Simulation-based optimization methodologies are widely applied in real world optimization problems. In developing these methodologies, beside simulation models, algorithms play a critical role. One example is an evolutionary multi objective optimization algorithm known as Reference point-based Non-dominated Sorting Genetic Algorithm-II (R-NSGA-II), which has shown to have some promising results in this regard. Its successor, R-NSGA-II-adaptive diversity control (hereafter Adaptive Epsilon-R-NSGA-II (AE-R-NSGA-II) algorithm) is one of the latest proposed extensions of the R-NSGA-II algorithm and in the early stages of its development. So far, little research exists on its applicability and usefulness, especially in real world optimization problems. This thesis evaluates behavior and performance of AE-R-NSGA-II, and to the best of our knowledge is one of its kind. To this aim, we have investigated the algorithm in two experiments, using two benchmark functions, 10 performance measures, and a behavioral characteristics analysis method. The experiments are designed to (i) assess behavior and performance of AE-R-NSGA-II, (ii) and facilitate efficient use of the algorithm in real world optimization problems. This is achieved through the algorithm parameter configuration (parametric study) according to the problem characteristics. The behavior and performance of the algorithm in terms of diversity of the solutions obtained, and their convergence to the optimal Pareto front is studied in the first experiment through manipulating a parameter of the algorithm referred to as Adaptive epsilon coefficient value (C), and in the second experiment through manipulating the Reference point (R) according to the distance between the reference point and the global Pareto front. Therefore, as one contribution of this study two new diversity performance measures (called Modified spread, and Population diversity), and the behavioral characteristics analysis method called R-NSGA-II adaptive epsilon value have been introduced and applied. They can be modified and applied for the evaluation of any reference point based algorithm such as the AE-R-NSGA-II. Additionally, this project contributed to improving the Benchmark software, for instance by identifying new features that can facilitate future research in this area. Some of the findings of the study are as follows: (i) systematic changes of C and R parameters influence the diversity and convergence of the obtained solutions (to the optimal Pareto front and to the reference point), (ii) there is a tradeoff between the diversity and convergence speed, according to the systematic changes in the settings, (iii) the proposed diversity measures and the method are applicable and useful in combination with other performance measures. Moreover, we realized that because of the unexpected abnormal behaviors of the algorithm, in some cases the results are conflicting, therefore, impossible to interpret. This shows that still further research is required to verify the applicability and usefulness of AE-R-NSGA-II in practice. The knowledge gained in this study helps improving the algorithm.

This thesis aims to fill the gaps in the literature of the theory of constraints (TOC) in publicly funded health systems. While TOC seems to be a natural fit for this resource-constrained environment, there are still no reported application of TOC’s drum-buffer-rope tool and inadequate customizations with regards to defining system-wide goal and performance measures. The “Drum-Buffer-Rope for an Outpatient Cancer Facility” chapter is a real world case study exploring the usefulness of TOC’s drum-buffer-rope scheduling technique in a publicly funded outpatient cancer facility. With the use of a discrete event simulation model populated with historical data, the drum-buffer-rope scheduling policy is compared against “high constraint utilization” and “low wait time” scenarios. Drum-buffer-rope proved to be an effective mechanism in balancing the inherent tradeoff between the two performance measures of instances of delayed treatment and average patient wait time. To find the appropriate level of compromise in one performance measure in favor of the other, the linkage of these measures to system-wide performance measures are proposed. In the “Theory of Constraints’ Performance Measures for Publicly Funded Health Systems” chapter, a system dynamics representation of the classical TOC’s system-wide goal and performance measures for publicly traded for-profit companies is developed, which forms the basis for developing a similar model for publicly funded health systems. The model is then expanded to include some of the factors that affect system performance, providing a framework to apply TOC’s process of ongoing improvement in publicly funded health systems. The “Connecting Low-Level Performance Measures to the Goal” chapter attempts to provide a framework to link the low-level performance measures with system-wide performance measures. It is claimed that until such a linkage is adequately established, TOC has not been fully transferred to publicly funded health systems.

[pt] O gerenciamento da cadeia de suprimento (GCS) recebeu muita atenção de acadêmicos e praticantes da indústria no que tange a grandes empresas. Contudo, existe uma carência de estudos do GCS focados em pequenas empresas. Isto se faz necessário em função das diferenças entre as realidades de grandes e pequenas empresas, implicando na dificuldade de aproveitar o conhecimento acumulado já existente de GCS para as pequenas empresas, e na importância que as pequenas empresas têm para a economia de diversos países, em particular as emergentes, como a Brasileira. Neste contexto, a presente dissertação de mestrado tem como objetivo avançar no conhecimento do GCS em pequenas empresas por meio da análise de práticas de GCS em empresas no Estado do Rio de Janeiro (Brasil). As práticas analisadas nesta pesquisa são gestão de relacionamento com o cliente, práticas de gerenciamento de operações, planejamento e processos de negócios e gestão do relacionamento com fornecedores. A metodologia adotada é composta de três etapas, as quais visam através da adoção das quatro abordagens do MIT GeneSys coletar dados acerca do perfil do gerente e da empresa, das práticas de negócios utilizadas pela empresa, mapear os ativos da empresa, verificar quais práticas de GCS são utilizadas, determinar quais atividades e quanto tempo o tomador de decisões gasta nelas e em quais atividades ele gasta mais tempo. Sendo consolidada nessa dissertação a assessoria dada às empresas, pois após todo o processo da coleta de dados foi realizado um feedback à empresa, através de uma apresentação dos resultados com as recomendações. Como resultado, a dissertação oferece um guia prático para implementar e gerir com sucesso práticas de GCS em pequenas empresas, o qual está disponível para que as empresas possam utilizar. / [en] Supply chain management (SCM) has received a lot of attention from academics and industry practitioners when it comes to large companies. However, there is a shortage of SCM studies focused on small enterprises. This is necessary due to the differences between the realities of large and small enterprises, resulting in the difficulty of harnessing the existing accumulated knowledge of SCM for small enterprises, and the importance that small enterprises have for the economy of various countries, particularly emerging ones, such as the Brazilian. In this context, this master dissertation aims to advance the knowledge of SCM in small enterprises by analyzing SCM practices in enterprises in the State of Rio de Janeiro (Brazil). The practices analyzed in this research are customer relationship management, operations management practices, planning and business processes and supplier relationship management. The methodology adopted consists of three stages, which aim to adopt the four approaches of MIT GeneSys to collect data about the profile of the manager and the company, the business practices used by the company, map the company s assets, verify which practices of SCM are used, determining which activities and how much time the decision maker spends on them and on what activities he spends the most time. The advice given to the companies was consolidated in this dissertation, since after the entire data collection process, a feedback was made to the company, through a presentation of the results with the recommendations. As a result, the dissertation provides a hands-on guide for successfully implementing and managing small enterprises SCM practices, which is available for the companies to use.

Få studier är genomförda på området om hur kapitalförvaltare skapar och mäter överavkastning i praktiken, och ännu färre avseende svenska kapitalförvaltare. Det finns främst kvantitativa studier inom detta område vilket har lett till ett forskningsgap avseende kvalitativt inriktad forskning. Vidare är oroligt börsklimat en stor faktor för kapitalförvaltare att hantera, vilket innebär att de fortfarande behöver prestera under dessa perioder för att behålla sina kunder. Detta har lett till forskningsfrågan “Hur arbetar svenska kapitalförvaltare i praktiken för att skapa överavkastning och skiljer sig detta vid oroligt börsklimat?”. Kapitalförvaltare behöver också mäta prestationen för att kunna analysera den, men även för att visa befintliga och potentiella kunder tidigare resultat. Detta har resulterat i studiens andra forskningsfråga “Vilka prestationsmått används för att mäta överavkastning av svenska kapitalförvaltare och varför har de valt att använda dem?”. Denna studie är på grund av de två forskningsfrågorna både kvalitativ och kvantitativ. Detta åstadkoms genom att intervjua kapitalförvaltare men även genom en enkätundersökning för att besvara båda forskningsfrågorna. Sex kapitalförvaltare har deltagit i intervjuundersökningen och 37 kapitalförvaltare har svarat på enkätundersökningen. För enkätundersökningen motsvarar detta en svarsfrekvens om 38,5 % av de företag som kontaktats. Respondenterna i studien är anonyma och har tilldelats fiktiva namn, deras deltagande har dessutom varit frivilligt. Resultatet av denna studie visar att svenska kapitalförvaltare använder olika investeringsstrategier för att skapa överavkastning. Både fundamental och kvantitativ analys används, även om de används i kombination med varandra i olika utsträckning. Gällande ett oroligt börsklimat fokuserar respondenterna på att minska den tagna risken och att se till att vara väl diversifierad. För att mäta överavkastning är Sharpekvot och Informationskvot de mest frekvent använda prestationsmåtten i praktiken, i absoluta respektive relativa termer. Dessa har valts på grund av de är enkla och generellt sätt lätta att förstå även för mindre kunniga kunder. / Few studies have been made on the subject of how asset managers in practice create and measure performance and even fewer regarding Swedish asset managers. There are mainly quantitative studies made in this area, which has left a qualitative gap to research. Furthermore, a troubled stock market climate is a big factor for asset managers to deal with, which means that they still need to perform during these periods of time to keep their customers. This has led to the research question “How do Swedish asset managers work in practice to create excess return and does it differ during a troubled stock market climate?”. Asset managers also need to measure their performance to be able to analyze it, but also show existing and potential customers past results. This resulted in the study's second research question “Which performance measures are used to measure excess return by Swedish asset managers and why are they chosen?”.   This study is as a result of the two research questions both qualitative and quantitative. This is accomplished by having interviews with asset managers and also by performing a survey to answer both research questions. Six asset managers have participated in the interview survey and 37 asset managers have answered the survey. The survey has had a participation rate of 38,5 % of the companies that were contacted. The respondents in this study are anonymous and have been given fictional names, their participation have in addition been voluntarily.   The result of this study shows that Swedish asset managers are using different investment strategies to create excess return. Both fundamental and quantitative analysis are used, though these strategies are commonly used combined to varying extent. Regarding a troubled stock market climate, the respondents focus on lowering the risk taken and to make sure they are well diversified. To measure excess return Sharpe ratio and Information ratio are the most commonly used performance measures in practice, in terms of absolute and relative performance. These are chosen due to their simplicity and are overall easy to grasp even for less knowledgeable customers.

Adherence is considered a prerequisite for the success of exercise programs for musculoskeletal disorders. The negative effects of non-adherence to exercise recommendations impact the cost of care, and also treatment effectiveness, treatment duration, the therapeutic relationship, waiting times, the efficiency of personnel and use of equipment. Adherence to therapeutic exercise intervention is a multifaceted problem. The World Health Organization (WHO) established the multidimensional adherence model (MAM). The MAM describes five interactive dimensions (socioeconomic, healthcare team and system, condition-related, therapy-related, and patient-related factors) that have an effect on patient adherence. The first purpose of this dissertation was to explore the MAM dimension of condition-related factors to determine the Quick Disabilities of the Arm Shoulder and Hand (QDASH) minimal clinical important difference (MCID) for three distal upper extremity conditions. The second purpose was to explore the MAM dimension of personal factors to learn from individuals who expressed incongruence between their QDASH and GROC scores; how they described their perceived change in therapy. The third purpose was to explore the MAM dimension of therapy-related factors to examine the effect of patient-therapist collaborative goal setting on patient adherence to treatment and QDASH outcomes. Results demonstrated in the first study that diagnosis specific MCID’s differed from the global MCID using multiple diagnoses. In the second study results demonstrated that patients expect to have a dedicated therapist who they can trust to work collaboratively with them to establish goals and spend time with them to achieve these goals. In the third study, our first hypothesis was not supported for all three measures of adherence. The median for home exercise program diary adherence was found to trend towards significance by 8.7 percent favoring the experimental group Mann-Whitney U (p < .100). Our second hypothesis was not supported. The experimental group receiving collaborative goal setting intervention had similar QDASH mean change scores 45.9±27.6 compared to the control group 46.1±23.8, Mann-Whitney U (p < .859).

The concept of community leadership as a field of study has attracted the attention of researchers for many years across the globe. The role of municipality councils is of great importance as an aspect of democratic governance. Councils have a significant role to play as partners to the central government in providing community services. This research attempts to explore community leadership in a new democracy focusing on the relationship between community members, community leadership and government organisations compared to the same of established democracies. The specific focus of the research investigation is community leaders and community members in the Kingdom of Bahrain as a new democracy. This thesis is an investigation of the success factors and barriers that influence the performance of municipal councils' members as community leaders. It also investigates how community leaders have practiced their roles and duties and assesses their performance and characteristics in new democracy compared to those of established democracies as exemplified in the UK, Canada, Australia, and the Philippines. The research objectives are: (1) to identify success factors that influence community leadership performance in a new democracy as perceived by community leaders; (2) to identify barriers that hinder community leadership performance in a new democracy as perceived by community leaders; (3) to identify the roles and duties practiced by community leadership in new democracies as perceived by community leaders and community members; (4) to assess community leadership performance in new democracy as perceived by community members; and (5) to identify characteristics practiced by community leadership in a new democracy as perceived by community members. Three sequential pilot studies were undertaken to gain better feedback from respondents and to build a strong foundation for the main survey. Two sets of questionnaires were developed for this study; the first set of questionnaires dealt with community leaders in new democracies, where they evaluated the success factors, barriers and roles and duties practiced by community leadership in established democracies. The second set of questionnaires dealt with community members in a new democracy, where they evaluated their community leaders through roles and duties, performances and characteristics practiced by community leadership in established democracies. The findings showed that municipal councils‘ members agreed on the importance of success factors and barriers that influence communities in established democracies and they were very positive about their own perceptions of their roles and duties in municipality work. On the other hand community members were negative about their own perception of their municipal leaders‘ roles and duties, performance and characteristics. The results also revealed an absence of clear demarcations of roles between government agencies and councils, and disproportionate demarcation of the constituents. The respondents agreed that awareness programs could be an important undertaking to improve and enhance the effectiveness of council leaders. This study may contribute to the literature by filling the gap related to success factors and barriers that influence community leadership performance in new democracies, focusing on problems facing community leadership and the solutions to overcome these problems. Furthermore, the governments of new democracies can use the empirical evidence to create and adopt new laws, policies and regulations that will redound to community improvement services, leadership enhancement and goal achievement.

This dissertation consists of two parts. The first part deals with the performance appraisal of estimation algorithms. The second part focuses on the application of estimation algorithms to target tracking. Performance appraisal is crucial for understanding, developing and comparing various estimation algorithms. In particular, with the evolvement of estimation theory and the increase of problem complexity, performance appraisal is getting more and more challenging for engineers to make comprehensive conclusions. However, the existing theoretical results are inadequate for practical reference. The first part of this dissertation is dedicated to performance measures which include local performance measures, global performance measures and model distortion measure. The second part focuses on application of the recursive best linear unbiased estimation (BLUE) or lineae minimum mean square error (LMMSE) estimation to nonlinear measurement problem in target tracking. Kalman filter has been the dominant basis for dynamic state filtering for several decades. Beyond Kalman filter, a more fundamental basis for the recursive best linear unbiased filtering has been thoroughly investigated in a series of papers by Dr. X. Rong Li. Based on the so-called quasirecursive best linear unbiased filtering technique, the constraints of the Kalman filter Linear-Gaussian assumptions can be relaxed such that a general linear filtering technique for nonlinear systems can be achieved. An approximate optimal BLUE filter is implemented for nonlinear measurements in target tracking which outperforms the existing method significantly in terms of accuracy, credibility and robustness.

A Medida Canadense de Desempenho Ocupacional (COPM) é uma entrevista semiestruturada utilizada para identificar mudanças na autopercepção do cliente em seu desempenho ocupacional ao longo do tempo. A COPM identifica problemas nas três áreas de desempenho ocupacional (autocuidado, produtividade e lazer) e quantifica prioridades, desempenho e satisfação relativos a estes problemas. O objetivo deste estudo é determinar a confiabilidade teste-reteste (intraexaminador e interexaminadores) e a validade divergente da COPM em idosos com Comprometimento Cognitivo Leve (CCL). A confiabilidade intraexaminador foi estudada em 27 sujeitos, os quais foram avaliados duas vezes pelo mesmo examinador em um intervalo médio de 16 dias. A confiabilidade interexaminadores foi estudada em outros 28 sujeitos que foram entrevistados por dois examinadores em um mesmo dia. A validade divergente foi avaliada em 58 sujeitos comparando os resultados da COPM com a Autoavaliação do Funcionamento Ocupacional (SAOF) e com a Lista de Identificação de Papéis Ocupacionais. No estudo de confiabilidade intraexaminadores as correlações entre os problemas priorizados, seus escores de desempenho e satisfação com este desempenho foram, respectivamente, de 0,78 (p<0,001), 0,52 (p=0,007) e 0,13 (p=0,284). No estudo de confiabilidade interexaminadores estas correlações foram 0,69 (p<0,001), 0,66 (p<0,001) e 0,67 (p<0,001). A correlação entre a COPM e SAOF foi de 0,42 (p=0,001) e entre a COPM e Lista de Identificação de Papéis Ocupacionais foi de 0,31 (p=0,017). A COPM apresentou boa confiabilidade dos problemas de desempenho ocupacional priorizados e moderada confiabilidade nos escores de desempenho destes problemas no estudo de confiabilidade teste-reteste. A validade divergente foi observada através da correlação significante e fraca entre a COPM e SAOF e entre a COPM e Lista de Identificação de Papéis Ocupacionais. Estes resultados sugerem que a COPM pode ser um instrumento útil para a autopercepção de problemas no desempenho ocupacional e na gradação do desempenho nestes problemas em idosos brasileiros com CCL / The Canadian Occupational Performance Measure (COPM) is a semi-structured interview used to identify changes in self-perception of client\'s occupational performance over time. The COPM identifies problems in the three areas of occupational performance (selfcare, productivity and leisure) and provides a score for the priorities, performance and satisfaction with these problems. The aim of this study is to determine the reliability test-retest (intra-rater and inter-rater agreement) and the divergent validity of COPM in olders with Mild Cognitive Impairment (MCI). The reliability of COPM was determined by intra-rater agreement in 27 subjects assessed twice by the same examiner in a mean interval of 16 days and by inter-rater agreement in 28 subjects assessed by two independent examiners in the same day. Divergent validity was assessed in 58 MCI subjects comparing the COPM with the Self Assessment of Occupational Functioning Scale (SAOF) and the Role Checklist. Intra-rater correlation of prioritized problems in occupational performance, the scores on performance in the problems and satisfaction with this performance were, respectively 0.78, p<0.001, 0.52, p=0.007 and 0.13, p=0.284. In the inter-rater part of the study the correlations were 0.69, p<0.001, 0.66, p<0.001 and 0.67, p<0.001. The correlation between the COPM and the SAOF was 0.42, p=0.001 and between the COPM and the Role Checklist it was 0.31, p=0.017. COPM has good reliability in intra and inter-rater agreement of prioritized problems in occupational performance and moderate reliability in the scores of performance in these problems. The divergent validity of COPM was confirmed with the low correlations between COPM and SAOF and between COPM and Role Checklist. These results suggest that the COPM can be an effective instrument for identifying self-perceived occupational performance problems and for the scores of performance in these problems in Brazilian older adults with MCI

不同評估績效的長短顯著地影響基金的經營策略，相較於強調穩健經營的退休基金而言，此因素是否亦影響退休基金的運作，本研究嘗試應用隨機控制理論，將投資績效的時間因素納入決策考量，以隨機微分方程式描述退休基金資產和應計負債的動態隨機行為，以多期基金規劃的觀點，探討時間因素與最適策略之關連性。本研究應用Brennan、Schwartz與Lagnado（1997）的結果至負債導向的退休基金管理，建構多期資產負債管理模型，退休基金持有資產將分類為風險性的股票投資組合、長期債券和短期票券，並考量投資標的短期利率與長期利率之隨機性質，將基金提撥與資產配置視為可調節因子，給定風險評估測度，於不設定投資限制下計算各期最適投資比例及基金提撥；本研究並以私人退休金個案進行模擬分析，結果顯示此基金未來10年之最適提撥率介於4.2﹪與5.1﹪，就不同評估期限而言，5年評估期之提撥率於初期高於10年評估期，基金比率η=0.75之提撥率低於η=1；5年評估期之基金交易行為較10年期明顯劇烈，基金比率較低時，其交易變化程度較小，不同評估年限與基金比率將同時影響退休基金之最適提撥與投資策略。 / Distinct time horizons in measuring investment perfomance significantly influence the financial planning for the money managers. In this study, we explore this issue concerning the pension fund management that has focused on the asset and liability management to meet its future obligations. A stochastic control model is formulated in a continuous-time framework to obtain the closed form solution for optimal strategy. The time variation in expected returns introduced in Brennan, Schwartz and Lagnado（1997）is adopted in obtaining the optimal strategy using plausible future plan’s normal costs and accrued liabilities under distinct time horizons. Based on the proposed performance measurement, the optimal funding schedule and portfolio selections are determined dynamically without trading restrictions. A private pension scheme is selected and analyzed for numerical illustration. It shows that the optimal contribution rates are between 4.2﹪and 5.1﹪for this specific case. Comparing the funding schedules for distinct time horizons, we find that the contribution rates under 5-year period are higher than those under 10-year period in the beginning. The contribution rates given funding ratio at 75﹪are lower than those given at 100﹪. While the optimal trading behaviors of the pension fund managers for 5-year period are significant volatile than those for 10-year period. Their optimal trading behaviors have exhibited a reduced volatility under the lower funding ratios. The case study indicates that the distinct time horizon and the funding ratio play crucial roles in decision-making process for pension fund management.

The aim of this thesis is to develop algorithmic methods for computing particular performance measures of interest for a general class of discrete-based insurance risk models. We build upon and generalize the insurance risk models considered by Drekic and Mera (2011) and Alfa and Drekic (2007), by incorporating a threshold-based dividend system in which dividends only get paid provided some period of good financial health is sustained above a pre-specified threshold level. We employ two fundamental methods for calculating the performance measures under the more general framework. The first method adopts the matrix-analytic approach originally used by Alfa and Drekic (2007) to calculate various ruin-related probabilities of interest such as the trivariate distribution of the time of ruin, the surplus prior to ruin, and the deficit at ruin. Specifically, we begin by introducing a particular trivariate Markov process and then expressing its transition probability matrix in a block-matrix form. From this characterization, we next identify an initial probability vector for the process, from which certain important conditional probability vectors are defined. For these vectors to be computed efficiently, we derive recursive expressions for each of them. Subsequently, using these probability vectors, we derive expressions which enable the calculation of conditional ruin probabilities and, from which, their unconditional counterparts naturally follow. The second method used involves the first claim conditioning approach (i.e., condition on knowing the time the first claim occurs and its size) employed in many ruin theoretic articles including Drekic and Mera (2011). We derive expressions for the finite-ruin time based Gerber-Shiu function as well as the moments of the total dividends paid by a finite time horizon or before ruin occurs, whichever happens first. It turns out that both functions can be expressed in elegant, albeit long, recursive formulas. With the algorithmic derivations obtained from the two fundamental methods, we next focus on computational aspects of the model class by comparing six different types of models belonging to this class and providing numerical calculations for several parametric examples, highlighting the robustness and versatility of our model class. Finally, we identify several potential areas for future research and possible ways to optimize numerical calculations.