A two-stage stochastic programming model for the parallel machine scheduling problem with machine capacity

This paper proposes a two-stage stochastic programming model for the parallel machine scheduling problem where the objective is to determine the machines' capacities that maximize the expected net profit of on-time jobs when the due dates are uncertain. The stochastic model decomposes the problem into two stages: The first (FS) determines the optimal capacities of the machines whereas the second (SS) computes an estimate of the expected profit of the on-time jobs for given machines' capacities. For a given sample of due dates, SS reduces to the deterministic parallel weighted number of on-time jobs problem which can be solved using the efficient branch and bound of M’Hallah and Bulfin [16]. FS is tackled using a sample average approximation (SAA) sampling approach which iteratively solves the problem for a number of random samples of due dates. SAA converges to the optimum in the expected sense as the sample size increases. In this implementation, SAA applies a ranking and selection procedure to obtain a good estimate of the expected profit with a reduced number of random samples. Extensive computational experiments show the efficacy of the stochastic model.     

Metaheuristics for the dynamic stochastic dial-a-ride problem with expected return transports

The problem of transporting patients or elderly people has been widely studied in literature and is usually modeled as a dial-a-ride problem (DARP). In this paper we analyze the corresponding problem arising in the daily operation of the Austrian Red Cross. This nongovernmental organization is the largest organization performing patient transportation in Austria. The aim is to design vehicle routes to serve partially dynamic transportation requests using a fixed vehicle fleet. Each request requires transportation from a patient's home location to a hospital (outbound request) or back home from the hospital (inbound request). Some of these requests are known in advance. Some requests are dynamic in the sense that they appear during the day without any prior information. Finally, some inbound requests are stochastic. More precisely, with a certain probability each outbound request causes a corresponding inbound request on the same day. Some stochastic information about these return transports is available from historical data. The purpose of this study is to investigate, whether using this information in designing the routes has a significant positive effect on the solution quality. The problem is modeled as a dynamic stochastic dial-a-ride problem with expected return transports. We propose four different modifications of metaheuristic solution approaches for this problem. In detail, we test dynamic versions of variable neighborhood search (VNS) and stochastic VNS (S-VNS) as well as modified versions of the multiple plan approach (MPA) and the multiple scenario approach (MSA). Tests are performed using 12 sets of test instances based on a real road network. Various demand scenarios are generated based on the available real data. Results show that using the stochastic information on return transports leads to average improvements of around 15%. Moreover, improvements of up to 41% can be achieved for some test instances.     

Solving single-product economic lot-sizing problem with non-increasing setup cost,constant capacity and convex inventory cost in O(N log N) time

This paper considers an economic lot sizing model with constant capacity, non-increasing setup cost, and convex inventory cost function. Algorithms with computational time of O(N×TD_N)have been developed for solving the model, where N is the number of planning periods and TD_N is the total demand. This study partially characterizes the optimal planning structure of the model. A new efficient algorithm with computational time of O(N log N) has also been developed based on the partial optimal structure. Moreover, computational study demonstrates that the new algorithm is efficient.     

Admission control mechanism and performance analysis based on stochastic automata networks formalism

IEEE 802.16 has been designed to support QoS (Quality of Service) in Wireless broadband Metropolitan Networks (WMAN), and specifically in the access networks. To achieve this, the IEEE 802.16.e amendment introduces the service differentiation by five service classes (UGS, ertPS, rtPS, nrtPS and BE). To maintain the QoS of active connections and to avoid any congestion in the network, an Admission Control (AC) is defined. AC aims to accept or reject a new connection according to the negotiated parameters and the availability of resources in the network. This mechanism is not standardized and let to the operators. We tackle this point, by proposing in this study a new Admission Control (AC) that improves the QoS of BE traffic by avoiding a strict bandwidth assignment of other traffics (rtPS and nrtPS) as is defined in major previous studies. The proposed mechanism is based on token bucket for rtPS, nrtPS and BE traffics in order to reduce lightly the number of accepted connections and to improve considerably the number of accepted BE connections. To evaluate the performance of the proposed scheme, we use PEPS (Performance Evaluation of Parallel Systems) which is a powerful tool based on models which can be described with Stochastic Automata Networks (SAN). PEPS can solve complex models with a large state space and with many synchronized events. Therefore, we show that this tool is suitable for wireless network, and specifically for the proposed scheme, toward numerical results we show as we expected that our proposed AC outperform the classical one by reducing lightly the performance of other service classes.     

An analytical model for multi-epidemic information dissemination

Contemporary distributed systems usually involve the spreading of information by means of ad-hoc dialogs between nodes (peers). This paradigm resembles the spreading of a virus in the biological perspective (epidemics). Such abstraction allows us to design and implement information dissemination schemes with increased efficiency. In addition, elementary information generated at a certain node can be further processed to obtain more specific, higher-level and more valuable information. Such information carries specific semantic value that can be further interpreted and exploited throughout the network. This is also reflected in the epidemical framework through the idea of virus transmutation which is a key component in our model. We establish an analytical framework for the study of a multi-epidemical information dissemination scheme in which diverse ‘transmuted epidemics’ are spread. We validate our analytical model through simulations. Key outcomes of this study include the assessment of the efficiency of the proposed scheme and the prediction of the characteristics of the spreading process (multi-epidemical prevalence and decay).     

Exponential stability analysis of stochastic reaction-diffusion Cohen-Grossberg neural networks with mixed delays

In this paper, we study a new class of stochastic Cohen-Grossberg neural networks with reaction-diffusion and mixed delays. Without the aid of nonnegative semimartingale convergence theorem, the method of variation parameter and linear matrix inequalities technique, a set of novel sufficient conditions on the exponential stability for the considered system is obtained by utilizing a new Lyapunov-Krasovskii functional, the Poincaré inequality and stochastic analysis theory. The obtained results show that the reaction-diffusion term does contribute to the exponentially stabilization of the considered system. Therefore, our results generalize and improve some earlier publications. Moreover, two numerical examples are given to show the effectiveness of the theoretical results and demonstrate that the stability criteria existed in the earlier literature fail.     

Mean square exponential stability in high-order stochastic impulsive BAM neural networks with time-varying delays

In this paper, a class of stochastic impulsive high-order BAM neural networks with time-varying delays is considered. By using Lyapunov functional method, LMI method and mathematics induction, some sufficient conditions are derived for the globally exponential stability of the equilibrium point of the neural networks in mean square. It is believed that these results are significant and useful for the design and applications of impulsive stochastic high-order BAM neural networks.     

Stochastic approximation learning for mixtures of multivariate elliptical distributions

Most of the current approaches to mixture modeling consider mixture components from a few families of probability distributions, in particular from the Gaussian family. The reasons of these preferences can be traced to their training algorithms, typically versions of the Expectation-Maximization (EM) method. The re-estimation equations needed by this method become very complex as the mixture components depart from the simplest cases. Here we propose to use a stochastic approximation method for probabilistic mixture learning. Under this method it is straightforward to train mixtures composed by a wide range of mixture components from different families. Hence, it is a flexible alternative for mixture learning. Experimental results are presented to show the probability density and missing value estimation capabilities of our proposal.     

Learning automata-based solutions to the optimal web polling problem modelled as a nonlinear fractional knapsack problem

We consider the problem of polling web pages as a strategy for monitoring the world wide web. The problem consists of repeatedly polling a selection of web pages so that changes that occur over time are detected. In particular, we consider the case where we are constrained to poll a maximum number of web pages per unit of time, and this constraint is typically dictated by the governing communication bandwidth, and by the speed limitations associated with the processing. Since only a fraction of the web pages can be polled within a given unit of time, the issue at stake is one of determining which web pages are to be polled, and we attempt to do it in a manner that maximizes the number of changes detected. We solve the problem by first modelling it as a stochastic nonlinear fractional knapsack problem. We then present an online learning automata (LA) system, namely, the hierarchy of twofold resource allocation automata (H-TRAA), whose primitive component is a twofold resource allocation automaton (TRAA). Both the TRAA and the H-TRAA have been proven to be asymptotically optimal. Finally, we demonstrate empirically that the H-TRAA provides orders of magnitude faster convergence compared to the learning automata knapsack game (LAKG) which represents the state-of-the-art for this problem. Further, in contrast to the LAKG, the H-TRAA scales sub-linearly. Based on these results, we believe that the H-TRAA has also tremendous potential to handle demanding real-world applications, particularly those which deal with the world wide web.     

The business value of information technology as measured by technical efficiency: Evidence from country-level data

The value of information technology (IT) in a business production process has long been a debatable issue. Explanation of the so-called “productivity paradox” has been one of the central topics in this arena. Much work has focused on firm-level analyses. This paper investigates IT contribution at a country level, using production theory in microeconomics. It negates the relationship between IT value and productivity based on grouping of countries, when the individual analytical method is applied and technical efficiency is used as the performance criterion. Findings obtained by applying stochastic production frontiers to a comprehensive country-level panel data set suggest that the IT contributions, as determined by the increase or decrease in the technical efficiency, to individual countries differ in magnitude from a production frontier to another, but are robust. It also shows that IT spending does not necessarily improve technical efficiencies of individual countries, regardless of whether they are developed or developing countries, and that given technological changes, the so-called productivity paradox may exist in a country, no matter whether it is a developed or developing nation. Finally, the significant implications of the findings are presented.