Optimal models for single-period supply chain problems with fuzzy demand

The aim of this paper is to develop an optimal technique for dealing with the fuzziness aspect of demand uncertainties. Triangular fuzzy numbers are used to model external demand, and decision models in both non-coordination and coordination situations are constructed. It is shown that in the decision models there exists a unique solution that can be expressed analytically. Based on the closed form solutions for both models, the behaviors and relationships of both the manufacturer and the retailer are quantitatively analyzed, and a cooperative policy for the optimization of the whole supply chain is put forward.     

A Bayesian approach to estimate the marginal loss distributions in operational risk management

One of the main problems in operational risk management is the lack of loss data, which affects the parameter estimates of the marginal distributions of the losses. The principal reason is that financial institutions only started to collect operational loss data a few years ago, due to the relatively recent definition of this type of risk. Considering this drawback, the employment of Bayesian methods and simulation tools could be a natural solution to the problem. The use of Bayesian methods allows us to integrate the scarce and, sometimes, inaccurate quantitative data collected by the bank with prior information provided by experts. An original proposal is a Bayesian approach for modelling operational risk and for calculating the capital required to cover the estimated risks. Besides this methodological innovation a computational scheme, based on Markov chain Monte Carlo simulations, is required. In particular, the application of the MCMC method to estimate the parameters of the marginals shows advantages in terms of a reduction of capital charge according to different choices of the marginal loss distributions.     

Decomposition heuristic to minimize total cost in a multi-level supply chain network

In this paper, the distribution planning model for the multi-level supply chain network is studied. Products which are manufactured at factory are delivered to customers through warehouses and distribution centers for the given customer demands. The objective function of suggested model is to minimize logistic costs such as replenishment cost, inventory holding cost and transportation cost. A mixed integer programming formulation and heuristics for practical use are suggested. Heuristics are composed of two steps: decomposition and post improving process. In the decomposition heuristics, the problems are solved optimally only considering the transportation route first by the minimum cost flow problem, and the replenishment plan is generated by applying the cost-saving heuristic which was originally suggested in the manufacturing assembly line operation, and integrating with the transportation plan. Another heuristic, in which the original model is segmented due to the time periods, and run on a rolling horizon based method, is suggested. With the post-improving process using tabu search method, the performances are evaluated, and it was shown that solutions can be computed within a reasonable computation time by the gap of about 10% in average from the lower bound of the optimal solutions.     

Multi-behavior agent model for planning in supply chains: An application to the lumber industry

Recent economic and international threats to western industries have encouraged companies to increase their performance in all ways possible. Many look to deal quickly with disturbances, reduce inventory, and exchange information promptly throughout the supply chain. In other words they want to become more agile. To reach this objective it is critical for planning systems to present planning strategies adapted to the different contexts, to attain better performances. Due to consolidation, the development of integrated supply chains and the use of inter-organizational information systems have increased business interdependencies and in turn the need for increased collaboration to deal with disturbance in a synchronized way. Thus, agility and synchronization in supply chains are critical to maintain overall performance. In order to develop tools to increase the agility of the supply chain and to promote the collaborative management of such disturbances, agent-based technology takes advantage of the ability of agents to make autonomous decisions in a distributed network through the use of advanced collaboration mechanisms. Moreover, because of the highly instable and dynamic environment of today's supply chains, planning agents must handle multiple problem solving approaches. This paper proposes a Multi-behavior planning agent model using different planning strategies when decisions are supported by a distributed planning system. The implementation of this solution is realized through the FOR@C experimental agent-based platform, dedicated to supply chain planning for the lumber industry.     

On the information modeling for the electronic operation of supply chains: A maritime case study

Nowadays, the manufacturing industry is adopting modern information technologies in order to optimize their business process and to achieve integration with supply chain partners that are geographically dispersed, by expanding the physical limits of their business globally. The growth of the World Wide Web and the advantages of the software technologies arising from it render this goal possible. This paper discusses how modern information technology, particularly the ISO 10303—STEP and eXtensible Markup Language—XML, can be utilized jointly to support the communication of different partners. An approach to support enterprise operation through efficient data exchanges, by adopting modern data modeling techniques for integration among partners worldwide and using the web as a communication layer, is described. The paper deals particularly with the ship repair industry as a case study of these problems and suggests a feasible solution.     

Nonparametric Bayesian Image Segmentation

Image segmentation algorithms partition the set of pixels of an image into a specific number of different, spatially homogeneous groups. We propose a nonparametric Bayesian model for histogram clustering which automatically determines the number of segments when spatial smoothness constraints on the class assignments are enforced by a Markov Random Field. A Dirichlet process prior controls the level of resolution which corresponds to the number of clusters in data with a unique cluster structure. The resulting posterior is efficiently sampled by a variant of a conjugate-case sampling algorithm for Dirichlet process mixture models. Experimental results are provided for real-world gray value images, synthetic aperture radar images and magnetic resonance imaging data.     

Asynchronous action-reward learning for nonstationary serial supply chain inventory control

Action-reward learning is a reinforcement learning method. In this machine learning approach, an agent interacts with non-deterministic control domain. The agent selects actions at decision epochs and the control domain gives rise to rewards with which the performance measures of the actions are updated. The objective of the agent is to select the future best actions based on the updated performance measures. In this paper, we develop an asynchronous action-reward learning model which updates the performance measures of actions faster than conventional action-reward learning. This learning model is suitable to apply to nonstationary control domain where the rewards for actions vary over time. Based on the asynchronous action-reward learning, two situation reactive inventory control models (centralized and decentralized models) are proposed for a two-stage serial supply chain with nonstationary customer demand. A simulation based experiment was performed to evaluate the performance of the proposed two models. Chang Ouk Kim received his Ph.D. in industrial engineering from Purdue University in 1996 and his B.S. and M.S. degrees from Korea University, Republic of Korea in 1988 and 1990, respectively. From 1998--2001, he was an assistant professor in the Department of Industrial Systems Engineering at Myongji University, Republic of Korea. In 2002, he joined the Department of Information and Industrial Engineering at Yonsei University, Republic of Korea and is now an associate professor. He has published more than 30 articles at international journals. He is currently working on applications of artificial intelligence and adaptive control theory in supply chain management, RFID based logistics information system design, and advanced process control in semiconductor manufacturing. Ick-Hyun Kwon is a postdoctoral researcher in the Department of Civil and Environmental Engineering at University of Illinois at Urbana-Champaign. Previous to this position, Dr. Kwon was a research assistant professor in the Research Institute for Information and Communication Technology at Korea University, Seoul, Republic of Korea. He received his B.S., M.S., and Ph.D. degrees in Industrial Engineering from Korea University, in 1998, 2000, and 2006, respectively. His current research interests are supply chain management, inventory control, production planning and scheduling. Jun-Geol Baek is an assistant professor in the Department of Business Administration at Kwangwoon University, Seoul, Korea. He received his B.S., M.S., and Ph.D. degrees in Industrial Engineering from Korea University, Seoul, Korea, in 1993, 1995, and 2001 respectively. From March 2002 to February 2007, he was an assistant professor in the Department of Industrial Systems Engineering at Induk Institute of Technology, Seoul, Korea. His research interests include machine learning, data mining, intelligent machine diagnosis, and ubiquitous logistics information systems. An erratum to this article can be found at     

Exact methods and a heuristic for the optimization of an integrated replenishment-storage planning problem

In this paper we study the coordination of different activities in a supply chain issued from a real case. Multiple suppliers send raw materials (RMs) to a distribution center (DC) that delivers them to a unique plant where the storage of the RMs and the finished goods is not possible. Then, the finished goods are directly shipped to multiple customers having just‐in‐time (JIT) demands. Under these hypotheses, we show that the problem can be reduced to multiple suppliers and one DC. Afterwards, we analyze two cases; in the first, we consider an uncapacitated storage at DC, and in the second, we analyze the capacitated storage case. For the first case, we show that the problem is NP‐hard in the ordinary sense using the Knapsack decision problem. We then propose two exact methods: a mixed integer linear program (MILP) and a pseudopolynomial dynamic program. A classical dynamic program and an improved one using the idea of Shaw and Wagelmans are given. With numerical tests we show that the dynamic program gives the optimal solution in reasonable time for quite large instances compared with the MILP. For the second case, the capacity limitation in DC is assumed, which makes the problem solving more challenging. We propose an MILP and a dynamic programming‐based heuristic that provides solutions close to the optimal solution in very short times.     

P2P系统中基于副本链的一致性维护算法

提出一种无结构纯P2P的副本一致性维护算法。利用副本节点发起的第一次更新消息在P2P网络中的广播,由其他收到消息的副本节点给出响应,构建副本链。副本链建立后,更新消息在副本节点间进行传播,不再在网络中洪泛。副本链的维护通过记录首次发起更新的副本节点IP地址完成。仿真试验证明该算法是简单有效的。