Polynomial cases of the economic lot sizing problem with cost discounts

In this paper we study the economic lot sizing problem with cost discounts. In the economic lot sizing problem a facility faces known demands over a discrete finite horizon. At each period, the ordering cost function and the holding cost function are given and they can be different from period to period. There are no constraints on the quantity ordered in each period and backlogging is not allowed. The objective is to decide when and how much to order so as to minimize the total ordering and holding costs over the finite horizon without any shortages. We study two different cost discount functions. The modified all-unit discount cost function alternates increasing and flat sections, starting with a flat section that indicates a minimum charge for small quantities. While in general the economic lot sizing problem with modified all-unit discount cost function is known to be NP-hard, we assume that the cost functions do not vary from period to period and identify a polynomial case. Then we study the incremental discount cost function which is an increasing piecewise linear function with no flat sections. The efficiency of the solution algorithms follows from properties of the optimal solution. We computationally test the polynomial algorithms against the use of CPLEX.     

Online stochastic UAV mission planning with time windows and time-sensitive targets

In this paper we simultaneously consider three extensions to the standard Orienteering Problem (OP) to model characteristics that are of practical relevance in planning reconnaissance missions of Unmanned Aerial Vehicles (UAVs). First, travel and recording times are uncertain. Secondly, the information about each target can only be obtained within a predefined time window. Due to the travel and recording time uncertainty, it is also uncertain whether a target can be reached before the end of its time window. Finally, we consider the appearance of new targets during the flight, so-called time-sensitive targets, which need to be visited immediately if possible. We tackle this online stochastic UAV mission planning problem with time windows and time-sensitive targets using a re-planning approach. To this end, we introduce the Maximum Coverage Stochastic Orienteering Problem with Time Windows (MCS-OPTW). It aims at constructing a tour with maximum expected profit of targets that were already known before the flight. Secondly, it directs the planned tour to predefined areas where time-sensitive targets are expected to appear. We have developed a fast heuristic that can be used to re-plan the tour, each time before leaving a target. In our computational experiments we illustrate the benefits of the MCS-OPTW planning approach with respect to balancing the two objectives: the expected profits of foreseen targets, and expected percentage of time-sensitive targets reached on time. We compare it to a deterministic planning approach and show how it deals with uncertainty in travel and recording times and the appearance of time-sensitive targets.     

Confidence-based optimisation for the newsvendor problem under binomial,Poisson and exponential demand

We introduce a novel strategy to address the issue of demand estimation in single-item single-period stochastic inventory optimisation problems. Our strategy analytically combines confidence interval analysis and inventory optimisation. We assume that the decision maker is given a set of past demand samples and we employ confidence interval analysis in order to identify a range of candidate order quantities that, with prescribed confidence probability, includes the real optimal order quantity for the underlying stochastic demand process with unknown stationary parameter(s). In addition, for each candidate order quantity that is identified, our approach produces an upper and a lower bound for the associated cost. We apply this approach to three demand distributions in the exponential family: binomial, Poisson, and exponential. For two of these distributions we also discuss the extension to the case of unobserved lost sales. Numerical examples are presented in which we show how our approach complements existing frequentist—e.g. based on maximum likelihood estimators—or Bayesian strategies.     

On the generalized Weyl problem for flat metrics in the hyperbolic 3-space

The paper deals with the study of complete embedded flat surfaces in H³${\mathbb{H}}^3$ with a finite number of isolated singularities. We give a detailed information about its topology, conformal type and metric properties. We show how to solve the generalized Weyl?s problem of realizing isometrically any complete flat metric with Euclidean singularities in H³${\mathbb{H}}^3$ which gives the existence of complete embedded flat surfaces with a finite arbitrary number of isolated singularities.     

Lifespan of classical discontinuous solutions to general quasilinear hyperbolic systems of conservation laws with small BV initial data: Rarefaction waves

In the present paper the author investigates the global structure stability of Riemann solutions for general quasilinear hyperbolic systems of conservation laws under small BV perturbations of the initial data, where the Riemann solution contains rarefaction waves, while the perturbations are in BV but they are assumed to be C¹$C^1$-smooth, with bounded and possibly large C¹$C^1$-norms. Combining the techniques employed by Li–Kong with the modified Glimm’s functional, the author obtains a lower bound of the lifespan of the piecewise C¹$C^1$ solution to a class of generalized Riemann problems, which can be regarded as a small BV perturbation of the corresponding Riemann problem. This result is also applied to the system of traffic flow on a road network using the Aw–Rascle model.     

On the dynamics of radially symmetric granulomas

A granuloma is a collection of macrophages that contains bacteria or other foreign substances that the body?s immune response is unable to eliminate. In this paper we present a simple mathematical model of radially symmetric granuloma dynamics. The model consists of a coupled system of two semi-linear parabolic equations for the macrophage density, and the bacterial density. The boundary of the granuloma is free. This simple framework makes it possible to conduct a mathematical analysis of the system dynamics. In particular, we show that the model system has a unique solution, and that, depending on the biological parameters; the bacterial load either disappears over time or persists. We use numerical methods to establish the existence of stationary solutions and examine how a stationary solution changes with the reproductive rate of the bacteria. These simulations show that the structure of the granuloma breaks down as the reproductive rate of the bacteria increases.     

Debt–equity swap with finite time horizon—variational inequality approach

This paper concerns the finite-horizon optimal reorganization problem under debt–equity swap. The model of equity is formulated as a parabolic variational inequality, or equivalently, a free boundary problem, where the free boundary corresponds to the optimal reorganization boundary. The existence and uniqueness of the solution are proven and the behavior of the free boundary, such as smoothness, monotonicity and boundedness, is studied. To the best of our knowledge, this is the first complete set of results on debt–equity swap for finite maturity obtained using PDE techniques.     

Relaxation-time limit and initial layer in the isentropic hydrodynamic model for semiconductors

This work is concerned with the relaxation-time limit in the multidimensional isentropic hydrodynamic model for semiconductors in the critical Besov space. Firstly, we construct formal approximations of the initial layer solution to the nonlinear problem by the matched expansion method. Then, assuming some regularity of the solution to the reduced problem, and proves the existence of classical solutions in the uniform time interval where the reduced problem has a smooth solution and justify the validity of the formal approximations in any fixed compact subset of the uniform time interval.