3 resultados para Random Variable

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)


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This paper addresses the one-dimensional cutting stock problem when demand is a random variable. The problem is formulated as a two-stage stochastic nonlinear program with recourse. The first stage decision variables are the number of objects to be cut according to a cutting pattern. The second stage decision variables are the number of holding or backordering items due to the decisions made in the first stage. The problem`s objective is to minimize the total expected cost incurred in both stages, due to waste and holding or backordering penalties. A Simplex-based method with column generation is proposed for solving a linear relaxation of the resulting optimization problem. The proposed method is evaluated by using two well-known measures of uncertainty effects in stochastic programming: the value of stochastic solution-VSS-and the expected value of perfect information-EVPI. The optimal two-stage solution is shown to be more effective than the alternative wait-and-see and expected value approaches, even under small variations in the parameters of the problem.

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We study the asymptotic properties of the number of open paths of length n in an oriented rho-percolation model. We show that this number is e(n alpha(rho)(1+o(1))) as n ->infinity. The exponent alpha is deterministic, it can be expressed in terms of the free energy of a polymer model, and it can be explicitly computed in some range of the parameters. Moreover, in a restricted range of the parameters, we even show that the number of such paths is n(-1/2)We (n alpha(rho))(1+o(1)) for some nondegenerate random variable W. We build on connections with the model of directed polymers in random environment, and we use techniques and results developed in this context.

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Habitat use and the processes which determine fish distribution were evaluated at the reef flat and reef crest zones of a tropical, algal-dominated reef. Our comparisons indicated significant differences in the majority of the evaluated environmental characteristics between zones. Also, significant differences in the abundances of twelve, from thirteen analyzed species, were observed within and between-sites. According to null models, non-random patterns of species co-occurrences were significant, suggesting that fish guilds in both zones were non-randomly structured. Unexpectedly, structural complexity negatively affected overall species richness, but had a major positive influence on highly site-attached species such as a damselfish. Depth and substrate composition, particularly macroalgae cover, were positive determinants for the fish assemblage structure in the studied reef, prevailing over factors such as structural complexity and live coral cover. Our results are conflicting with other studies carried out in coral-dominated reefs of the Caribbean and Pacific, therefore supporting the idea that the factors which may potentially influence reef fish composition are highly site-dependent and variable.