Made available in DSpace on 2016-06-02T19:50:15Z (GMT). No. of bitstreams: 1 4224.pdf: 4088163 bytes, checksum: f36f82cf58386b4174743eccaa446df4 (MD5) Previous issue date: 2011-02-12 / The number of successful applications that use optimization models has followed the evolution of the computers, as much in hardware, with more powerful machines, as in software, with more intelligent algorithms. Due to importance of the modeling as a decision support tool, much effort has been made to mathematically describe systems of interest and devise techniques for solving such models. This work presents a detailed description of the operations involved in production planning and control of the electrofused grain industry and proposes the use of exact and heuristic methods to support decisions in such activities, particularly in production scheduling. Several visits were made to companies in this sector and a case study was carried out one of these companies in order to formulate alternatives to increase productivity and improve customer service. Optimizing the production scheduling of electrofused grains is not a simple task mainly because of the scale of the equipment setup times, the diversity of the products, and the narrow orders due dates. Based on the case study, mixed linear programming models that combine known models of process selection and single-stage lot sizing were developed, and a constructive heuristic, local search variants, and a GRASP algorithm were proposed to solve one of the models. Computational results with a real instance and randomly generated instance sets show that the exact methods as well as the heuristics can produce as good or better production scheduling than the ones currently employed by the studied company / O número de aplicações bem sucedidas que utilizam modelos de otimização têm acompanhado a evolução dos computadores, tanto em hardware, com máquinas mais poderosas, como em software, com algoritmos mais inteligentes. Devido à importância da modelagem como ferramenta de apoio à tomada de decisão, muitos trabalhos que exploram formas de representação de problemas e técnicas de solução de modelos vêm sendo desenvolvidos. Este trabalho apresenta uma descrição detalhada das operações envolvidas no planejamento e controle da produção na indústria de grãos eletrofundidos e propõe o uso de modelos e métodos exatos e heurísticos para apoio à tomada de decisões nesta atividade, em particular, na programação da produção. Várias visitas foram realizadas a empresas do setor, e em uma dessas empresas foi empreendido um estudo de caso com o objetivo de formular alternativas para aumento da produtividade e a melhoria do nível de serviço aos clientes. Otimizar a programação da produção de grãos eletrofundidos não é uma tarefa simples, principalmente devido à grandeza dos tempos de preparação dos equipamentos, à diversidade de produtos e às limitações dos prazos de entrega da carteira de pedidos. Com base no estudo de caso, modelos de programação linear inteira mista que combinam modelos clássicos de seleção de processos e dimensionamento de lotes monoestágio foram desenvolvidos, e uma heurística construtiva, duas variantes de busca local, e um algoritmo GRASP foram propostos para resolver um dos modelos. Resultados computacionais com uma instância real e conjuntos de instâncias geradas aleatoriamente indicam que tanto os métodos exatos como heurísticos propostos são capazes de gerar programações da produção tão boas ou melhores do que as atualmente empregadas pela empresa estudada

Made available in DSpace on 2014-12-17T14:53:08Z (GMT). No. of bitstreams: 1 MiriamKR_DISSERT.pdf: 394744 bytes, checksum: 86723bb7ac2b34e7cfb757711ca68d77 (MD5) Previous issue date: 2012-06-25 / Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior / This work aims to "build" rostering urban bus crews to minimize the cost of overtime. For this purpose a mathematical model was developed based on case study in an urban transport company in the metropolitan region of Natal. This problem is usually known in the literature as the Crew Scheduling Problem (CSP) and classified as NP-hard. The mathematical programming takes into account constraints such as: completion of all trips, daily and maximum allowable range of home and / or food. We used the Xpress-MP software to implement and validate the proposed model. For the tested instances the application of the model allowed a reduction in overtime from 38% to 84% / Este trabalho tem por objetivo construir escalas de servi?os de tripula??es de ?nibus urbano de forma a minimizar o custo com horas extras. Para tanto desenvolveu-se um modelo matem?tico por meio de um estudo de caso em uma empresa de transporte urbano na regi?o metropolitana de Natal. Este problema, de uma maneira geral, ? conhecido na literatura como Problema de Programa??o de Tripula??o (PPT) e classificado como NP-dif?cil. A programa??o matem?tica contempla restri??es tais como: realiza??o de todas as viagens, jornada di?ria m?xima permitida e intervalo de repouso e/ou alimenta??o. Foi utilizado o aplicativo Xpress-MP para implementar e validar o modelo proposto. Para as inst?ncias testadas o modelo apresentou uma redu??o da hora extra entre 38% e 84%.

Esta pesquisa versa sobre o tema decisão de mix de produtos que, em uma visão de Engenharia de Produção, pode ser entendido como a definição da quantidade ideal a ser produzida de cada tipo de produto em um determinado período, considerando que estes competem por um número limitado de recursos, de forma a maximizar o resultado econômico (ex: lucro operacional) da empresa. Os modelos de decisão de mix produtos utilizam informações sobre lucratividade que é determinada a partir de análises e confrontos entre os preços de vendas e os custos (gastos) dos produtos, custos esses que são mensurados através de métodos de custeio. Dentre os métodos de custeio existentes na literatura, destacam-se o Custeio por Absorção, o Custeio Direto/Variável, o Custeio Baseado em Atividades (ABC) e o Custeio Baseado em Atividades e Tempo (TDABC). O TDABC, a despeito de ter sido lançado na literatura em 2004 e detalhado em 2007 a partir de um livro publicado por Robert Kaplan e Steven Anderson, ainda não foi explorado diretamente pela literatura que versa sobre decisão de mix de produtos no contexto de operações com múltiplas restrições, ao contrário de alguns dos outros métodos de custeio mencionados, tal como o ABC. Para preencher essa lacuna teórica, esta tese tem como objetivo propor um modelo de decisão de mix de produtos sob a perspectiva do custeio baseado em atividades e tempo para operações com múltiplas restrições. Para cumprir este objetivo, inicialmente, a tese é desenvolvida metodologicamente com a realização de uma análise bibliométrica e de uma análise de citações das publicações realizadas em periódicos acadêmicos internacionais das áreas de Engenharia de Produção e de Contabilidade Gerencial sobre decisão de mix de produtos e sobre o TDABC. Em seguida, uma pesquisa bibliográfica é apresentada para discutir conceitos, analisar criticamente e posicionar a pesquisa sobre decisão de mix de produtos e sobre métodos de custeio, com destaque ao TDABC. Ainda, são apresentados exemplos didáticos para ilustrar a utilização de métodos de custeio na decisão de mix de produtos. Em seguida, utiliza-se de modelagem quantitativa com vistas à proposição do modelo para auxiliar a decisão de mix de produtos sob a perspectiva do TDABC, sendo este expresso na forma de um modelo de programação linear. No modelo proposto, são incorporados técnicas e conceitos relacionados com o controle gerencial de gastos, com a hierarquia de atividades, com o Overall Equipment Effectiveness (OEE) e com a programação matemática. Através de um exemplo didático envolvendo uma empresa de manufatura com múltiplas restrições do tipo hard e considerando parâmetros determinísticos, é apresentada a aplicação do modelo proposto na decisão de mix de produtos. Como principal resultado, tem-se a operacionalização do modelo proposto através do aplicativo Solver® incorporado ao software Microsoft Office Excel®, culminando na definição do mix de produtos que maximiza o lucro operacional esperado para a empresa no horizonte de planejamento analisado. Algumas reflexões críticas são realizadas no que tange aos limites de aplicação do modelo proposto. Finalmente, conclui-se que, sob a perspectiva do TDABC, o modelo proposto pode ser útil para auxiliar a decisão de mix de produtos no contexto de operações com múltiplas restrições. / This research addresses the theme \"product-mix decision\" that, in a Production Engineering perspective, can be understood as the definition of the optimum quantity to be produced for each type of product in a given period, considering these products compete for limited resources in order to maximize the firm economic result (e.g. operating income). Product-mix decision models use information on profitability, which is determined from analysis and confrontation between sales prices and costs (spending) of the products supplied by the company. These products costs are measured by costing methods. Among the existing costing methods in the literature, absorption costing, the direct costing, the activity based costing (abc) and time-driven activity-based costing (TDABC) are highlighted. TDABC, despite appearing in the literature in 2004 and detailed in 2007 from a book written by Robert Kaplan and Steven Anderson, has not been directly explored in the literature that deals with the product-mix decision considering multi-constrained operations context, unlike some of the other costing methods mentioned. In this context, to fill in this theoretical gap, the PhD thesis aims to propose a quantitative model to underpin the product-mix decision under the perspective of TDABC for multi-constrained operations. To meet this goal, initially, the thesis is developed methodologically from a bibliometric analysis and a citation analysis of papers on product mix decision and on TDABC published by international academic journals related to Production Engineering and Management Accounting research areas. Then the manuscript is methodologically developed from a literature research to discuss concepts and positioning the research on product-mix decision and on costing methods, emphasizing TDABC. Finally, quantitative modeling is employed in order to propose a model under the perspective of TDABC to assist product-mix decision, which is expressed as a linear programming model. The proposed model incorporates techniques and concepts related to management control over costs, the hierarchy of activities taxonomy, the Overall Equipment Effectiveness (OEE) and mathematical programming. An application of the proposed model is illustrated from a didactic example involving a multi-constrained manufacturing operation and considering deterministic parameters. The proposed model is operationalized through the Solver® and the Microsoft Office Excel® softwares, and, as main results, it was calculated the product-mix that maximizes the company\'s operating profit expected for the analyzed planning horizon. Some critical reflections are made regarding the proposed model application. Finally, it is concluded that, under the perspective of TDABC, the proposed model can be useful to support the product-mix decision of multiconstrained operations.

A relevância da infraestrutura de transporte para incrementos em produtividade, induzindo ao desenvolvimento socioeconômico de determinada região é amplamente reconhecida. O Brasil, no entanto, apresenta sérias deficiências em relação à sua infraestrutura de transporte, oriundas de seu desenvolvimento histórico e da redução de níveis de investimentos públicos no setor nas últimas décadas. Estas deficiências traduzem-se em grande concentração no modal rodoviário para o transporte de cargas, menos eficiente do que os modais ferroviário e hidroviário, resultando em reduzida competitividade das organizações nacionais. Neste contexto, objetivou-se no presente trabalho a proposição de um modelo para avaliação e seleção de investimentos em infraestrutura de transporte de cargas, considerando-se seu caráter multidimensional. Para isso, foi proposta metodologia integrando os conceitos de análise de decisão multicritério e de programação matemática, representados pela teoria de utilidade multiatributo (Multi-Attribute Utility Theory - MAUT) e por problema de otimização de fluxos em rede (Minimum Cost Network Flow Problem - MCNFP), respectivamente. No desenvolvimento do modelo foram contemplados critérios de avaliação referentes às dimensões de análise financeira, operacional e ambiental. Posteriormente, foi considerada a aplicação de versões do modelo proposto com diferentes números de períodos de análise em caso ilustrativo, representativo da rede de transporte disponível e planejada da região Norte do Brasil. A aplicação das diversas versões do modelo proposto, de forma geral, apresentou resultados compatíveis com as teorias relacionadas à avaliação deste problema de decisão, incluindo indução à multimodalidade. Algumas versões do modelo apresentaram violações em algumas de suas restrições. Estes resultados adversos não foram plenamente eliminados, devido a limitações das ferramentas adotadas para aplicação. No entanto, foi possível a correção manual destas violações, resultando em soluções viáveis que, apesar de não serem consideradas ótimas, são mais completas do que soluções obtidas por meio de metodologias unidimensionais de análise. Por fim, foram apresentadas recomendações para condução de trabalhos futuros visando eliminação dos resultados adversos do modelo proposto e complementação de sua análise. / The role of transport infrastructure in productivity increases leading to regional social-economic development is widely recognized. Brazil, however, has serious deficiencies in its transport infrastructure, rooted in the country\'s historical development and in the recent decades\' reduction of public investment in the sector. These deficiencies can be observed in Brazil\'s strong focus on roads for cargo transportation, which besides being less efficient than rail and waterways, results in reduced competitiveness of national enterprises. In this context, the aim of this work was to propose a model for evaluating and selecting investments in freight\'s transportation infrastructure, considering its multidimensional character. It was proposed a methodology integrating the concepts of multi-criteria decision analysis and mathematical programming, represented by the Multi-Attribute Utility Theory (MAUT) along with the Minimum Cost Network Flow Problem (MCNFP). The developed model included financial, operational and environmental analysis evaluation criteria. Subsequently, this study applied the proposed model into a case study of the transportation network, available and planned, of the Northern region of Brazil. Overall, the application of various versions of the proposed model yielded results consistent with related evaluation and decision making theories, including induction of multimodality. Some versions of the model presented some violations of its restrictions. These adverse results were not fully eliminated due to the limitations of the application tools utilized. It was possible, however, to manually correct these violations and obtain viable solutions that, while cannot be considered optimal, are more complete than those obtained by single dimension analysis. Finally, recommendations were made for future studies aiming at eliminating the proposed model\'s adverse outcomes, and complementing its analysis.

Dans les dernières décennies, l'augmentation de la consommation des services de soins et la croissance de la population ont fait de l'élimination du gaspillage et l'amélioration continue de la productivité de plus en plus cruciale pour les hôpitaux. La productivité et l'efficacité d'un hôpital dépendent des conditions de travail des soignants qui sont influencés fortement par l'organisation des lieux de travail et des installations [Dares (2013)]. L’agencement des installations consiste à "déterminer l'organisation physique d'un système de production et de trouver l’arrangement le plus efficace de ‘n’ installations dans ‘n’ positions" [Singh et Sharma (2006)]. L’agencement des installations a un grand impact sur la productivité et l'efficacité du fonctionnement d'un hôpital. Etant conscient de ce besoin, le travail que nous présentons vise à trouver une solution à l’agencement des salles du Bloc Opératoire "le coeur de l'hôpital", ainsi que les salles annexes en proposant un outil intelligent que nous mettons à la disposition des maitres d’ouvrages pour optimiser leur conception du bloc opératoire. Les méthodes que nous avons explorées pour la réalisation de ce travail sont les méthodes exactes, les heuristiques, les métaheuristiques et les méthodes intelligentes, ce qui nous a permis de comparer les différentes approches afin de fournir la meilleure solution pour différents scénarios de problèmes. Nous présentons les contributions majeures de notre travail, à commencer par l'application de la programmation mathématique en nombres entiers mixtes (Mixed Integer Programming (MIP)) pour résoudre le problème d’agencement du bloc opératoire (Operating Theater Layout Problem (OTLP)) comme la première contribution scientifique. Ce travail considère trois structures différentes (multi-section, multi-étage et multi-rangé) dans deux types d'environnement différents, tout en optimisant deux fonctions objectifs différents. La combinaison de ces différentes composantes donne lieu à neuf modèles MIP pour résoudre l’OTLP pour lesquels une solution optimale a été atteinte pour des problèmes avec jusqu'à quarante salles. L'utilisation de Systèmes Multi-Agents (MAS) pour résoudre le problème d’agencement des installations est la deuxième contribution scientifique que nous présentons dans le cinquième chapitre. Dans la littérature, on retrouve un seul travail [Tarkesh et al., (2009)] ayant appliqué le MAS pour résoudre des problèmes de petites tailles, ce qui rend notre travail, le premier adoptant MAS pour répondre à la fois le FLP sous environnement statique et dynamique pour des problèmes de grande taille en utilisant un algorithme en trois étapes pour résoudre OTLP. La plate-forme multi-agents développée exploite les trois différents protocoles de communication d’agents, à savoir la coordination, la coopération et la négociation pour concevoir différentes architectures d’agents afin de faire face à l’OTLP statique et dynamique. La dernière contribution consistant en l'utilisation de l’optimisation par essaim de particules (Particle Swarm Optimization (PSO)) sous une représentation continue de l’espace de recherche pour résoudre le problème d’agencement multi-rangée est présentée dans le sixième chapitre. Puisque la PSO est généralement utilisé pour résoudre les problèmes d’affectation ou les FLP avec une représentation discrète, la formulation actuelle est parmi les rares travaux traitant la représentation continue du FLP. Nous avons conçu une nouvelle technique de codage des particules et des heuristiques appropriées pour générer des solutions initiales et pour effectuer la procédure de recherche locale. Une autre nouveauté est liée à l'application de la PSO à un problème de structure multi-rangé, qui n'a pas été abordé auparavant car à notre connaissance, les travaux avec la PSO ont formulé le FLP comme une structure d’une seule rangée ou dans le meilleur des scénarios, comme une structure à deux rangées / In the last decades, the important increasing consumption of health care and the growing of population make elimination of waste and continuous productivity improvement more and more critical for hospitals to provide their care services effectively and efficiently. The productivity and efficiency of a hospital depends on the caregivers working conditions, which are impacted greatly by the work place and the facilities organization [Dares (2013)]. Facilities planning “determines the physical organization of a production system and finding the most efficient arrangement of ‘n’ indivisible facilities in ‘n’ locations” [Singh & Sharma (2006)]. Thus, facilities planning has a great impact on the productivity and efficiency of running a hospital. Being aware of this need, the work we present aims to find a solution to facilities planning for the Operating Theater “the heart of hospital” by proposing an intelligent tool we make available to decision makers for optimizing their operating theater design. Our research work focuses on the use of operational research methods in order to find a solution for this optimization problem. Methods we explored for the realization of this work were variant, namely exact algorithm, heuristics, metaheuristics and intelligent methods, which allow us to compare different issues in order to provide the best solution to different scenarios of problems. Thus, in this dissertation we present the major contribution of our work, starting with the application of Mixed Integer Programming (MIP) to solve Operating Theater Layout Problem (OTLP) as the first scientific contribution. This work considers three different formulations (i.e. the multi-sections, the multi-floors and the multi-rows) in two different environment types (i.e. static and dynamic) while optimizing two different objective functions (i.e. to minimize the total traveling cost and to maximize the total adjacency rate). The combination of these different components gives rise to nine MIP models to solve the OTLP for which optimal solution was provided to problems with until forty facilities. These contributions are presented in the third and fourth chapters. The use of Multi-Agent System (MAS) to solve Facility Layout Problem (FLP) is the second scientific contribution we present in chapter five. In literature, only one work [Tarkesh et al., (2009)] applied the MAS to solve small sized problems, which makes our work the first one adopting MAS to address both the static and dynamic FLP for large sized problems using a novel algorithm running in three steps to solve OTLP. The developed multi-agent platform exploit the three different agents’ protocols of communication, namely coordination, cooperation and negotiation to conceive different agents’ architectures to deal with the static and dynamic OTLP. The last contribution consisting on the use of Particle Swarm Optimization (PSO) under continuous layout representation to solve multi-rows FLP is presented in chapter six. Since the PSO is generally used to solve assignment problems or discrete FLP, the actual formulation is among the few works dealing with the continuous one. This leads us to conceive a novel encoding technique and the appropriate heuristics to generate initial solutions and to perform the local search procedure. Another novelty is related to the application of PSO to a multi-rows layout problem, which was not addressed before. To the best of our knowledge, PSO works usually formulate the FLP as a single row or in the best of scenarios, as a double-rows problem

Notre travail porte sur l'étude du Problème de Routage et d'Allocation de Longueur d'Onde (Routing and Wavelength Allocation - RWA) dans des réseaux optiques WDM, indépendamment de la topologie physique sous-jacente. Le problème a été idntifié comme étant NP-difficile et plusieurs approches, tant exactes qu'approchées, existent. Nous fournissons d'abord une revue de littérature dans laquelle nous présentons quelques formulations mathématiques pour le problème ainsi que plusieurs manières d'obtenir des bornes inférieures et des heuristiques. Nous considérons le problème min-RWA dans lequel on doit satisfaire un certain nombre de requêtes avec le moins de longueurs d'onde possible. Nous présentons une méthodologie reposant sur une recherche locale de type Descente à Voisinage Variable (Variable Neighborhood Descent - VND) que l'on appelle VND-BFD. Son objectif principal est de supprimer des longueurs d'onde. Nous présentons également une méthode hybride VND-BT. Ensuite, nous proposons une nouvelle approche, elle-aussi reposant sur la VND. Elle consiste à ré-arranger les requêtes entre les longueurs d'onde disponibles. Lorsqu'elle atteint un optimum local, une procédure de perturbation est appliquée et le schéma est similaire à la Recherche Locale Itérée (Iterated Local Search - ILS). Quatre variantes sont définies selon les stratégies appliquées dans VND et ILS : VNDr-ILSp, VNDe-ILSp, VNDr-ILS5p et VNDe-ILS5p. Les résultats expérimentaux montrent que cette nouvelle approche est plus performante, en particulier la version VNDe-ILS5p. La méthode est compétitive avec les meilleures méthodes de la littérature puisque VNDe-ILS5p a permis d'améliorer une grande partie des meilleures solutions connues sur les instances standard du min-RWA. Enfin, nous considérons aussi le problème max-RWA dans lequel on doit maximiser le nombre de requêtes traitées avec un nombre donné de longueurs d'onde. Nous proposons des modèles compacts ainsi que des améliorations destinées à accélérer la résolution par des solveurs en nombre entiers. Après avoir décrit des modèles existants utilisant la génération de colonnes, nous proposons un nouveau modèle, PG-MAX-IS-IRC, utilisant lui-aussi la génération de colonnes. Il permet d'obtenir des bornes supérieures de même qualité en un temps très fortement réduit. / This work deals with the routing and Wavelength assignment (RWA) in optical WDM networks independently on the underlying physical topology. We begin with a review of the literature presented some mathematical models formulated to solve theproblem, are also reviewed methods for setting lower bounds and heuristic methods. This problem has been shown to be NP-hard and several heuristic algorithms have been developed to solve it. We present in this work a methodology based on metaheuristic Variable Neighborhood Descent (VND), which we call VND-BFD, primarily with the focus on the elimination of wavelengths and a hybrid method VND-BT to solve the problem. Then we introduce a new approach also based on VND, but this time with the focus on the rearrangement of the requests, when this new version of the VND fails the procedure activates a disturbance, as the metaheuristic Iterated Local Search. We define four variants to this method, which we call VNDr-ILSp, VNDe-ILSp, VNDr-ILS5p and VNDe-ILS5p. The computational experiments show that the approach with the focus on requestsproved more efficient, especially the version VNDe-ILS5p. The proposed method is competitive with respect to the best methods in the literature. Finally, we present compact models aimed at maximizing the number of requests accepted and some simplifications are proposed in order to speed up the resolution of problems. Although we present some models of literature based on column generation and a new methodology is proposed. The new methodology, which we call PG-MAX-IS-IRC, was able to solve all instances faster than the method of the literature and always found the same upper bound.

This thesis deals with the use of operation research methods in sports scheduling. The theoretical part is focused on basic methods of operation research, linear programming and assignment problems are described in greater detail. The thesis presents the principles of sports tournaments and selected optimization softwares in the next part. In the practical part own mathematical models for sport scheduling are introduced. The solution procedure is demonstrated on real life problem of sports scheduling for actual men's basketball season. This example provides the reader with complex concept of solving process of sport scheduling problems.

Insurance has been considered as a useful tool for farmers to mitigate income volatility. However, there remain concerns that insurance may distort crop production decisions. Positive mathematical programming (PMP) models of farmers’ cropping decisions can be applied to study the effect of agricultural business risk management (BRM) policies on farmers’ decisions on land use and their incomes. Before being used to examine agricultural producer responses to policy changes under the expected utility framework, the models must first be calibrated to obtain the values of the risk aversion coefficient and the cost function parameters. In chapter 2, three calibration approaches are compared for disentangling the risk parameter from the parameters of the cost function. Then, in chapter 3, to investigate the impacts on production incentives of changes in Canada’s AgriStability program, farm management models are calibrated for farms with different cost structures for three different Alberta regions. Results indicate that farmers’ observed attitudes towards risk vary with cost structure. After joining the program, all farmers alter their land allocations to some extent. The introduction of a reference margin limit (RML) in the AgriStability program under Growing Forward 2 (2013-2018), which was retained in the replacement legislation until 2020, has the most negative impact on farmers with the lowest costs. The removal of RML significantly increases the benefits to low-cost farmers. Traditional insurance products provide financial support to farmers. However, for fruit farmers, the products’ quality can be greatly affected by the weather conditions during the stage of fruit development and ripening, which may lead to quality downgrade and a significant loss in revenue with little impacts on yields. Hence, chapters 4 and 5 investigate the conceptual feasibility of using weather-indexed insurance (WII) to hedge against non-catastrophic, but quality-impacting weather conditions to complement existing traditional insurance. Prospect theory is applied to analyze a farmer’s demand for WII. The theoretical model demonstrates that an increase in the volatility of total revenue and the revenue proportion from blueberries increases the possibility of farmers’ participation in WII. On the other hand, the increase in the value loss aversion coefficient and WII’s basis risk leads to less demand for WII. To design a WII product for blueberry growers to hedge against quality risk, a quality index must be constructed and the relationship between key weather conditions, such as cumulative maximum temperature and cumulative excess rainfall, and the quality index should be quantified. The results from a partial least squares structural equation modeling (PLS-SEM) show that the above goals are achievable. Further, rainfall and temperature can be modelled via a time-series model and statistical distributions, respectively, to provide reasonable estimates for calculating insurance premia. / Graduate / 2022-08-05

The diploma thesis deals with the modeling of selected risks in healthcare. Motivated by the current pandemic situation, it focuses on analysis of risks associated with the vaccination center in Brno. The theoretical part is mainly devoted to the issue of risk management with a focus on risks in healthcare, where the methods that are used in the practical part are defined. Furthermore, the thesis presents selected topics of mathematical programming. Especially, the newsvendor problem is introduced as inspiring case for further modelling. The brief description of the covid-19 pandemic situation later serves as one of the data sources. The practical part deals with the description and risk analysis of the vaccination process using the methods "What If?" and the FMEA method. Appropriate decisions are then proposed for selected risk situations using the GAMS optimization system. Based on the results of the calculations, specific recommendations are proposed.

Dans les réseaux de télécommunications, la demande croissante pour de nouveaux services, comme la diffusion de vidéos en continu ou les conférences en ligne, engendre un besoin pour des dispositifs de télécommunication où le même contenu est acheminé depuis un émetteur unique vers un groupe de récepteurs. Cette évolution ouvre la voie au développement de nouvelles techniques d'acheminement des données, comme le multicast qui laisse un nœud du réseau copier ses données d'entrée puis retransmettre ces copies, ou le codage réseau, qui est une technique permettant à un nœud d'effectuer des opérations de codage à partir de ses données d'entrée. Cette thèse traite de la mise en place de techniques de codage au sein d'un réseau multicast filaire. Nous formalisons certains problèmes qui apparaissent naturellement dans ce contexte grâce à la recherche opérationnelle et à des outils d'optimisation mathématique. Notre objectif est de développer des modèles et des algorithmes afin de calculer, au moins de manière approchée, certaines grandeurs qui ont vocation à être pertinentes dans le cadre de la comparaison de techniques d'acheminement de données dans un réseau de télécommunications. Nous évaluons ainsi, d'un point de vue à la fois théorique et expérimental, l'impact induit par l'introduction de techniques de codage au sein d'un réseau multicast. Nous nous concentrons en particulier sur des critères importants pour un opérateur de télécommunication, comme la maximisation du débit d'information entre une source et un ensemble de destinataires dans le réseau, la minimisation de la congestion sous contrainte de demande, ou la minimisation de la perte de débit ou du coût induit par l'acheminement des données dans un réseau soumis à des pannes. / In telecommunication networks, the increasing demand for new services, like video-streaming or teleconferencing, along with the now common situation where the same content is simultaneously requested by a huge number of users, stress the need for point to many data transmission protocols where one sender wishes to transmit the same data to a set of receivers. This evolution leads to the development of new routing techniques like multicast, where any node of the network can copy its received data and then send these copies, or network coding, which is a technique allowing any node to perform coding operations on its data. This thesis deals with the implementation of coding techniques in a wired multicast network. We formalize some problems naturally arising in this setting by using operations research and mathematical optimization tools. Our objective is to develop models and algorithms which could compute, at least approximately, some quantities whose purpose is to be relevant as far as forwarding data using either multicast and network coding in telecommunications networks is concerned. We hence evaluate, both in theory and numerically, the impact of introducing coding techniques in a multicast network. We specifically investigate relevant criteria, with respect to the field of telecommunications, like the maximum amount of information one can expect to convey from a source to a set of receivers through the network, the minimum congestion one can guarantee while satisfying a given demand, or the minimum loss in throughput or cost induced by a survivable routing in a network prone to failures.