A practical assessment of risk-averse approaches in production lot-sizing problems

ABSTRACT

This paper presents an empirical assessment of four state-of-the-art risk-averse approaches to deal with the capacitated lot-sizing problem under stochastic demand. We analyse two mean-risk models based on the semideviation and on the conditional value-at-risk risk measures, and alternate first and second-order stochastic dominance approaches. The extensive computational experiments based on different instances characteristics and on a case-study suggest that CVaR exhibits a good trade-off between risk and performance, followed by the semideviation and first-order stochastic dominance approach. For all approaches, enforcing risk-aversion helps to reduce the cost-standard deviation substantially, which is usually accomplished via increasing production rates. Overall, we can say that very risk-averse decision-makers would be willing to pay an increased price to have a much less risky solution given by CVaR. In less risk-averse settings, though, semideviation and first-order stochastic dominance can be appealing alternatives to provide significantly more stable production planning costs with a marginal increase of the expected costs.     

Supramolecular Glyco‐nanoparticles Toward Immunological Applications

Glyco‐mimicking nanoparticles (glyco‐NPs) with Förster resonance energy transfer (FRET) donor and acceptor groups formed via dynamic covalent bond of benzoboroxole and sugar from two complementary polymers are prepared. The glyco‐NPs are proved to be quite stable under physiological conditions but sensitive to pH. So the glyco‐NPs can be internalized by dendritic cells with integrity and nontoxicity and then dissociate within the acidic organelles. This particle dissociation is directly observed and visualized in vitro, for the first time via the FRET measurements and fluorescent microscopy. This feature makes controlled release of drug or protein by glyco‐NPs possible, i.e., when model antigen Ovalbumin is loaded in the glyco‐NPs, the released Ovalbumin in dendritic cells stimulates T cells more efficiently than the free Ovalbumin itself as a result of the enhanced antigen processing and presentation. Thus, the results enlighten a bright future of the glyco‐NPs in immunotherapy.     

Systematic convergence of nonlinear stochastic estimators on the Special Orthogonal Group SO(3)

This paper introduces two novel nonlinear stochastic attitude estimators developed on the Special Orthogonal Group with the tracking error of the normalized Euclidean distance meeting predefined transient and steady‐state characteristics. The tracking error is confined to initially start within a predetermined large set such that the transient performance is guaranteed to obey dynamically reducing boundaries and decrease smoothly and asymptotically to the origin in probability from almost any initial condition. The proposed estimators produce accurate attitude estimates with remarkable convergence properties using measurements obtained from low‐cost inertial measurement units. The estimators proposed in continuous form are complemented by their discrete versions for the implementation purposes. The simulation results illustrate the effectiveness and robustness of the proposed estimators against uncertain measurements and large initialization error, whether in continuous or discrete form.     

Model Selection for Unsupervised Learning of Visual Context

This study addresses the problem of choosing the most suitable probabilistic model selection criterion for unsupervised learning of visual context of a dynamic scene using mixture models. A rectified Bayesian Information Criterion (BICr) and a Completed Likelihood Akaike’s Information Criterion (CL-AIC) are formulated to estimate the optimal model order (complexity) for a given visual scene. Both criteria are designed to overcome poor model selection by existing popular criteria when the data sample size varies from small to large and the true mixture distribution kernel functions differ from the assumed ones. Extensive experiments on learning visual context for dynamic scene modelling are carried out to demonstrate the effectiveness of BICr and CL-AIC, compared to that of existing popular model selection criteria including BIC, AIC and Integrated Completed Likelihood (ICL). Our study suggests that for learning visual context using a mixture model, BICr is the most appropriate criterion given sparse data, while CL-AIC should be chosen given moderate or large data sample sizes.     

随机库存分配问题的一种求解方法

讨论了在VMI管理思想下对具有随机需求特性的多客户库存分配问题 ,重点论述了有效近似算法的设计过程 ,最后基于一组模拟数据给出了一个算例。     

地层测试的压力"下滑恢复"响应分析

在油气井的试油测试资料中，压力恢复曲线有时会出现下滑现象，常被认为是施工失误所致。本文以实际资料为例，分析了“下滑恢复”的压力响应特征和影响因素，认为只在低渗透地层有可能产生“下滑恢复”现象，并提出了避免“下滑恢复”的施工建议。     

Effective Location Based Services with Dynamic Data Management in Mobile Environments

With the proliferation of mobile computing technologies, location based services have been identified as one of the most promising target application. We classify mobile information service domains based on feature characteristics of the information sources and different patterns of mobile information access. By carefully examining the service requirements, we identify the dynamic data management problem that must be addressed for effective location based services in mobile environments. We then devise a general architecture and cost model for servicing both location independent and location dependent data. Based on the architecture and cost model, we propose a set of dynamic data management strategies that employs judicious caching, proactive server pushing and neighborhood replication to reduce service cost and improve response time under changing user mobility and access patterns. Detail behavior analysis helps us in precisely capturing when and how to apply these strategies. Simulation results suggest that different strategies are effective for different types of data in response to different patterns of movement and information access. Shiow-yang Wu is an associate professor of the Department of Computer Science and Information Engineering at National Dong Hwa University, Hualien, Taiwan, R.O.C. He received the BS and MS degrees in computer engineering from National Chiao Tung University, Hsinchu, Taiwan, ROC, and the PhD degree in computer science from the University of Texas at Austin in 1984, 1986, and 1995, respectively. His research interests include data/knowledge bases, mobile computing, distributed processing, intelligence information systems, and electronic commerce. Kun-Ta Wu was born in Taipei, Taiwan, R.O.C., in 1976. He received the B.S. degree in computer science from Soochow University, Taipei, Taiwan, R.O.C., in 1999 and the M.S. degree in computer science and information engineering from National Dong Hwa University, Hualien, Taiwan, R.O.C., in 2001. Currently, he is an Assistant Researcher in the Domestic Division at Science and Technology Information Center, National Science Council, R.O.C., as a member of Information Gathering and Analysis Group of National Information and Communication Security Taskforce. His research interests include mobile computing, wireless network and information security.     

地震属性解释技术的研究及确定性分析

随着油气勘探开发的不断发展，储层预测、属性分析等技术得到了广泛的应用，在生产中取得了较好的效果。但地震属性的概念，分类方法，地震属性之间、地震属性与储层参数之间的相互关系仍较模糊，各种地震属性解释方法虽然种类繁多，但缺乏系统的研究，这使得地震属性在应用中存在较大的不确定性。文章通过系统研究地震属性的概念、储层地震响应的基本特征，提出了地震响应的核心是反映地震波在介质传播过程中的能量变化，所有能引起地震能量发生变化的介质的不均质性均可导致地震属性的变化，由此提出了一种新的地震属性分类方法，并认为大部分地震属性只是基本属性在不同域中的不同表现形式。在分析现有地震解释技术的基础上，提出了对地震属性解释的新认识，强调了地震属性对地层岩性油气藏勘探的重要性，对属性间的关系及地震属性解释技术的确定性进行了研究，提出了岩性油气藏地震解释的工作流程及对地震资料采集和处理的要求。     

声波测井换能器激发响应实验研究

声波测井换能器的激发响应由换能器振动时所表现出来的动态阻抗和激发电路参数决定。而换能器的动态（阻抗）参数随压电晶体及其装配方式（力学边界条件）改变。为了测量换能器动态参数的影响，采用声波测井仪器常用的压电晶体和升压变压器，通过改变激发脉冲宽度和直流电压进行了实验，结果发现：在换能器两端的瞬态响应中，一共有三个二阶网络响应，分别对应于不同的频率。最低的一个影响声波测井波形的基线、与换能器主频接近的一个决定激发效率以及电路与压电晶体之间的匹配关系，是激发电路设计中比较关键的，其参数可以通过导纳圆测量仪器得到。     

燃气管网动态仿真的研究及应用

研究和了解燃气在管道中的流动，是进行燃气管网系统优化和提高管网输运系统安全性的前提和基础。以流体力学三大守恒方程为基础，建立了等温和非等温条件下的燃气管网稳态和动态仿真理论模型。以有限差分法为基础，得到了上述模型的求解方法，并加入了耗散项，提高了求解方法的稳定性。通过增加初始点和延长出口点的方法，简化了模型的求解。通过在北京六环天然气管网中的初步应用，分别得到了与实际值综合相对误差为1.21％和2.62％的压力和流量仿真值，从而验证了模型及求解方法的可靠性。