3,247 research outputs found

    Propagation of epistemic uncertainty in queueing models with unreliable server using chaos expansions

    Full text link
    In this paper, we develop a numerical approach based on Chaos expansions to analyze the sensitivity and the propagation of epistemic uncertainty through a queueing systems with breakdowns. Here, the quantity of interest is the stationary distribution of the model, which is a function of uncertain parameters. Polynomial chaos provide an efficient alternative to more traditional Monte Carlo simulations for modelling the propagation of uncertainty arising from those parameters. Furthermore, Polynomial chaos expansion affords a natural framework for computing Sobol' indices. Such indices give reliable information on the relative importance of each uncertain entry parameters. Numerical results show the benefit of using Polynomial Chaos over standard Monte-Carlo simulations, when considering statistical moments and Sobol' indices as output quantities

    A regret model applied to the facility location problem with limited capacity facilities

    Get PDF
    This article addresses issues related to location and allocation problems. Herein, we intend to demonstrate the influence of congestion, through the random number generation, of such systems in final solutions. An algorithm is presented which, in addition to the GRASP, incorporates the Regret with the pminmax method to evaluate the heuristic solution obtained with regard to its robustness for different scenarios. Taking as our point of departure the Facility Location Problem proposed by Balinski [27], an alternative perspective is added associating regret values to particular solutions.N/

    A regret model applied to the maximum capture location problem

    Get PDF
    This article addresses issues related to location and allocation problems. Herein, we intend to demonstrate the influence of congestion, through the random number generation, of such systems in final solutions. An algorithm is presented which, in addition to the GRASP, incorporates the Regret with the pminmax method to evaluate the heuristic solution obtained with regard to its robustness for different scenarios. Taking as our point of departure the Maximum Capture Location Problem proposed by Church and Revelle [1, 26], an alternative perspective is added in which the choice behavior of the server does not depend only on the elapsed time from the demand point looking to the center, but includes also the service waiting time.N/

    Modelling and solving healthcare decision making problems under uncertainty

    Get PDF
    The efficient management of healthcare services is a great challenge for healthcare managers because of ageing populations, rising healthcare costs, and complex operation and service delivery systems. The challenge is intensified due to the fact that healthcare systems involve various uncertainties. Operations Research (OR) can be used to model and solve several healthcare decision making problems at strategic, tactical and also operational levels. Among different stages of healthcare decision making, resoure allocation and capacity planning play an important role for the overall performance of the complex systems. This thesis aims to develop modelling and solution tools to support healthcare decision making process within dynamic and stochastic systems. In particular, we are concerned with stochastic optimization problems, namely i) capacity planning in a stem-cell donation network, ii) resource allocation in a healthcare outsourcing network and iii) real-time surgery planning. The patient waiting times and operational costs are considered as the main performance indicators in these healthcare settings. The uncertainties arising in patient arrivals and service durations are integrated into the decision making as the most significant factors affecting the overall performance of the underlying healthcare systems. We use stochastic programming, a collection of OR tools for decision-making under uncertainty, to obtain robust solutions against these uncertainties. Due to complexities of the underlying stochastic optimization models such as large real-life problem instances and non-convexity, these models cannot be solved efficiently by exact methods within reasonable computation time. Thus, we employ approximate solution approaches to obtain feasible decisions close to the optimum. The computational experiments are designed to illustrate the performance of the proposed approximate methods. Moreover, we analyze the numerical results to provide some managerial insights to aid the decision-making processes. The numerical results show the benefits of integrating the uncertainty into decision making process and the impact of various factors in the overall performance of the healthcare systems

    Design and simulation of airport congestion control algorithms

    Get PDF
    This paper proposes a stochastic model of runway departures and a dynamic programming algorithm for their control at congested airports. Using a multi-variable state description that includes the capacity forecast, the runway system is modeled as a semi-Markov process. The paper then introduces a queuing system for modeling the controlled departure process that enables the efficient calculation of optimal pushback policies using decomposition techniques. The developed algorithm is simulated at Philadelphia International Airport, and compared to other potential control strategies including a threshold-policy. The algorithm is also shown to effectively adapt to changes in airport departure capacity, maintain runway utilization and efficiently manage congestion.National Science Foundation (U.S.) (Award 0931843

    The role of learning on industrial simulation design and analysis

    Full text link
    The capability of modeling real-world system operations has turned simulation into an indispensable problemsolving methodology for business system design and analysis. Today, simulation supports decisions ranging from sourcing to operations to finance, starting at the strategic level and proceeding towards tactical and operational levels of decision-making. In such a dynamic setting, the practice of simulation goes beyond being a static problem-solving exercise and requires integration with learning. This article discusses the role of learning in simulation design and analysis motivated by the needs of industrial problems and describes how selected tools of statistical learning can be utilized for this purpose

    Robust capacity planning for accident and emergency services

    Get PDF
    Accident and emergency departments (A&E) are the first place of contact for urgent and complex patients. These departments are subject to uncertainties due to the unplanned patient arrivals. After arrival to an A&E, patients are categorized by a triage nurse based on the urgency. The performance of an A&E is measured based on the number of patients waiting for more than a certain time to be treated. Due to the uncertainties affecting the patient flow, finding the optimum staff capacities while ensuring the performance targets is a complex problem. This paper proposes a robust-optimization based approximation for the patient waiting times in an A&E. We also develop a simulation optimization heuristic to solve this capacity planning problem. The performance of the approximation approach is then compared with that of the simulation optimization heuristic. Finally, the impact of model parameters on the performances of two approaches is investigated. The experiments show that the proposed approximation results in good enough solutions

    Environmentally sustainable toll design for congested road networks with uncertain demand

    Get PDF
    This article proposes a new road toll-design model for congested road networks with uncertain demand that can be used to create a sustainable urban transportation system. For policy assessment and strategic planning purposes, the proposed model extends traditional congestion pricing models to simultaneously consider congestion and environmental externalities due to vehicular use. Based on analyses of physical and environmental capacity constraints, the boundary conditions under which a road user on a link should pay either a congestion toll or an extra environmental tax are identified. The sustainable toll design model is formulated as a two-stage robust optimization problem. The first-stage problem before the realization of the future travel demand aims to minimize a risk-averse objective by determining the optimal toll. The second stage after the uncertain travel demand has been determined is a scenario-based route choice equilibrium formulation with physical and environmental capacity constraints. A heuristic algorithm that combines the sample average approximation approach and a sensitivity analysisbased method is developed to solve the proposed model. The upper and lower bounds of the model solution are also estimated. Two numerical examples are given to show the properties of the proposed model and solution algorithm and to investigate the effects of demand variation and the importance of including risk and environmental taxation in toll design formulations. © Taylor & Francis Group, LLC.postprin
    corecore