Stochastic processes and their applications semi-markov analysis of some inventory and queuing problems

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.

Skript Interprozesskommunikation

Das hier frei verfügbare Skript gehört zu einer gleichnamigen Vorlesung, die von Prof. Dr. Lutz Wegner bis zum Sommersemester 2007 gehalten wurde. Davor lief sie bis 1999 unter dem etwas irreführenden Titel „Ausgewählte Themen zu Rechnernetzen“. Behandelt wird die IPC in UNIX-basierten Rechnernetzen. Dazu gehören allgemeine Kenntnisse der Prozessumgebung, die fork- und exec-Systemaufrufe, Lock Files, Signale, Pipes, das Botschaftenkonzept (message queues), Semaphore, Shared Memory, Remote Procedure Calls, Sockets und Threads. Jedes Konzept wird mit kleinen Beispielen besprochen, die in C geschrieben sind. Der Quelltext liegt auf unseren Anlagen vor (für AIX, LINUX, Solaris). Grundlage der Vorlesung und des Skripts ist das ausgezeichnete Buch von John Shapley Gray „Interprocess Communications in UNIX“ aus dem Jahr 1998 bzw. die auf Linux angepasste Auflage desselben Buches „Interprocess Communications in LINUX“ aus dem Jahr 2003.

ADAM: A Decentralized Parallel Computer Architecture Featuring Fast Thread and Data Migration and a Uniform Hardware Abstraction

The furious pace of Moore's Law is driving computer architecture into a realm where the the speed of light is the dominant factor in system latencies. The number of clock cycles to span a chip are increasing, while the number of bits that can be accessed within a clock cycle is decreasing. Hence, it is becoming more difficult to hide latency. One alternative solution is to reduce latency by migrating threads and data, but the overhead of existing implementations has previously made migration an unserviceable solution so far. I present an architecture, implementation, and mechanisms that reduces the overhead of migration to the point where migration is a viable supplement to other latency hiding mechanisms, such as multithreading. The architecture is abstract, and presents programmers with a simple, uniform fine-grained multithreaded parallel programming model with implicit memory management. In other words, the spatial nature and implementation details (such as the number of processors) of a parallel machine are entirely hidden from the programmer. Compiler writers are encouraged to devise programming languages for the machine that guide a programmer to express their ideas in terms of objects, since objects exhibit an inherent physical locality of data and code. The machine implementation can then leverage this locality to automatically distribute data and threads across the physical machine by using a set of high performance migration mechanisms. An implementation of this architecture could migrate a null thread in 66 cycles -- over a factor of 1000 improvement over previous work. Performance also scales well; the time required to move a typical thread is only 4 to 5 times that of a null thread. Data migration performance is similar, and scales linearly with data block size. Since the performance of the migration mechanism is on par with that of an L2 cache, the implementation simulated in my work has no data caches and relies instead on multithreading and the migration mechanism to hide and reduce access latencies.

Admission Control for TCP Flows Using Packet Classes and Edge-to-edge Measurements of Aggregates

TCP flows from applications such as the web or ftp are well supported by a Guaranteed Minimum Throughput Service (GMTS), which provides a minimum network throughput to the flow and, if possible, an extra throughput. We propose a scheme for a GMTS using Admission Control (AC) that is able to provide different minimum throughput to different users and that is suitable for "standard" TCP flows. Moreover, we consider a multidomain scenario where the scheme is used in one of the domains, and we propose some mechanisms for the interconnection with neighbor domains. The whole scheme uses a small set of packet classes in a core-stateless network where each class has a different discarding priority in queues assigned to it. The AC method involves only edge nodes and uses a special probing packet flow (marked as the highest discarding priority class) that is sent continuously from ingress to egress through a path. The available throughput in the path is obtained at the egress using measurements of flow aggregates, and then it is sent back to the ingress. At the ingress each flow is detected using an implicit way and then it is admission controlled. If it is accepted, it receives the GMTS and its packets are marked as the lowest discarding priority classes; otherwise, it receives a best-effort service. The scheme is evaluated through simulation in a simple "bottleneck" topology using different traffic loads consisting of "standard" TCP flows that carry files of varying sizes

Logística de servicios en bancos

Este trabajo de grado inicialmente esta dado por una presentación de la logística a través del tiempo a nivel mundial y nacional, mostrando la situación actual del sector, con el fin de mostrar los diversos conceptos que de la logística se derivan, en este caso algunos como; servicio al cliente, relación con proveedores, trasporte, inventarios, entre otros. De igual manera verán algunas teorías de diferentes autores, que soportaran el porqué implementar la logística del servicio, enfoque principal de la investigación. Se presentaran temas como teoría de colas, balanceo de línea, balance de servicio y simulación de operaciones, todos enfocados a la implementación de los servicios prestados por un banco. Posteriormente, se dará una introducción del banco, en este caso el Banco Av Villas, en el cual nos basamos para realizar un modelo de simulación utilizando la herramienta PROMODEL, presentada en este trabajo. Finalmente presentamos los resultados de la investigación, con sus conclusiones y recomendaciones a los que se llegaron al terminar la investigación.

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Reach and grasp therapy: effects of the Gentle/G System assessing sub-acute stroke whole-arm rehabilitation

This paper reports preliminary results of a reach and grasp study of robot mediated neurorehabilitation. These results are presented on a case-by-case basis and give a good indication of a positive effect of robot mediated therapy. The study investigated both reach and grasp assistance and although it is not possible to attribute the response to the benefits of providing assistance of both modalities the study is a good indicator that this strategy should be pursued. The paper also reports on the benefits of motivational queues such as exercise scores and on subject attitudes to the robot mediated therapy.

Transport modelling: macro and micro simulation for the studied case of Funchal

The work done in this thesis attempts to demonstrate the importance of using models that can predict and represent the mobility of our society. To answer the proposed challenges two models were examined, the first corresponds to macro simulation with the intention of finding a solution to the frequency of the bus company Horários do Funchal, responsible for transport in the city of Funchal, and some surrounding areas. Where based on a simplified model of the city it was possible to increase the frequency of journeys getting an overall reduction in costs. The second model concerns the micro simulation of Avenida do Mar, where currently is being built a new roundabout (Praça da Autonomia), which connects with this avenue. Therefore it was proposed to study the impact on local traffic, and the implementation of new traffic lights for this purpose. Four possible situations in which was seen the possibility of increasing the number of lanes on the roundabout or the insertion of a bus lane were created. The results showed that having a roundabout with three lanes running is the best option because the waiting queues are minimal, and at environmental level this model will project fewer pollutants. Thus, this thesis presents two possible methods of urban planning. Transport modelling is an area that is under constant development, the global goal is to encourage more and more the use of these models, and as such it is important to have more people to devote themselves to studying new ways of addressing current problems, so that we can have more accurate models and increasing their credibility.

Avaliação em saúde bucal na perspectiva do usuário: enfoque ao estudo da acessibilidade organizacional

Due to the fact of oral health sector reestructuration within Brazilian public health politics, this work had the object of evaluating, under users point of view, the accessibility to oral health services in Santa Cruz (RN), focusing on the organizational aspect. To achieve this, questionnaires were given to users in their homes, considering the censitary sector. Nine sectors of the urban zone were evaluated, selected by chance, and one from the rural zone, selected by convenience. The sample was composed by 194 users, calculated considering the estimated prevalence of event represented by the indicator I ve never been to the dentist + I ve been to the dentist more than three years ago from the Projeto SB Brasil Report . To complement the results, interviews were made with others actors involved in the process of oral health care: professionals (dentists) and manager (Health Municipal Secretary). From the data obtained it was possible to identify that 12,9% of the population had never visited the dentist, and that the search for the service was not influenced by the users individual and socioeconomics characteristics, excepting the gender. It was verified that 36,1% of the users went to the dentist in less than one year, with the youngests (p<0,05) being among those who went to the dentist more frequently. 63,3% of the interviewed related that they found some kind of difficulty when they search for dentistry services, with the difficulties for schedule, the queues and the long wait among the most cited. It was identified that 43,2% of the users wait three weeks or more for the appointment. It is still pointed out that 71,4% of the interviewed find difficulties to get urgency appointment, the long wait to be attended by the dentist was the most found. 92,9% and 94,1% of the interviewed had never been headed to especialized appointments and complementary exams, respectively. Due to the data founded, it was possible to verify that the accessibility to oral health services in Santa Cruz (RN) is damaged by factors related to the organization of public polices developed, mainly in relation to the working process

Satisfação e percepção do usuário do SUS sobre o serviço público de saúde

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

Planejamento e controle da produção de cilindros para laminação: um estudo de caso quantitativo

Este trabalho apresenta um modelo de otimização-simulação aplicado em um estudo de caso real no setor de cilindros para laminação de uma siderúrgica, buscando melhorar o gerenciamento da área/equipamento gargalo da linha de produção. A simulação atuou em conjunto com um modelo de otimização da programação linear inteira (PLI) para melhorar o atendimento de prazo junto aos clientes em uma produção não seriada. Como resultado deste procedimento combinado da PLI e simulação, o processo produtivo foi otimizado e as filas de espera e o lead-time foram reduzidos, melhorando o atendimento aos clientes.

Fuzzy sets in distributed traffic control

The task of controlling urban traffic requires flexibility, adaptability and handling uncertain information spread through the intersection network. The use of fuzzy sets concepts convey these characteristics to improve system performance. This paper reviews a distributed traffic control system built upon a fuzzy distributed architecture previously developed by the authors. The emphasis of the paper is on the application of the system to control part of Campinas downtown area. Simulation experiments considering several traffic scenarios were performed to verify the capabilities of the system in controlling a set of coupled intersections. The performance of the proposed system is compared with conventional traffic control strategies under the same scenarios. The results obtained show that the distributed traffic control system outperforms conventional systems as far as average queues, average delay and maximum delay measures are concerned.

Proposta de um algoritmo híbrido de agendamento de grants baseado na priorização de filas para gerenciamento de recursos em WDM-PONs

As Redes Ópticas Passivas (Passive Optical Networks - PONs) vêm experimentando um sólido crescimento nas últimas décadas por terem sido concebidas como uma excelente alternativa para a solução de um dos maiores problemas para as redes de telecomunicações: o gargalo nas redes de acesso. A próxima geração desta tecnologia, as chamadas Next Genaration PONs (NG-PON), surgem como consequência da evolução das tecnologias ópticas e oferecem suporte aos serviços de próxima geração, melhorando os parâmetros de desempenho das TDM-PONs e inclusive aumentando a área de cobertura destas redes. Esta expansão geográfica beneficia as empresas de telecomunicações que passam a focar seus esforços na simplificação de suas infra-estruturas através da unificação das redes metropolitanas, de acesso e de backhaul, reduzindo a quantidade de nós e, consequentemente, de custos operacionais e financeiros. Trata-se de uma significativa mudança no cenário das redes de acesso que passam a ter grandes distâncias entre as Optical Network Units (ONUs) e o Central Office (CO) e uma imensa variedade de serviços, tornando fundamental a presença de algoritmos de agendamento capazes de gerenciar todos os recursos compartilhados de forma eficiente, ao mesmo tempo que garantem controle e justeza na alocação dinâmica dos tráfegos upstream e downstream. É a partir deste contexto que esta dissertação tem como objetivo geral apresentar a proposta de um algoritmo híbrido de agendamento de grants baseado na priorização de filas (Hybrid Grant Scheduler based on Priority Queuing – HGSPQ), que além de gerenciar todos os recursos em WDM-PONs, busca oferecer eficiência e controle ao Optical Line Terminal (OLT) no agendamento dinâmico dos tráfegos. Os resultados apresentados foram extraídos de cenários desenvolvidos em ambiente de simulação computacional e se baseiam nas métricas de atraso e vazão para avaliação de seu desempenho. Também será avaliado como a quantidade de recursos no OLT interfere nestas métricas.

Incorporating priorities for waiting customers in the hypercube queuing model with application to an emergency medical service system in Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)