980 resultados para stochastic approximation algorithm


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This thesis Entitled Stochastic modelling and analysis.This thesis is divided into six chapters including this introductory chapter. In second chapter, we consider an (s,S) inventory model with service, reneging of customers and finite shortage of items.In the third chapter, we consider an (s,S) inventoiy system with retrial of customers. Arrival of customers forms a Poisson process with rate. When the inventory level depletes to s due to demands, an order for replenishment is placed.In Chapter 4, we analyze and compare three (s,S) inventory systems with positive service time and retrial of customers. In all these systems, arrivals of customers form a Poisson process and service times are exponentially distributed. In chapter 5, we analyze and compare three production inventory systems with positive service time and retrial of customers. In all these systems, arrivals of customers form a Poisson process and service times are exponentially distributed.In chapter 6, we consider a PH /PH /l inventory model with reneging of customers and finite shortage of items.

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The thesis entitled Analysis of Some Stochastic Models in Inventories and Queues. This thesis is devoted to the study of some stochastic models in Inventories and Queues which are physically realizable, though complex. It contains a detailed analysis of the basic stochastic processes underlying these models. In this thesis, (s,S) inventory systems with nonidentically distributed interarrival demand times and random lead times, state dependent demands, varying ordering levels and perishable commodities with exponential life times have been studied. The queueing system of the type Ek/Ga,b/l with server vacations, service systems with single and batch services, queueing system with phase type arrival and service processes and finite capacity M/G/l queue when server going for vacation after serving a random number of customers are also analysed. The analogy between the queueing systems and inventory systems could be exploited in solving certain models. In vacation models, one important result is the stochastic decomposition property of the system size or waiting time. One can think of extending this to the transient case. In inventory theory, one can extend the present study to the case of multi-item, multi-echelon problems. The study of perishable inventory problem when the commodities have a general life time distribution would be a quite interesting problem. The analogy between the queueing systems and inventory systems could be exploited in solving certain models.

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The objective of this thesis is to study the time dependent behaviour of some complex queueing and inventory models. It contains a detailed analysis of the basic stochastic processes underlying these models. In the theory of queues, analysis of time dependent behaviour is an area.very little developed compared to steady state theory. Tine dependence seems certainly worth studying from an application point of view but unfortunately, the analytic difficulties are considerable. Glosod form solutions are complicated even for such simple models as M/M /1. Outside M/>M/1, time dependent solutions have been found only in special cases and involve most often double transforms which provide very little insight into the behaviour of the queueing systems themselves. In inventory theory also There is not much results available giving the time dependent solution of the system size probabilities. Our emphasis is on explicit results free from all types of transforms and the method used may be of special interest to a wide variety of problems having regenerative structure.

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This thesis analyses certain problems in Inventories and Queues. There are many situations in real-life where we encounter models as described in this thesis. It analyses in depth various models which can be applied to production, storag¢, telephone traffic, road traffic, economics, business administration, serving of customers, operations of particle counters and others. Certain models described here is not a complete representation of the true situation in all its complexity, but a simplified version amenable to analysis. While discussing the models, we show how a dependence structure can be suitably introduced in some problems of Inventories and Queues. Continuous review, single commodity inventory systems with Markov dependence structure introduced in the demand quantities, replenishment quantities and reordering levels are considered separately. Lead time is assumed to be zero in these models. An inventory model involving random lead time is also considered (Chapter-4). Further finite capacity single server queueing systems with single/bulk arrival, single/bulk services are also discussed. In some models the server is assumed to go on vacation (Chapters 7 and 8). In chapters 5 and 6 a sort of dependence is introduced in the service pattern in some queuing models.

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In this thesis we study the effect of rest periods in queueing systems without exhaustive service and inventory systems with rest to the server. Most of the works in the vacation models deal with exhaustive service. Recently some results have appeared for the systems without exhaustive service.

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In this thesis we attempt to make a probabilistic analysis of some physically realizable, though complex, storage and queueing models. It is essentially a mathematical study of the stochastic processes underlying these models. Our aim is to have an improved understanding of the behaviour of such models, that may widen their applicability. Different inventory systems with randon1 lead times, vacation to the server, bulk demands, varying ordering levels, etc. are considered. Also we study some finite and infinite capacity queueing systems with bulk service and vacation to the server and obtain the transient solution in certain cases. Each chapter in the thesis is provided with self introduction and some important references

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Assembly job shop scheduling problem (AJSP) is one of the most complicated combinatorial optimization problem that involves simultaneously scheduling the processing and assembly operations of complex structured products. The problem becomes even more complicated if a combination of two or more optimization criteria is considered. This thesis addresses an assembly job shop scheduling problem with multiple objectives. The objectives considered are to simultaneously minimizing makespan and total tardiness. In this thesis, two approaches viz., weighted approach and Pareto approach are used for solving the problem. However, it is quite difficult to achieve an optimal solution to this problem with traditional optimization approaches owing to the high computational complexity. Two metaheuristic techniques namely, genetic algorithm and tabu search are investigated in this thesis for solving the multiobjective assembly job shop scheduling problems. Three algorithms based on the two metaheuristic techniques for weighted approach and Pareto approach are proposed for the multi-objective assembly job shop scheduling problem (MOAJSP). A new pairing mechanism is developed for crossover operation in genetic algorithm which leads to improved solutions and faster convergence. The performances of the proposed algorithms are evaluated through a set of test problems and the results are reported. The results reveal that the proposed algorithms based on weighted approach are feasible and effective for solving MOAJSP instances according to the weight assigned to each objective criterion and the proposed algorithms based on Pareto approach are capable of producing a number of good Pareto optimal scheduling plans for MOAJSP instances.

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The Brueckner-Hartree-Fock formalism is applied to study spin polarized neutron matter properties. Results of the total energy per particle as a function of the spin polarization and density are presented for two modern realistic nucleon-nucleon interactions, Nijmegen II and Reid93. We find that the dependence of the energy on the spin polarization is practically parabolic in the full range of polarizations. The magnetic susceptibility of the system is computed. Our results show no indication of a ferromagnetic transition which becomes even more difficult as the density increases.

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In this paper we propose a generalization of the density functional theory. The theory leads to single-particle equations of motion with a quasilocal mean-field operator, which contains a quasiparticle position-dependent effective mass and a spin-orbit potential. The energy density functional is constructed using the extended Thomas-Fermi approximation and the ground-state properties of doubly magic nuclei are considered within the framework of this approach. Calculations were performed using the finite-range Gogny D1S forces and the results are compared with the exact Hartree-Fock calculations

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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

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In this thesis we have presented several inventory models of utility. Of these inventory with retrial of unsatisfied demands and inventory with postponed work are quite recently introduced concepts, the latt~~ being introduced for the first time. Inventory with service time is relatively new with a handful of research work reported. The di lficuity encoLlntered in inventory with service, unlike the queueing process, is that even the simplest case needs a 2-dimensional process for its description. Only in certain specific cases we can introduce generating function • to solve for the system state distribution. However numerical procedures can be developed for solving these problem.

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Clustering schemes improve energy efficiency of wireless sensor networks. The inclusion of mobility as a new criterion for the cluster creation and maintenance adds new challenges for these clustering schemes. Cluster formation and cluster head selection is done on a stochastic basis for most of the algorithms. In this paper we introduce a cluster formation and routing algorithm based on a mobility factor. The proposed algorithm is compared with LEACH-M protocol based on metrics viz. number of cluster head transitions, average residual energy, number of alive nodes and number of messages lost

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Decimal multiplication is an integral part of financial, commercial, and internet-based computations. A novel design for single digit decimal multiplication that reduces the critical path delay and area for an iterative multiplier is proposed in this research. The partial products are generated using single digit multipliers, and are accumulated based on a novel RPS algorithm. This design uses n single digit multipliers for an n × n multiplication. The latency for the multiplication of two n-digit Binary Coded Decimal (BCD) operands is (n + 1) cycles and a new multiplication can begin every n cycle. The accumulation of final partial products and the first iteration of partial product generation for next set of inputs are done simultaneously. This iterative decimal multiplier offers low latency and high throughput, and can be extended for decimal floating-point multiplication.