Journal of Telecommunications and Information Technology, 2018, nr 4

kwartalni

Optimization for Urban Mobility Systems

In the recent decades, new modes of transportation have been developed due to urbanization, highly dense population, and technological advancement. As a result, design and operation of urban transportation have become increasingly important to better utilize the resources and efficiently meet demand. This dissertation was motivated by two problems on optimizing design and control of urban transportation. In the first one, we consider a problem of dynamically matching heterogeneous market parcitipants so as to maximize the total number of matching, which was motivated by practices of ride-sharing platforms. In the other problem, we study efficient design of elevator zoning system in high-rises with uncertainty in customer batching.In Chapter 1, we consider a multiperiod stochastic optimization of a market that matches heterogeneous and impatient agents. The model was mainly motivated from carpooling products run by ride-sharing platforms such as Uber and Lyft, and kidney exchange market, where market participants are heterogeneous in terms of how likely they can be matched with others. In the case of a ride-sharing platform, one of the key operational decisions for carpooling is to efficiently match riders and clear the market in a timely manner. In doing so, the platform needs to take into account the heterogeneity of riders in terms of their trip types(e.g origin-destination pair) and different matching compatibility. For example, some customers may request rides within San Francisco, while others may request rides from San Francisco to outside the city. Since picking up and dropping off a customer within the city can be done within relatively short amount of time, those who want to travel within the city can be matched with any other riders for carpooling. However, the destinations of those who want to travel to outside the city may be very different, and in order to maintain customers' additional transit time due to carpooling, it is likely that they can be only matched with those who want to travel within the city. In the case of kidney exchange where market participants arrive in the form of patient-donor pair, pairs with donor who can donate her kidney to most of patients (for example, blood type O) and patient who can get kidney from most of donors (for example, blood type AB) can be easily matched to other pairs. The opposite case would be hard-to-match pair that is incompatible for matching with most of other pairs. Our model is an abstraction of these two motivating examples, and considers two types of agents: easy-to-match agents that can be matched with either type of agents, and hard-to-match agents that can be only matched with easy-to-match ones. We first formulate a dynamic program to solve for optimal matching decisions over infinite time horizon in a discrete time setting, and characterize structure of optimal stationary policies. Inspired by practices in kidney exchange where the market is cleared for every fixed time interval, we connect the discrete time model to a continuous time setting by investigating the effect of the length of matching intervals on the matching performance. Results from numerical experiments indicate certain patterns in the relationship between the length of matching intervals and the maximum number of matching achieved, and provides valuable insights for future direction of research. In Chapter 2, we consider a zoning problem for elevator dispatching systems in high-rises. In practice, zoning is frequently used to improve efficiency of elevator systems. The idea of zoning is to prevent different elevators from stopping at common floors, which may result in long service times of elevators and thus long waiting times of customers. Our goal is to provide a mathematical framework that can help a system planner decide optimal zoning design with some performance guarantee. To this end, we focus on uppeak traffic situation during morning rush hour, which is in general the heaviest traffic during the day. The performance in the uppeak traffic situation can be considered as the system's capacity, because if the system can handle uppeak traffic well, it can also serve other types of traffic with good performance. Thus, the performance measure in the uppeak traffic situation can be used as a metric to choose the optimal zoning configuration. One of the components that complicate the problem is customer batching, on which the system may not have a control. In view of this, we formulate an adversarial optimization problem that can measure the system performance of different zoning decisions. By considering the heaviest traffic situation of the day and using the adversarial framework, we provide a model that can be used for capacity planning of elevator systems. We formulate mixed-integer linear program(MILP)s to find the optimal zoning configuration. To solve the MILPs, we show that we can use simple greedy algorithms and solve smaller linear programs. We also provide a few illustrative examples as well as numerical experiments to verify the theoretical results and obtain insights for further analysis

A multiple channel queueing model under an uncertain environment with multiclass arrivals for supplying demands in a cement industry

In recent years, cement consumption has increased in most Asian countries, including Malaysia. There are many factors which affect the supply of the increasing order demands in the cement industry, such as traffic congestion, logistics, weather and machine breakdowns. These factors hinder smooth and efficient supply, especially during periods of peak congestion at the main gate of the industry where queues occur as a result of inability to keep to the order deadlines. Basic elements, such as arrival and service rates, that cannot be predetermined must be considered under an uncertain environment. Solution approaches including conventional queueing techniques, scheduling models and simulations were unable to formulate the performance measures of the cement queueing system. Hence, a new procedure of fuzzy subset intervals is designed and embedded in a queuing model with the consideration of arrival and service rates. As a result, a multiple channel queueing model with multiclass arrivals, (M1, M2)/G/C/2Pr, under an uncertain environment is developed. The model is able to estimate the performance measures of arrival rates of bulk products for Class One and bag products for Class Two in the cement manufacturing queueing system. For the (M1, M2)/G/C/2Pr fuzzy queueing model, two defuzzification techniques, namely the Parametric Nonlinear Programming and Robust Ranking are used to convert fuzzy queues into crisp queues. This led to three proposed sub-models, which are sub-model 1, MCFQ-2Pr, sub-model 2, MCCQESR-2Pr and sub-model 3, MCCQ-GSR-2Pr. These models provide optimal crisp values for the performance measures. To estimate the performance of the whole system, an additional step is introduced through the TrMF-UF model utilizing a utility factor based on fuzzy subset intervals and the α-cut approach. Consequently, these models help decision-makers deal with order demands under an uncertain environment for the cement manufacturing industry and address the increasing quantities needed in future

Enabling flexibility through strategic management of complex engineering systems

”Flexibility is a highly desired attribute of many systems operating in changing or uncertain conditions. It is a common theme in complex systems to identify where flexibility is generated within a system and how to model the processes needed to maintain and sustain flexibility. The key research question that is addressed is: how do we create a new definition of workforce flexibility within a human-technology-artificial intelligence environment? Workforce flexibility is the management of organizational labor capacities and capabilities in operational environments using a broad and diffuse set of tools and approaches to mitigate system imbalances caused by uncertainties or changes. We establish a baseline reference for managers to use in choosing flexibility methods for specific applications and we determine the scope and effectiveness of these traditional flexibility methods. The unique contributions of this research are: a) a new definition of workforce flexibility for a human-technology work environment versus traditional definitions; b) using a system of systems (SoS) approach to create and sustain that flexibility; and c) applying a coordinating strategy for optimal workforce flexibility within the human- technology framework. This dissertation research fills the gap of how we can model flexibility using SoS engineering to show where flexibility emerges and what strategies a manager can use to manage flexibility within this technology construct”--Abstract, page iii

Size-Based Routing Policies: Non-Asymptotic Analysis and Design of Decentralized Systems

Size-based routing policies are known to perform well when the variance of the distribution of the job size is very high. We consider two size-based policies in this paper: Task Assignment with Guessing Size (TAGS) and Size Interval Task Assignment (SITA). The latter assumes that the size of jobs is known, whereas the former does not. Recently, it has been shown by our previous work that when the ratio of the largest to shortest job tends to infinity and the system load is fixed and low, the average waiting time of SITA is, at most, two times less than that of TAGS. In this article, we first analyze the ratio between the mean waiting time of TAGS and the mean waiting time of SITA in a non-asymptotic regime, and we show that for two servers, and when the job size distribution is Bounded Pareto with parameter α=1, this ratio is unbounded from above. We then consider a system with an arbitrary number of servers and we compare the mean waiting time of TAGS with that of Size Interval Task Assignment with Equal load (SITA-E), which is a SITA policy where the load of all the servers are equal. We show that in the light traffic regime, the performance ratio under consideration is unbounded from above when (i) the job size distribution is Bounded Pareto with parameter α=1 and an arbitrary number of servers as well as (ii) for Bounded Pareto distributed job sizes with α∈(0,2)\{1} and the number of servers tends to infinity. Finally, we use the result of our previous work to show how to design decentralized systems with quality of service constraints.Josu Doncel has received funding from the Department of Education of the Basque Government through the Consolidated Research Group MATHMODE (IT1294-19), from the Marie Sklodowska-Curie grant agreement No 777778, and from the Spanish Ministry of Science and Innovation with reference PID2019-108111RB-I00 (FEDER/AEI). Eitan Bachmat’s work was supported by the German Science Foundation (DFG) through the grant, Airplane Boarding, (JA 2311/3-1)

Operational Decision Making under Uncertainty: Inferential, Sequential, and Adversarial Approaches

Modern security threats are characterized by a stochastic, dynamic, partially observable, and ambiguous operational environment. This dissertation addresses such complex security threats using operations research techniques for decision making under uncertainty in operations planning, analysis, and assessment. First, this research develops a new method for robust queue inference with partially observable, stochastic arrival and departure times, motivated by cybersecurity and terrorism applications. In the dynamic setting, this work develops a new variant of Markov decision processes and an algorithm for robust information collection in dynamic, partially observable and ambiguous environments, with an application to a cybersecurity detection problem. In the adversarial setting, this work presents a new application of counterfactual regret minimization and robust optimization to a multi-domain cyber and air defense problem in a partially observable environment