Performance analysis of hybrid MTS/MTO systems with stochastic demand and production

We present a comprehensive numerical approach with reasonably light complexity in terms of implementation and computation for assessing the performance of hybrid make-to-stock (MTS)/make-to-order (MTO) systems. In such hybrid systems, semi-finished products are produced up front and stored in a decoupling inventory. When an order arrives, the products are completed and possibly customised. We study this system in a stochastic setting: demand and production are modelled by random processes. In particular, our model includes two coupled Markovian queues: one queue represents the decoupling inventory and the other the order backlog. These queues are coupled as order processing can only occur when both queues are non-empty. We rely on matrix analytic techniques to study the performance of the MTO/MTS system under non-restrictive stochastic assumptions. In particular, we allow for arrival correlation and non-exponential setup and MTS and MTO processing times, while the hybrid MTS/MTO system is managed by an (s,S)-type threshold policy that governs switching from MTO to MTS and back. By some numerical examples, we assess the impact of inventory control, irregular order arrivals, setup and order processing times on inventory levels and lead times

Regression Monte Carlo for Microgrid Management

We study an islanded microgrid system designed to supply a small village with the power produced by photovoltaic panels, wind turbines and a diesel generator. A battery storage system device is used to shift power from times of high renewable production to times of high demand. We introduce a methodology to solve microgrid management problem using different variants of Regression Monte Carlo algorithms and use numerical simulations to infer results about the optimal design of the grid.Comment: CEMRACS 2017 Summer project - proceedings

Controlled diffusion processes

This article gives an overview of the developments in controlled diffusion processes, emphasizing key results regarding existence of optimal controls and their characterization via dynamic programming for a variety of cost criteria and structural assumptions. Stochastic maximum principle and control under partial observations (equivalently, control of nonlinear filters) are also discussed. Several other related topics are briefly sketched.Comment: Published at http://dx.doi.org/10.1214/154957805100000131 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org

EUROPEAN CONFERENCE ON QUEUEING THEORY 2016

International audienceThis booklet contains the proceedings of the second European Conference in Queueing Theory (ECQT) that was held from the 18th to the 20th of July 2016 at the engineering school ENSEEIHT, Toulouse, France. ECQT is a biannual event where scientists and technicians in queueing theory and related areas get together to promote research, encourage interaction and exchange ideas. The spirit of the conference is to be a queueing event organized from within Europe, but open to participants from all over the world. The technical program of the 2016 edition consisted of 112 presentations organized in 29 sessions covering all trends in queueing theory, including the development of the theory, methodology advances, computational aspects and applications. Another exciting feature of ECQT2016 was the institution of the Takács Award for outstanding PhD thesis on "Queueing Theory and its Applications"

フレキシブル生産セルの性能解析に関する研究

本文データは平成22年度国立国会図書館の学位論文(博士)のデジタル化実施により作成された画像ファイルを基にpdf変換したものである京都大学0048新制・課程博士博士(工学)甲第5117号工博第1238号新制||工||869(附属図書館)UT51-92-J164京都大学大学院工学研究科数理工学専攻(主査)教授 長谷川 利治, 教授 茨木 俊秀, 教授 片山 徹学位規則第4条第1項該当Doctor of EngineeringKyoto UniversityDFA

Two perishable inventory systems with one-way substitution

Motivated by the ABO issue of the blood banks system, in which the portions stored have constant shelf life, we consider two subsystems of perishable inventory. The two Perishable Inventory Subsystems -- PIS A and PIS B, are correlated to each other through a so-called one-way substitution of demands. Specifically, the input streams and the demand streams applied to each subsystem are four Poisson processes which are independent of one another. However, if the shelf of PIS A (blood of type O) is empty of items an arriving demand of type A is unsatisfied, since demand of type A cannot be satisfied by an item of type B (blood portions of type AB), but if the shelf of PIS B is empty of items an arriving demand of type B is applied to PIS A, since demands of type B can be satisfied by both types. Such a one-way substitution of the issuing policy generates for PIS A a modulated Poisson demand process operating in a two-state non-Markovian environment. The performance analysis of PIS B is known from previous work. Hence, in this study we focus on the marginal performance analysis of PIS A. Based on a fluid formulation and a Markovian approximation for the one-way substitution demands process, we develop a unified approach to efficiently and accurately approximate the performance of PIS A. The effectiveness of the approach is investigated by extensive numerical experiments

RMS capacity utilisation: product family and supply chain

yesThe paper contributes to development of RMS through linkage with external stakeholders such as customers and suppliers of parts/raw materials to handle demand fluctuations that necessitate information sharing across the supply chain tiers. RMS is developed as an integrated supply chain hub for adjusting production capacity using a hybrid methodology of decision trees and Markov analysis. The proposed Markov Chain model contributes to evaluate and monitor system reconfigurations required due to changes of product families with consideration of the product life cycles. The simulation findings indicate that system productivity and financial performance in terms of the profit contribution of product-process allocation will vary over configuration stages. The capacity of an RMS with limited product families and/or limited model variants becomes gradually inoperative whilst approaching upcoming configuration stages due to the end of product life cycles. As a result, reconfiguration preparation is suggested quite before ending life cycle of an existing product in process, for switching from a product family to a new/another product family in the production range, subject to its present demand. The proposed model is illustrated through a simplified case study with given product families and transition probabilities

Are drought and wildfires turning Mediterranean cork oak forests into persistent shrublands?

In the Iberian Peninsula Mediterranean oak forests have been transformed into a mosaic landscape of four main patch-types: forests, savannas, shrublands and grasslands. We used aerial photographs over a period of 45 years (1958-2002) to quantify the persistence and rates of transitions between vegetation patch-types in southern Portugal, where cork oak is the dominant tree species. We used logistic regression to relate vegetation changes with topographical features and wildfire history. Over the 45 years, shrublands have been the most persistent patch-type (59%), and have been expanding; forests are also persistent (55%) but have been decreasing since 1985; savannas and grasslands were less persistent (33% and 15%, respectively). Shrublands persistence was significantly correlated with wildfire occurrence, particularly on southern exposures after 1995. In contrast, forest persistence decreased with wildfire occurrence, and forests were more likely to change into shrublands where wildfire had occurred after 1995