The enhanced Russell-based directional distance measure with undesirable outputs: Numerical example considering CO2 emissions

Following the spirit of the enhanced Russell graph measure, this paper proposes an enhanced Russell-based directional distance measure (ERBDDM) model for dealing with desirable and undesirable outputs in data envelopment analysis (DEA) and allowing some inputs and outputs to be zero. The proposed method is analogous to the output oriented slacks-based measure (OSBM) and directional output distance function approach because it allows the expansion of desirable outputs and the contraction of undesirable outputs. The ERBDDM is superior to the OSBM model and traditional approach since it is not only able to identify all the inefficiency slacks just as the latter, but also avoids the misperception and misspecification of the former, which fails to identify null-jointness production of goods and bads. The paper also imposes a strong complementary slackness condition on the ERBDDM model to deal with the occurrence of multiple projections. Furthermore, we use the Penn Table data to help us explore our new approach in the context of environmental policy evaluations and guidance for performance improvements in 111 countries.

Necessary and sufficient conditions for optimality in constrained general sum stochastic games

In this paper we first derive a necessary and sufficient condition for a stationary strategy to be the Nash equilibrium of discounted constrained stochastic game under certain assumptions. In this process we also develop a nonlinear (non-convex) optimization problem for a discounted constrained stochastic game. We use the linear best response functions of every player and complementary slackness theorem for linear programs to derive both the optimization problem and the equivalent condition. We then extend this result to average reward constrained stochastic games. Finally, we present a heuristic algorithm motivated by our necessary and sufficient conditions for a discounted cost constrained stochastic game. We numerically observe the convergence of this algorithm to Nash equilibrium. (C) 2015 Elsevier B.V. All rights reserved.

Distribution of Healthcare resources II.Study and Comparison of a Linear Programming Problem and its Dual. Resolution and Evaluation of a Practical Case and its Programming using Excel and Win QSB.

[EN]This research had as primary objective to model different types of problems using linear programming and apply different methods so as to find an adequate solution to them. To achieve this objective, a linear programming problem and its dual were studied and compared. For that, linear programming techniques were provided and an introduction of the duality theory was given, analyzing the dual problem and the duality theorems. Then, a general economic interpretation was given and different optimal dual variables like shadow prices were studied through the next practical case: An aesthetic surgery hospital wanted to organize its monthly waiting list of four types of surgeries to maximize its daily income. To solve this practical case, we modelled the linear programming problem following the relationships between the primal problem and its dual. Additionally, we solved the dual problem graphically, and then we found the optimal solution of the practical case posed through its dual, following the different theorems of the duality theory. Moreover, how Complementary Slackness can help to solve linear programming problems was studied. To facilitate the solution Solver application of Excel and Win QSB programme were used.

Information relaxations and duality in stochastic dynamic programs

We describe a general technique for determining upper bounds on maximal values (or lower bounds on minimal costs) in stochastic dynamic programs. In this approach, we relax the nonanticipativity constraints that require decisions to depend only on the information available at the time a decision is made and impose a "penalty" that punishes violations of nonanticipativity. In applications, the hope is that this relaxed version of the problem will be simpler to solve than the original dynamic program. The upper bounds provided by this dual approach complement lower bounds on values that may be found by simulating with heuristic policies. We describe the theory underlying this dual approach and establish weak duality, strong duality, and complementary slackness results that are analogous to the duality results of linear programming. We also study properties of good penalties. Finally, we demonstrate the use of this dual approach in an adaptive inventory control problem with an unknown and changing demand distribution and in valuing options with stochastic volatilities and interest rates. These are complex problems of significant practical interest that are quite difficult to solve to optimality. In these examples, our dual approach requires relatively little additional computation and leads to tight bounds on the optimal values. © 2010 INFORMS.

Modelo de concurrencia de ADA: implementación y sus implicaciones en el interfaz con el entorno

El principal problema que impide actualmente una mayor utilización de las máquinas paralelas es la falta de herramientas de programación que permitan generar programas transportables a máquinas con diferentes prestaciones. En este trabajo se ha estudiado si los lenguajes con paralelismo explícito cumplen este requisito y son, por lo tanto, adecuados para programar este tipo de máquinas. El exceso de paralelismo, esto es, el uso de mayor paralelismo en el programa que el proporcionado por la máquina para esconder la latencia en la comunicación, se presenta en este trabajo como una solución a los problemas de eficiencia de los programas con paralelismo explícito cuando se ejecutan en máquinas que no tienen una granularidad adecuada. Con esta técnica, por lo tanto, los programas escritos con estos lenguajes pueden transportarse con eficiencia a diferentes máquinas. Para llevar a cabo el estudio de los lenguajes con paralelismo explícito, se ha desarrollado un modelo abstracto de paralelismo, en el cual un sistema está formado por una jerarquía de máquinas virtuales paralelas. Este modelo permite realizar un análisis genérico de la implementación de este tipo de lenguajes, ya sea sobre una máquina con sistema operativo o directamente sobre la máquina física. Este análisis genérico se ha aplicado a un lenguaje de este tipo, el lenguaje Ada. Se han estudiado las características específicas de Ada que pueden influir en la implementación eficiente del lenguaje, analizando también la propuesta de modificación del lenguaje correspondiente al proceso de revisión Ada 9X. Dentro del marco del modelo de paralelismo, se analiza también la problemática específica de las implementaciones del lenguaje sobre el sistema operativo. En este tipo de implementaciones, las interacciones de un programa con el entorno externo pueden causar ciertos problemas, como el bloqueo del proceso correspondiente del sistema operativo, que disminuyen el rendimiento del programa. Se analizan estos problemas y se proponen soluciones a los mismos. Se desarrolla en profundidad un ejemplo de este tipo de problemas: El acceso al estándar gráfico GKS desde Ada.---ABSTRACT---The major obstacle to the widespread utilization of the parallel machines is the lack of programming tools allowing the development of software portable between machines with different performance. This dissertation analyzes whether languages with explicit parallelism fulfil this requirement. The approach of using programs with more parallelism than available on the machine (parallel slackness) is presented. This technique can solve the efficiency problems appearing in the execution of programs with explicit parallelism over machines with a too coarse granularity. Therefore, with this approach programs can run efficiently on different machines. A new abstract model of parallelism allowing the generic study of the implementation of languages with explicit parallelism is developed. In this model, a parallel system is described by a hierarchy of parallel virtual machines. This generic analysis is applied to Ada language. Ada specific features with problematic implementation are identified and analyzed. The change proposals to Ada language in the frame of Ada 9X revisión process are also analyzed. The specific problematic of the language implementation on top of the operating system is studied under the scope of the parallelism model. With this kind of implementation, program interactions with extemal environments can lead to problems, like the blocking of the corresponding operating system process, decreasing the program execution performance. A practical example of this kind of problems, the access to GKS (Graphic Kernel System) from Ada programs, is analyzed and the implemented solution is described.

Application of a PERT-Type System and "Crashing" in a Food Service Operation

A pert-type system, a combination of the program evaluation and review technique (PERT) and the critical path method (CPM), might be used by the hospitality industry to improve planning and control of complex functions. The author discusses this management science technique and how it can assist.