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ABSTRACTThis 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. 相似文献
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In this article, a general synthesis method is proposed for the design of discontinuous feedback strategies leading to asymptotically stabilizing sliding regimes. The method is applicable to the class of nonlinear dynamical systems possessing constant equilibrium points. A family of nonlinear stabilizing sliding manifolds, parametrized by generic desired equilibrium point, is specified on the basis of the extended linearization approach. Some examples including simulations are presented for illustrative purposes.
Editor: S. Zak 相似文献
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Miguel Palomino Narciso Martí-Oliet Alberto Verdejo 《Electronic Notes in Theoretical Computer Science》2005,124(1):3
This paper is an introduction to rule-based programming in Maude. We illustrate in particular the use of operator attributes to structure the state of a system, and the difference between equations and rules. We use well-known mathematical games and puzzles for our examples illustrating the expressive power of Maude. 相似文献
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This paper presents an analysis of the data collected in the ambient vibration test of the International Guadiana cable-stayed Bridge, which links Portugal and Spain, based on different output-only identification techniques: peak-picking, frequency domain decomposition, covariance-driven stochastic subspace identification, and data-driven stochastic subspace identification. The purpose of the analysis is to compare the performance of the four techniques and evaluate their efficiency in dealing with specific challenges involved in the modal identification of the tested cable-stayed bridge, namely the existence of closely spaced modes, the perturbation produced by the local vibration of stay-cables, and the variation of modal damping coefficients with wind velocity. The identified natural frequencies and mode shapes are compared with the corresponding modal parameters provided by a previously developed numerical model. Additionally, the variability of some modal damping coefficients is related with the variation of the wind characteristics and associated with a component of aerodynamic damping. 相似文献
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The alarm lists presented to control center operators are usually difficult to interpret. The authors present an expert system that processes the alarm lists in Portuguese control centers. This system makes an intelligent synthesis of the available information and presents it in a flexible and structured way. It uses an original approach to deal with temporal reasoning and real-time constraints. The system incorporates an explanation module that enables its use as a tutor for novice operators 相似文献
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Luiz Antonio Alcântara Pereira Miguel Hiroo Hirata Nelson Manzanares Filho 《Journal of Wind Engineering & Industrial Aerodynamics》2004,92(6):477-491
Two-dimensional, unsteady flow around bodies of complex geometry (or multiple bodies) at high Reynolds number is simulated using the vortex method. This method is modified to take into account the sub-grid scale phenomena through a second order velocity structure function model adapted to the Lagrangian scheme. The dynamics of the body wake is computed using the convection-diffusion splitting algorithm; the convection process is carried out with a Lagrangian Adams-Bashforth time-marching scheme and the diffusion process is simulated using the random walk method. The pressure distribution is obtained using an integral equation derived from the pressure Poisson equation, which was first developed for a single body. Results for the numerical simulation around a linear cascade of airfoils are presented. As the flow is periodic in the y direction, the discrete vortex shedding need only be considered for a reference airfoil. The flow characteristics around the NACA 65-410 series airfoils are calculated and comparisons are made with results available in the literature. 相似文献