9 resultados para Chance-constrained model
em Consorci de Serveis Universitaris de Catalunya (CSUC), Spain
Resumo:
The paper presents a new model based on the basic Maximum Capture model,MAXCAP. The New Chance Constrained Maximum Capture modelintroduces astochastic threshold constraint, which recognises the fact that a facilitycan be open only if a minimum level of demand is captured. A metaheuristicbased on MAX MIN ANT system and TABU search procedure is presented tosolve the model. This is the first time that the MAX MIN ANT system isadapted to solve a location problem. Computational experience and anapplication to 55 node network are also presented.
Resumo:
Este trabajo presenta un Algoritmo Genético (GA) del problema de secuenciar unidades en una línea de producción. Se tiene en cuenta la posibilidad de cambiar la secuencia de piezas mediante estaciones con acceso a un almacén intermedio o centralizado. El acceso al almacén además está restringido, debido al tamaño de las piezas.AbstractThis paper presents a Genetic Algorithm (GA) for the problem of sequencing in a mixed model non-permutation flowshop. Resequencingis permitted where stations have access to intermittent or centralized resequencing buffers. The access to a buffer is restricted by the number of available buffer places and the physical size of the products.
Resumo:
This paper analyzes the role of financial development as a source of endogenous instability in small open economies. By assuming that firms face credit constraints, our model displays a complex dynamic behavior for intermediate values of the parameter representing the level of financial development of the economy. The basic implication of our model is that economies experiencing a process of financial development are more unstable than both very underdeveloped and very developed economies. Our instability concept means that small shocks have a persistent effect on the long run behavior of the model and also that economies can exhibit cycles with a very high period or even chaotic dynamic patterns.
Resumo:
We construct a utility-based model of fluctuations, with nominal rigidities andunemployment, and draw its implications for the unemployment-inflation trade-off and for the conduct of monetary policy.We proceed in two steps. We first leave nominal rigidities aside. We show that,under a standard utility specification, productivity shocks have no effect onunemployment in the constrained efficient allocation. We then focus on theimplications of alternative real wage setting mechanisms for fluctuations in un-employment. We show the role of labor market frictions and real wage rigiditiesin determining the effects of productivity shocks on unemployment.We then introduce nominal rigidities in the form of staggered price setting byfirms. We derive the relation between inflation and unemployment and discusshow it is influenced by the presence of labor market frictions and real wagerigidities. We show the nature of the tradeoff between inflation and unemployment stabilization, and its dependence on labor market characteristics. We draw the implications for optimal monetary policy.
Resumo:
We investigate the hypothesis that the atmosphere is constrained to maximize its entropy production by using a one-dimensional (1-D) vertical model. We prescribe the lapse rate in the convective layer as that of the standard troposphere. The assumption that convection sustains a critical lapse rate was absent in previous studies, which focused on the vertical distribution of climatic variables, since such a convective adjustment reduces the degrees of freedom of the system and may prevent the application of the maximum entropy production (MEP) principle. This is not the case in the radiative–convective model (RCM) developed here, since we accept a discontinuity of temperatures at the surface similar to that adopted in many RCMs. For current conditions, the MEP state gives a difference between the ground temperature and the air temperature at the surface ≈10 K. In comparison, conventional RCMs obtain a discontinuity ≈2 K only. However, the surface boundary layer velocity in the MEP state appears reasonable (≈3 m s-¹). Moreover, although the convective flux at the surface in MEP states is almost uniform in optically thick atmospheres, it reaches a maximum value for an optical thickness similar to current conditions. This additional result may support the maximum convection hypothesis suggested by Paltridge (1978)
Resumo:
Different climatic simulations have been obtained by using a 2-Dim horizontal energy balancemodel (EBM), which has been constrained to satisfy several extremal principles on dissipationand convection. Moreover, 2 different versions of the model with fixed and variable cloud-coverhave been used. The assumption of an extremal type of behaviour for the climatic system canacquire additional support depending on the similarities found with measured data for pastconditions as well as with usual projections for possible future scenarios
Resumo:
New results on the theory of constrained systems are applied to characterize the generators of Noethers symmetry transformations. As a byproduct, an algorithm to construct gauge transformations in Hamiltonian formalism is derived. This is illustrated with two relevant examples.
Resumo:
We study the relaxational dynamics of the one-spin facilitated Ising model introduced by Fredrickson and Andersen. We show the existence of a critical time which separates an initial regime in which the relaxation is exponentially fast and aging is absent from a regime in which relaxation becomes slow and aging effects are present. The presence of this fast exponential process and its associated critical time is in agreement with some recent experimental results on fragile glasses.
Resumo:
Motivated by experiments on activity in neuronal cultures [J. Soriano, M. Rodr ́ıguez Mart́ınez, T. Tlusty, and E. Moses, Proc. Natl. Acad. Sci. 105, 13758 (2008)], we investigate the percolation transition and critical exponents of spatially embedded Erd̋os-Ŕenyi networks with degree correlations. In our model networks, nodes are randomly distributed in a two-dimensional spatial domain, and the connection probability depends on Euclidian link length by a power law as well as on the degrees of linked nodes. Generally, spatial constraints lead to higher percolation thresholds in the sense that more links are needed to achieve global connectivity. However, degree correlations favor or do not favor percolation depending on the connectivity rules. We employ two construction methods to introduce degree correlations. In the first one, nodes stay homogeneously distributed and are connected via a distance- and degree-dependent probability. We observe that assortativity in the resulting network leads to a decrease of the percolation threshold. In the second construction methods, nodes are first spatially segregated depending on their degree and afterwards connected with a distance-dependent probability. In this segregated model, we find a threshold increase that accompanies the rising assortativity. Additionally, when the network is constructed in a disassortative way, we observe that this property has little effect on the percolation transition.