new architecture of optical switch that embedded many functions on single device. The asymmetrical architecture of OXADM consists of 3 parts; selective port, add/drop operation, and path routing. Selective port permits only the interest wavelength pass through and acts as a filter. While add and drop function can be implemented in second part of OXADM architecture. The signals can then be re-routed to any output port or/and perform an accumulation function which multiplex all signals onto single path and then exit to any interest output port. This will be done by path routing operation. The unique features offered by OXADM has extended its application to Fiber to-the Home Technology (FTTH), here the OXADM is used as a wavelength management element in Optical Line Terminal (OLT). Each port is assigned specifically with the operating wavelengths and with the dynamic routing management to ensure no traffic combustion occurs in OLT.

Keywords: OXADM, asymmetrical architecture, optical switch, OLT, FTTH.

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Authors: Suresh Alapati, Sreehari Rao Patri, K. S. R. Krishna Prasad

Abstract:

Anultra-low power capacitor less low-dropout voltage regulator with improved transient response using gain enhanced feed forward path compensation is presented in this paper. It is based on a cascade of a voltage amplifier and a transconductor stage in the feed forward path with regular error amplifier to form a composite gainenhanced feed forward stage. It broadens the gain bandwidth and thus improves the transient response without substantial increase in power consumption. The proposed LDO, designed for a maximum output current of 100 mA in UMC 180 nm, requires a quiescent current of 69 )A. An undershot of 153.79mV for a load current changes from 0mA to 100mA and an overshoot of 196.24mV for current change of 100mA to 0mA. The settling time is approximately 1.1 )s for the output voltage undershooting case. The load regulation is of 2.77 )V/mA at load current of 100mA. Reference voltage is generated by using an accurate band gap reference circuit of 0.8V.The costly features of SOC such as total chip area and power consumption is drastically reduced by the use of only a total compensation capacitance of 6pF while consuming power consumption of 0.096 mW.

Keywords: Capacitor-less LDO, frequency compensation, Transient response, latch, self-biased differential amplifier.

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Authors: M. Polanský

Abstract:

This paper introduces a new method called ARPDC (Advanced Robust Parallel Distributed Compensation) for automatic control of nonlinear systems. This method improves a quality of robust control by interpolating of robust and optimal controller. The weight of each controller is determined by an original criteria function for model validity and disturbance appreciation. ARPDC method is based on nonlinear Takagi-Sugeno (T-S) fuzzy systems and Parallel Distributed Compensation (PDC) control scheme. The relaxed stability conditions of ARPDC control of nominal system have been derived. The advantages of presented method are demonstrated on the inverse pendulum benchmark problem. From comparison between three different controllers (robust, optimal and ARPDC) follows, that ARPDC control is almost optimal with the robustness close to the robust controller. The results indicate that ARPDC algorithm can be a good alternative not only for a robust control, but in some cases also to an adaptive control of nonlinear systems.

Keywords: Robust control, optimal control, Takagi–Sugeno (TS) fuzzy models, linear matrix inequality (LMI), observer, Advanced Robust Parallel Distributed Compensation (ARPDC).

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Authors: Y. Harold Robinson, M. Rajaram

Abstract:

Wireless mesh networking is rapidly gaining in popularity with a variety of users: from municipalities to enterprises, from telecom service providers to public safety and military organizations. This increasing popularity is based on two basic facts: ease of deployment and increase in network capacity expressed in bandwidth per footage; WMNs do not rely on any fixed infrastructure. Many efforts have been used to maximizing throughput of the network in a multi-channel multi-radio wireless mesh network. Current approaches are purely based on either static or dynamic channel allocation approaches. In this paper, we use a hybrid multichannel multi radio wireless mesh networking architecture, where static and dynamic interfaces are built in the nodes. Dynamic Adaptive Channel Allocation protocol (DACA), it considers optimization for both throughput and delay in the channel allocation. The assignment of the channel has been allocated to be codependent with the routing problem in the wireless mesh network and that should be based on passage flow on every link. Temporal and spatial relationship rises to re compute the channel assignment every time when the pattern changes in mesh network, channel assignment algorithms assign channels in network. In this paper a computing path which captures the available path bandwidth is the proposed information and the proficient routing protocol based on the new path which provides both static and dynamic links. The consistency property guarantees that each node makes an appropriate packet forwarding decision and balancing the control usage of the network, so that a data packet will traverse through the right path.

Keywords: Wireless mesh network, spatial time division multiple access, hybrid topology, timeslot allocation.

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Authors: Reza Sedaghati

Abstract:

Given the increasing energy demand in the world as well as limited fossil energy fuel resources, it is necessary to use renewable energy resources more than ever. Developing a hybrid energy system is suggested to overcome the intermittence of renewable energy resources such as sun and wind, in which the excess electrical energy can be converted and stored. While these resources store the energy, they can provide a more reliable system that is really suitable for off-grid applications. In hybrid systems, a methodology for optimal sizing of power generation systems components is of great importance in terms of economic aspects and efficiency. In this study, a hybrid energy system is designed to supply an off-grid sample load pattern with the aim of supplying necessary energy and minimizing the total production cost throughout the system life as well as increasing the reliability. For this purpose, the optimal size and the cost function of these resources is determined and minimized using evolutionary algorithms and system efficiency is studied with real-time load and meteorological information of Kazerun, a city in southern Iran under different conditions.

Keywords: Hybrid energy system, intelligent method, optimal size, minimal.

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Authors: K. Kusakana

Abstract:

A hybrid energy system is a combination of renewable energy sources with back up, as well as a storage system used to respond to given load energy requirements. Given that the electrical output of each renewable source is fluctuating with changes in weather conditions, and since the load demand also varies with time; one of the main attributes of hybrid systems is to be able to respond to the load demand at any time by optimally controlling each energy source, storage and back-up system. The induced optimization problem is to compute the optimal operation control of the system with the aim of minimizing operation costs while efficiently and reliably responding to the load energy requirement. Current optimization research and development on hybrid systems are mainly focusing on the sizing aspect. Thus, the aim of this paper is to report on the state-of-the-art of optimal operation control of hybrid renewable energy systems. This paper also discusses different challenges encountered, as well as future developments that can help in improving the optimal operation control of hybrid renewable energy systems.

Keywords: Renewable energies, hybrid systems, optimization, operation control.

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Authors: Tunjo Peric, Zoran Babic

Abstract:

The authors of this work indicate by means of a concrete example that it is possible to apply efficaciously the method of multiple criteria programming in dealing with the problem of determining the optimal production plan for a certain period of time. The work presents: (1) the selection of optimization criteria, (2) the setting of the problem of determining an optimal production plan, (3) the setting of the model of multiple criteria programming in finding a solution to a given problem, (4) the revised surrogate trade-off method, (5) generalized multicriteria model for solving production planning problem and problem of choosing technological variants in the metal manufacturing industry. In the final part of this work the authors reflect on the application of the method of multiple criteria programming while determining the optimal production plan in manufacturing enterprises.

Keywords: multi-criteria programming, production planning, technological variant, Surrogate Worth Trade-off Method.

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Authors: K. L. Mak, P. Peng

Abstract:

This paper investigates the problem of automated defect detection for textile fabrics and proposes a new optimal filter design method to solve this problem. Gabor Wavelet Network (GWN) is chosen as the major technique to extract the texture features from textile fabrics. Based on the features extracted, an optimal Gabor filter can be designed. In view of this optimal filter, a new semi-supervised defect detection scheme is proposed, which consists of one real-valued Gabor filter and one smoothing filter. The performance of the scheme is evaluated by using an offline test database with 78 homogeneous textile images. The test results exhibit accurate defect detection with low false alarm, thus showing the effectiveness and robustness of the proposed scheme. To evaluate the detection scheme comprehensively, a prototyped detection system is developed to conduct a real time test. The experiment results obtained confirm the efficiency and effectiveness of the proposed detection scheme.

Keywords: Defect detection, Filtering, Gabor function, Gaborwavelet networks, Textile fabrics.

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Authors: Ellips Masehian, Yalda Katebi

Abstract:

This paper presents a new sensor-based online method for generating collision-free near-optimal paths for mobile robots pursuing a moving target amidst dynamic and static obstacles. At each iteration, first the set of all collision-free directions are calculated using velocity vectors of the robot relative to each obstacle and target, forming the Directive Circle (DC), which is a novel concept. Then, a direction close to the shortest path to the target is selected from feasible directions in DC. The DC prevents the robot from being trapped in deadlocks or local minima. It is assumed that the target's velocity is known, while the speeds of dynamic obstacles, as well as the locations of static obstacles, are to be calculated online. Extensive simulations and experimental results demonstrated the efficiency of the proposed method and its success in coping with complex environments and obstacles.

Keywords: Dynamic Environment, Moving Target, RobotMotion Planning.

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Authors: Dong-Chul Lee, Byung-Kwan Oh, Se-Woon Choi, Hyo-Sun Park

Abstract:

The unanticipated brittle fracture of connection of the steel moment resisting frame (SMRF) occurred in 1994 the Northridge earthquake. Since then, the researches for the vulnerability of connection of the existing SMRF and for rehabilitation of those buildings were conducted. This paper suggests performance-based optimal seismic retrofit technique using connection upgrade. For optimal design, a multi-objective genetic algorithm(NSGA-II) is used. One of the two objective functions is to minimize initial cost and another objective function is to minimize lifetime seismic damages cost. The optimal algorithm proposed in this paper is performed satisfying specified performance objective based on FEMA 356. The nonlinear static analysis is performed for structural seismic performance evaluation. A numerical example of SAC benchmark SMRF is provided using the performance-based optimal seismic retrofit technique proposed in this paper

Keywords: connection upgrade, performace-based seismicdesign, seismic retrofit, multi-objective optimization

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Authors: Mohanad Alata, Mohammad Molhim, Abdullah Ramini

Abstract:

Fuzzy C-means Clustering algorithm (FCM) is a method that is frequently used in pattern recognition. It has the advantage of giving good modeling results in many cases, although, it is not capable of specifying the number of clusters by itself. In FCM algorithm most researchers fix weighting exponent (m) to a conventional value of 2 which might not be the appropriate for all applications. Consequently, the main objective of this paper is to use the subtractive clustering algorithm to provide the optimal number of clusters needed by FCM algorithm by optimizing the parameters of the subtractive clustering algorithm by an iterative search approach and then to find an optimal weighting exponent (m) for the FCM algorithm. In order to get an optimal number of clusters, the iterative search approach is used to find the optimal single-output Sugenotype Fuzzy Inference System (FIS) model by optimizing the parameters of the subtractive clustering algorithm that give minimum least square error between the actual data and the Sugeno fuzzy model. Once the number of clusters is optimized, then two approaches are proposed to optimize the weighting exponent (m) in the FCM algorithm, namely, the iterative search approach and the genetic algorithms. The above mentioned approach is tested on the generated data from the original function and optimal fuzzy models are obtained with minimum error between the real data and the obtained fuzzy models.

Keywords: Fuzzy clustering, Fuzzy C-Means, Genetic Algorithm, Sugeno fuzzy systems.

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Authors: M. Senthil Arumugam, M.V.C. Rao

Abstract:

This paper presents a novel two-phase hybrid optimization algorithm with hybrid genetic operators to solve the optimal control problem of a single stage hybrid manufacturing system. The proposed hybrid real coded genetic algorithm (HRCGA) is developed in such a way that a simple real coded GA acts as a base level search, which makes a quick decision to direct the search towards the optimal region, and a local search method is next employed to do fine tuning. The hybrid genetic operators involved in the proposed algorithm improve both the quality of the solution and convergence speed. The phase–1 uses conventional real coded genetic algorithm (RCGA), while optimisation by direct search and systematic reduction of the size of search region is employed in the phase – 2. A typical numerical example of an optimal control problem with the number of jobs varying from 10 to 50 is included to illustrate the efficacy of the proposed algorithm. Several statistical analyses are done to compare the validity of the proposed algorithm with the conventional RCGA and PSO techniques. Hypothesis t – test and analysis of variance (ANOVA) test are also carried out to validate the effectiveness of the proposed algorithm. The results clearly demonstrate that the proposed algorithm not only improves the quality but also is more efficient in converging to the optimal value faster. They can outperform the conventional real coded GA (RCGA) and the efficient particle swarm optimisation (PSO) algorithm in quality of the optimal solution and also in terms of convergence to the actual optimum value.

Keywords: Hybrid systems, optimal control, real coded genetic algorithm (RCGA), Particle swarm optimization (PSO), Hybrid real coded GA (HRCGA), and Hybrid genetic operators.

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Authors: Aussadavut Dumrongsiri

Abstract:

Westudy a dual-channel supply chain under decentralized setting in which manufacturer sells to retailer and to customers directly usingan online channel. A customer chooses the purchase-channel based on price and service quality. Also, to buy product from the retail store, the customer incurs a transportation cost influenced by the fluctuating gasoline cost. Both companies are under the revenue sharing contract. In this contract the retailer share a portion of the revenue to the manufacturer while the manufacturer will charge the lower wholesales price. The numerical result shows that the effects of gasoline costs, the revenue sharing ratio and the wholesale price play an important role in determining optimal prices. The result shows that when the gasoline price fluctuatesthe optimal on-line priceis relatively stable while the optimal retail price moves in the opposite direction of the gasoline prices.

Keywords: direct-channel, e-business, pricing model, dualchannel supply chain, gasoline cost, revenue sharing

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Authors: S. V. Kasmir Raja, P. Herbert Raj

Abstract:

The overlay approach has been widely used by many service providers for Traffic Engineering (TE) in large Internet backbones. In the overlay approach, logical connections are set up between edge nodes to form a full mesh virtual network on top of the physical topology. IP routing is then run over the virtual network. Traffic engineering objectives are achieved through carefully routing logical connections over the physical links. Although the overlay approach has been implemented in many operational networks, it has a number of well-known scaling issues. This paper proposes a new approach to achieve traffic engineering without full-mesh overlaying with the help of integrated approach and equal subset split method. Traffic engineering needs to determine the optimal routing of traffic over the existing network infrastructure by efficiently allocating resource in order to optimize traffic performance on an IP network. Even though constraint-based routing [1] of Multi-Protocol Label Switching (MPLS) is developed to address this need, since it is not widely tested or debugged, Internet Service Providers (ISPs) resort to TE methods under Open Shortest Path First (OSPF), which is the most commonly used intra-domain routing protocol. Determining OSPF link weights for optimal network performance is an NP-hard problem. As it is not possible to solve this problem, we present a subset split method to improve the efficiency and performance by minimizing the maximum link utilization in the network via a small number of link weight modifications. The results of this method are compared against results of MPLS architecture [9] and other heuristic methods.

Keywords: Constraint based routing, Link Utilization, Subsetsplit method and Traffic Engineering.

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Authors: Osea Zebua, Norikazu Ikoma, Hiroshi Maeda

Abstract:

Estimation of voltage stability based on optimal filtering method is presented. PV curve is used as a tool for voltage stability analysis. Dynamic voltage stability estimation is done by using particle filter method. Optimum value (nose point) of PV curve can be estimated by estimating parameter of PV curve equation optimal value represents critical voltage and condition at specified point of measurement. Voltage stability is then estimated by analyzing loading margin condition c stimating equation. This maximum loading ecified dynamically.

Keywords: normalized PV curve, optimal filtering method particle filter, voltage stability.

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Authors: Bright O. Osu, Edikan E. Akpanibah, Chidinma Olunkwa

Abstract:

In this paper, mean-variance optimization of portfolios with the return of premium clauses in a defined contribution (DC) pension plan with multiple contributors under constant elasticity of variance (CEV) model is studied. The return clauses which permit death members to claim their accumulated wealth are considered, the remaining wealth is not equally distributed by the remaining members as in literature. We assume that before investment, the surplus which includes funds of members who died after retirement adds to the total wealth. Next, we consider investments in a risk-free asset and a risky asset to meet up the expected returns of the remaining members and obtain an optimized problem with the help of extended Hamilton Jacobi Bellman equation. We obtained the optimal investment strategies for the two assets and the efficient frontier of the members by using a stochastic optimal control technique. Furthermore, we studied the effect of the various parameters of the optimal investment strategies and the effect of the risk-averse level on the efficient frontier. We observed that the optimal investment strategy is the same as in literature, secondly, we observed that the surplus decreases the proportion of the wealth invested in the risky asset.

Keywords: DC pension fund, Hamilton Jacobi Bellman equation, optimal investment strategies, stochastic optimal control technique, return of premiums clauses, mean-variance utility.

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Authors: H. El-Madbouly

Abstract:

For future Broad band ISDN, Asynchronous Transfer Mode (ATM) is designed not only to support a wide range of traffic classes with diverse flow characteristics, but also to guarantee the different quality of service QOS requirements. The QOS may be measured in terms of cell loss probability and maximum cell delay. In this paper, ATM networks in which the virtual path (VP) concept is implemented are considered. By applying the Markov Deterministic process method, an efficient algorithm to compute the minimum capacity required to satisfy the QOS requirements when multiple classes of on-off are multiplexed on to a single VP. Using the result, we then proposed a simple algorithm to determine different combinations of VP to achieve the optimum of the total capacity required for satisfying the individual QOS requirements (loss- delay).

Keywords: Bandwidth allocation, Quality of services, ATMNetwork, virtual path.

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Authors: Ismail El Gayar, Ossama Ismail, Yousri El Gamal

Abstract:

This paper presented a technique to solve one of the transportation problems that faces us in real life which is the Bus Scheduling Problem. Most of the countries using buses in schools, companies and traveling offices as an example to transfer multiple passengers from many places to specific place and vice versa. This transferring process can cost time and money, so we build a decision support system that can solve this problem. In this paper, a genetic algorithm with the shortest path technique is used to generate a competitive solution to other well-known techniques. It also presents a comparison between our solution and other solutions for this problem.

Keywords: Bus scheduling problem, decision support system, genetic algorithm, operation planning, shortest path, transportation.

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Authors: Emanuel Teixeira, Anderson Ramos, Marisa Lourenço, Fernando J. Velez, Jon M. Peha

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This article discusses the benefit cost analysis aspects of millimetre wavebands (mmWaves) and Super High Frequency (SHF). The devaluation along the distance of the carrier-to-noise-plus-interference ratio with the coverage distance is assessed by considering two different path loss models, the two-slope urban micro Line-of-Sight (UMiLoS) for the SHF band and the modified Friis propagation model, for frequencies above 24 GHz. The equivalent supported throughput is estimated at the 5.62, 28, 38, 60 and 73 GHz frequency bands and the influence of carrier-to-noise-plus-interference ratio in the radio and network optimization process is explored. Mostly owing to the lessening caused by the behaviour of the two-slope propagation model for SHF band, the supported throughput at this band is higher than at the millimetre wavebands only for the longest cell lengths. The benefit cost analysis of these pico-cellular networks was analysed for regular cellular topologies, by considering the unlicensed spectrum. For shortest distances, we can distinguish an optimal of the revenue in percentage terms for values of the cell length, R ≈ 10 m for the millimeter wavebands and for longest distances an optimal of the revenue can be observed at R ≈ 550 m for the 5.62 GHz. It is possible to observe that, for the 5.62 GHz band, the profit is slightly inferior than for millimetre wavebands, for the shortest Rs, and starts to increase for cell lengths approximately equal to the ratio between the break-point distance and the co-channel reuse factor, achieving a maximum for values of R approximately equal to 550 m.

Keywords: 5G, millimetre wavebands, super high-frequency band, SINR, signal-to-interference-plus-noise ratio, cost benefit analysis.

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