191 research outputs found

    Joint replacement in an operational planning phase

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    We consider the problem of combining replacements of multiple components in an operational planning phase. Within an infinite or finite time horizon, decisions concerning replacement of components are made at discrete time epochs. The optimal solution of this problem is limited to only a small number of components. We present a heuristic rolling horizon approach that decomposes the problem; at each decision epoch an initial plan is made tha

    Glosarium Matematika

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    Micro meets Macro: three essays in computational economics

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    Monitoring and control of stochastic systems

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    Distributed Operation of Uncertain Dynamical Cyberphysical Systems

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    In this thesis we address challenging issues that are faced in the operation of important cyber-physical systems of great current interest. The two particular systems that we address are communication networks and the smart grid. Both systems feature distributed agents making decisions in dynamic uncertain environments. In communication networks, nodes need to decide which packets to transmit, while in the power grid individual generators and loads need to decide how much to pro-duce or consume in a dynamic uncertain environment. The goal in both systems, which also holds for other cyber-physical systems, is to develop distributed policies that perform efficiently in uncertain dynamically changing environments. This thesis proposes an approach of employing duality theory on dynamic stochastic systems in such a way as to develop such distributed operating policies for cyber-physical systems. In the first half of the thesis we examine communication networks. Many cyber-physical systems, e.g., sensor networks, mobile ad-hoc networks, or networked control systems, involve transmitting data over multiple-hops of a communication network. These networks can be unreliable, for example due to the unreliability of the wireless medium. However, real-time applications in cyber-physical systems often require that requisite amounts of data be delivered in a timely manner so that it can be utilized for safely controlling physical processes. Data packets may need to be delivered within their deadlines or at regular intervals without large gaps in packet deliveries when carrying sensor readings. How such packets with deadlines can be scheduled over networks is a major challenge for cyber-physical systems. We develop a framework for routing and scheduling such data packets in a multi-hop network. This framework employs duality theory in such a way that actions of nodes get decoupled, and results in efficient decentralized policies for routing and scheduling such multi-hop communication networks. A key feature of the scheduling policy derived in this work is that the scheduling decisions regarding packets can be made in a fully distributed fashion. A decision regarding the scheduling of an individual packet depend only on the age and location of the packet, and does not require sharing of the queue lengths at various nodes. We examine in more detail a network in which multiple clients stream video packets over shared wireless networks. We are able to derive simple policies of threshold type which maximize the combined QoE of the users. We turn to another important cyber-physical system of great current interest – the emerging smarter grid for electrical power. We address some fundamental problems that arise when attempting to increase the utilization of renewable energy sources. A major challenge is that renewable energy sources are unpredictable in their availability. Utilizing them requires adaptation of demand to their uncertain availability. We address the problem faced by the system operator of coordinating sources of power and loads to balance stochastically time varying supply and demand while maximizing the total utilities of all agents in the system. We develop policies for the system operator that is charged with coordinating such distributed entities through a notion of price. We analyze some models for such systems and employ a combination of duality theory and analysis of stochastic dynamic systems to develop policies that maximize the total utility function of all the agents. We also address the issue of how the size of energy storage facilities should scale with respect to the stochastic behavior of renewables in order to mitigate the unreliability of renewable energy sources

    Spare parts planning and control for maintenance operations

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    This paper presents a framework for planning and control of the spare parts supply chain inorganizations that use and maintain high-value capital assets. Decisions in the framework aredecomposed hierarchically and interfaces are described. We provide relevant literature to aiddecision making and identify open research topics. The framework can be used to increasethe e¿ciency, consistency and sustainability of decisions on how to plan and control a spareparts supply chain. This point is illustrated by applying it in a case-study. Applicability of theframework in di¿erent environments is also investigated
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