Bandwidth allocation in ATM networks

In an ATM network, bandwidth is allocated at different levels and in different stages. At the physical level, the ATM topology can be dynamically reconfigured by adding/removing truns between ATM switches. This allocation of bandwidth is made possible by the SONET Synchronous Transfer Mode (STM) infrastructure equipped with Digital Cross Connect Systems (DCSs). We will refer to this allocation asSTM allocation. At the ATM level, we can allocate bandwidth to individual Virtual Circuits (ATM-VC allocation) as well as to Virtual Paths (ATM-VP allocation). For example, in order to implement the Connectionless Network Access layer functions we find it convenient to organize the Virtual Paths in a Connectionless Overlay Network. This introduces another type of bandwidth allocation (CLS allocation). In this paper, we address and formulate the above bandwidth allocation problems, and propose efficient techniques for their solution. We illustrate these techniques with examples based on STM and CLS allocation, respectively.This work was jointly supported by the Brazilian National Science Council (CNPq) and NSF.     

Fixed charge problems with identical fixed charges

The general problem considered by this paper is a special case of the fixed-charge problem. The further condition imposed is that all variables have the same associated fixed-charge. The problem is discussed in the context of a known commercial application, that being the cutting stock problem. The situation considered is that of cutting given numbers of small rectangles from large rectangular stock-plates. In many such situations major aims are to have low stock-plate usage and a low number of setups of the cutting equipment. These represent conflicting objectives capable of being combined by the use of fixed charges upon the setups but this paper presents an alternative approach incorporating direct manipulation of the number of setups involved in the solution. This approach is compared to a solution technique for the general fixed-charge problem.     

An impossibility result for housing markets with fractional endowments

The housing market setting constitutes a fundamental model of exchange economies of goods. House allocation with fractional endowments of houses was considered by Athanassoglou and Sethuraman (2011) who posed the open problem whether individual rationality, efficiency, and weak strategyproofness are compatible for the setting. We show that the three axioms are incompatible.     

Strategic bilateral exchange of a bad

A private bad is a commodity that causes its owner disutility. We study the bilateral exchange of a bad for a good that provides utility. Considering the exchange price to be fixed, we determine the first-best choice of a single agent and study its properties, then investigate the equilibrium strategies of the two-player game. We characterize the normalized equilibrium à la Rosen (1965), and also provide a Pareto optimal allocation scheme that is beneficial and fair for the two players.     

Some new notions of dependence with applications in optimal allocation problems

Dependence structures of multiple risks play an important role in optimal allocation problems for insurance, quantitative risk management, and finance. However, in many existing studies on these problems, risks or losses are often assumed to be independent or comonotonic or exchangeable. In this paper, we propose several new notions of dependence to model dependent risks and give their characterizations through the probability measures or distributions of the risks or through the expectations of the transformed risks. These characterizations are related to the properties of arrangement increasing functions and the proposed notions of dependence incorporate many typical dependence structures studied in the literature for optimal allocation problems. We also develop the properties of these dependence structures. We illustrate the applications of these notions in the optimal allocation problems of deductibles and policy limits and in capital reserves problems. These applications extend many existing researches to more general dependent risks.     

Dynamic capital allocation with irreversible investments

Capital allocation models generally assume that the risk portfolio is constructed at a single point in time, when the underwriter has full information about available underwriting opportunities. However, in practice, opportunities are not all known at the beginning but instead arrive over time. Moreover, a commitment to an opportunity is not easy to change as time passes. Thus, to optimize a portfolio, the underwriter must make decisions on opportunities as they arrive while making use of assumptions about what will arrive in the future. This paper studies capital allocation rules in this setting, finding important differences from the static setting. The pricing of an opportunity is based on an expected future marginal cost of risk associated with that opportunity—one that will be fully understood only after the risk portfolio is finalized. The risk charge for today’s opportunity is thus a probability-weighted average of the product of the marginal value of capital in future states of the world and the amount of capital consumed by the opportunity in those future states. Our numerical examples illustrate how the marginal cost of risk for an opportunity is shaped by when it arrives in time, as well as what has arrived before it.     

Thermogravimetric analysis of Mediterranean plant species

Twelve dominant Mediterranean plant species were subjected to thermogravimetric analysis (TGA) in air medium, in order to study their thermal degradation process and assess their potential combustibility as natural fuels. Statistically significant differences were observed among the values of the pyrolytic parameters of the species analyzed. The mean volatilization rate values resulted in meaningful ranking of the species into vegetation types of similar combustibility, as verified by observations during actual wildfires. The use of TGA as a method for assessing the combustibility of individual plant species seems justified.     

An integrated fuzzy DEA–Fuzzy simulation approach for optimization of operator allocation with learning effects in multi products CMS

This paper presents an integrated fuzzy data envelopment analysis (FDEA) and fuzzy computer simulation approach for optimization of operator allocation in multi product cellular manufacturing systems (CMS) with learning effects. Operator allocation with learning effects is a challenging issue in flexible manufacturing systems in general and in CMS in particular. The main contribution of this work is taking into consideration various operators layouts and learning effects using fuzzy simulation and fuzzy DEA. FDEA is utilized to assess simulation alternatives in various levels of uncertainty. Previous studies consider only one type of product with crisp inputs, whereas this study considers multi-products and fuzzy set up times and processing times for CMS modeling. In addition, this study considers and integrates learning effects for optimum operators’ allocation. Moreover, more robust CMS assessment indicators are used in the proposed model. A case study illustrates the practicability, effectiveness and superiority of the proposed methodology.     

A generalized DEA model for centralized resource allocation

In this paper, we introduced a new generalized centralized resource allocation model which extends Lozano and Villa’s and Asmild et al.’s models to a more general case. In order to uncover the sources of such total input contraction in the generalized centralized resource allocation model, we applied the structural efficiency to further decompose it into three components: the aggregate technical efficiency, the aggregate allocative efficiency and re-transferable efficiency components. The proposed models are not only flexible enough for the central decision-maker to adjust the inputs and outputs to achieve the total input contraction but also identify the sources of such total input contraction, thereby giving rise to an important interpretation and understanding of the generalized centralized resource allocation model. Finally, an empirical example is used to illustrate the approach.