295 research outputs found

    Antecipação na tomada de decisão com múltiplos critérios sob incerteza

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    Orientador: Fernando José Von ZubenTese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Elétrica e de ComputaçãoResumo: A presença de incerteza em resultados futuros pode levar a indecisões em processos de escolha, especialmente ao elicitar as importâncias relativas de múltiplos critérios de decisão e de desempenhos de curto vs. longo prazo. Algumas decisões, no entanto, devem ser tomadas sob informação incompleta, o que pode resultar em ações precipitadas com consequências imprevisíveis. Quando uma solução deve ser selecionada sob vários pontos de vista conflitantes para operar em ambientes ruidosos e variantes no tempo, implementar alternativas provisórias flexíveis pode ser fundamental para contornar a falta de informação completa, mantendo opções futuras em aberto. A engenharia antecipatória pode então ser considerada como a estratégia de conceber soluções flexíveis as quais permitem aos tomadores de decisão responder de forma robusta a cenários imprevisíveis. Essa estratégia pode, assim, mitigar os riscos de, sem intenção, se comprometer fortemente a alternativas incertas, ao mesmo tempo em que aumenta a adaptabilidade às mudanças futuras. Nesta tese, os papéis da antecipação e da flexibilidade na automação de processos de tomada de decisão sequencial com múltiplos critérios sob incerteza é investigado. O dilema de atribuir importâncias relativas aos critérios de decisão e a recompensas imediatas sob informação incompleta é então tratado pela antecipação autônoma de decisões flexíveis capazes de preservar ao máximo a diversidade de escolhas futuras. Uma metodologia de aprendizagem antecipatória on-line é então proposta para melhorar a variedade e qualidade dos conjuntos futuros de soluções de trade-off. Esse objetivo é alcançado por meio da previsão de conjuntos de máximo hipervolume esperado, para a qual as capacidades de antecipação de metaheurísticas multi-objetivo são incrementadas com rastreamento bayesiano em ambos os espaços de busca e dos objetivos. A metodologia foi aplicada para a obtenção de decisões de investimento, as quais levaram a melhoras significativas do hipervolume futuro de conjuntos de carteiras financeiras de trade-off avaliadas com dados de ações fora da amostra de treino, quando comparada a uma estratégia míope. Além disso, a tomada de decisões flexíveis para o rebalanceamento de carteiras foi confirmada como uma estratégia significativamente melhor do que a de escolher aleatoriamente uma decisão de investimento a partir da fronteira estocástica eficiente evoluída, em todos os mercados artificiais e reais testados. Finalmente, os resultados sugerem que a antecipação de opções flexíveis levou a composições de carteiras que se mostraram significativamente correlacionadas com as melhorias observadas no hipervolume futuro esperado, avaliado com dados fora das amostras de treinoAbstract: The presence of uncertainty in future outcomes can lead to indecision in choice processes, especially when eliciting the relative importances of multiple decision criteria and of long-term vs. near-term performance. Some decisions, however, must be taken under incomplete information, what may result in precipitated actions with unforeseen consequences. When a solution must be selected under multiple conflicting views for operating in time-varying and noisy environments, implementing flexible provisional alternatives can be critical to circumvent the lack of complete information by keeping future options open. Anticipatory engineering can be then regarded as the strategy of designing flexible solutions that enable decision makers to respond robustly to unpredictable scenarios. This strategy can thus mitigate the risks of strong unintended commitments to uncertain alternatives, while increasing adaptability to future changes. In this thesis, the roles of anticipation and of flexibility on automating sequential multiple criteria decision-making processes under uncertainty are investigated. The dilemma of assigning relative importances to decision criteria and to immediate rewards under incomplete information is then handled by autonomously anticipating flexible decisions predicted to maximally preserve diversity of future choices. An online anticipatory learning methodology is then proposed for improving the range and quality of future trade-off solution sets. This goal is achieved by predicting maximal expected hypervolume sets, for which the anticipation capabilities of multi-objective metaheuristics are augmented with Bayesian tracking in both the objective and search spaces. The methodology has been applied for obtaining investment decisions that are shown to significantly improve the future hypervolume of trade-off financial portfolios for out-of-sample stock data, when compared to a myopic strategy. Moreover, implementing flexible portfolio rebalancing decisions was confirmed as a significantly better strategy than to randomly choosing an investment decision from the evolved stochastic efficient frontier in all tested artificial and real-world markets. Finally, the results suggest that anticipating flexible choices has lead to portfolio compositions that are significantly correlated with the observed improvements in out-of-sample future expected hypervolumeDoutoradoEngenharia de ComputaçãoDoutor em Engenharia Elétric

    A survey of the application of soft computing to investment and financial trading

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    Conference on Intelligent Robotics in Field, Factory, Service, and Space (CIRFFSS 1994), volume 1

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    The AIAA/NASA Conference on Intelligent Robotics in Field, Factory, Service, and Space (CIRFFSS '94) was originally proposed because of the strong belief that America's problems of global economic competitiveness and job creation and preservation can partly be solved by the use of intelligent robotics, which are also required for human space exploration missions. Individual sessions addressed nuclear industry, agile manufacturing, security/building monitoring, on-orbit applications, vision and sensing technologies, situated control and low-level control, robotic systems architecture, environmental restoration and waste management, robotic remanufacturing, and healthcare applications

    A measure of sustainability in the context of urban water management in South Africa

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    Includes abstract.Includes bibliographical references.The aim of this research was to develop an understanding of and measure the potential for sustainability in a South African urban water context. This was achieved through the use of a systems approach to develop and evaluate a composite index – the Sustainability Index for Integrated Urban Water Management (SIUWM) – based on a vision of what sustainable urban water management means to decision makers at selected local authorities around the country. The vision was expanded into a sustainability framework to identify suitable key indicators for the index, as well as those which link with existing regulatory measurement initiatives in the South African water sector. The hypothesis was that if a city improves its scores on all of its indicators over a period of time, there is potential for long-term sustainability in the specific urban water system. The SIUWM was applied as a ‘snapshot’ analysis to nine case study cities (using 2010 / 2011 figures) and the results highlighted the inherent strengths and weaknesses in the management of urban water in each city, and consequently across each dimension of sustainability. Regularly-updated and publicly-available quantitative data as well as qualitative information from interviews with municipal officials were used as input to the index. Key performance indicator scores from the Department of Water Affairs’ regulatory performance measurement systems were also used in the computation of the index scores. In this way the SIUWM was able to provide a detailed analysis which could be used over time to track changes in performance, establish goals and inform strategic processes to leverage support for improved water services. Through its visioning process, the SIUWM is also able to identify vulnerabilities in the water system and provide information that is potentially useful for mitigating the root causes of these vulnerabilities. Sustainability assessment in the urban water sector, by way of initiatives such as the SIUWM, is not only about taking stock of progress – it is also about identifying shortcomings and challenges so as to contribute to initiatives and policy-making aimed at achieving sustainability. By clarifying what sustainability constitutes in the context of urban water management in South Africa through the use of a multi-dimensional approach to sustainability assessment (as is achieved by way of the SIUWM), the mindsets of decision-makers can hopefully be successfully shifted to embracing a more integrated approach towards sustainable urban development and water sensitive cities

    Information-theoretic and stochastic methods for managing the quality of service and satisfaction in healthcare systems

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    This research investigates and develops a new approach to the management of service quality with the emphasis on patient and staff satisfaction in the healthcare sector. The challenge of measuring the quality of service in healthcare requires us to view the problem from multiple perspectives. At the philosophical level, the true nature of quality is still debated; at the psychological level, an accurate conceptual representation is problematic; whilst at the physical level, an accurate measurement of the concept still remains elusive to practitioners and academics. This research focuses on the problem of quality measurement in the healthcare sector. The contributions of this research are fourfold: Firstly, it argues that from the technological point of view the research to date into quality of service in healthcare has not considered methods of real-time measurement and monitoring. This research identifies the key elements that are necessary for developing a real-time quality monitoring system for the healthcare environment.Secondly, a unique index is proposed for the monitoring and improvement of healthcare performance using information-theoretic entropy formalism. The index is formulated based on five key performance indicators and was tested as a Healthcare Quality Index (HQI) based on three key quality indicators of dignity, confidence and communication in an Accident and Emergency department. Thirdly, using an M/G/1 queuing model and its underlying Little’s Law, the concept of Effective Satisfaction in healthcare has been proposed. The concept is based on a Staff-Patient Satisfaction Relation Model (S-PSRM) developed using a patient satisfaction model and an empirically tested model developed for measuring staff satisfaction with workload (service time). The argument is presented that a synergy between patient satisfaction and staff satisfaction is the key to sustainable improvement in healthcare quality. The final contribution is the proposal of a Discrete Event Simulation (DES) modelling platform as a descriptive model that captures the random and stochastic nature of healthcare service provision process to prove the applicability of the proposed quality measurement models.EThOS - Electronic Theses Online ServiceGBUnited Kingdo
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