[PDF] ALIO Back Matter

SB08
3 - Robust Buffer Allocation for Scheduling of a Project with
Predefined Milestones
Piotr Lebkowski, Professor, AGH University of Science and
Technology, Mickiewicza 30, Krakow, 30-059, Poland,
kamienicxka@poczta.fm
The paper discusses the problem of robust buffer allocation for Resource-
Constrained Project Scheduling Problem with predefined milestones, for which
execution deadlines have been established. To solve the problem, an algorithm is
proposed supporting insertion of unit time buffers, with the simultaneous
maximisation of new metrics of arrangement robustness. The presented results of
experimental research speak for usability of the solutions proposed.
4 - Simulation Model using the Transformed Inverse Function Applied
to Flowshop Production to Minimize the Sampling Costs, under the
Bayesian Revision and Markovian Processes Approach
Rodrigo Barbosa, PhD, Universidad Del Norte, Km. 5 vía a Puerto
Colombia, Barranquilla, Colombia, rbarbosa@uninorte.edu.co
Uncertainty is present in every department of analysis and statistical control, where
the inspector’s decision is not always the correct one. This investigation is based on
the study of CSP sampling plans for acceptance in series and by lots, where a
simulation model that uses the transformed inverse function has been designed to
this problem, under the Bayesian revision and Markovian process approach, where
sampling costs are minimized.
5 - Optimal Warm-up Periods When Simulating Queues
Winfried Grassmann, Professor Emeritus, University of
Saskatchewan, 110 Science Place, Department of Comuter Science,
Saskatoon, SK, S7N 5C9, Canada, grassman@cs.usask.ca
We investigate-by methods derived from uniformization-the optimal choice of the
initial state and the optimal length of warm-up periods when simulating queueing
systems. In tandem queues, the optimal warm-up period is typically reached once
the first job has passed through the system.
■ SB08
Aula 355- Third Floor
Oil Field Exploration and Development
Sponsor: Decision Analysis
Sponsored Session
Chair: Canan Ulu, University of Texas, IROM, B6500,
1 University Station, Austin, TX, 78712, United States of America,
canan.ulu@mccombs.utexas.edu
1 - Multivariate Real Options Valuation
Jim Dyer, University of Texas, Austin, TX, 78712, United States of
America, Jim.Dyer@mccombs.utexas.edu, Tianyang Wang
We have explored two approaches for solving a multi-factor real options problem by
approximating the underlying stochastic process for project value with (1) an
implied binomial tree and (2) a decision tree representation of the correlated cash
flows.
2 - A Constraint Programming Approach to the Problem
of Oil Well Drilling Scheduling with Resource Displacement and
Inventory Management
Thiago Serra, Universidade de São Paulo, Rua do Matao, 1010,
São Paulo, Brazil, tserra@ime.usp.br, Gilberto Nishioka,
Fernando Marcellino
So far, scheduling scarce resources for oil well drilling focused mainly on make-span
minimization targeting compatibility of activities and precedence constraints; and a
last approach included resource displacement. It is proposed a new model with
deeper analysis on compatibility issues, productivity maximization and lines
transportation. Despite previous criticism, constraint programming is used for being
easy to prototype and also due to late performance improvements in state-of-art
solvers.
3 - Portfolio Selection Through Simulation in a Maritime Terminal which
Supplies Oil for Four Refineries in Brazil
Claudio Limoeiro, Petrobras, Av. Nilo Peçanha,
151 - 7o andar, Centro, Rio de Janeiro, RJ, 20020-100, Brazil,
claudiolimoeiro@petrobras.com.br, Daniel Barry Fuller,
Eliahu Rosenbaum, Barbara Miranda
The study consisted of experimenting with simulation in order to foresee
operational bottlenecks and support the analysis of possible investments in tanks,
pipelines and piers which were expected to improve both regional logistics and
product quality. The fundamental goals considered were to supply all refineries fully
and in a balanced manner while minimizing the impact in the other operations of
the terminal which did not contribute to the refinery supplying, such as
transshipment.
ALIO / INFORMS International – 2010
30
■ SB09
Aula 356- Third Floor
Applied Probability
Contributed Session
Chair: Eugene Feinberg, Professor, Stony Brook University,
Department of Applied Mathematics, Stony Brook, NY, 11794-3600,
United States of America, eugene.feinberg@sunysb.edu
1 - Vulnerability of Disasters in Central America
Margarita Villagran de Leon, Vulnerability of Desastres in Central
America, Professor, University San Carlos, 9 Avenida 9-45 zona
11,Cum USAC, Faculty of Medicine, San Carlos Univ Z12,
Guatemala., 01011, Guatemala, margavilla2008@hotmail.com
Vulnerability,Seismic Hazard,Risk concepts are associated to Disasters. Seismic
Hazard Maps,Geological faults,Volcanic Chain are to earthquakes. Seismic Statistics
magnitudes, epicenter are important to develop Early Alert Systems. We use simple
Poisson probabilistic prediction for earthquakes. Optimization, Logistics for Resource
distribution allocation,learning Emergency Plan Lessons to rescue lives and obtain
funds are a goal.
2 - Markov Modulated Brownian Motion with Application to Fluid
Queues in Random Environment
Bernardo D’Auria, Visiting Professor, Universidad Carlos III
de Madrid, Avda Universidad, 30, Leganes, 28911, Spain,
bernardo.dauria@uc3m.es, Offer Kella
We present the analysis of a two-sided regulated Brownian motion whose
parameters together with the levels of the two reflecting barriers depend on an
external Markovian random environment. The process is interesting both from the
theoretical point of view and for its direct application to Brownian queues with
modulated buffer size. For this process we show how to compute the stationary
distribution and present some simple examples for the case of a fluid queue in a
two-state environment.
3 - Stochastic Stability and Control for Continuous-time Markovian
Jumps Linear Systems Associated with a Finite Number of
Jump Times
Cristiane Nespoli, UNESP - Universidade Estadual Júlio de Mesquita
Filho, Rua Roberto Simonsen 305, Presidente Prudente, 19060900,
Brazil, cnespoli@fct.unesp.br, Y.R.Z Cáceres, J.B.R. do Val
This work deals with the stochastic stability and optimal control involving
continuous-time MJLS. The horizon of the problem is defined by the occurrence of
a finite number of jumps. Based on the concept of T-stability, an optimal solution
for the problem with complete Markov states observation, and a sub-optimal
solution for the problem with incomplete state observation, both based on linear
matrix inequalities, are presented.
4 - Optimality of Trunk Reservation in an M/M/k/N Queue with Several
Types of Customers and Holding Costs
Eugene Feinberg, Professor, Stony Brook University, Department of
Applied Mathematics, Stony Brook, NY, 11794-3600, United States
of America, eugene.feinberg@sunysb.edu, Fenghsu Yang
We study optimal admission to an M/M/k/N queue with several customer types.
The cost structure consists of revenues collected from admitted customers and
holding costs, both of which depend on customer types. The goal is to find an
admission policy that minimizes average rewards per unit time. Under natural
assumptions we show that an optimal policy has a trunk reservation form.
Previously problems with the same holding costs for all customers have been
studied in the literature.
■ SB10
Aula 357- Third Floor
Applications of Game Theory in Decision Making
Sponsor: INFORMS Computing Society
Sponsored Session
Chair: Bo Chen, Professor, University of Warwick, Warwick Business
School, Gillbet Hill Road, Coventry, CV4 7AL, United Kingdom,
B.Chen@warwick.ac.uk
1 - Resource Allocation Games of Various Social Objectives
Bo Chen, Professor, University of Warwick, Warwick Business
School, Gillbet Hill Road, Coventry, CV4 7AL, United Kingdom,
B.Chen@warwick.ac.uk, Sinan Gurel
We study resource allocation games of two different cost components for individual
game players and various social costs. The total cost of each individual player
consists of the congestion cost and resource activation cost. The social costs we
consider are, respectively, the total of costs of all players and the maximum
congestion cost plus total resource activation cost. We assess the quality of Nash
equilibria in terms of the price of anarchy and the price of stability.