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.     

协同作战能力简析

协同作战能力(CEC)是一种充分利用网络技术的新型海岸防空技术，给系统的作战能力带来了革命性的交破。本文对协同作战能力的产生、功能、组成以及未来的发展趋势作了详细的介绍，阐述了CEC系统的总体设计思想。在此基础上，将CEC系统与传统的作战系统的性能和设计思想在各方面进行了比较，交出了CEC系统各方面的优越性能。协同作战能力是现代和未来作战系统的发展方向，CEC系统的发展必将成为衡量各国国防科技现代化的重要指标。     

可拓检测的方案生成

以可拓学理论为基础，论述了可拓检测的有关定义和概念，提出了可拓检测的方案生成方法及过程，同时探讨了检测方法的优化和评价方法。     

Efficiency of repeated batch penicillin fermentation using two fermentors. Computer simulation and optimisation

Repeated batch operation using two fermentors (RBTF) to penicillin fermentation was demonstrated by computer simulation to improve productivity. Three operation modes were compared: chemostat, repeated batch operation using a single fermentor (RBSF) and RBTF; in each case account was made of the lag period before growth. The simulated fermentor performances were assessed on the basis of the penicillin productivity and concentration; the simulation was based on published batch fermentation data. It was shown that RBTF was superior to RBSF and chemostat. The advantage of RBTF increased as the lag period became greater.     

The solution of the inverse problem of gravitational potential using a set of measurements of different field elements

A numerical solution of the inverse problem of the gravitational field at a single point is obtained using six field elements for a point, a spherical cap, a differential spherical sector and a vertical segment. In the system of six equations obtained, the unknowns are the mass of the body, the depth of its center, and the second, third, and fourth degree moments. The accuracy of the solution of this system is ten times higher than when using three field elements. __________ Translated from Izmeritel’naya Tekhnika, No. 5, pp. 3–8, May, 2007.     

A new distributed approximation algorithm for constructing minimum connected dominating set in wireless ad hoc networks

In recent years, constructing a virtual backbone by nodes in a connected dominating set (CDS) has been proposed to improve the performance of ad hoc wireless networks. In general, a dominating set satisfies that every vertex in the graph is either in the set or adjacent to a vertex in the set. A CDS is a dominating set that also induces a connected sub‐graph. However, finding the minimum connected dominating set (MCDS) is a well‐known NP‐hard problem in graph theory. Approximation algorithms for MCDS have been proposed in the literature. Most of these algorithms suffer from a poor approximation ratio, and from high time complexity and message complexity. In this paper, we present a new distributed approximation algorithm that constructs a MCDS for wireless ad hoc networks based on a maximal independent set (MIS). Our algorithm, which is fully localized, has a constant approximation ratio, and O(n) time and O(n) message complexity. In this algorithm, each node only requires the knowledge of its one‐hop neighbours and there is only one shortest path connecting two dominators that are at most three hops away. We not only give theoretical performance analysis for our algorithm, but also conduct extensive simulation to compare our algorithm with other algorithms in the literature. Simulation results and theoretical analysis show that our algorithm has better efficiency and performance than others. Copyright © 2005 John Wiley & Sons, Ltd.     

Analysis of an algorithm for solution of conditional optimization problems with linear-fractional objective functions over permutations

A method is considered to solve a conditional optimization problem with a linear-fractional objective function over permutations. The performance of sub algorithms to solve this problem is evaluated. The practical efficiency of the algorithm is analyzed by conducting numerical experiments. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 133–146, July–August 2007.     

A new stereological principle for test lines in three-dimensional space

A new principle is presented to generate isotropic uniform random (IUR) test lines hitting a geometric structure in three-dimensional space (3D). The principle therefore concerns the estimation of surface area, volume, membrane thickness, etc., of arbitrary structures with piecewise smooth boundary. The principle states that a point-sampled test line on an isotropic plane through a fixed point in 3D is effectively an invariant test line in 3D. Particular attention is devoted to the stereology of particles, where an alternative to the surfactor method is obtained to estimate surface area. An interesting case arises when the particle is convex. The methods are illustrated with synthetic examples.     

Uncertainty,belief, and probability1

We introduce a new probabilistic approach to dealing with uncertainty, based on the observation that probability theory does not require that every event be assigned a probability. For a nonmeasurable event (one to which we do not assign a probability), we can talk about only the inner measure and outer measure of the event. In addition to removing the requirement that every event be assigned a probability, our approach circumvents other criticisms of probability-based approaches to uncertainty. For example, the measure of belief in an event turns out to be represented by an interval (defined by the inner and outer measures), rather than by a single number. Further, this approach allows us to assign a belief (inner measure) to an event E without committing to a belief about its negation -E (since the inner measure of an event plus the inner measure of its negation is not necessarily one). Interestingly enough, inner measures induced by probability measures turn out to correspond in a precise sense to Dempster-Shafer belief functions. Hence, in addition to providing promising new conceptual tools for dealing with uncertainty, our approach shows that a key part of the important Dempster-Shafer theory of evidence is firmly rooted in classical probability theory. Cet article présente une nouvelle approche probabiliste en ce qui concerne le traitement de l'incertitude; celle-ci est basée sur l'observation que la théorie des probabilityés n'exige pas qu'une probabilityé soit assignée à chaque événement. Dans le cas d'un événement non mesurable (un événement pour lequel on n'assigne aucune probabilityé), nous ne pouvons discuter que de la mesure intérieure et de la mesure extérieure de l'évenément. En plus d'éliminer la nécessité d'assigner une probabilityéà l'événement, cette nouvelle approche apporte une réponse aux autres critiques des approches à l'incertitude basées sur des probabilityés. Par exemple, la mesure de croyance dans un événement est représentée par un intervalle (défini par la mesure intérieure et extérieure) plutǒt que par un nombre unique. De plus, cette approche nous permet d'assigner une croyance (mesure intérieure) à un événement E sans se compromettre vers une croyance à propos de sa négation -E (puisque la mesure intérieure d'un événement et la mesure intérieure de sa négation ne sont pas nécessairement une seule et unique mesure). II est intéressant de noter que les mesures intérieures qui résultent des mesures de probabilityé correspondent d'une manière précise aux fonctions de croyance de Dempster-Shafer. En plus de constituer un nouvel outil conceptuel prometteur dans le traitement de l'incertitude, cette approche démontre qu'une partie importante de la théorie de l'évidence de Dempster-Shafer est fermement ancrée dans la theorie classique des probabilityés.