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1.
The paper presents a bi-objective robust program to design a cost-responsiveness efficient emergency medical services (EMS) system under uncertainty. The proposed model simultaneously determines the location of EMS stations, the assignment of demand areas to EMS stations, and the number of EMS vehicles at each station to balance cost and responsiveness. We develop a robust counterpart approach to cope with the uncertain parameters in the EMS system. Extensive numerical studies are performed to demonstrate the benefits of our robust optimization approach. 相似文献
2.
We consider the situation when a scarce renewable resource should be periodically distributed between different users by a Resource Management Authority (RMA). The replenishment of this resource as well as users demand is subject to considerable uncertainty. We develop cost optimization and risk management models that can assist the RMA in its decision about striking the balance between the level of target delivery to the users and the level of risk that this delivery will not be met. These models are based on utilization and further development of the general methodology of stochastic programming for scenario optimization, taking into account appropriate risk management approaches. By a scenario optimization model we obtain a target barycentric value with respect to selected decision variables. A successive reoptimization of deterministic model for the worst case scenarios allows the reduction of the risk of negative consequences derived from unmet resources demand. Our reference case study is the distribution of scarce water resources. We show results of some numerical experiments in real physical systems. 相似文献
3.
T.O. Kvålseth 《Applied Mathematical Modelling》1978,2(3):209-215
This paper presents first- and second-order statistical models of the total emergency medical service (EMS) demand rate using socio-economic, demographic and other characteristics of an area as the exogenous variables. Due to the multicollinear or non-orthogonal nature of the exogenous data, parameter estimates result are compared with those derived from the ordinary least squares method and a related Bayesian approach. These models are shown to provide highly significant fits to the empirical data. It is suggested that such models possess considerable utility as quantitative tool for evaluating and planning EMS systems. 相似文献
4.
Ibrahim Çapar Sharif H Melouk Burcu B Keskin 《The Journal of the Operational Research Society》2017,68(7):792-808
In the development of strategy for the response to emergent incidents, emergency medical services (EMS) organizations must properly manage their resources while also adhering to response time mandates established by contractual agreements. Performance of an EMS system is typically measured by focusing on the response time of its first responders. However, given that some incidents require the response of multiple emergency vehicles, investigating only the initial response to incidents is inadequate. In this research, we propose two new metrics, in addition to the first response metric, to evaluate the performance of EMS operations: total response time and last responder response time. We develop three mixed integer programming formulations, each one focused on minimizing one of the three metrics, to model the assignment of emergency vehicles to incidents. We also propose a fourth model that combines the metrics via a weighted objective function. This model allows for the simultaneous consideration of the response metrics when evaluating the effectiveness of an emergency response dispatch policy. Experimental results, from comparisons of the models against a greedy dispatch policy, suggest the consideration of multiple response metrics leads to a more robust and effective dispatch policy. Finally, analysis using the models has potential to shape improved strategic and operational policies of EMS organizations. Journal of the Operational Research Society advance online publication, 29 June 2016; doi:10.1057/jors.2016.39 相似文献
5.
Masoumeh Kazemi Zanjani Daoud Ait-Kadi Mustapha Nourelfath 《European Journal of Operational Research》2010
This paper addresses a multi-period, multi-product sawmill production planning problem where the yields of processes are random variables due to non-homogeneous quality of raw materials (logs). In order to determine the production plans with robust customer service level, robust optimization approach is applied. Two robust optimization models with different variability measures are proposed, which can be selected based on the tradeoff between the expected backorder/inventory cost and the decision maker risk aversion level about the variability of customer service level. The implementation results of the proposed approach for a realistic-scale sawmill example highlights the significance of using robust optimization in generating more robust production plans in the uncertain environments compared with stochastic programming. 相似文献
6.
Choosing a suitable risk measure to optimize an option portfolio’s performance represents a significant challenge. This paper is concerned with illustrating the advantages of Higher order coherent risk measures to evaluate option risk’s evolution. It discusses the detailed implementation of the resulting dynamic risk optimization problem using stochastic programming. We propose an algorithmic procedure to optimize an option portfolio based on minimization of conditional higher order coherent risk measures. Illustrative examples demonstrate some advantages in the performance of the portfolio’s levels when higher order coherent risk measures are used in the risk optimization criterion. 相似文献
7.
A new probabilistic method, based on the Girsanov theorem, for establishing the strong Feller property of diffusion processes
in both finite and infinite dimensional spaces is proposed. Applications to second order stochastic differential equations,
stochastic delay equations and stochastic partial differential equations of parabolic type are discussed, with a twofold aim:
both to extend some older results, usually by weakening the assumptions on the drift term, and to obtain simpler proofs of
them.
Received: 13 December 1999 / Published online: 5 September 2000 相似文献
8.
We introduce and study a new concept of a weak elliptic equation for measures on infinite dimensional spaces. This concept
allows one to consider equations whose coefficients are not globally integrable. By using a suitably extended Lyapunov function
technique, we derive a priori estimates for the solutions of such equations and prove new existence results. As an application,
we consider stochastic Burgers, reaction-diffusion, and Navier-Stokes equations and investigate the elliptic equations for
the corresponding invariant measures. Our general theorems yield a priori estimates and existence results for such elliptic
equations. We also obtain moment estimates for Gibbs distributions and prove an existence result applicable to a wide class
of models.
Received: 23 January 2000 / Revised version: 4 October 2000 / Published online: 5 June 2001 相似文献
9.
Elif Tokar Erdemir Rajan Batta Peter A. Rogerson Alan Blatt Marie Flanigan 《European Journal of Operational Research》2010
Aeromedical and ground ambulance services often team up in responding to trauma crashes, especially when the emergency helicopter is unable to land at the crash scene. We propose location-coverage models and a greedy heuristic for their solution to simultaneously locate ground and air ambulances, and landing zones (transfer points). We provide a coverage definition based on both response time and total service time, and consider three coverage options; only ground emergency medical services (EMS) coverage, only air EMS coverage, or joint coverage of ground and air EMS in which the patient is transferred from an ambulance into an emergency helicopter at a transfer point. To analyze this complex coverage situation we develop two sets of models, which are variations of the Location Set Covering Problem (LSCP) and the Maximal Covering Location Problem (MCLP). These models address uncertainty in spatial distribution of motor vehicle crash locations by providing coverage to a given set of both crash nodes and paths. The models also consider unavailability of ground ambulances by drawing upon concepts from backup coverage models. We illustrate our results on a case study that uses crash data from the state of New Mexico. The case study shows that crash node and path coverage percentage values decrease when ground ambulances are utilized only within their own jurisdiction. 相似文献
10.
11.
Reliability and inventory levels of spare parts are major factors that determine the service level for the maintenance of machines provided by original equipment manufacturers (OEMs). In general, decisions on reliability and stock levels are made separately in practice, and academic literature offers little guidance on how to jointly make these two decisions. In order to fill in the gap in the literature and provide guidance to OEMs, we jointly model reliability and inventory problems. We consider three different service measures: aggregate fill rate, average downtime per system per year and expected total number of long downs in a year. Our models minimize the sum of holding and emergency shipment costs subject to a limited reliability improvement budget and a target service level. We develop an algorithm that considers reliability and inventory decisions simultaneously, test our solution approach on real-life and randomly generated data sets and compare the results with an approach that considers reliability and inventory decisions sequentially. Numerical results show substantial benefits of integrating reliability and inventory decisions. 相似文献
12.
In this paper, we study a single-sink transportation problem in which the production capacity of the suppliers and the demand
of the single customer are stochastic. Shipments are performed by capacitated vehicles, which have to be booked in advance,
before the realization of the production capacity and the demand. Once the production capacity and the demand are revealed,
there is an option to cancel some of the booked vehicles against a cancellation fee; if the quantity shipped from the suppliers
using the booked vehicles is not enough to satisfy the demand, the residual quantity is purchased from an external company.
The problem is to determine the number of vehicles to book in order to minimize the total cost. We formulate a two-stage and
a multistage stochastic mixed integer linear programming models to solve this problem and test them on a real case provided
by Italcementi, the primary Italian cement producer and the fifth largest cement producer in the world. We test the influence of different
scenario-tree structures on the solutions of the problem, as well as sensitivity of the results with respect to the cancellation
fee. 相似文献
13.
物流服务市场的不确定性会影响物流服务供应链的服务水平和收益。在考虑随机即时采购价格以及基础物流提供商在正常情况和应急情况下具有不同物流能力投资成本的情形下,引入期权机制研究不确定市场环境下物流服务供应链的优化决策,以提高物流服务供应链柔性和降低市场不确定性带来的风险。构建物流服务供应链的期权契约模型,采用Stackelberg博弈理论和优化算法分析和求得物流服务集成商的最优期权采购和即时采购策略,以及基础物流提供商的最优物流能力投资策略。结果表明即时采购价格将影响基础物流提供商和物流服务集成商的决策。最后通过数值分析研究即时采购价格的不确定程度对物流服务集成商和提供商的优化策略和利润的影响。 相似文献
14.
Stochastic dominance relations are well studied in statistics, decision theory and economics. Recently, there has been significant
interest in introducing dominance relations into stochastic optimization problems as constraints. In the discrete case, stochastic
optimization models involving second order stochastic dominance constraints can be solved by linear programming. However,
problems involving first order stochastic dominance constraints are potentially hard due to the non-convexity of the associated
feasible regions. In this paper we consider a mixed 0–1 linear programming formulation of a discrete first order constrained
optimization model and present a relaxation based on second order constraints. We derive some valid inequalities and restrictions
by employing the probabilistic structure of the problem. We also generate cuts that are valid inequalities for the disjunctive
relaxations arising from the underlying combinatorial structure of the problem by applying the lift-and-project procedure.
We describe three heuristic algorithms to construct feasible solutions, based on conditional second order constraints, variable
fixing, and conditional value at risk. Finally, we present numerical results for several instances of a real world portfolio
optimization problem.
This research was supported by the NSF awards DMS-0603728 and DMI-0354678. 相似文献
15.
This paper presents some convex stochastic programming models for single and multi-period inventory control problems where the market demand is random and order quantities need to be decided before demand is realized. Both models minimize the expected losses subject to risk aversion constraints expressed through Value at Risk (VaR) and Conditional Value at Risk (CVaR) as risk measures. A sample average approximation method is proposed for solving the models and convergence analysis of optimal solutions of the sample average approximation problem is presented. Finally, some numerical examples are given to illustrate the convergence of the algorithm. 相似文献
16.
A nonparametric statistical model of small diffusion type is compared with its discretization by a stochastic Euler difference
scheme. It is shown that the discrete and continuous models are asymptotically equivalent in the sense of Le Cam's deficiency
distance for statistical experiments, when the discretization step decreases with the noise intensity ε.
Received: 12 April 1996 / Revised version: 29 October 1997 相似文献
17.
Damir Filipović 《Probability Theory and Related Fields》2000,118(3):323-341
Viability and invariance problems related to a stochastic equation in a Hilbert space H are studied. Finite dimensional invariant C
2 submanifolds of H are characterized. We derive Nagumo type conditions and prove a regularity result: any weak solution, which is viable in
a finite dimensional C
2 submanifold, is a strong solution.
These results are related to finding finite dimensional realizations for stochastic equations. There has recently been increased
interest in connection with a model for the stochastic evolution of forward rate curves.
Received: 15 April 1999 / Revised version: 4 February 2000 / Published online: 18 September 2000 相似文献
18.
为了提升服务大规模定制(SMC)模式下供应链系统的运作柔性,应对客户较强的多样化需求特征,本文在对服务定制特征分析、服务阶段界定以及服务规模效应探讨的基础上,指出SCM模式下的供应链调度问题是一个典型的随机需求与随机资源约束的多目标动态优化问题。研究了SMC模式下供应链调度的优化目标与约束条件,建立了完整的随机多目标动态调度优化数学模型。基于SMC运作的特点,运用改进的蚁群算法对调度问题进行了求解。最后,通过实例分析了模型及算法的可行性、有效性及适用性。 相似文献
19.
Managing inventory and service levels in a safety stock‐based inventory routing system with stochastic retailer demands 下载免费PDF全文
The inherent uncertainty in supply chain systems compels managers to be more perceptive to the stochastic nature of the systems' major parameters, such as suppliers' reliability, retailers' demands, and facility production capacities. To deal with the uncertainty inherent to the parameters of the stochastic supply chain optimization problems and to determine optimal or close to optimal policies, many approximate deterministic equivalent models are proposed. In this paper, we consider the stochastic periodic inventory routing problem modeled as chance‐constrained optimization problem. We then propose a safety stock‐based deterministic optimization model to determine near‐optimal solutions to this chance‐constrained optimization problem. We investigate the issue of adequately setting safety stocks at the supplier's warehouse and at the retailers so that the promised service levels to the retailers are guaranteed, while distribution costs as well as inventory throughout the system are optimized. The proposed deterministic models strive to optimize the safety stock levels in line with the planned service levels at the retailers. Different safety stock models are investigated and analyzed, and the results are illustrated on two comprehensively worked out cases. We conclude this analysis with some insights on how safety stocks are to be determined, allocated, and coordinated in stochastic periodic inventory routing problem. Copyright © 2017 John Wiley & Sons, Ltd. 相似文献