Question selection responding to information on customers from heterogeneous populations to select offers that maximize expected profit

The advent of Internet broking pages allows customers to ‘apply’ to a number of different companies at one time, leading to multiple offers made to a customer. The saturated condition of the personal financial products has led to falling ‘take’ rates. Financial institutions are trying to increase the ‘take’ rates of their personal financial products. Applicants for credit will have to provide information for risk assessment, which can be used to assess the probability of a customer accepting an offer. Interactive channels such as the Internet and telephone allow questions that are asked to depend on previous answers. The questions selected need to provide information to assess the probability of acceptance of a particular variant of financial product. In this paper, we investigate a model to predict the best offer to extend next to a customer based on the response for the questions, as well as the question selection itself.     

煤层注水非线性渗流方程的解析解及应用

本文运用流体力学,多孔介质流体动力学,渗流理论等理论知识,结合实验室和现场试验,从理论上对煤层注水预湿煤体机理进行了研究.分析了煤层注水过程,建立起了煤层注水的数学模型;对煤层注水的边界条件进行了描述.由于描述煤层注水的方程组为非线性的,为简化它们,利用了因次分析理论,引入了注水压力,渗透速度,煤水份增加量等无因次量.之后讨论了其解析和近似解.另外:结合实际煤层注水的科研项目,说明了该理论指导煤层注水及设计的作用和重要性.     

The utility of returns to scale in DEA programming: An analysis of Michigan rural hospitals

In 1984, Banker, Charnes, and Cooper introduced the capability of using data envelopment analysis to assess increasing, decreasing, or constant returns to scale. This analysis would appear to make an important contribution to the health care field because of the regulatory environment within which the industry exists and the competition among hospitals for additional services and capacity. In many states, hospitals must submit a “certificate of need” to prove eligibility to add capacity or services. Agency administrators at the state level should analyze each hospital's production performance to determine the effectiveness of resource utilization. Residents of a state where hospitals are regulated need to know the effectiveness of agencies in allowing resources to be properly allocated to hospitals. Returns to scale analysis can help provide answers to these concerns. We examine Michigan rural hospitals and propose a simple, yet logical procedure for evaluating returns to scale for technically inefficient hospitals.     

A multivariate adaptive regression splines cutting plane approach for solving a two-stage stochastic programming fleet assignment model

The fleet assignment model assigns a fleet of aircraft types to the scheduled flight legs in an airline timetable published six to twelve weeks prior to the departure of the aircraft. The objective is to maximize profit. While costs associated with assigning a particular fleet type to a leg are easy to estimate, the revenues are based upon demand, which is realized close to departure. The uncertainty in demand makes it challenging to assign the right type of aircraft to each flight leg based on forecasts taken six to twelve weeks prior to departure. Therefore, in this paper, a two-stage stochastic programming framework has been developed to model the uncertainty in demand, along with the Boeing concept of demand driven dispatch to reallocate aircraft closer to the departure of the aircraft. Traditionally, two-stage stochastic programming problems are solved using the L-shaped method. Due to the slow convergence of the L-shaped method, a novel multivariate adaptive regression splines cutting plane method has been developed. The results obtained from our approach are compared to that of the L-shaped method, and the value of demand-driven dispatch is estimated.     

Hemivariational inequality approach to constrained problems for star-shaped admissible sets

The hemivariational inequality approach is applied to establish the existence of solutions to a large class of nonconvex constrained problems in a reflexive Banach space. The admissible sets are supposed to be star-shaped with respect to a ball. Due to a discontinuity property of the Clarke directional differential related to the corresponding distance functions, the proposed method permits one to attain the solution without passing to zero with the penalization parameter. Some applications to nonconvex constrained variational problems illustrate the theory.     

Mathematical programming modeling of the Response Time Variability Problem

The Response Time Variability Problem (RTVP) is a scheduling problem that has recently been defined in the literature. The RTVP has a broad range of real-life applications from manufacturing to services and information technology. A previous study developed a position exchange heuristic to apply to initial sequences for the RTVP, and a MILP (Mixed Integer Linear Programming) to obtain optimal solutions with a practical limit of 25 units to be scheduled. This paper aims to improve the best mathematical programming model developed thus far in order to solve larger instances up to 40 units to optimality. The contribution of this paper is 4-fold: (i) larger instances can be solved to optimality by the off the shelf standard software; (ii) the new optimal solutions of the RTVP can be used to compare the results of heuristic procedures; (iii) the importance of modeling is demonstrated, as well as the huge impact that reformulation, redundant constraints and the elimination of symmetries have on the efficiency of MILPs is clearly established; finally (iv) a challenge to develop a customized optimization algorithm to rival the MILP solution efficiency for the RTVP is put forward.     

Damage analysis of arch concrete dams subjected to underwater explosion

The nonlinear behavior of arch concrete dams subjected to underwater explosions was investigated. Pressure waves were spherically modeled using a 3-D finite element method. The nonlinear behavior of concrete was modeled using the concrete damage plasticity model. In addition, absolute wave formulation was used to develop a fully-coupled model incorporating the propagation of the shock wave and water–dam interaction. Analysis of an arch concrete dam subject to underwater explosion was performed upon model verification. The dynamic response of the dam subject to the underwater explosion was studied for different sizes of explosions at different depths. The results showed that the closer the point to the explosive source, the sooner the impression and damage was caused by the blast. It was clear that the middle part of the dam facing the explosion was the first location to incur damage and then cracks extended to the downstream face and abutments. Finally, cracks extended to the bottom of the dam. The results of the dynamic analysis and dissipated energy by the loss of elements’ resistance indicated that the time slice of 150 ms was appropriate to analyze arch concrete dam structure subject to an underwater explosion. In addition, for a given amount of explosives, an increase in the depth of explosion corresponded to an increase in the maximum displacement of the upstream face of the dam. The results also confirmed that the damage distribution to the arch concrete dam subject to an underwater explosion depended upon the amount and depth of explosive materials.     

Modelling ship operational reliability over a mission under regular inspections

A ship is required to operate for a fixed mission period. Should a critical item of equipment fail at sea, the ship is subject to a costly event with potentially high risk to ship and crew. Given warning of a pending defect, the ship can try to return to port under its own power and thus attempt to avoid an at sea failure. Defects which lead to a failure are detected by inspection, and the task is to select the appropriate frequency of inspection to balance the number of occasions that a ship fails at sea and the number of preventive inspection based returns to port during a mission to correct a defect. The modelling entails using the delay time concept. Expressions are established for the expected number of preventive and failure returns over a mission, and an example given of a cost based balance to select an optimal inspection period. Although addressing ship reliability, the model has relevance to the mission reliability of any repairable equipment with remote main repair facilities.     

Distribution of the time to explosion for one-dimensional diffusions

We study the distribution of the time to explosion for one-dimensional diffusions. We relate this question to the computation of expectations of suitable nonnegative local martingales. Moreover, we characterize the distribution function of the time to explosion as the minimal solution to a certain Cauchy problem for an appropriate parabolic differential equation; this leads to alternative characterizations of Feller’s criterion for explosions. We discuss in detail several examples for which it is possible to obtain analytic expressions for the corresponding distribution of the time to explosion, using the methodologies developed in the paper.     

Optimality and robustness of combinations of moving averages

A combination of moving averages has been shown previously to be more accurate than simple moving averages, under certain conditions, and to be more robust to non-optimal parameter specification. However, the use of the method depends on specification of three parameters: length of greater moving average, length of shorter moving average, and the weighting given to the former. In this paper, expressions are derived for the optimal values of the three parameters, under the conditions of a steady state model. These expressions reduce a three-parameter search to a single-parameter search. An expression is given for the variance of the sampling error of the optimal combination of moving averages and this is shown to be marginally greater than that for exponentially weighted moving averages (EWMA). Similar expressions for optimal parameters and the resultant variance are derived for equally weighted combinations. The sampling variance of the mean of such combinations is shown to be almost identical to the optimal general combination, thus simplifying the use of combinations further. It is demonstrated that equal weight combinations are more robust than EWMA to noise to signal ratios lower than expected, but less robust to noise to signal ratios higher than expected.     

Multigrid second-order accurate solution of parabolic control-constrained problems

A mesh-independent and second-order accurate multigrid strategy to solve control-constrained parabolic optimal control problems is presented. The resulting algorithms appear to be robust with respect to change of values of the control parameters and have the ability to accommodate constraints on the control also in the limit case of bang-bang control. Central to the development of these multigrid schemes is the design of iterative smoothers which can be formulated as local semismooth Newton methods. The design of distributed controls is considered to drive nonlinear parabolic models to follow optimally a given trajectory or attain a final configuration. In both cases, results of numerical experiments and theoretical twogrid local Fourier analysis estimates demonstrate that the proposed schemes are able to solve parabolic optimality systems with textbook multigrid efficiency. Further results are presented to validate second-order accuracy and the possibility to track a trajectory over long time intervals by means of a receding-horizon approach.     

快递企业航空货运网络的构建

快递业竞争激烈,构建高效合理的航空货运网络是快递企业提高竞争力的重要手段。“枢纽—辐射”式航空货运网络是整合航空快递资源、提高航空快递资源利用效率、提高快递企业竞争力的有效模式。本文以降低航空快递网络成本、加快航空快递处理时间为目标,从航空快递网络枢纽的选取、指派关系的确定、枢纽个数的选择三个方面研究了航空快递网络模型建立问题,选用遗传算法求解不同枢纽个数下航空快递网络的运输成本,并据此进行枢纽的选取,运用重力模型法进行指派关系的确定,在此基础上运用超效率DEA模型确定枢纽个数。接着,以包含17个节点的顺丰航空快递网络的规划为例,对本文所提出的模型和算法进行了验证,验证结果证实了模型的合理性。本文的研究为快递企业构建航空货运网络提供了科学实用的方法,该方法的使用可以降低航空货运成本,提高效率,从而提高快递企业的竞争力。     

基于遗传算法的多目标柔性工作车间调度问题求解

本文针对柔性工作车间调度问题给出了一个有意义的综合目标尽可能缩短制造周期的同时尽可能的减少机器负荷。由于传统遗传算法在多目标柔性工作车间调度问题上的局限性，我们提出了一种改进遗传算法：首先，我们给出了针对综合目标的工序调度算法获得初始集合；接着，针对柔性工作车间调度问题的特点，我们在常用的基于工序顺序的编码方法上融入了基于机器分配的编码方法，并据此设计了相应的交叉变异操作；最后借鉴了物种进化现象中的环境迁移思想设计了解决多目标优化问题的迁移操作。实验结果表明，改进的遗传算法在多目标柔性工作车间调度问题的解决上要优于传统遗传算法。     

The Design of Routes,Service Frequencies,and Schedules for a Municipal Bus Undertaking: A Case Study

This paper describes a case study of the reorganization of a municipal bus undertaking. The terms of reference were to consider reorganizing the route structure, to advise on frequencies to operate on the chosen routes, to compile timetables, and to design bus schedules so that the recommended system could be implemented with the minimum number of active buses. Theoretically, all of these variables can interact and one global model should be used to optimize the entire system simultaneously. In practice, the components of this problem had to be uncoupled and tackled separately. An heuristic model designed to provide a "good" route network was developed. Service frequencies were allocated to routes so that a measure of service to passengers was maximized. Bus timetables were compiled using conventional methods and a linear programming model used to assign individual buses to journeys. A new scheme based on the recommendations of the study has been implemented. It is expected that it will reduce the annual operating deficit by [pound]35,000 without appreciably decreasing the overall level of service offered.     

POSSIBILITIES AND LIMITATIONS OF USING HISTORIC PROVENANCE TESTS TO INFER FOREST SPECIES GROWTH RESPONSES TO CLIMATE CHANGE

Abstract. Under projected changes in global climate, the growth and survival of existing forests will depend on their ability to adjust physiologically in response to environmental change. Quantifying their capacity to adjust and whether the response is species‐ or population‐specific is important to guide forest management strategies. New analyses of historic provenance tests data are yielding relevant insights about these responses. Yet, differences between the objectives used to design the experiments and current objectives impose limitations to what can be learned from them. Our objectives are (i) to discuss the possibilities and limitations of using such data to quantify growth responses to changes in climate and (ii) to present a modeling approach that creates a species‐ and population‐specific model. We illustrate the modeling approach for Larix occidentalis Nutt. We conclude that the reanalysis of historic provenance tests data can lead to the identification of species that have population‐specific growth responses to changes in climate, provide estimates of optimum transfer distance for populations and species, and provide estimates of growth changes under different climate change scenarios. Using mixed‐effects modeling techniques is a sound statistical approach to overcome some of the limitations of the data.     

Gaussian Curvature and Gyroscopes

We relate Gaussian curvature to the gyroscopic force, thus giving a mechanical interpretation of the former and a geometrical interpretation of the latter. We do so by considering the motion of a spinning disk constrained to be tangent to a curved surface. It is shown that the spin gives rise to a force on the disk that is equal to the magnetic force on a point charge moving in a magnetic field normal to the surface, of magnitude equal to the Gaussian curvature, and of charge equal to the disk's axial spin. In a special case, this demonstrates that the precession of Lagrange's top is due to the curvature of a sphere determined by the parameters of the top. © 2017 Wiley Periodicals, Inc.     

Design of the drop-off-pick-up zones in buildings: the case of private transportation at the female university of Riyadh

The design of the building that is going to hold the operations to pick-up the female students by private vehicles when classes are finished is presented for an Arabian university. The premises have been designed to maximize the capacity of the parking arrangement and maintain a constant and quick flow of vehicles within complex sociological constraints. Architects, traffic engineers and simulation specialists have concurrently designed a building that has to give service to 4500 vehicles within 1?h. The solution is based on three pillars: just-in-time, to simplify the tasks and laminate the demand so the flow rates are evenly distributed; information technologies, to maximize the probability of the students being ready when the corresponding vehicle arrives; and discrete-event simulation to abstract the complex procedures in a realistic, dynamic way and to visualize the movement so as to transmit credibility on the selected design to all the parties involved.     

Imprecise stochastic orders and fuzzy rankings

We extend the notion of stochastic order to the pairwise comparison of fuzzy random variables. We consider expected utility, stochastic dominance and statistical preference, which are related to the comparisons of the expectations, distribution functions and medians of the underlying variables, and discuss how to generalize these notions to the fuzzy case, when an epistemic interpretation is given to the fuzzy random variables. In passing, we investigate to which extent the earlier extensions of stochastic dominance and expected utility to the comparison of sets of random variables can be useful as fuzzy rankings.