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.     

Using a Discrete-Event System Specifications (DEVS) for designing a Modelica compiler

We introduce a new architecture for the design of a tool for modeling and simulation of continuous and hybrid systems. The environment includes a compiler based on Modelica, a modular and a causal standard specification language for physical systems modeling (the tool supports models composed using certain component classes defined in the Modelica Standard Library, and the instantiation, parameterization and connection of these MSL components are described using a subset of Modelica). Models are defined in Modelica and are translated into DEVS models. DEVS theory (originally defined for modeling and simulation of discrete event systems) was extended in order to permit defining these of models. The different steps in the compiling process are show, including how to model these dynamic systems under the discrete event abstraction, including examples of model simulation with their execution results.     

Adaptive backstepping repetitive learning control design for nonlinear discrete‐time systems with periodic uncertainties

This paper addresses a tracking problem for uncertain nonlinear discrete‐time systems in which the uncertainties, including parametric uncertainty and external disturbance, are periodic with known periodicity. Repetitive learning control (RLC) is an effective tool to deal with periodic unknown components. By using the backstepping procedures, an adaptive RLC law with periodic parameter estimation is designed. The overparameterization problem is overcome by postponing the parameter estimation to the last backstepping step, which could not be easily solved in robust adaptive control. It is shown that the proposed adaptive RLC law without overparameterization can guarantee the perfect tracking and boundedness of the states of the whole closed‐loop systems in presence of periodic uncertainties. In addition, the effectiveness of the developed controller is demonstrated by an implementation example on a single‐link flexible‐joint robot. Copyright © 2014 John Wiley & Sons, Ltd.     

Hybrid make-to-stock and make-to-order systems: a taxonomic review

Production planning and control (PPC) systems that employ aspects from both make-to-order (MTO) and make-to-stock (MTS) production control are known as hybrid MTS/MTO systems. While both MTO and MTS separately have been studied extensively, their combined use has received less attention. However, the literature on this topic is growing and this paper shows that the review performed in this paper is an important addition to the field. We categorise relevant literature according to a novel taxonomy and show that hybrid MTS/MTO production control can be used in different contexts. In addition, an overview of the modelling techniques and methods used in these papers is provided. Based on the reviewed literature, relevant research questions and directions for future research are identified. Finally, it is shown that hybrid MTS/MTO production control is prevalent in practice by discussing research with industrial applications. The paper contains an overview of research on hybrid MTS/MTO production control to be used as reference for researchers active in the field, and provides managerial insights and directions for future research on this topic.     

On one boundary problem for nonlinear stationary controlled system

The object of study is nonlinear stationary controlled system of ordinary differential equations with constant disturbance in the right part. The problem of constructing the synthesising control function providing the transfer of this system from the initial state to the origin is considered. The sufficiently simple for numerical implementation algorithm of solution of the above-mentioned problem is obtained. It is shown that for local null controllability of the considered system, it is sufficient that the conditions of the Kalman's type were satisfied. In addition, the estimates restricting the choice of initial conditions and external disturbances under which the transfer is guaranteed are obtained. The main idea of the method of construction of the desired control function consists in reducing the original problem to stabilisation of a special kind linear non-stationary system and solving the Cauchy problem for an auxiliary system of ordinary differential equations closed by stabilising control. The simplicity of the realisation of this algorithm is determined by the construction of the auxiliary system and its stabilisation that could be obtained by analytical methods. The effectiveness of the method is illustrated by solving the problem of crane control and its numerical simulation.     

An energy-saving nonlinear position control strategy for electro-hydraulic servo systems

The electro-hydraulic servo system (EHSS) demonstrates numerous advantages in size and performance compared to other actuation methods. Oftentimes, its utilization in industrial and machinery settings is limited by its inferior efficiency. In this paper, a nonlinear backstepping control algorithm with an energy-saving approach is proposed for position control in the EHSS. To achieve improved efficiency, two control valves including a proportional directional valve (PDV) and a proportional relief valve (PRV) are used to achieve the control objectives. To design the control algorithm, the state space model equations of the system are transformed to their normal form and the control law through the PDV is designed using a backstepping approach for position tracking. Then, another nonlinear set of laws is derived to achieve energy-saving through the PRV input. This control design method, based on the normal form representation, imposes internal dynamics on the closed-loop system. The stability of the internal dynamics is analyzed in special cases of operation. Experimental results verify that both tracking and energy-saving objectives are satisfied for the closed-loop system.     

Delay compensated control of the Stefan problem and robustness to delay mismatch

This paper presents a control design for the one‐phase Stefan problem under actuator delay via a backstepping method. The Stefan problem represents a liquid‐solid phase change phenomenon which describes the time evolution of a material's temperature profile and the interface position. The actuator delay is modeled by a first‐order hyperbolic partial differential equation (PDE), resulting in a cascaded transport‐diffusion PDE system defined on a time‐varying spatial domain described by an ordinary differential equation (ODE). Two nonlinear backstepping transformations are utilized for the control design. The setpoint restriction is given to guarantee a physical constraint on the proposed controller for the melting process. This constraint ensures the exponential convergence of the moving interface to a setpoint and the exponential stability of the temperature equilibrium profile and the delayed controller in the norm. Furthermore, robustness analysis with respect to the delay mismatch between the plant and the controller is studied, which provides analogous results to the exact compensation by restricting the control gain.     

Improved Input and State Estimation for Linear Stochastic Systems with Direct Feedthrough

This paper is concerned with the problem of joint input and state estimation for linear stochastic systems with direct feedthrough. Based on the fact that each unknown input between any two time steps is always bounded, a novel improved algorithm is proposed. Compared with existing results, this algorithm can effectively enhance estimation accuracy. Moreover, the stability of the algorithm is also discussed. Finally, an illustrative example is given to demonstrate the effectiveness of the proposed approach.     

Artificial bee colony based algorithm for maximum power point tracking (MPPT) for PV systems operating under partial shaded conditions

Artificial bee colony (ABC) algorithm has several characteristics that make it more attractive than other bio-inspired methods. Particularly, it is simple, it uses fewer control parameters and its convergence is independent of the initial conditions. In this paper, a novel artificial bee colony based maximum power point tracking algorithm (MPPT) is proposed. The developed algorithm, does not allow only overcoming the common drawback of the conventional MPPT methods, but it gives a simple and a robust MPPT scheme. A co-simulation methodology, combining Matlab/Simulink™ and Cadence/Pspice™, is used to verify the effectiveness of the proposed method and compare its performance, under dynamic weather conditions, with that of the Particle Swarm Optimization (PSO) based MPPT algorithm. Moreover, a laboratory setup has been realized and used to experimentally validate the proposed ABC-based MPPT algorithm. Simulation and experimental results have shown the satisfactory performance of the proposed approach.     

Flexural behaviour of RC slabs strengthened with prestressed CFRP strips using different anchorage systems

The Externally Bonded Reinforcement (EBR) technique using Carbon Fiber-Reinforced Polymers (CFRP) has been commonly used to strengthen concrete structures in flexure. The use of prestressed CFRP material offers several advantages well-reported in the literature. Regardless of such as benefits, several studies on different topics are missing. The present work intends to contribute to the knowledge of two commercially available systems that differ on the type of anchorage: (i) the Mechanical Anchorage (MA), and (ii) the Gradient Anchorage (GA). For that purpose, an experimental program was carried out with twelve slabs monotonically tested under displacement control up to failure by using a four-point bending test configuration. The effect of type of anchorage system (MA and GA), prestrain level (0 and 0.4%), width (50 mm and 80 mm) and thickness (1.2 mm and 1.4 mm) of the CFRP laminate, and the surface preparation (grinded and sandblasted) on the flexural response were the main studied parameters. Better performance was observed for the slabs: (i) with prestressed laminates, (ii) for the MA system, and (iii) with sandblasted surface preparation.