Stability of the Inventory-Backorder Process in the (R; S) Inventory/Production Model

2000 Mathematics Subject Classification: 60G52, 90B30.

Study on Robustness of Correlated Frailty Model

2000 Mathematics Subject Classifi cation: 62J12.

Coordinated pricing and inventory management

This dissertation mainly focuses on coordinated pricing and inventory management problems, where the related background is provided in Chapter 1. Several periodic-review models are then discussed in Chapters 2,3,4 and 5, respectively. Chapter 2 analyzes a deterministic single-product model, where a price adjustment cost incurs if the current selling price is changed from the previous period. We develop exact algorithms for the problem under different conditions and find out that computation complexity varies significantly associated with the cost structure. %Moreover, our numerical study indicates that dynamic pricing strategies may outperform static pricing strategies even when price adjustment cost accounts for a significant portion of the total profit. Chapter 3 develops a single-product model in which demand of a period depends not only on the current selling price but also on past prices through the so-called reference price. Strongly polynomial time algorithms are designed for the case without no fixed ordering cost, and a heuristic is proposed for the general case together with an error bound estimation. Moreover, our illustrates through numerical studies that incorporating reference price effect into coordinated pricing and inventory models can have a significant impact on firms' profits. Chapter 4 discusses the stochastic version of the model in Chapter 3 when customers are loss averse. It extends the associated results developed in literature and proves that the reference price dependent base-stock policy is proved to be optimal under a certain conditions. Instead of dealing with specific problems, Chapter 5 establishes the preservation of supermodularity in a class of optimization problems. This property and its extensions include several existing results in the literature as special cases, and provide powerful tools as we illustrate their applications to several operations problems: the stochastic two-product model with cross-price effects, the two-stage inventory control model, and the self-financing model.

Adoption of financial technologies: Implications for money demand and monetary policy

In this paper we argue that inventory models are probably not usefulmodels of household money demand because the majority of households does nothold any interest bearing assets. The relevant decision for most people is notthe fraction of assets to be held in interest bearing form, but whether to holdany of such assets at all. The implications of this realization are interesting and important. We find that(a) the elasticity of money demand is very small when the interest rate is small,(b) the probability that a household holds any amount of interest bearing assetsis positively related to the level of financial assets, and (c) the cost ofadopting financial technologies is positively related to age and negatively relatedto the level of education. Unlike the traditional methods of money demand estimation, our methodology allowsfor the estimation of the interest--elasticity at low values of the nominalinterest rate. The finding that the elasticity is very small for interest ratesbelow 5 percent suggests that the welfare costs of inflation are small. At interest rates of 6 percent, the elasticity is close to 0.5. We find thatroughly one half of this elasticity can be attributed to the Baumol--Tobin orintensive margin and half of it can be attributed to the new adopters or extensivemargin. The intensive margin is less important at lower interest rates and moreimportant at higher interest rates.

Mating system parameters in a high density population of andirobas in the Amazon forest

The objective of this work was to estimate the mating system parameters of a andiroba (Carapa guianensis) population using microsatellite markers and the mixed and correlated mating models. Twelve open‑pollinated progeny arrays of 15 individuals were sampled in an area with C. guianensis estimated density of 25.7 trees per hectare. Overall, the species has a mixed reproductive system, with a predominance of outcrossing. The multilocus outcrossing rate (t m = 0.862) was significantly lower than the unity, indicating that self‑pollination occurred. The rate of biparental inbreeding was substantial (t m ‑ t s = 0.134) and significantly different from zero. The correlation of selfing within progenies was high (r s = 0.635), indicating variation in the individual outcrossing rate. Consistent with this result, the estimate of the individual outcrossing rate ranged from 0.598 to 0.978. The multilocus correlation of paternity was low (r p(m) = 0.081), but significantly different from zero, suggesting that the progenies contain full‑sibs. The coancestry within progenies (Θ = 0.185) was higher and the variance effective size (Ne(v) = 2.7) was lower than expected for true half‑sib progenies (Θ = 0.125; Ne(v) = 4). These results suggest that, in order to maintain a minimum effective size of 150 individuals for breeding, genetic conservation, and environmental reforestation programs, seeds from at least 56 trees must be collected.

Mating system in Myracrodruon urundeuva (Anarcadiaceae): implications for conservation genetics

The aims of this study were to investigate the mating system of a fragmented population of the dioecious tropical tree Myracrodruon urundeuva Allemão, using five microsatellite loci and the mixed mating and correlated mating models. The study was conducted in the Estação Ecológica de Paulo de Farias (436 ha), where the population occupies about 142 ha. The mating system was estimated using 514 open-pollinated offspring, collected from 30 seed-trees. Estimates of the multilocus outcrossing rate confirm that the species is dioecious (t m = 1.0). Low levels of mating among relatives were detected in the population (1 - t s = 0.020). The estimate of paternity correlation (r p(m)) indicated that offsprings were composed of mixtures of half-sibs and full-sibs, with the latter occurring at a low frequency (average of 0.148). The estimated coancestry coefficient within families (Θ = 0.147) was larger and the effective population size (Ne(v)) was lower (Ne(v) = 2.98) than expected in progenies from panmictic populations (Θ = 0.125, Ne(v) = 4, respectively). In terms of conservation, the results indicate that to retain an effective population size of 150, is necessary to collect seeds from at least 50 seed-trees.

Study of adsorption isotherms of green coconut pulp

Brazil is considered one of the largest producers and consumers of tropical fruits. Green coconut (Cocos nucifera L.) stands out not only for its production and consumption, but also for the high amount of waste produced by coconut water industry and in natura consumption. Therefore, there is a need for utilization of this by-product. This study aims to study the adsorption isotherms of green coconut pulp and determine its isosteric heat of sorption. The adsorption isotherms at temperatures of 30, 40, 50, 60, and 70 °C were analyzed, and they exhibit type III behavior, typical of sugar rich foods. The experimental results of equilibrium moisture content were correlated by models present in the literature. The Guggenheim, Anderson and De Boer (GAB) model proved particularly good overall agreement with the experimental data. The heat of sorption determined from the adsorption isotherms increased with the decrease in moisture content. The heat of sorption is considered as indicative of intermolecular attractive forces between the sorption sites and water vapor, which is an important factor to predict the shelf life of dried products.

Investigations on Stochastic Storage Systems with Positive Service Time

In this thesis the queueing-inventory models considered are analyzed as continuous time Markov chains in which we use the tools such as matrix analytic methods. We obtain the steady-state distributions of various queueing-inventory models in product form under the assumption that no customer joins the system when the inventory level is zero. This is despite the strong correlation between the number of customers joining the system and the inventory level during lead time. The resulting quasi-birth-anddeath (QBD) processes are solved explicitly by matrix geometric methods

Mating system in Myracrodruon urundeuva (Anarcadiaceae): implications for conservation genetics

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Study of adsorption isotherms of green coconut pulp

O Brasil é considerado um dos maiores produtores e consumidores de frutas tropicais. O coco verde (Cocos nucifera L.) se destaca tanto em termos de produção e consumo quanto em quantidade de resíduos gerada por indústrias de água de coco e pelo consumo in natura. Portanto, existe uma necessidade de aproveitamento deste subproduto. Este trabalho teve por objetivo estudar as isotermas de adsorção da polpa de coco verde e determinação do calor isostérico de sorção. As isotermas de adsorção para as temperaturas de 30, 40, 50, 60 e 70 °C foram analisadas e evidenciaram curvas do tipo III, típicas de alimentos ricos em açúcares. Os dados experimentais de umidade de equilíbrio foram correlacionados por modelos da literatura. O modelo de GAB apresentou melhor concordância com os dados experimentais, entre os modelos avaliados. O calor isostérico de sorção é considerado um indicativo de forças atrativas intermoleculares entre os sítios de sorção de vapor de água, consequentemente, um importante fator para predizer a vida de prateleira de produtos desidratados.

Sistema de reprodução, parentesco e tamanho efetivo em sementes de polinização livre de populações fragmentadas de Copaifera langsdorffii Desf. por análise de locos microssatélites

Anthropogenic changes in the reproductive population density can affect the mating system and result in an increase in selfing and correlated matings. This study investigated the mating system in small fragmented populations of the insect pollinated tropical tree species Copaifera langsdorffii, using microsatellite loci and the mixed and correlated mating models. Open-pollinated seeds were collected from 15 seed-trees located in a small forest fragment (4.8 ha), denominated Bosque and from 14 other seed-trees located in other small forest fragments of the north-western region of São Paulo State. No significant differences were observed between the seed-trees from Bosque (tm=0.933±0.028) and other fragments (tm=0.971±0.032), although these estimates were significantly different from 1.0, suggesting that selfing was occurring. Differences between multilocus and unilocus outcrossing rate were significantly high in both seed-trees of Bosque (tm -ts=0.478±0.05) and other forest fragments (tm -ts=0.475±0.018), suggesting a spatial genetic structure in those stands. The results also showed high rates of correlated mating in the samples, indicating that a good part of the offspring were full-sibs. As a consequence of selfing, mating among relatives and correlated matings, the coancestry within families was equally high in the seed-trees of Bosque ((Θ=0.237) and in the seed-trees of the other forest fragments (Θ=0.241) and the effective population size was lower than expected in panmitic populations (Ne<4). The results were discussed, focusing on the sample size of seed-trees to collect seeds for genetic conservation and enviromental reforestation.

Study of adsorption isotherms of green coconut pulp

Brazil is considered one of the largest producers and consumers of tropical fruits. Green coconut (Cocos nucifera L.) stands out not only for its production and consumption, but also for the high amount of waste produced by coconut water industry and in natura consumption. Therefore, there is a need for utilization of this by-product. This study aims to study the adsorption isotherms of green coconut pulp and determine its isosteric heat of sorption. The adsorption isotherms at temperatures of 30, 40, 50, 60, and 70 °C were analyzed, and they exhibit type III behavior, typical of sugar rich foods. The experimental results of equilibrium moisture content were correlated by models present in the literature. The Guggenheim, Anderson and De Boer (GAB) model proved particularly good overall agreement with the experimental data. The heat of sorption determined from the adsorption isotherms increased with the decrease in moisture content. The heat of sorption is considered as indicative of intermolecular attractive forces between the sorption sites and water vapor, which is an important factor to predict the shelf life of dried products.

Long-term outcome of a school-based, universal approach to prevention of depression in adolescents

In this study. the authors examined the 2-, 3-, and 4-year outcomes of a school-based, universal approach to the prevention of adolescent depression. Despite initial short-term positive effects, these benefits were not maintained over time. Adolescents who completed the teacher-administered cognitive-behavioral intervention did not differ significantly from adolescents in the monitoring-control condition in terms of changes in depressive symptoms, problem solving, attributional style, or other indicators of psychopathology from preintervention to 4-year follow-up. Results were equivalent irrespective of initial level of depressive symptoms.

A comparison between three and five factor models of Pakistani personality data

The Eysenck Personality Questionnaire-Revised (EPQ-R), the Eysenck Personality Profiler Short Version (EPP-S), and the Big Five Inventory (BFI-V4a) were administered to 135 postgraduate students of business in Pakistan. Whilst Extraversion and Neuroticism scales from the three questionnaires were highly correlated, it was found that Agreeableness was most highly correlated with Psychoticism in the EPQ-R and Conscientiousness was most highly correlated with Psychoticism in the EPP-S. Principal component analyses with varimax rotation were carried out. The analyses generally suggested that the five factor model rather than the three-factor model was more robust and better for interpretation of all the higher order scales of the EPQ-R, EPP-S, and BFI-V4a in the Pakistani data. Results show that the superiority of the five factor solution results from the inclusion of a broader variety of personality scales in the input data, whereas Eysenck's three factor solution seems to be best when a less complete but possibly more important set of variables are input. (C) 2001 Elsevier Science Ltd. All rights reserved.

Dimensionality of the Rosenberg self-esteem scale and its relationships with the three- and five-factor personality models

The authors investigated the dimensionality of the French version of the Rosenberg Self-Esteem Scale (RSES; Rosenberg, 1965) using confirmatory factor analysis. We tested models of 1 or 2 factors. Results suggest the RSES is a 1-dimensional scale with 3 highly correlated items. Comparison with the Revised NEO-Personality Inventory (NEO-PI-R; Costa, McCrae, & Rolland, 1998) demonstrated that Neuroticism correlated strongly and Extraversion and Conscientiousness moderately with the RSES. Depression accounted for 47% of the variance of the RSES. Other NEO-PI-R facets were also moderately related with self-esteem.