stochastic/Probabilistic/fuzzy/dynamic modeling
Seyed mahdi Ghanizadeh
Abstract
Purpose: The purpose of this research is to present a new hybrid method for evaluating and choosing the right human resources for the right position in the organization under conditions of uncertainty.
Methodology: In this research, the grey relationship analysis (GRA) method developed with positive ...
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Purpose: The purpose of this research is to present a new hybrid method for evaluating and choosing the right human resources for the right position in the organization under conditions of uncertainty.
Methodology: In this research, the grey relationship analysis (GRA) method developed with positive and negative ideal concepts is used to evaluate the employees and human resources of organizations and put the right person in the right position. Also, to evaluate the effective criteria in human resource evaluation, the best-worst method is used. Finally, the two presented methods are developed in the interval-valued fuzzy environment for facing uncertainty.
Findings: The proposed method was successfully applied to the problem of evaluating human resources in an environment of uncertainty. Also, according to the best-worst method, it was found that the knowledge and experience of the person are very important and have the most weight. Finally, using the developed GRA method, it was determined that among five candidates, person number 3 is suitable for managing systems and methods in the organization.
Originality/Value: In this research, the GRA method is improved based on positive and negative ideal concepts and developed in interval-valued fuzzy environment. Then, to weigh important criteria in the personnel evaluation process, the developed BWM method under interval-valued fuzzy environment is used. Interval-valued fuzzy sets provide more degrees of freedom for real-world uncertainty due to having interval membership degrees. Finally, the position of systems and methods manager, a new job in organizations, has been examined.
stochastic/Probabilistic/fuzzy/dynamic modeling
Alireza Hamidieh; Maryam Besharat Meymandi
Abstract
Purpose: The main challenge in devastating events such as the Kermanshah earthquake is the optimal location of humanitarian distribution centers, which plays an effective role in allocating relief shipments to demand centers. Therefore, balancing the complexity of the issue and the uncertainty with the ...
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Purpose: The main challenge in devastating events such as the Kermanshah earthquake is the optimal location of humanitarian distribution centers, which plays an effective role in allocating relief shipments to demand centers. Therefore, balancing the complexity of the issue and the uncertainty with the constraints on aid scheduling and resource management is critical. In this regard, the location-allocation model has been developed by considering the reliability of the distribution hub set, which provides the possibility of dealing with impending disruptions after the crisis. The proposed model divides the affected area into several layers and simultaneously considers the capacity of the relief fleet. Also, a combined approach of fuzzy programming with chance constraints and robust programming has been developed to deal with parametric uncertainty.Methodology: With the thorough assessment of the disaster areas of Iran, a comprehensive model of the relief network was designed including strategic and temporary distribution hubs along with a wide range of factors and effective parameters. Subsequently, mathematical modeling was distributed by considering the reliability of the earthquake crisis distribution hub and relief according to the topography of the study area. Next, the Epsilon constraint method was applied to cover the multi-objective optimization problem and to determine non-dominant Pareto optimal solutions, and the mathematical combination of possibilistic-robust programming was used to deal with uncertainty.Findings: The results show that the management of relief distribution and the development of strategic and operational levels of distribution based on the geographical classification of the affected area in critical conditions are effective in reducing network costs. The reliability policy used in the distribution hub set has improved the confidence capability of the humanitarian distribution network. Finally, the output results of the case study show the application and effectiveness of the extended relief network model.Originality/Value: The present study, as a decision support system, facilitates relief in the regions of the country in the event of a crisis. Predicting a reliable distribution hub set with a combined transportation approach appropriate to the topography of the region ensures the optimal implementation of relief operations. Also, the developed model is operational in the areas at risk of the country.
stochastic/Probabilistic/fuzzy/dynamic modeling
Arezoo Khazaei; Parvaneh Samouei
Abstract
Purpose: The newsboy problem is one of the most widely used and important models in the field of inventory control. In fact, there are many industries whose products fall into the category of newosboy problem, such as seasonal goods, food products. But in practice there are more restrictions than the ...
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Purpose: The newsboy problem is one of the most widely used and important models in the field of inventory control. In fact, there are many industries whose products fall into the category of newosboy problem, such as seasonal goods, food products. But in practice there are more restrictions than the assumptions of the newsboy problem. In this article has tried, in order to make the problem more in line with the real world some limitations during production, such as outsourcing mode, capacity limit and returned goods, have been added to the problem.Methodology: This research is based on library studies and the development of mathematical modeling.Findings: In the newsboy problem, there are important parameters such as outsourcing, capacity constraints and product referral which in this study, the effect of each of these parameters on profitability has been evaluated.Originality/Value: Development of the newsboy problem in terms of outsourcing and returned products and capacity constraints.
stochastic/Probabilistic/fuzzy/dynamic modeling
Akbar Dehghan Nezhad; Nasim Daryani
Abstract
Purpose: In Islamic architecture, using arches to build dome-shaped buildings has been very common. So, the research on building the domes of shrines and mosques is undoubtedly directed at studying the arches of those buildings. In this article, we will investigate and geometrically model the domes from ...
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Purpose: In Islamic architecture, using arches to build dome-shaped buildings has been very common. So, the research on building the domes of shrines and mosques is undoubtedly directed at studying the arches of those buildings. In this article, we will investigate and geometrically model the domes from the perspective of differential geometry and as a rotating surface. We try to present the scientific connection between the art of architecture and differential geometry in a way that interests experts in both architectural and mathematical trends.Methodology: In architecture, the dome is the product of a productive cycle around the vertical axis. This interpretation is equivalent to the definition of the rotating procedure (generating curve) in the subject of differential geometry. Special methods can obtain the generator curve. At first, according to the drawing method, we parametrize half of the arch in the Euclidean xoz plane according to the length of the dome opening and then rotate the resulting curve (or the generating curve) around the vertical z-axis. The method of conducting this research is quantitative and includes calculations related to the types of domes, and its type can be considered descriptive research.Findings: We found a significant link between the mathematics that governs domed buildings and the productive arch.Originality/Value: Considering the multitude of types of arches in architecture, in this article, after stating some necessary definitions of differential geometry, in addition to presenting the method of drawing each arch, we will only bring the calculations related to the types of arches with legs, horned goats, five-o-seven and shamrocks. Ultimately, we will implement our calculations on the dome of Juma Mosque in Ardabil.
stochastic/Probabilistic/fuzzy/dynamic modeling
Mohammad-Saviz Asadi-Lari; Maryam Abbas Ghorbani; Reza Tavakkoli-Moghaddam
Abstract
Purpose: The hotel industry has become a competitive industry at the international level in recent decades, and countries have tended to use developed models and new techniques, and provide innovations to maximize income from it. As a result, it is critical to pay attention to how we can manage hotel ...
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Purpose: The hotel industry has become a competitive industry at the international level in recent decades, and countries have tended to use developed models and new techniques, and provide innovations to maximize income from it. As a result, it is critical to pay attention to how we can manage hotel income while noticing travel and passenger transportation costs and use modeling compatible with this field to optimize goal achievement.Methodology: The problems of optimizing hotel revenue management, passenger cost management, and analyzing how to expand the transportation used by them have been studied in this research. One of the key issues studied is to predict how to transport a passenger and choose its type based on different modes of travel such as air, rail, water, and road based on the amount of the passenger’s budget.Findings: Many effective factors and criteria have been considered in the modeling done, and the amount of hotel reception capacity in the selected cities of travelers and the provision of various types of rooms with different pricing, and the examination of elements related to the services provided to travelers by the hotel and different accesses of the hotel, which is based on the hotel’s revenue model, affect on. It is useful to estimate the state of competitive factors of hotels. Noteworthy, the transfer and mode of transportation have been determined to predict the level of demand for hotel reservations for all types of travelers during different periods in different tourism seasons. This subject is based on the traveler’s budget allocated for paying expenses during the travel pattern and the related results extracted from the estimated income model, as well as the influencing factors in choosing the hotel and transportation.Originality/Value: In the current study, the design of NP-Hard problems led to the use of exact methods in small-sized problems and two multi-objective meta-heuristic algorithms, namely NSGA-II and MOPSO, in medium- and large-sized problems. The computation results show that the proposed algorithms are efficient and suitable methods for problem-solving.
stochastic/Probabilistic/fuzzy/dynamic modeling
Morteza Abdolhosseini
Abstract
Purpose: Coronavirus (COVID-19) is a pandemic that has affected all countries of the world. Forecasting the spread of corona disease will lead to the necessary measures to be taken by the authorities to control this disease. These include increasing vaccinations, quarantining cities and banning entry ...
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Purpose: Coronavirus (COVID-19) is a pandemic that has affected all countries of the world. Forecasting the spread of corona disease will lead to the necessary measures to be taken by the authorities to control this disease. These include increasing vaccinations, quarantining cities and banning entry and exit, increasing the capacity of hospital beds, setting up round-the-clock vaccination centers, requiring the use of masks in public places, and observing social distances. Therefore, predicting such cases will reduce the number of corona cases and therefore reduce the mortality rate.Methodology: In this paper, using the Singular Spectrum Analysis (SSA) algorithm, the sixth peak of coronavirus in Iran is predicted by considering the current situation. To improve the grouping process of the SSA algorithm, eigenvalues have been selected in the optimization process, so that the predicted time series of which has been significantly improved according to the error-index.Findings: Comparing the proposed method with other forecasting methods include Autoregressive Integrated Moving Average (ARIMA), Fractional ARIMA (ARFIMA), TBATS, and Neural Network Autoregression (NNAR), it is observed that the forecasting error is acceptable and the SSA method can be used for forecasting.Originality/Value: This article predicts a new case of COVID-19 using efficient method SSA and the presented results confirm the effectiveness of the proposed method.
stochastic/Probabilistic/fuzzy/dynamic modeling
Ali Sahleh; Maziar Salahi; Sadegh Eskandari
Abstract
Purpose: The aim of this paper is to present an enhanced variant of Twin Parametric-Margin Support Vector Machine (TPMSVM) that improves classification performance.Methodology: By replacing a variable in the objective function, we keep the samples of one class farther from the parametric margin hyperplane ...
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Purpose: The aim of this paper is to present an enhanced variant of Twin Parametric-Margin Support Vector Machine (TPMSVM) that improves classification performance.Methodology: By replacing a variable in the objective function, we keep the samples of one class farther from the parametric margin hyperplane of the other class.Findings: The enhanced model is convex for both linear and nonlinear cases. Also, numerical experiments on UCI datasets show that the enhanced model performs better compared to two similar models for both linear and nonlinear cases.Originality/Value: The previous studies of TPMSVM that increased the accuracy through approaches such as assigning weights to data sample, converting it into an unconstrained model and adding a new term in the objective function, did not guarantee that all samples will be far and on the negative side of the margin hyperplane. However, this study provides an approach to overcome this disadvantage of TPMSVM.
stochastic/Probabilistic/fuzzy/dynamic modeling
Mehdi Khajezadeh Dezfoli; Mansour Momeni; Hanan Amoozad Mahdirji; Mohammad Hosein Pourkazemi
Abstract
Purpose: The main theory governing the valuation of futures contracts is the Storage Theory, in which the concept of Convenience Yield is the most important factor involved in contract pricing. Convenience Yield is a factor that complicates the process of valuing futures contracts. Trying to determine ...
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Purpose: The main theory governing the valuation of futures contracts is the Storage Theory, in which the concept of Convenience Yield is the most important factor involved in contract pricing. Convenience Yield is a factor that complicates the process of valuing futures contracts. Trying to determine the best trading position in futures contracts with different underlying assets and with different maturities is the goal of this article. In this article, using the theory of storage and the concept of welfare fruits and using the method of dynamic random control, a model for selecting the optimal trading position in futures contracts of consumer goods in both single and double goods is presented.Methodology: In this article, the theory of storage and the concept of Convenience Yield are used. Also, by using the dynamic stochastic control method, a model for choosing the optimal trading position in the futures contracts of consumer goods is expressed in two modes of single commodity and dual commodity.Findings: The results of the implementation of the model in the Iranian Commodity Exchange market show that the model in the single commodity mode has been able to fully identify the correct trading position and in the two commodity mode has been 91.7% successful.Originality/Value: Presenting a model to determine the optimal trading position based on Storage Theory and the existence of two stochastic factors of Convenience Yield and stock price using dynamic stochastic control method in single and multi-commodity mode in a specific investment horizon on consumer goods is the most important innovation.
stochastic/Probabilistic/fuzzy/dynamic modeling
Ahmad Faridanifar; Parvaneh Samouei
Abstract
Purpose: One of the topics for manufacturers today is to discuss the diversity of customer tastes, which to manage this situation with the least change in products, requires multiple lines that have the necessary flexibility to produce these products. On the other hand, many products require assembly ...
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Purpose: One of the topics for manufacturers today is to discuss the diversity of customer tastes, which to manage this situation with the least change in products, requires multiple lines that have the necessary flexibility to produce these products. On the other hand, many products require assembly operations. The main purpose of this article is to balance these issues according to the conditions of the workforce and different products.Methodology: This paper presents two mathematical models to minimize the number of workstations per given cycle time. In the first model, all parameters are definite. Since customer demand may not be constant and this factor can affect the cycle time, the second model uses a robust approach to this issue.Findings: Analysis of various issues shows that a robust modeling approach provides a more reliable design and allows decision makers to have better assembly based on a better understanding of short-term and long-term conditions under conditions of demand uncertainty.Originality/Value: In this paper, two new mathematical models for assembly line balance are presented. Multi-models in which assembly operations are performed manually by workers and for more accurate planning, the differences that workers have in terms of learning and forgetfulness effect on assembly line balance are considered.
stochastic/Probabilistic/fuzzy/dynamic modeling
Mohamad Sharifzadegan; Tahmourth Sohrabi; Ahmad Jafarnejad Chaghoshi,
Abstract
Purpose: The complex conditions prevailing in the industries and the increasing costs of production equipment and machinery and competitiveness in gaining market share, show the role and importance of production planning and maintenance with other parts of the industry. Integrating such decisions can ...
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Purpose: The complex conditions prevailing in the industries and the increasing costs of production equipment and machinery and competitiveness in gaining market share, show the role and importance of production planning and maintenance with other parts of the industry. Integrating such decisions can take fundamental steps to reduce costs and increase quality. Maintaining and creating the continuity of production activities depends on accurate and correct planning of production, maintenance activities and how to support these processes. The need for integration and coherence in the simultaneous planning of such activities causes a lack of rework and parallel work and obstacles and delays and inconsistencies at different levels of production.Methodology: In this research, a two-objective mathematical model of production planning and repairs with limited resources is presented in conditions of uncertainty.Findings: The results of comparing accurate and meta-innovative solutions show the improvement in the company's products and the optimal use of material and human resources. Sensitivity analysis also shows that the failure rate of the machine before and after preventive maintenance has a great impact on the value of the objective function of the mathematical model. The results show that the average error of the ant algorithm is only 3%. This is while the average solving time in GAMZ is 45,000 seconds, while the average solving time of the ant algorithm is about 354 seconds.Originality/Value: This shows that the ant algorithm has a very small amount of error with much less time and therefore the efficiency of this solution method can be well explained.
stochastic/Probabilistic/fuzzy/dynamic modeling
Pourya Abbasi; Reza Radfar; Abbas Toloei Eshlaghi; Nazanin Pilehvari Salmasi
Abstract
Purpose: The present research seeks to identify the structure, how they interact and examine the factors that show the openness of the boundaries of the ecosystem of open R&D. For this purpose, the field of nanotechnology in Iran has been selected as the field of study.Methodology: In terms of research ...
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Purpose: The present research seeks to identify the structure, how they interact and examine the factors that show the openness of the boundaries of the ecosystem of open R&D. For this purpose, the field of nanotechnology in Iran has been selected as the field of study.Methodology: In terms of research method, this research is mixed and in terms of result, it is an application that has been done with the approach of Grandad theory, and research data were collected through library studies (a reference to existing documents and study of previous research), open interviews, and three semi-structured questionnaires.The statistical population is selected through a judgment-targeted method.7 academic experts (professors of R&D policies), 4 entrepreneurs(nanoscale-certified firms), and 4 policymakers in the nanotechnology sector (National Nanotechnology Initiative) were interviewed.Analysis of qualitative data obtained from open interviews with experts in Atlas.ti software, analysis of interrelationships through the Fuzzy-DEMATEL method in Exell, and analysis of the best decision and ranking of effective criteria for Monitoring the openness of the research and development ecosystem is performed by network analysis based on Fuzzy-DEMATEL method (DANP) in SuperDecision software.Findings: The findings of this study show that the structure of the R&D ecosystem in Iran`s nanotechnology has ecosystemic dimensions which consist of Human resources, Infrastructure, Financial resources, Governance as well as performance dimensions which consist of commercialization, scientific works, and patents as IP. Another finding of this study is that the Performance dimension has the greatest impact on reopening the frontiers of R&D in Iran's nanotechnology and the commercialization criteria have the highest weight to monitor the R&D ecosystem.Originality/Value: In addition to enabling policymakers to evaluate and measure policies and decisions made over time, it also helps companies streamline their knowledge and technology resources to learn, collaborate, and transfer Manage foreign companies and vice versa.
stochastic/Probabilistic/fuzzy/dynamic modeling
Hossein Mohajer; Afshin Fayyaz Movaghar
Abstract
Purpose: Deciding on the existence of the mean reversion property in financial data has attracted the attention of many researchers, and different tests have been proposed to evaluate the presence of this feature in the data. However, due to the highly variable nature of financial markets in different ...
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Purpose: Deciding on the existence of the mean reversion property in financial data has attracted the attention of many researchers, and different tests have been proposed to evaluate the presence of this feature in the data. However, due to the highly variable nature of financial markets in different time periods, each of these tests generally presents different results and on the other hand, detailed theoretical analyzes have not been performed on how to identify the points of mean reversion at each moment of the process. In this study, a method was proposed to identify the mean reversion points in financial data. This method can be used as a decision criterion for entering or leaving the market in swing trading strategies.Mthod: The historical data on the price of gold (Oz), Bitcoin, EURUSD ratio, Tehran Stock Exchange index, exchange rate (Dollar) and the price of gold coins during the period 2013-2020 and Ethereum during 2016-2020 were collected and analyzed. First, the hypothesis of mean reversion was tested through augmented Dickey-Fuller and Hurst exponent tests and in order to identify the points of mean reversion at each moment of the process path, the maximum values of the difference of data with its moving average value were modeled through the Gumbel distribution.Findings: The results showed that Dickey Fuller and Hurst exponent tests provide different results in detecting this feature. Also, the results by estimating 95% quantile of the distribution showed that detection of these points using the quantile of the extreme value distribution (Gumbel) was correct in at least 47.78% (57.5% excluding Bitcoin) and at most 92.85% of the detected points. The results of the prop test for evaluating the accuracy of detected points showed that the detection of these points in the process is not random and the proposed theory for the identification of these points works well. Optimization of results based on further analysis is also expected.Conclusion: Recognition of successive mean reversion points can be considered a sign of the formation of price bubbles in capital markets. Therefore, the extreme values distribution in consecutive maximums of the price difference from the trend can also be a suitable distribution to detect bubble formation.
stochastic/Probabilistic/fuzzy/dynamic modeling
Hossein Jafari; Mohammad Javad Ebadi
Abstract
The Cramer-Rao lower bound is obtained by using integration by parts and the Cauchy-Schwarz inequality. The integration by parts formulas of Malliavin calculus plays a role in this study. The point estimation problem is very crucial and has a wide range of applications. When we deal with some concepts ...
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The Cramer-Rao lower bound is obtained by using integration by parts and the Cauchy-Schwarz inequality. The integration by parts formulas of Malliavin calculus plays a role in this study. The point estimation problem is very crucial and has a wide range of applications. When we deal with some concepts such as random variables, the parameters of interest and estimates may be observed as imprecise. Therefore, the theory of fuzzy sets is important in formulating such situations. Using the fuzzy set theory, we define a fuzzy-valued random variable and fuzzy stochastic process. We use the Malliavin derivative and Skorohod integral to study the asymptotic properties of the statistical model for fuzzy random variables. We show how to use the conditional expectations of certain expressions to derive Cramer-Rao lower bounds for Fuzzy valued Random Variables that they do not require the explicit expression of the likelihood function. As an example, we consider a fuzzy random sample of size n induced by independent standard normally distributed random variables with fuzzy parameter.
stochastic/Probabilistic/fuzzy/dynamic modeling
Alireza Hajihosseini; Ali Payan; Ali Salari
Abstract
One of the most important tasks of an organization manager is to evaluate the performance of the units within the organization because only the performance evaluation can inform the manager about the extent to which the organization has stepped toward the goals established to achieve it so that the manager ...
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One of the most important tasks of an organization manager is to evaluate the performance of the units within the organization because only the performance evaluation can inform the manager about the extent to which the organization has stepped toward the goals established to achieve it so that the manager can identify weaknesses, and poor performance of his organization take corrective action and improve the performance of his organization. In this regard, this study has evaluated accurately and inaccurately the relative performance of 11th-grade nongovernmental schools in Sistan and Baluchestan province. There are various methods for assessing the performance of organizations. One of the most important of these methods is data envelopment analysis technique which by comparing the efficiency of organization units with each other separates efficient units from inefficient units. Selection of inputs and outputs in this study was done according to similar research and interviews with experts. In this study, the relative efficiency of 55 of 11th grade nongovernmental Schools in Sistan and Baluchestan province was calculated by using data envelopment analysis for the academic year 1395-1396 and the efficient and inefficient units were identified, then the performance of these schools is presented by a fuzzy interval based on the technical efficiency and the subjective efficiency and finally ranked.
stochastic/Probabilistic/fuzzy/dynamic modeling
Hamid Tabatabaee; Shirin Rikhtegar Mashhad
Abstract
Nonlinear dynamical systems modeling is one of the real challenges of the real world due to the nonlinear and variable nature of time. In this paper, an Online Self-organizing Takagi-SugenoNeuro-Fuzzy System(OSO-NFS) for dynamic Nonlinear System Identification is proposed. OSO-NFS is built based on radial ...
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Nonlinear dynamical systems modeling is one of the real challenges of the real world due to the nonlinear and variable nature of time. In this paper, an Online Self-organizing Takagi-SugenoNeuro-Fuzzy System(OSO-NFS) for dynamic Nonlinear System Identification is proposed. OSO-NFS is built based on radial basis function(RBF). The algorithm has the ability to adaptive adjustment of the system’s parameter and continuous evolution of the system’s structure. Structure identification and parameters estimation are performed simultaneously. The OSO-NFS starts with no hidden neuron. In structural learning, the proposed OSO-NFS uses a two-step algorithm to create a suitable number of rules. A pruning algorithm is used for detecting inactive hidden units and removing them as learning progresses. The weighted recursive least square (WRLS) algorithm is used to adjust all the consequent parameters. Finally, two benchmark examples of nonlinear system identification are demonstrated to show the effectiveness of the proposed method, compared with the other methods. The accuracy of this modeling has been compared with the other methods according to two criteria of the number of neurons (rules) and the root mean square error. According to the results, the average percentage of improvement of the answers in the number of rules obtained in comparison to the chosen method in the modeling of these two systems in both the noise and non-noise modes in the first example is 42.35% and in the second example is 29 %.
stochastic/Probabilistic/fuzzy/dynamic modeling
Heibatolah Sadeghi; Anwar Mahmoodi
Abstract
This paper considers multi-period serial production systems with Periodic order quantity (POQ) policy, lead-time uncertainties and demand dependent on the price. It is assumed that actual lead-time for each stage is probabilistic with known distribution and ordering system is multi-period. During the ...
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This paper considers multi-period serial production systems with Periodic order quantity (POQ) policy, lead-time uncertainties and demand dependent on the price. It is assumed that actual lead-time for each stage is probabilistic with known distribution and ordering system is multi-period. During the production at each stage, the items may be produced in a longer time than it was scheduled, causing a delay in production at this stage and this may result in backorders of the finished product. It is assumed in this case that a fixed percentage of the shortage is backlogged and other sales are lost. The objective of this paper is to find the pricing of the unit product, planned lead-time and periodicity with quantity (POQ) policy in order to maximize the total system profit.
stochastic/Probabilistic/fuzzy/dynamic modeling
Ali Mahmoodirad; Marzieh Salehi-Dareh-Barik; Rohollah Taghaodi
Abstract
Uncertainty is one of the most important factors which affect transportation models. As the value of most of the parameters in real-word problems are not clear, this paper represent a cost-based transportation problem with type-2 fuzzy parameters. Applying possibility theory, the fuzzy objective function ...
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Uncertainty is one of the most important factors which affect transportation models. As the value of most of the parameters in real-word problems are not clear, this paper represent a cost-based transportation problem with type-2 fuzzy parameters. Applying possibility theory, the fuzzy objective function and fuzzy constraints are formulated by a credibility measure. In addition, type-2 fuzzy variables are crisped using possibillistic critical value reduction method, in order to convert the main model into two mixed-integer sub-models which are solvable by a parametric programming approach. A numerical example including crisp demand and cost values but fixed and variable probability distributions is solved by the proposed approach. The results prove the effectiveness and flexibility of the proposed approach.
stochastic/Probabilistic/fuzzy/dynamic modeling
Ahmad Poordarvish; bahador hoseini
Abstract
Armero and Bayarri get Bayesian estimation from traffic intensity in M/M/1 model in 1994. Sharma and Kumar get Bayesian and classical estimations of different parameters of M/M/1 model under loss function in 1999. Furthermore, use of classical methods to estimate unknown parameters of previous distribution ...
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Armero and Bayarri get Bayesian estimation from traffic intensity in M/M/1 model in 1994. Sharma and Kumar get Bayesian and classical estimations of different parameters of M/M/1 model under loss function in 1999. Furthermore, use of classical methods to estimate unknown parameters of previous distribution is suggested by Mises for the first time in 1943. In this paper, Bayesian estimation and empirical Bayes of traffic intensity parameter are assessed in the M/M/1 queuing model. Estimation of the parameters of this model is presented by methods of Bayes, likelihood, and moment. The characteristics and applications of both estimators are discussed in numerical results. The quadratic theory has many uses in communication theory, computer design, etc. The statistical deduction in quadratic process and quadrant process estimation, such as rate of entry, service rates and traffic jams, has attracted researchers in the past few years. Suppose that the M / M / 1 queue system with an average log rate λ, as well as an average service rate of 1 / μ