in this paper, we propose a sensitivity analysis for evaluating the effectiveness of recovery solutions in the case of disturbed rail operations. indeed, when failures or breakdowns occur during daily service, new strategies have to be implemented so as to react appropriately and re-establish ordinary conditions as rapidly as possible. in this context, the use of rail simulation is vital: for e...

In this paper, impacts of various uncertainties such as random outages of generating units and transmission lines, forecasting errors of load demand and wind power, in the presence of Demand response (DR) programs on power generation scheduling are studied. The problem is modelled in the form of a two-stage stochastic unit commitment (UC) which by solving it, the optimal solutions of UC as well...

Using Greedy Clustering Method to Solve Capacitated Location-Routing Problem with Fuzzy Demands Abstract In this paper, the capacitated location routing problem with fuzzy demands (CLRP_FD) is considered. In CLRP_FD, facility location problem (FLP) and vehicle routing problem (VRP) are observed simultaneously. Indeed the vehicles and the depots have a predefined capacity to serve the customerst...

In this paper, we deal with the pricing of power options when the dynamics of the risky underling asset follows the double stochastic volatility with double jump model. We prove efficiency of our considered model by fast Fourier transform method, Monte Carlo simulation and numerical results using power call options i.e. Monte Carlo simulation and numerical results show that the fast Fourier tra...

abstract long-term historical weather data are needed to conduct crop simulation analysis. simulated climatic data may be used when long series of historic data are not available or convenient or when future data are needed. the aim of this study was to generate daily weather values for maximum and minimum air temperatures. a number of weather generators are compared here. data from ten station...

this paper presents a new formulation for warehouse inventory management in a stochastic situation. the primary source of this formulation is derived from fp model, which has been proposed by fletcher and ponnambalam for reservoir management. the new proposed mathematical model is based on the first and the second moments of storage as a stochastic variable. using this model, the expected value...

In this paper, the performance of a Ring Laser Gyro based inertial navigation is investigated. Dynamic and stochastic modeling are applied to gyro simulation and performance evaluation. In the dynamic model, some parameters such as scale factor and environmental sensitivity have been determined, whereas in the stochastic model, the other parameters such as random drift and measurement noise...