De nombreux retours de produits dus au recyclage et à la réutilisation des déchets se développent dans le but de préserver les ressources naturelles limitées de notre planète. Ces nouveaux flux interagissant avec les flux de production traditionnels, il est important de les piloter de façon à satisfaire au mieux les demandes des clients et minimiser l'encours dans la chaîne logistique. Nos travaux s'inscrivent dans cette démarche. Nous nous plaçons dans un contexte où la capacité de production est limitée et nous considérons un problème opérationnel de gestion des stocks et de la production intégrant des flux de retours. Nous modélisons trois problèmes de production et de stockage à temps continu, avec des capacités de production limitées, des délais aléatoires et des coûts linéaires. Le premier prenant en compte la probabilité qu'un produit puisse être réutilisé comme produit fini ou seulement comme produit semi-fini (par partie), le deuxième présentant un problème où la réutilisation d'un retour comme produit fini nécessite une étape de remise à neuf et le troisième modélisant un système où les clients préviennent à l'avance du renvoi potentiel de leurs produits. Outre la caractérisation des politiques optimales de gestion, une part importante de nos contributions réside dans l'évaluation des performances de différentes politiques heuristiques et l'étude de l'impact de la capacité de production sur celles-ci. Enfin, nous nous servons dans tout ce document d'outils permettant la caractérisation des politiques optimales. La dernière partie de ce document vise à développer ces outils et à permettre l'étude de l'effet des paramètres d'un système formulé en processus de décision Markovien sur la politique optimale de celui-ci. / Flows of returns due to recycling and reusing waste are developing in order to preserve the limited natural resources of our planet. These new flows interact with the traditional production flows. Therefore, in order to provide customers with the best service level and minimize the stock in the supply chain, the control of the return flows appears to be of highest importance. We address this problem by modeling a situation with a limited porduction capacity and we consider an operational production/inventory problem that incorporates flows of returns. We model three continuous-time production/inventory problems with limited produc- tion capacities, random lead times, and linear costs. In the first problem we take into account the probability that a product can be reused as a finished product or only as semi-finished product (by parts), in the second problem we include a step of remanufac- turing before reusing the returned product, and in the third problem we consider a system with product returns that are announced in advance by the customers. Apart from the caracterization of the optimal policies for these cases, the performance assessments of some heuristic policies and the study of the poduction capacity effect on these heuristic policies stand as main contributions. Throughout this work we have used existing tools to characterize optimal policies for different Markov decision processes. The last chapter aims to improve these tools and enable us to study the influence of several system parameters on its optimal policy.

Dois modelos principais de planejamento em inteligência artificial são os usados, respectivamente, em planejamento probabilístico (MDPs e suas generalizações) e em planejamento não-determinístico (baseado em model checking). Nessa dissertação será: (1) exibido que planejamento probabilístico e não-determinístico são extremos de um rico contínuo de problemas capaz de lidar simultaneamente com risco e incerteza (Knightiana); (2) obtido um modelo para unificar esses dois tipos de problemas usando MDPs imprecisos; (3) derivado uma versão simplificada do princípio ótimo de Bellman para esse novo modelo; (4) exibido como adaptar e analisar algoritmos do estado-da-arte, como (L)RTDP e LDFS, nesse modelo unificado. Também será discutido exemplos e relações entre modelos já propostos para planejamento sob incerteza e o modelo proposto. / Two noteworthy models of planning in AI are probabilistic planning (based on MDPs and its generalizations) and nondeterministic planning (mainly based on model checking). In this dissertation we: (1) show that probabilistic and nondeterministic planning are extremes of a rich continuum of problems that deal simultaneously with risk and (Knightian) uncertainty; (2) obtain a unifying model for these problems using imprecise MDPs; (3) derive a simplified Bellman\'s principle of optimality for our model; and (4) show how to adapt and analyze state-of-art algorithms such as (L)RTDP and LDFS in this unifying setup. We discuss examples and connections to various proposals for planning under (general) uncertainty.

Submitted by Ana Paula Lisboa Monteiro (monteiro@univates.br) on 2012-06-18T17:43:45Z No. of bitstreams: 1 MarneliTeixeira.pdf: 3477306 bytes, checksum: 77676b4187cbfa52a18d0ee652a6c418 (MD5) / Made available in DSpace on 2012-06-18T17:43:45Z (GMT). No. of bitstreams: 1 MarneliTeixeira.pdf: 3477306 bytes, checksum: 77676b4187cbfa52a18d0ee652a6c418 (MD5) / O objetivo principal deste trabalho foi analisar o processo de produção de madeira reconstituída com a utilização de matérias-primas alternativas no sistema de fabricação de chapas de madeira reconstituída (Medium Density Particleboard - MDP) em uma empresa fabricante de painéis de madeira reconstituída. Para tanto, demonstram-se as tecnologias e os equipamentos disponíveis para a produção de MDP que podem minimizar os impactos ambientais. O trabalho buscou evidenciar a aplicação dessa matéria-prima na empresa pesquisada. Teve-se como premissas identificar as principais matérias-primas alternativas e etapas do processo de produção desenvolvido na empresa e descrever a aplicação prática da metodologia da produção de painéis de madeira reconstituída. O método utilizado apresenta caráter predominante descritivo e as técnicas na coleta e análise de dados focaram o caráter qualitativo. Foi analisado todo o processo produtivo na utilização de matérias-primas virgens e alternativas. Os resultados obtidos, além de estabelecerem um diagnóstico do processo de produção de painéis, revelando o destino e a crescente aplicação desses resíduos, retratam formas de repensar ações que contemplem a qualidade ambiental. Como conseqüência dos resultados obtidos tem-se uma redução de floresta plantada para a indústria com o uso de madeira reconstituída.

Due to the limited supply and perishable nature of blood products, effective management of blood collection is critical for high quality healthcare delivery. Whole blood is typically collected over a 6 to 8 hour collection window from volunteer donors at sites, e.g., schools, universities, churches, companies, that are a significant distance from the blood products processing facility and then transported from collection site to processing facility by a blood mobile. The length of time between collecting whole blood and processing it into cryoprecipitate ("cryo"), a critical blood product for controlling massive hemorrhaging, cannot take longer than 8 hours (the 8 hour collection to completion constraint), while the collection to completion constraint for other blood products is 24 hours. In order to meet the collection to completion constraint for cryo, it is often necessary to have a "mid-drive collection"; i.e., for a vehicle other than the blood mobile to pickup and transport, at extra cost, whole blood units collected during early in the collection window to the processing facility. In this dissertation, we develop analytical models to: (1) analyze which collection sites should be designated as cryo collection sites to minimize total collection costs while satisfying the collection to completion constraint and meeting the weekly production target (the non-split case), (2) analyze the impact of changing the current process to allow collection windows to be split into two intervals and then determining which intervals should be designated as cryo collection intervals (the split case), (3) insure that the weekly production target is met with high probability. These problems lead to MDP models with large state and action spaces and constraints to guarantee that the weekly production target is met with high probability. These models are computationally intractable for problems having state and action spaces of realistic cardinality. We consider two approaches to guarantee that the weekly production target is met with high probability: (1) a penalty function approach and (2) a chance constraint approach. For the MDP with penalty function approach, we first relax a constraint that significantly reduces the cardinality of the state space and provides a lower bound on the optimal expected weekly cost of collecting whole blood for cryo while satisfying the collection to completion constraint. We then present an action elimination procedure that coupled with the constraint relaxation leads to a computationally tractable lower bound. We then develop several heuristics that generate sub-optimal policies and provide an analytical description of the difference between the upper and lower bounds in order to determine the quality of the heuristics. For the multiple decision epoch MDP model with chance constraint approach, we first note by example that a straightforward application of dynamic programming can lead to a sub-optimal policy. We then restrict the model to a single decision epoch. We then use a computationally tractable rolling horizon procedure for policy determination. We also present a simple greedy heuristic (another rolling horizon decision making procedure) based on ranking the collection intervals by mid-drive pickup cost per unit of expected cryo collected, which results in a competitive sub-optimal solution and leads to the development of a practical decision support tool (DST). Using real data from the American Red Cross (ARC), we estimate that this DST reduces total cost by about 30% for the non-split case and 70% for the split case, compared to the current practice. Initial implementation of the DST at the ARC Southern regional manufacturing and service center supports our estimates and indicates the potential for significant improvement in current practice.

International Telemetering Conference Proceedings / October 21, 2002 / Town & Country Hotel and Conference Center, San Diego, California / The current challenge has been to develop and adapt commercial Internet protocols for usage in space communications. Commercialized solutions, rather than Customized ones are cheaper, have low turnaround time and offer higher flexibility in deployment and operation. The focus of the study was to modify and develop UDP/IP based protocols commonly used in commercial Internet for reliable data transfers in space environment. Multicast Dissemination Protocol was designed by Naval Research Laboratory to provide reliable multicast data and file transfer delivery on the top of general UDP/IP platform. It is very suited for bulk data transfer over the Internet. We have extended its usage in space channels and evaluated it as a solution to meet key challenges in space communications like high bit error rates and asymmetric channels. We have also tried to optimize the performance of the protocol in the terms of throughput, reliability, integrity and security of data. The evaluation test were carried on our Space to Ground Link Simulator which uses PPP to model point to point satellite links and correspond to low capacity systems as found in small satellite systems.

The exotic options that are examined in this thesis have a combination of non-standard characteristics which can be found in shout, multi-callable, pathdependent and Bermudan options. These options are called reset options. A reset option is an option which allows the holder to reset, one or more times, certain terms of the contract based on pre-specified rules during the life of the option. Overall in this thesis, an attempt has been made to tackle the modeling challenges that arise from the exotic properties of the reset option embedded in segregated funds. Initially, the relevant literature was reviewed and the lack of published work, advanced enough to deal with the complexities of the reset option, was identified. Hence, there appears to be a clear and urgent need to have more sophisticated approaches which will model the reset option. The reset option on the maturity guarantee of segregated funds is formulated as a non-stationary finite horizon Markov Decision Process. The returns from the underlying asset are modeled using a discrete time approximation of the lognormal model. An Optimal Exercise Boundary of the reset option is derived where a threshold value is depicted such that if the value of the underlying asset price exceeds it then it is optimal for the policyholder to reset his maturity guarantee. Otherwise, it is optimal for the policyholder to rollover his maturity guarantee. It is noteworthy that the model is able to depict the Optimal Exercise Boundary of not just the first but of all the segregated fund contracts which can be issued throughout the planning horizon of the policyholder. The main finding of the model is that as the segregated fund contract approaches its maturity, the threshold value in the Optimal Exercise Boundary increases. However, in the last period before the maturity of the segregated fund, the threshold value decreases. The reason for this is that if the reset option is not exercised it will expire worthless. The model is then extended to re ect on the characteristics of the range of products which are traded in the market. Firstly, the issuer of the segregated fund contract is allowed to charge a management fee to the policyholder. The effect from incorporating this fee is that the policyholder requires a higher return in order to optimally reset his maturity guarantee while the total value of the segregated fund is diminished. Secondly, the maturity guarantee becomes a function of the number of times that the reset option has been exercised. The effect is that the policyholder requires a higher return in order to choose to reset his maturity guarantee while the total value of the segregated fund is diminished. Thirdly, the policyholder is allowed to reset the maturity guarantee at any point in time within each year from the start of the planning horizon, but only once. The effect is that the total value of the segregated fund is increased since the policyholder may lock in higher market gains as he has more reset decision points. In response to the well documented deficiencies of the lognormal model to capture the jumps experienced by stock markets, extensions were built which incorporate such jumps in the original model. The effect from incorporating such jumps is that the policyholder requires a higher return in order to choose to reset his maturity guarantee while the total value of the segregated fund is diminished due to the adverse effect of the negative jumps on the value of the underlying asset.

Os sistemas de distribuição de água são parte fundamental de qualquer cidade e seus custos, principalmente com energia elétrica, constituem gastos significativos às companhias de saneamento. A operação ótima, em termos energético, pode proporcionar, além da otimização das despesas, reduções significativas de perda de água, prevenir intervenções corretivas na rede e aumentar a robustez do sistema de distribuição. Assim, esta tese apresenta a modelagem do problema de redução de gastos com energia elétrica em sistemas de distribuição de água utilizando Processos Decisórios de Markov cuja função de transição de estado está associada a incertezas decorrentes do modelo hidráulico, da curva de demanda, do truncamento do algoritmo de cálculo e da discretização das variáveis de estado. São apresentados três experimentos para verificar a modelagem proposta: a) com um sistema de distribuição simplificado e modelo hidráulico explícito; b) comparativo entre três diferentes técnicas utilizando simulador hidráulico; e c) comparativo entre um sistema real, com controle baseado em nível, e o mesmo sistema simulado, porém, utilizando controlador MDP. Os resultados dos experimentos demonstram que este sistema de controle é eficaz na redução das despesas com energia elétrica e aumento na robustez dos sistemas de distribuição de água. Além disso, também são respeitadas as restrições operacionais destes sistemas, garantindo a integridade das tubulações e eliminando a possibilidade de interrupções no fornecimento de água. / Water distribution systems are the fundamental part of any city and their costs, mainly with energy, constitute a significant expenditure for water utility companies. The optimal operation, in energetic terms, can provide, in addition to optimization of expenditure, significant savings in water losses, prevent wear and tear and increase the distribution system soundness. Thus, this thesis presents the modeling of the problem of reducing energy expenses in water distribution systems using Markov Decision Processes whose state transition function is associated with uncertainty arising out of hydraulic model, demand curve, truncation in the calculation algorithm and the state variables discretization. Three experiments are presented to verify the proposed modeling: a) with a streamlined distribution system and explicit hydraulic model; b) comparing three different techniques using hydraulic simulator; and c) comparison between a real system, based on level control, and the same simulated system, however, using MDP controller. The experiment results demonstrate that this technique is effective to reduces electricity expenses and to increases the reliability of the system. Moreover, it respects system operational restrictions, to ensure minimizing the risk of pipe rupture and to avoid water outages.

Os sistemas de distribuição de água são parte fundamental de qualquer cidade e seus custos, principalmente com energia elétrica, constituem gastos significativos às companhias de saneamento. A operação ótima, em termos energético, pode proporcionar, além da otimização das despesas, reduções significativas de perda de água, prevenir intervenções corretivas na rede e aumentar a robustez do sistema de distribuição. Assim, esta tese apresenta a modelagem do problema de redução de gastos com energia elétrica em sistemas de distribuição de água utilizando Processos Decisórios de Markov cuja função de transição de estado está associada a incertezas decorrentes do modelo hidráulico, da curva de demanda, do truncamento do algoritmo de cálculo e da discretização das variáveis de estado. São apresentados três experimentos para verificar a modelagem proposta: a) com um sistema de distribuição simplificado e modelo hidráulico explícito; b) comparativo entre três diferentes técnicas utilizando simulador hidráulico; e c) comparativo entre um sistema real, com controle baseado em nível, e o mesmo sistema simulado, porém, utilizando controlador MDP. Os resultados dos experimentos demonstram que este sistema de controle é eficaz na redução das despesas com energia elétrica e aumento na robustez dos sistemas de distribuição de água. Além disso, também são respeitadas as restrições operacionais destes sistemas, garantindo a integridade das tubulações e eliminando a possibilidade de interrupções no fornecimento de água. / Water distribution systems are the fundamental part of any city and their costs, mainly with energy, constitute a significant expenditure for water utility companies. The optimal operation, in energetic terms, can provide, in addition to optimization of expenditure, significant savings in water losses, prevent wear and tear and increase the distribution system soundness. Thus, this thesis presents the modeling of the problem of reducing energy expenses in water distribution systems using Markov Decision Processes whose state transition function is associated with uncertainty arising out of hydraulic model, demand curve, truncation in the calculation algorithm and the state variables discretization. Three experiments are presented to verify the proposed modeling: a) with a streamlined distribution system and explicit hydraulic model; b) comparing three different techniques using hydraulic simulator; and c) comparison between a real system, based on level control, and the same simulated system, however, using MDP controller. The experiment results demonstrate that this technique is effective to reduces electricity expenses and to increases the reliability of the system. Moreover, it respects system operational restrictions, to ensure minimizing the risk of pipe rupture and to avoid water outages.

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<p>The aim of this essay is to investigate the situation for democracy in China. The study raises two main questions. They are as follows: Are there obstacles to a democratization process in China? and Are there openings when it comes to a gradual change for democratization in China?</p><p> </p><p>The theoretical framework consists of Robert A.Dahl´s Polyarchy theory, and in addition , five factors promoting democracy. Also the notion of an MDP-society (a modern, dynamic and pluralistic society) is looked upon. A qualitative case literature study has been the research method used.</p><p> </p><p>The results of the study show that the obstacles consist mostly of the strong rule by the communist party, the CPC. This might even increase with time. And if it should fall, there might be other powerful groups prepared to rule the country. But there are also openings to a more democratic China.  A growing level of education, a growing economy, the existence of village elections, a developing judicial system and a change among values among the Chinese people indicates this direction. Also the emergence of the use of Internet and cellphones add a democracy promoting aspect to the case.</p>