Browsing by Subject "Stochastic systems"
Now showing items 1-20 of 41
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Accelerating techniques on nested decomposition
(2017)In this paper, we consider the nested decomposition method in the context of multistage stochastic problems with scenario trees where we contribute with improvements in accelerating convergence to optimum. We first propose ... -
Analytical solution and optimisation of serial supply chains with multiple nodes, lost sales, continuous review replenishment policies, stochastic lead times and external demand
(2022)This work analyses a serial supply chain with an arbitrary number of nodes (retailer, wholesaler, manufacturer, supplier, etc.). Every node faces supply uncertainty in both replenishment lead time and quantity delivered ... -
Bayesian Hierarchical Models for Uncertainty Quantification in Structural Dynamics
(2014)The Bayesian framework for hierarchical modeling is applied to quantify uncertainties, arising mainly due to manufacturing variability, for a group of identical structural components. Parameterized Gaussian models of ... -
CPU provisioning algorithms for service differentiation in cloud-based environments
(2015)This work focuses on the design, analysis and evaluation of Dynamic Weighted Round Robin (DWRR) algorithms that can guarantee CPU service shares in clusters of servers. Our motivation comes from the need to provision ... -
Dynamic overload balancing in server farms
(2014)We consider the problem of optimal load balancing in a server farm under overload conditions. A convex penalty minimization problem is studied to optimize queue overflow rates at the servers. We introduce a new class of ... -
Effect of spatial variability of soil properties on permanent seismic displacements of slopes with uniform load
(2021)The purpose of this study is to investigate the development of permanent displacements of earth slopes, with spatially varying properties and a uniform surface load, subjected to a strong seismic excitation. The uncertainties ... -
Experimental validation of the Kalman-type filters for online and real-time state and input estimation
(2017)In this study, a novel dual implementation of the Kalman filter proposed by Eftekhar Azam et al. (2014, 2015) is experimentally validated for simultaneous estimation of the states and input of structural systems. By means ... -
An explainable machine learning model for material backorder prediction in inventory management
(2021)Global competition among businesses imposes a more effective and low-cost supply chain allowing firms to provide products at a desired quality, quantity, and time, with lower production costs. The latter include holding ... -
Exploiting task-based parallelism in Bayesian Uncertainty Quantification
(2015)We introduce a task-parallel framework for non-intrusive Bayesian Uncertainty Quantification and Propagation of complex and computationally demanding physical models on massively parallel computing architectures. The ... -
Forecasting Methods to Support the Decision Framework of Prosumers in Deregulated Markets
(2021)In the present paper, a profit maximization problem for a prosumer is formulated and solved. The prosumer selects the electricity procurement approach among the pool market and forward contracts. Instead of treating the ... -
From flakes to ribbons: The barrier factor of composites containing flakes of rectangular shape
(2022)We present a comprehensive computational and theoretical analysis of diffusion through flake composites in which the flakes are of rectangular shape, spanning the entire spectrum from squares to ribbons. Following a large ... -
Hierarchical Bayesian operational modal analysis: Theory and computations
(2020)This paper presents a hierarchical Bayesian modeling framework for the uncertainty quantification in modal identification of linear dynamical systems using multiple vibration data sets. This novel framework integrates the ... -
A hybrid downscaling approach for the estimation of climate change effects on droughts using a geo-information tool. Case study: Thessaly, Central Greece
(2016)Multiple linear regression is used to downscale large-scale outputs from CGCM2 (second generation CGCM of Canadian centre for climate monitoring and analysis) and ECHAM5 (developed at the Max Planck Institute for Meteorology), ... -
Implementation of an adaptive meta-model for Bayesian finite element model updating in time domain
(2017)This work explores the feasibility of integrating an adaptive meta-model into a finite element model updating formulation using dynamic response data. A Bayesian model updating approach based on a stochastic simulation ... -
A Learning-Based Spectrum Access Stackelberg Game: Friendly Jammer-Assisted Communication Confrontation
(2021)Defensive and offensive capabilities are both significant in communication confrontation games. By exploiting the above two capabilities, a new confrontation mechanism in the spectrum domain between two opposing teams ... -
Measurement of eco-efficiency and convergence: Evidence from a non-parametric frontier analysis
(2021)This study applies a nonparametric model to estimate the eco-efficiency across the US states over the period 1990–2017. To capture the environmental damage caused by anthropogenic activities, we utilize one global (CO2) ... -
Minimum weighted clustering algorithm for wireless sensor networks
(2015)Extending network lifetime is a primary design objective for a wireless sensor network (WSN). Efficient clustering among sensor nodes seems a promising solution to evenly balance energy consumption and thus extend node and ... -
Model-reduction techniques for reliability-based design problems of complex structural systems
(2016)This work presents a strategy for dealing with reliability-based design problems of a class of linear and nonlinear finite element models under stochastic excitation. In general, the solution of this class of problems is ... -
A novel integrated profit maximization model for retailers under varied penetration levels of photovoltaic systems
(2021)In contemporary energy markets, the Retailer acts as the intermediate between the generation and demand sectors. The scope of the Retailer is to maximize its profits by selecting the appropriate procurement mechanism and ... -
Optimal Dynamic Allocation of Collaborative Servers in Two Station Tandem Systems
(2019)We consider two-stage tandem queueing systems with one dedicated server in each station and a flexible server that can serve both stations. We assume exponential service times, linear holding costs accrued by jobs present ...