[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.

Queue buildup is a problem that every fast food restaurant would like to reduce, as its effect on customer satisfaction and restaurant revenue is obviously negative. This thesis looks at how a dynamic menu management system would affect fast food restaurants, specifically how the promotion of fast products, in certain situations, would affect total revenue and queue lengths. A neural network was used to categorize products depending on their preparation time and to predict queue waiting times. A simulation approach was used to find out how the menu management system would affect the restaurant. The results are that in situations where long queues are formed, the promotion of fast products increases revenue by 7.8% and decreases queue lengths by 13.3%. In situations where little to no queues are formed, the same system still decreases queue lengths by 4.7%, but also decreases revenue by 0.2%

In this thesis, we present two fairly general classes of so called overflow queueing networks. These networks consist of two queues, where the capacity of the first queue is always finite. Customers arriving at the first queue have an overflow capability from the first to the second queue if the first queue operates at a certain fixed capacity, i.e., under certain conditions, demands arriving at the first queue are allowed to join the second queue. The overflow stream will additionally be weighted with a parameter p. This parameter can be used as a control parameter or to model the customers´ impatience. We reduce the number of unknown steady-state probabilities of these system in a considerable amount by a generating functions approach and a separation technique.

No description available.

We consider a congestion control problem in computer networks. The problem is posed as an optimal control problem and reduced to a problem of finding solutions to delay differential equations. Systems involving time delays in the dynamics are actually very difficult to model and therefore very difficult to solve. We consider three approaches in our congestion control problem: an elastic queue approach leading to an optimal control problem with a state–dependent delay differential equation; three approaches in flow models (also leading to systems containing delay differential equations), precisely the dual control approach, the primal–dual control approach and the control approach based on queueing delay. The elastic queue approach is not explored due to the lack of software good enough to solve optimal control problems involving delay differential equations. In flow models, we consider the standard case, that is where the feedback from sources to links is exact and the network behaves perfectly well (without any unexpected event). We also consider some non–standard cases such as the case where this feedback contains errors (for example overestimation, underestimation or noise), and the case where one link breaks in the network. We numerically solve the delay differential equations obtained and use the results we get to determine all the considered dynamics in the network. This is followed by an analysis of the results. We also explore the stability of some simple cases in the dual control approach, with weaker conditions on some network parameters, and discuss some fairness conditions in some simple cases in all the flow model approaches. Non–standard cases are also solved numerically and the results can be compared with those obtained in the standard case.

Video conversation on mobile devices is popularizing with the advent of 3G. The enhanced network capacity thus available enables transmission of video data over the internet. It has been forecasted by several VOIP service organizations that the present IVR systems will evolve into Voice and Video Response (IVVR) Systems. However, this evolution has many technical challenges on the way. Architectures to implement queuing systems for video data and standards for inter conversion of video data between the formats supported by calling parties are two of these challenges. This thesis is an analysis of queues and media transcoding for IVVRs. A major effort in this work involves constructing a prototype IVVR queuing system. The system is constructed by using an open source server named Asterisk and MySql database. Asterisk is a SIP based Public Exchange Server (PBX) and also a development environment for VOIP based IVRs. Functional scenarios for SIP session establishment and the corresponding session setup times for this queueing model are measured. The results indicate that the prototype serves as a sufficient model for a queue, although a significant delay is introduced for session establishment.  The work also includes analysis of integrating DiaStar™, is a SIP based media transcoding engine to this queue. However, this system is not complete to function with DiaStar for media translation. The study concludes with a mention of the areas for future work on this particular system and the general state of IVVR queuing systems in the industry. / Videosamtal på mobila enheter är popularisera med tillkomsten av 3G. Den förbättrade nätkapacitet så tillgänglig möjliggör överföring av videodata över Internet. Det har prognos av flera VOIP serviceorganisationer att de nuvarande IVR-system kommer att utvecklas till röst och video Response (IVVR) System. Dock har denna utveckling många tekniska utmaningar på vägen. Arkitekturer för att genomföra kösystem för videodata och standarder för bland konvertering av videodata mellan format som stöds för uppringande är två av dessa utmaningar. Denna avhandling är en analys av köer och media kodkonvertering för IVVRs. En stor insats i detta arbete innebär att bygga en prototyp IVVR kösystem. Systemet är konstruerat med hjälp av en öppen källkod-server som heter Asterisk och MySQL-databas. Asterisk är en SIP-baserad Public Exchange Server (PBX) och även en utvecklingsmiljö för VOIP-baserade IVRs. Funktionella scenarier för SIP session etablering och motsvarande sessionen inställningar för den föreslagna kö modell mäts. Resultaten indikerar att prototypen tjänar som en tillräcklig modell för en kö, även om en betydande fördröjning införs för sessionsupprättandebegäran. Arbetet omfattar även analys av integrering DiaStar™ är en SIP-baserad media kodkonvertering motor till denna kö. Emellertid är detta system inte helt att fungera med DiaStar för media translation. The studie avslutas med ett omnämnande av de områden för framtida arbete med detta system och det allmänna tillståndet i IVVR kö-system i branschen.

Introduction: This thesis presents a python implementation and evaluation of the Heston-Queue-Hawkes (HQH) model, a recent jump-diffusion model for pricing options. The model is capable of tracking options for a wide range of different underlying assets. The model is expected to perform better on Fourier-based fast pricing algorithms such as the COS Method, however in this thesis we’ll only look at Monte Carlo solvers for the HQH model. The type of option studied in this master’s thesis is European options, however, the implementation could be extended to other types of options.  Methodology: The methodology for evaluating the HQH model (in this paper) involves the use of a custom Monte Carlo simulation implemented in Python. The Monte Carlo method enables simulating multiple scenarios and provides reliable results across a variety of situations, making it an appropriate tool for evaluating the model's performance.  Evaluation: The HQH model is evaluated on ease of implementation in python and it’s general ability to reflect different market phenomena such as volatility in price movements.  Improvement: This thesis also investigates the possibility of improving the model or adding corrections, parameters, readjustments, or the like to the model to improve results. The aim is to enhance the model's usefulness, and this evaluation seeks to identify potential improvements.  Worth noting: The goal of this thesis is to align with the research interests of financial institutions and provide a practical, applied approach to evaluating options pricing models. The research presented in this thesis aims to mirror the type of projects that a company like Visigon may be requested to undertake by a bank (and engineering work in general). Additionally, the findings and methodology developed in this thesis aims to inform and contribute to future research in options pricing models which may help markets perform better.

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.

Multi-queue has been a proven solution for problems related to high input and output for any type of hardware. Therefore, improving it with task batching may increase performance and reduce overhead. While multi-queue and task batching have been studied, combining them has only been mentioned briefly, specifically for priority queues. For this experiment, system metrics of timers and block misses will show potential areas where task batching is beneficial. The result from the performed experiment show that the size of batches has similarities with the number of input workers. The result gives some insight into further improvements of the multi-queue, and the overhead was found to be reduced whenever task batching was used.

This thesis consists of five scientific articles oriented towards capacity. Managing capacity constraints with associated delays is a big issue at new design as well as at trimming existing traffic facilities. In larger Swedish cities these challenges have become more and more important as a result of growing traffic demand due to rapid population increase.Models for estimating capacity and delay are available, but not many are calibrated for Swedish conditions due to the high effort required. This thesis documents development and calibration of new models for motorway links, entry and exit lanes and weaving areas and an developed space-time model with the ability to calculate queue length, delay, etc.The first article is focused on identifying weaknesses in the former Swedish capacity method for motorways, and development of new models overcoming these shortcomings. The development includes new models for jam density at queue, capacity in weaving areas and fundamental flow-density relationships for 15 different highway types for inclusion in the new Swedish capacity manual.The second article describes the development of a Swedish motorway space-time model to estimate travel times and queues in oversaturated conditions based on the American FREEVAL model in Highway Capacity Manual 2010 (HCM 2010). Calibration and validation of the model has been performed with data from the Motorway Control System (MCS) in Stockholm. A good correspondence was obtained for most cases, but further calibration and validation efforts are required for entry and exit lanes.The third article describes further development of the intersection model in the Swedish microscopic model “Rural Traffic Simulator (RuTSim). This is a continuation of the work documented in the author’s licentiate thesis published in 2002. The development focused on simulation of intersections using a new concept on lane use not included in the old RuTSim model. The model describes Swedish rural intersections with flared approaches providing a non-discreet lane use due to vehicle types in queue. New data for calibration and validation data was also generated. The validation results showed good correspondence between simulated and empirical delay results. The new intersection model is now implemented in RuTSim, providing new tools for estimation of capacity, delay and queue length already included in Swedish guidelines and capacity manuals/software (Capcal).The fourth article describes the development of a new capacity model for roadwork zones. Focus is on the resulting capacity of one lane due to several reduction factors. These factors include impacts of closed road shoulders, reduction of number of lanes, diversion of traffic to the opposite carriageway, commuting traffic, length of work zone, lane width and type of road work. The first two correction factors were successfully validated in a full-scale test on the E6 motorway in Gothenburg.The fifth article describes development and implementation of a new harmonization algorithm for MCS systems on motorways designed to increase bottleneck capacity and throughput. Two different models were developed, one of which was implemented in the existing MCS system on E4 Södertäljevägen south of Stockholm. Full-scale trials were carried out with a model based on trigger levels in terms of flow. The second model based on the difference in the variance of speed during two following time periods was tested offline also with very good results. / <p>QC 20160429</p>