Cette thèse se concentre sur des théorèmes de limitation pour copulae. Le premier chapitre est une enquête(une vue générale) sur la dépendance et des résultats standard sur copulae, avec des demandes(applications) dans la finance et l'assurance. Le deuxième chapitre étudie les changements de la structure de dépendance dans des modèles de survie et obtient des résultats de limitation utilisant un concept bivariate de variation régulière directionnelle dans de hautes dimensions. Utilisant quelques théorèmes de point fixes, copulae invariable est exposé. Plus loin, il est prouvé que la copule de Clayton est la seule invariable par truncature. Dans le chapitre 3-5 est étudié le cas(la caisse) particulier d'Archimedean copulae. L'étude dans supérieur et est plus bas conduite et les théorèmes de limitation sont obtenus. Le chapitre 6 essaye de lier l'approche standard dans des valeurs extrêmes et celui présenté ici, basé sur copulae conditionnel, c'est-à-dire obtenu avec le joint(l'articulation) exceedances. Le chapitre 7 se concentre nonparamétrique (le grain(noyau) basé) sur les évaluations de densité de copule, utilisant l'approche transformée de grain et des grains(noyaux) bêta. Et finalement, un chapitre final (un bijgevoegde stelling) se concentre sur des dépendances temporelles pour des événements naturels et étudie la notion de période de retour où les observations ne sont pas l'indépendance. On considère quelques demandes(applications), sur des vents de tempête et des vagues de chaleur (utilisant GARMA des processus, avec la longue mémoire(souvenir)) et sur des événements d'inondation(de flot) utilisant l'extension de modèles ACD, présenté pour des données financières haute fréquence

The Moment Recursion (MR) models are a class of models for tactical planning of job shops or other processing networks. The MR model can be used to determine or approximate the first two moments of production quantities and queue lengths at each work station of a job shop. Knowledge of these two moments is sufficient to carry out a variety of performance evaluation, optimization and decision-support applications. This paper presents a literature survey of the Moment-Recursion models. Limitations in the existing research and possible research opportunities are also discussed. Based on the research opportunities discussed, we are in the process of building a model that attempts to fill these research gaps. / Singapore-MIT Alliance (SMA)

The scaling of silicon technology has been ongoing for over forty years. We are on the way to commercializing devices having a minimum feature size of one-tenth of a micron. The push for miniaturization comes from the demand for higher functionality and higher performance at a lower cost. As a result, successively higher levels of integration have been driving up the power consumption of chips. Today, heat removal and power distribution are at the forefront of the problems faced by chip designers.In recent years portability has become important. Historically, portable applications were characterized by low throughput requirements such as for a wristwatch. This is no longer true.Among the new portable applications are hand-held multimedia terminals with video display and capture, audio reproduction and capture, voice recognition, and handwriting recognition capabilities. These capabilities call for a tremendous amount of computational capacity. This computational capacity has to be realized with very low power requirements in order for the battery to have a satisfactory life span. This thesis is an attempt to provide microarchitecture and compiler techniques for low-power chips with high-computational capacity.The first part of this work presents some schemes for reducing the complexity of the issue logic. The issue logic has become one of the main sources of energy consumption in recent years. The inherent associative look-up and the size of the structures (crucial for exploiting ILP), have led the issue logic to a significant energy budget. The techniques presented in this work eliminate or reduce the associative logic by determining producer-consumer relationships between the instructions or by scheduling the instructions according to the latency of the operations.An important effort has been deployed to reduce the energy requirements and the power dissipation through novel mechanisms based on value compression. As a result, the second part of this thesis introduces several ultra-low power and high-end processor designs. First, the design space for ultra-low power processors is explored. Several designs are developed (at the architectural level) from scratch that exploit value compression at all levels of the data-path. Second, value compression for high-performance processors is proposed and evaluated. At the end of this thesis, two compile-time techniques are presented that show how the compiler can help in reducing the energy consumption. By means of a static analysis of the program code or through profiling, the compiler is able to know the size of the operands involved in the computation. Through these analyses, the compiler is able to use narrower operations (i.e. a 64-bit addition can be converted to an 8-bit addition due to the information of the size of the operands).Overall, this thesis compromises the detailed study of one of the most power hungry units in a processor (the issue logic) and the use of value compression (through hardware and software) as a mean to reduce the energy consumption in all the stages of the pipeline.

We study two classes of stochastic systems, the limited processor sharing system and the multi-server system. They share the common feature that multiple jobs/customers are being processed simultaneously, which makes the study of them intrinsically difficult. In the limited processor sharing system, a limited number of jobs can equally share a single server, and the excess ones wait in a first-in-first-out buffer. The model is mainly motivated by computer related applications, such as database servers and packet transmission over the Internet. This model is studied in the first part of the thesis. The multi-server queue is mainly motivated by call centers, where each customer is handled by an agent. The number of customers being served at any time is limited by number of agents employed. Customers who can not be served upon arrival wait in a first-in-first-out buffer. This model is studied in the second part of the thesis.

Amusement parks are a huge business. Guest experiences determine the success or failure for an amusement park. This report suggests an approach to improve guest experience by managing guest flow. The guest happiness optimization problem is formulated into a visitor routing management model. The constraints for this model include attraction attributes and guest behavior. To build the attraction constraints, their information is first gathered from internet, field studies and surveys, and then input into simulation software. Constraints on guest behavior are set up with a literature study and a guest survey. A two phase heuristic is developed to solve this problem with constraints. Candidate routes are generated with a route construction algorithm in the first phase. Visitor distribution and selection on these candidate routes are determined in the second phase using a mixed integer programming solver. Visitor routes are then recommended to the park’s operator side, for them to distribute to guests visiting on their vacations. Data from Disney Epcot are collected and applied in the case study to implement the methodology in this report. Attraction operations capability is maintained at the current level with no additional cost for the project, while guest satisfaction is improved by ensuring the number and type of attractions they visit. In addition, average waiting time for visitors is reduced by at least 70% in the recommended operation strategy. / text

Traditionally the Internet is used for the following applications: FTP, e-mail and Web traffic. However in the recent years the Internet is increasingly supporting emerging applications such as IP telephony, video conferencing and online games. These new applications have different requirements in terms of throughput and delay than traditional applications. For example, interactive multimedia applications, unlike traditional applications, have more strict delay constraints and less strict loss constraints. Unfortunately, the current Internet offers only a best-effort service to all applications without any consideration to the applications specific requirements. In this thesis three existing Active Queue Management (AQM) mechanisms are modified by incorporating into these a control function to condition routers for better Quality of Service (QoS). Specifically, delay is considered as the key QoS metric as it is the most important metric for real-time multimedia applications. The first modified mechanism is Drop Tail (DT), which is a simple mechanism in comparison with most AQM schemes. A dynamic threshold has been added to DT in order to maintain packet queueing delay at a specified value. The modified mechanism is referred to as Adaptive Drop Tail (ADT). The second mechanism considered is Early Random Drop (ERD) and, iii in a similar way to ADT, a dynamic threshold has been used to keep the delay at a required value, the main difference being that packets are now dropped probabilistically before the queue reaches full capacity. This mechanism is referred to as Adaptive Early Random Drop (AERD). The final mechanism considered is motivated by the well known Random Early Detection AQM mechanism and is effectively a multi-threshold version of AERD in which packets are dropped with a linear function between the two thresholds and the second threshold is moveable in order to change the slope of the dropping function. This mechanism is called Multi Threshold Adaptive Early Random Drop (MTAERD) and is used in a similar way to the other mechanisms to maintain delay around a specified level. The main focus with all the mechanisms is on queueing delay, which is a significant component of end-to-end delay, and also on reducing the jitter (delay variation) A control algorithm is developed using an analytical model that specifies the delay as a function of the queue threshold position and this function has been used in a simulation to adjust the threshold to an effective value to maintain the delay around a specified value as the packet arrival rate changes over time. iv A two state Markov Modulated Poisson Process is used as the arrival process to each of the three systems to introduce burstiness and correlation of the packet inter-arrival times and to present sudden changes in the arrival process as might be encountered when TCP is used as the transport protocol and step changes the size of its congestion window. In the investigations it is assumed the traffic source is a mixture of TCP and UDP traffic and that the mechanisms conserved apply to the TCP based data. It is also assumed that this consists of the majority proportion of the total traffic so that the control mechanisms have a significant effect on controlling the overall delay. The three mechanisms are evaluated using a Java framework and results are presented showing the amount of improvement in QoS that can be achieved by the mechanisms over their non-adaptive counterparts. The mechanisms are also compared with each other and conclusions drawn.

Cette thèse s'inscrit dans une thématique pluridisciplinaire explorant les liens existants entre la théorie de la commande et les réseaux informatiques. L'idée consiste à appliquer les outils de l'Automatique pour la stabilisation du trafic dans les réseaux de communication. Premièrement, nous nous sommes intéressés à l'analyse de stabilité des systèmes à retards variables au travers de deux approches temporelles. D'une part, nous avons considéré la méthode de Lyapunov-Krasovskii dans laquelle nous avons élaboré des fonctionnelles en adéquation avec de nouvelles modélisations du système (segmentation du retard, dérivée temporelle). D'autre part, la stabilité a également été abordée avec une approche entrée-sortie, empruntant alors les outils de l'analyse robuste. Le système à retard est alors réécrit comme l'interconnexion d'une application linéaire avec une matrice constituée d'opérateurs définissant le système original. Après avoir revisité le principe de séparation quadratique, nous développons des opérateurs auxiliaires afin de caractériser au mieux la dynamique retardée et proposer des critères moins pessimistes. Deuxièmement, la méthodologie développée est ensuite utilisée pour le problème de contrôle de congestion d'un routeur lors de communications TCP. Ce protocole de bout en bout est sensible à la perte de paquet et modifie en conséquence son taux d'émission selon l'algorithme du AIMD. Il s'agit alors de commander le taux de perte par l'intermédiaire d'un mécanisme d'Active Queue Management situé au niveau du routeur afin de réguler le trafic. Les résultats théoriques sont ensuite évalués à l'aide du simulateur de réseaux NS-2.

近幾年，等候系統開始被廣泛的應用於分析工作上可能產生的延遲。 平均花費在系統中和等候線上的時間成為描述等候系統行為兩個最基本的數量。除了工作的延遲外，我們考慮顧客在等候線上的延遲也會受到滿意度的影響。由於顧客滿意度會影響顧客的到達率，因此系統到達率和系統服務率變成模糊集合。我們建構一個模糊的等候系統並且提出一個去模糊化的方法。這篇論文研究的目的在於呈現一個分析系統的方法，利用此方法解決模糊的系統中最佳化的問題。 關鍵字: 模糊等候，最佳化。 / Queueing models for analyzing the possible delay of tasks have been studied for past several decades. Since then, the average time spent in the system and the average time spent in queue have become two of the most fundamental quantities describing a queueing system's behavior. In additional to the delay of tasks, we consider the satisfaction of customers affected by several factors in system. Since the satisfaction reflects the arrival rate and service rate, the arrival rate and the service rate seem more close to the fuzzy sets. We construct a fuzzy queueing model and introduce an optimization problem of a fuzzy queue. The objective of this optimization problem is to present an approach that analyzes the model and decide the optimal number of servers while minimizing the total cost which is a fuzzy set. As a result, we provide a solution procedure to compute the required performance measure in a service-oriented environment. Keywords: Fuzzy Queue, Optimization

Thesis(M.S.)--Auburn University, 2006. / Abstract. Vita. Includes bibliographic references (p.44-45).

[pt] Esta dissertação trata sobre o problema de alocação de balcões de check-in em um aeroporto. O processo de check-in é um dos serviços aeroportuários mais problemáticos. Ineficiências neste processo propagam problemas como o efeito chicote, sendo uma das causas dos baixos níveis de serviço. Além disso, em geral, as ilhas de check-in ocupam grandes áreas nos aeroportos afetando possíveis receitas de concessão. Uma alocação eficiente de balcões para o processo de check-in poderia reduzir custos aeroportuários e elevar o nível de serviço oferecido para os passageiros. Visando otimizar o ACCAP a nível diário, este trabalho apresenta uma nova metodologia que combina otimização e simulação. O objetivo é determinar o número ótimo, programação e localização de balcões para check-in, de forma a minimizar custos operacionais e garantir um dado nível de serviço. A metodologia proposta divide-se em três passos. O passo número um faz uso de modelos de otimização para o problema de alocação de balcões de check-in num aeroporto considerando uma política de alocação variável. Dois novos modelos de optimização são apresentados, um para um sistema de check-in comum e outro para um sistema dedicado. Os modelos visam determinar o menor número de balcões por intervalo de tempo e ao mesmo tempo equilibrar os custos operacionais e o nível de serviço oferecido. Estes modelos apresentam dois conjuntos de restrições que levam em consideração aspectos estocásticos do processo de check-in. Um conjunto considera o conceito de fator de utilização da teoria de filas e o outro, a flutuação na taxa de chegada dos passageiros entre intervalos de tempo adjacentes. O passo número dois usa simulação para avaliar se os resultados do passo anterior cumprem um determinado nível de serviço quando são consideradas incertezas na chegada dos passageiros e tempo de atendimento no processo de check-in. Além disso, a simulação terminada ajuda definir a duração adequada do intervalo de tempo e parâmetros chaves relativos aos modelos de otimização. Em geral, o processo de check-in é analisado considerando um padrão de chegada dos passageiros em procura do serviço de registro e como estes passageiros são atendidos nos balcões. A fim de avaliar essas distribuições: tempo entre chegada dos passageiros e tempo de atendimento, um conjunto de cenários é definido. Os principais cenários para ser testados são para um sistema comum e um dedicado. Assim, testando certo número de replicações para cada experimento de simulação, as estatísticas de desempenho do sistema são obtidas. Estatísticas de interesse tem que ver com o tempo de espera e tamanho da fila. O passo número três é aplicado só para sistemas de check-in dedicados. Uma vez que se conhece o número de balcões por intervalo de tempo para cada voo é possível minimizar o total de balcões satisfazendo a restrição de adjacência. Esta restrição estipula que todos os balcões do mesmo voo devem estar juntos. Sem a restrição de adjacência, o número mínimo de balcões poderia ser achado facilmente através de uma alocação fixa de recursos por intervalo de tempo. Este procedimento indicaria o número máximo de balcões requeridos no intervalo de tempo de maior ocupação, mas este resultado não garante uma solução que satisfaz a restrição de adjacência. Assim, os modelos matemáticos relacionados com programação de recursos adjacentes tem que garantir uma alocação ótima de balcões com balcões. A metodologia proposta é testada com um caso de estudo existente na literatura. Primeiro, considerando realidades práticas do planejamento de recursos nos processos aeroportuários, a duração de meia hora identificou-se como o tamanho adequado do intervalo de tempo para a discretização do problema de alocação de balcões de check-in num aeroporto. Depois, comparando os resultados obtidos entre a metodologia e o caso de estudo baseado só em simulação, os resultados demostram a confiabilidade / [en] This dissertation deals with the Airport Check-in Counter Allocation Problem (ACCAP). The check-in process is one of the most problematic airport services. Inefficient check-in processes propagate problems as a bullwhip effect being the basis for low quality service levels. Moreover, check-in counters usually occupy a considerable area in airports affecting concession revenues. An efficient check-in process may therefore contribute to reduce airport costs and increase service level. This work presents a new methodology to optimize the ACCAP that combines optimization and simulation. The objective is to determine the optimal number, schedule and location of check-in counters assigned to departing flights, such that operational costs are minimized and a given service level is ensured. The methodology is composed of three steps. Step 1 uses optimization models to determine the optimal number of desks. Step 2 uses simulation to assess if the results obtained in Step 1 meet the service level. Step 3 uses an optimization model to enforce an adjacent constraint for dedicated check-in systems. For Step 1 it is developed two new optimization models for common and dedicated check-in systems that include constraints regarding the utilization factor concept of queue theory, and the fluctuation in the passenger arrival rate. Step 2 uses standard simulation methods and Step 3 uses models existing in literature. The methodology is tested in a real sample to show its reliability and accuracy. Then, it is applied to a case study in a busiest airport. The results demonstrate the positive performance of the process considering the trade-off between operational costs and a given service level. Also, a maximum waiting time of thirty minutes is obtained and it is incorporated to the overall service level.