In this paper we extend a stochastic discrete optimization approach so as to tackle the lot-sizing problem in manufacturing systems. In practice, with the surrogate methodology, the lot sizes are continuously adjusted on-line by the gradient-based approach. The lot sizing determines the number of parts batched together for production. We utilize the queueing approach that evidences the existenc...

A stationary renewal process based on iid random variables Xi is observed at a given time. The excess time, that is, the residual time until the next renewal event, is of course smaller then the total current X which consists of the residual time plus the current age. Nevertheless in certain types of data the distribution of the excess times is stochastically larger than that of Xi’s. We find n...

Generating optimal production schedules for manufacturing facilities is an area of great theoretical and practical importance. During the last decade, an effort has been made to reconcile the techniques developed by the AI and OR communities. The work described here aims to continue in this vein by showing how a class of well-defined stochastic scheduling problems can be mapped into a general s...

The present paper addresses an effective cyber defense model by applying information fusion based game theoretical approaches‎. ‎In the present paper, we are trying to improve previous models by applying stochastic optimal control and robust optimization techniques‎. ‎Jump processes are applied to model different and complex situations in cyber games‎. ‎Applying jump processes we propose some m...

Customers with positive demand lead times place orders in advance of their needs. A portfolio of customers with different demand lead times gives rise to what we call advance demand information. We develop effective inventory policies for a distribution system to account for this information. In particular, we study a centralized system with one warehouse serving multiple retailers under advanc...

the paper discusses the current state of research concerning railway network timetabling and traffic management. timetable effectiveness is governed by frequency, regularity, accurate running, recovery and layover times, as well as minimal headway, buffer times and waiting times. analytic (queuing) models and stochastic microsimulation are predominantly used for estimation of waiting times and ...

As a first step of treatment of landfill leachates (total COD – 1,430-3,810 mg/l, total nitrogen 90162 mg/l), a performance of laboratory UASB reactors has been investigated under mesophilic (30 C), sub-mesophilic (20 C) and psychrophilic (10 C) conditions. Under hydraulic retention times (HRT) of around 7 h, when the average organic loading rates (OLR) were around 5 g COD/l/day, the total COD ...