subject:(two stage stochastic programming)

University of Edinburgh

1. Kolawole, Oluwatayo Yetunde. On the performance of hybrid beamforming for millimeter wave wireless networks.

Degree: PhD, 2019, University of Edinburgh

► The phenomenal growth in the demand for mobile wireless data services is pushing the boundaries of modern communication networks. Developing new technologies that can provide… (more)

▼ The phenomenal growth in the demand for mobile wireless data services is pushing the boundaries of modern communication networks. Developing new technologies that can provide unprecedented data rates to support the pervasive and exponentially increasing demand is therefore of prime importance in wireless communications. In existing communication systems, physical layer techniques are commonly used to improve capacity. Nevertheless, the limited available resources in the spectrum are unable to scale up, fundamentally restricting further capacity increase. Consequently, alternative approaches which exploit both unused and underutilised spectrum bands are highly attractive. This thesis investigates the use of the millimeter wave (mmWave) spectrum as it has the potential to provide unlimited bandwidth to wireless communication systems. As a first step toward realising mmWave wireless communications, a cloud radio access network using mmWave technology in the fronthaul and access links is proposed to establish a feasible architecture for deploying mmWave systems with hybrid beamforming. Within the context of a multi-user communication system, an analytical framework of the downlink transmission is presented, providing insights on how to navigate across the challenges associated with high-frequency transmissions. The performance of each user is measured by deriving outage probability, average latency and throughput in both noise-limited and interference-limited scenarios. Further analysis of the system is carried out for two possible user association configurations. By relying on large antenna array deployment in highly dense networks, this architecture is able to achieve reduced outages with very low latencies, making it ideal to support a growing number of users. The second part of this work describes a novel two-stage optimisation algorithm for obtaining hybrid precoders and combiners that maximise the energy efficiency (EE) of a general multi-user mmWave multiple-input, multiple-output (MIMO) interference channel network involving internet of things (IoT) devices. The hybrid transceiver design problem considers both perfect and imperfect channel state information (CSI). In the first stage, the original non-convex multivariate EE maximization problem is transformed into an equivalent univariate problem and the optimal single beamformers are then obtained by exploiting the correlation between parametric and fractional programming problems and the relationship between weighted sum rate (WSR) and weighted minimum mean squared error (WMMSE) problems. The second stage involves the use of an orthogonal matching pursuit (OMP)-based algorithm to obtain the energy-efficient hybrid beamformers. This approach produces results comparable to the optimal beam-forming strategy but with much lower complexity, and further validates the use of mmWave networks in practice to support the demand from ubiquitous power-constrained smart devices. In the third part, the focus is on the more practical scenario of imperfect CSI for multi-user…

Subjects/Keywords: millimeter wave communications; mmWave communications; stochastic geometry; hybrid beamforming; two-stage optimisation algorithm; Rate Splitting

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Kolawole, O. Y. (2019). On the performance of hybrid beamforming for millimeter wave wireless networks. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/36117

Chicago Manual of Style (16^th Edition):

Kolawole, Oluwatayo Yetunde. “On the performance of hybrid beamforming for millimeter wave wireless networks.” 2019. Doctoral Dissertation, University of Edinburgh. Accessed December 15, 2019. http://hdl.handle.net/1842/36117.

MLA Handbook (7^th Edition):

Kolawole, Oluwatayo Yetunde. “On the performance of hybrid beamforming for millimeter wave wireless networks.” 2019. Web. 15 Dec 2019.

Vancouver:

Kolawole OY. On the performance of hybrid beamforming for millimeter wave wireless networks. [Internet] [Doctoral dissertation]. University of Edinburgh; 2019. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1842/36117.

Council of Science Editors:

Kolawole OY. On the performance of hybrid beamforming for millimeter wave wireless networks. [Doctoral Dissertation]. University of Edinburgh; 2019. Available from: http://hdl.handle.net/1842/36117

University of Bath

2. Zhang, Qingning. Experimental and analytical investigation into the two stage turbocharging systems for diesel engines.

Degree: PhD, 2016, University of Bath

URL: https://researchportal.bath.ac.uk/en/studentthesis/experimental-and-analytical-investigation-into-the-two-stage-turbocharging-systems-for-diesel-engines(02d0e7fe-73c0-4818-8ce9-53e63789bcfc).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.707566

► The work described in this thesis aims to conduct a systematic study of the two stage turbocharging system to improve the Diesel engine transient performance… (more)

▼ The work described in this thesis aims to conduct a systematic study of the two stage turbocharging system to improve the Diesel engine transient performance as well as NOX and CO2 emissions with a focus on the improved turbocharger matching and the control of the charging system, through the use of high fidelity engine models backed by experimental results. To perform the analytical study, commercial 1D simulation software has been used in the process of system characterisation and control strategy design. To validate the analytical results, a two stage turbocharging system was installed on a production diesel engine and tested on a transient engine test bench. The test results were then used to further calibrate the 1D engine/turbocharger model. Several other technologies were also investigated in simulation to explore their potential to further improve the system. Unlike most studies in the literature, this project focused on the system benefit of the engine and turbochargers, instead of conducting optimisation solely at the component level. The engine global parameters, such as the engine fuel consumption, emission levels and the transient response were the main parameters to be considered and were also best suited to the strengths of the 1D simulation method. The interactive use of both the analytical and experimental methods was also a strong point of this study. A novel control strategy for the system was proposed and demonstrated in the simulation. Experiments confirmed the validity of this control strategy and provided data for further model calibration. The comparison of the test results of the baseline engine to those obtained with the two stage turbocharged engine system verified the benefits of the novel turbocharging arrangement and control scheme. Transient response (T1090) was improved, with a 50% faster torque rise at 1000 rpm; the fuel consumption over the NEDC was 4% lower and NOx emissions over the NEDC were 28% lower. In the meantime, the study also revealed shortcomings of the system, such as the lack of EGR control at low speed, low load condition and a mid-speed fuel consumption deterioration of 13% on average at 3000 rpm due to excessive back pressure. With a novel 1D model corroborated using test results, exploratory simulation was done to rectify the aforementioned shortcomings and to further improve the system. Simulation results showed that by implementing VGT and ball bearing technology in the high pressure stage of the two stage system, the EGR controllability at low speed was regained and the excessive back pressure at high speed was improved. Consequently, the fuel consumption was only increased by 1.3% compared to the baseline NEDC operation and the transient response was on par with the original two stage system, with only 0.05s slower in torque rise at 1000 rpm, and still 48% faster than the baseline VGT system. Furthermore, the NOx emission can be expected to be greatly improved in the upcoming more intensive drive cycles compared to the NEDC cycle, with simulation showing NEDC…

Subjects/Keywords: 621.43; TWO STAGE TURBOCHARGING; BALL BEARING TURBOCHARGING

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Zhang, Q. (2016). Experimental and analytical investigation into the two stage turbocharging systems for diesel engines. (Doctoral Dissertation). University of Bath. Retrieved from https://researchportal.bath.ac.uk/en/studentthesis/experimental-and-analytical-investigation-into-the-two-stage-turbocharging-systems-for-diesel-engines(02d0e7fe-73c0-4818-8ce9-53e63789bcfc).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.707566

Chicago Manual of Style (16^th Edition):

Zhang, Qingning. “Experimental and analytical investigation into the two stage turbocharging systems for diesel engines.” 2016. Doctoral Dissertation, University of Bath. Accessed December 15, 2019. https://researchportal.bath.ac.uk/en/studentthesis/experimental-and-analytical-investigation-into-the-two-stage-turbocharging-systems-for-diesel-engines(02d0e7fe-73c0-4818-8ce9-53e63789bcfc).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.707566.

MLA Handbook (7^th Edition):

Zhang, Qingning. “Experimental and analytical investigation into the two stage turbocharging systems for diesel engines.” 2016. Web. 15 Dec 2019.

Vancouver:

Zhang Q. Experimental and analytical investigation into the two stage turbocharging systems for diesel engines. [Internet] [Doctoral dissertation]. University of Bath; 2016. [cited 2019 Dec 15]. Available from: https://researchportal.bath.ac.uk/en/studentthesis/experimental-and-analytical-investigation-into-the-two-stage-turbocharging-systems-for-diesel-engines(02d0e7fe-73c0-4818-8ce9-53e63789bcfc).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.707566.

Council of Science Editors:

Zhang Q. Experimental and analytical investigation into the two stage turbocharging systems for diesel engines. [Doctoral Dissertation]. University of Bath; 2016. Available from: https://researchportal.bath.ac.uk/en/studentthesis/experimental-and-analytical-investigation-into-the-two-stage-turbocharging-systems-for-diesel-engines(02d0e7fe-73c0-4818-8ce9-53e63789bcfc).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.707566

University of Manchester

3. Tajudeen, Ibrahim. Essays on Energy Efficiency and Fuel Subsidy Reforms.

Degree: 2018, University of Manchester

URL: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:313069

► This thesis uses innovative approaches to analyse energy policy interventions aimed at enhancing the environmental sustainability of energy use as well as its consequential welfare… (more)

▼ This thesis uses innovative approaches to analyse energy policy interventions aimed at enhancing the environmental sustainability of energy use as well as its consequential welfare implications. First, we examine the relationship between energy efficiency improvement and CO2 emissions at the macro level. We use the Index Decomposition Analysis to derive energy efficiency by separating out the impact of shifts in economic activity on energy intensity. We then employ econometric models to relate energy efficiency and CO2 emissions accounting for non-economic factors such as consumers lifestyle and attitudes. The applications for 13 OPEC and 30 OECD countries show that at the country-group and individual country level, increase in energy intensity for OPEC is associated with both deteriorations in energy efficiency and shifts towards energy-intensive activities. The model results suggest that the reduction in energy efficiency in general go in tandem with substantial increases in CO2 emissions. The decline in energy intensity for OECD can be attributed mainly to improvements in energy efficiency which is found to compensate for the impact on CO2 emissions of income changes. The results confirm the empirical relevance of energy efficiency improvements for the mitigation of CO2 emissions. The method developed in this chapter further enables the separate assessment of non-economic behavioural factors which according to the results exert a non-trivial influence on CO2 emissions. Secondly, having empirically confirmed the relationship between energy efficiency improvements and CO2 emission at the macro level in Chapter 2, we investigate potential underlying drivers of energy efficiency improvements taking into account potential asymmetric effects of energy price change in Chapter 3. This is crucial for designing effective and efficient policy measures that can promote energy efficiency. In addition to the Index Decomposition Analysis used to estimate the economy-wide energy efficiency in Chapter 2, we also use Stochastic Frontier Analysis and Data Envelop Analysis as alternative methods. The driving factors are examined using static and dynamic panel model methods that account for both observed and unobserved country heterogeneity. The application for 32 OECD countries shows that none of the three methods leads to correspondence in term of ranking between energy efficiency estimates and energy intensity at the country level corroborating the criticism that energy intensity is a poor proxy for energy efficiency. The panel-data regression results using the results of the three methods show similarities in the impacts of the determinants on the energy efficiency levels. Also, we find insignificant evidence of asymmetric effects of total energy price but there is proof of asymmetry using energy specific prices. Thirdly, in Chapter 4 we offer an improved understanding of the impacts to expect of abolishing fuel price subsidy on fuel consumption, and also of the welfare and distributional impacts at the household level. We develop… Advisors/Committee Members: BANERJEE, PRASENJIT P, Wossink, Ada, Banerjee, Prasenjit.

Subjects/Keywords: Energy efficiency; Energy intensity; CO2 emissions; Fuel price subsidy reform; Index decomposition analysis; Data envelop analysis; Stochastic frontier analysis; Asymmetric energy price responses; a two-stage budgeting model; structural time series and panel data models; OPEC; OECD

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Tajudeen, I. (2018). Essays on Energy Efficiency and Fuel Subsidy Reforms. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:313069

Chicago Manual of Style (16^th Edition):

Tajudeen, Ibrahim. “Essays on Energy Efficiency and Fuel Subsidy Reforms.” 2018. Doctoral Dissertation, University of Manchester. Accessed December 15, 2019. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:313069.

MLA Handbook (7^th Edition):

Tajudeen, Ibrahim. “Essays on Energy Efficiency and Fuel Subsidy Reforms.” 2018. Web. 15 Dec 2019.

Vancouver:

Tajudeen I. Essays on Energy Efficiency and Fuel Subsidy Reforms. [Internet] [Doctoral dissertation]. University of Manchester; 2018. [cited 2019 Dec 15]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:313069.

Council of Science Editors:

Tajudeen I. Essays on Energy Efficiency and Fuel Subsidy Reforms. [Doctoral Dissertation]. University of Manchester; 2018. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:313069

University of Manchester

4. Tajudeen, Ibrahim. Essays on energy efficiency and fuel subsidy reforms.

Degree: PhD, 2018, University of Manchester

URL: https://www.research.manchester.ac.uk/portal/en/theses/essays-on-energy-efficiency-and-fuel-subsidy-reforms(3066138a-809f-4a4f-aeaf-a1e5f6087891).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764762

► This thesis uses innovative approaches to analyse energy policy interventions aimed at enhancing the environmental sustainability of energy use as well as its consequential welfare… (more)

▼ This thesis uses innovative approaches to analyse energy policy interventions aimed at enhancing the environmental sustainability of energy use as well as its consequential welfare implications. First, we examine the relationship between energy efficiency improvement and CO2 emissions at the macro level. We use the Index Decomposition Analysis to derive energy efficiency by separating out the impact of shifts in economic activity on energy intensity. We then employ econometric models to relate energy efficiency and CO2 emissions accounting for non-economic factors such as consumers lifestyle and attitudes. The applications for 13 OPEC and 30 OECD countries show that at the country-group and individual country level, increase in energy intensity for OPEC is associated with both deteriorations in energy efficiency and shifts towards energy-intensive activities. The model results suggest that the reduction in energy efficiency in general go in tandem with substantial increases in CO2 emissions. The decline in energy intensity for OECD can be attributed mainly to improvements in energy efficiency which is found to compensate for the impact on CO2 emissions of income changes. The results confirm the empirical relevance of energy efficiency improvements for the mitigation of CO2 emissions. The method developed in this chapter further enables the separate assessment of non-economic behavioural factors which according to the results exert a non-trivial influence on CO2 emissions. Secondly, having empirically confirmed the relationship between energy efficiency improvements and CO2 emission at the macro level in Chapter 2, we investigate potential underlying drivers of energy efficiency improvements taking into account potential asymmetric effects of energy price change in Chapter 3. This is crucial for designing effective and efficient policy measures that can promote energy efficiency. In addition to the Index Decomposition Analysis used to estimate the economy-wide energy efficiency in Chapter 2, we also use Stochastic Frontier Analysis and Data Envelop Analysis as alternative methods. The driving factors are examined using static and dynamic panel model methods that account for both observed and unobserved country heterogeneity. The application for 32 OECD countries shows that none of the three methods leads to correspondence in term of ranking between energy efficiency estimates and energy intensity at the country level corroborating the criticism that energy intensity is a poor proxy for energy efficiency. The panel-data regression results using the results of the three methods show similarities in the impacts of the determinants on the energy efficiency levels. Also, we find insignificant evidence of asymmetric effects of total energy price but there is proof of asymmetry using energy specific prices. Thirdly, in Chapter 4 we offer an improved understanding of the impacts to expect of abolishing fuel price subsidy on fuel consumption, and also of the welfare and distributional impacts at the household level. We develop…

Subjects/Keywords: 330; Energy efficiency; Energy intensity; CO2 emissions; Fuel price subsidy reform; Index decomposition analysis; Data envelop analysis; Stochastic frontier analysis; Asymmetric energy price responses; a two-stage budgeting model; structural time series and panel data models; OPEC; OECD

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Tajudeen, I. (2018). Essays on energy efficiency and fuel subsidy reforms. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/essays-on-energy-efficiency-and-fuel-subsidy-reforms(3066138a-809f-4a4f-aeaf-a1e5f6087891).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764762

Chicago Manual of Style (16^th Edition):

Tajudeen, Ibrahim. “Essays on energy efficiency and fuel subsidy reforms.” 2018. Doctoral Dissertation, University of Manchester. Accessed December 15, 2019. https://www.research.manchester.ac.uk/portal/en/theses/essays-on-energy-efficiency-and-fuel-subsidy-reforms(3066138a-809f-4a4f-aeaf-a1e5f6087891).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764762.

MLA Handbook (7^th Edition):

Tajudeen, Ibrahim. “Essays on energy efficiency and fuel subsidy reforms.” 2018. Web. 15 Dec 2019.

Vancouver:

Tajudeen I. Essays on energy efficiency and fuel subsidy reforms. [Internet] [Doctoral dissertation]. University of Manchester; 2018. [cited 2019 Dec 15]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/essays-on-energy-efficiency-and-fuel-subsidy-reforms(3066138a-809f-4a4f-aeaf-a1e5f6087891).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764762.

Council of Science Editors:

Tajudeen I. Essays on energy efficiency and fuel subsidy reforms. [Doctoral Dissertation]. University of Manchester; 2018. Available from: https://www.research.manchester.ac.uk/portal/en/theses/essays-on-energy-efficiency-and-fuel-subsidy-reforms(3066138a-809f-4a4f-aeaf-a1e5f6087891).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764762

University of Edinburgh

5. Schulze, Tim. Stochastic programming for hydro-thermal unit commitment.

Degree: PhD, 2015, University of Edinburgh

URL: http://hdl.handle.net/1842/15775

► In recent years the deregulation of energy markets and expansion of volatile renewable energy supplies has triggered an increased interest in stochastic optimization models for… (more)

▼ In recent years the deregulation of energy markets and expansion of volatile renewable energy supplies has triggered an increased interest in stochastic optimization models for thermal and hydro-thermal scheduling. Several studies have modelled this as stochastic linear or mixed-integer optimization problems. Although a variety of efficient solution techniques have been developed for these models, little is published about the added value of stochastic models over deterministic ones. In the context of day-ahead and intraday unit commitment under wind uncertainty, we compare two-stage and multi-stage stochastic models to deterministic ones and quantify their added value. We show that stochastic optimization models achieve minimal operational cost without having to tune reserve margins in advance, and that their superiority over deterministic models grows with the amount of uncertainty in the relevant wind forecasts. We present a modification of the WILMAR scenario generation technique designed to match the properties of the errors in our wind forcasts, and show that this is needed to make the stochastic approach worthwhile. Our evaluation is done in a rolling horizon fashion over the course of two years, using a 2020 central scheduling model of the British National Grid with transmission constraints and a detailed model of pump storage operation and system-wide reserve and response provision. Solving stochastic problems directly is computationally intractable for large instances, and alternative approaches are required. In this study we use a Dantzig-Wolfe reformulation to decompose the problem by scenarios. We derive and implement a column generation method with dual stabilisation and novel primal and dual initialisation techniques. A fast, novel schedule combination heuristic is used to construct an optimal primal solution, and numerical results show that knowing this solution from the start also improves the convergence of the lower bound in the column generation method significantly. We test this method on instances of our British model and illustrate that convergence to within 0.1% of optimality can be achieved quickly.

Subjects/Keywords: 519.6; stochastic programming; optimization; unit commitment

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Schulze, T. (2015). Stochastic programming for hydro-thermal unit commitment. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/15775

Chicago Manual of Style (16^th Edition):

Schulze, Tim. “Stochastic programming for hydro-thermal unit commitment.” 2015. Doctoral Dissertation, University of Edinburgh. Accessed December 15, 2019. http://hdl.handle.net/1842/15775.

MLA Handbook (7^th Edition):

Schulze, Tim. “Stochastic programming for hydro-thermal unit commitment.” 2015. Web. 15 Dec 2019.

Vancouver:

Schulze T. Stochastic programming for hydro-thermal unit commitment. [Internet] [Doctoral dissertation]. University of Edinburgh; 2015. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1842/15775.

Council of Science Editors:

Schulze T. Stochastic programming for hydro-thermal unit commitment. [Doctoral Dissertation]. University of Edinburgh; 2015. Available from: http://hdl.handle.net/1842/15775

University of Edinburgh

6. Yang, Xinan. Top-percentile traffic routing problem.

Degree: 2012, University of Edinburgh

URL: http://hdl.handle.net/1842/5883

► Multi-homing is a technology used by Internet Service Provider (ISP) to connect to the Internet via multiple networks. This connectivity enhances the network reliability and… (more)

▼ Multi-homing is a technology used by Internet Service Provider (ISP) to connect to the Internet via multiple networks. This connectivity enhances the network reliability and service quality of the ISP. However, using multi-networks may imply multiple costs on the ISP. To make full use of the underlying networks with minimum cost, a routing strategy is requested by ISPs. Of course, this optimal routing strategy depends on the pricing regime used by network providers. In this study we investigate a relatively new pricing regime – top-percentile pricing. Under top-percentile pricing, network providers divide the charging period into several fixed length time intervals and calculate their cost according to the traffic volume that has been shipped during the θ-th highest time interval. Unlike traditional pricing regimes, the network design under top-percentile pricing has not been fully studied. This paper investigates the optimal routing strategy in case where network providers charge ISPs according to top-percentile pricing. We call this problem the Top-percentile Traffic Routing Problem (TpTRP). As the ISP cannot predict next time interval’s traffic volume in real world application, in our setting up the TpTRP is a multi-stage stochastic optimisation problem. Routing decisions should be made at the beginning of every time period before knowing the amount of traffic that is to be sent. The stochastic nature of the TpTRP forms the critical difficulty of this study. In this paper several approaches are investigated in either the modelling or solving steps of the problem. We begin by exploring several simplifications of the original TpTRP to get an insight of the features of the problem. Some of these allow analytical solutions which lead to bounds on the achievable optimal solution. We also establish bounds by investigating several “naive” routing policies. In the second part of this work, we build the multi-stage stochastic programming model of the TpTRP, which is hard to solve due to the integer variables introduced in the calculation of the top-percentile traffic. A lift-and-project based cutting plane method is investigated in solving the SMIP for very small examples of TpTRP. Nevertheless it is too inefficient to be applicable on large sized instances. As an alternative, we explore the solution of the TpTRP as a Stochastic Dynamic Programming (SDP) problem by a discretization of the state space. This SDP model gives us achievable routing policies on small size instances of the TpTRP, which of course improve the naive routing policies. However, the solution approach based on SDP suffers from the curse of dimensionality which restricts its applicability. To overcome this we suggest using Approximate Dynamic Programming (ADP) which largely avoids the curse of dimensionality by exploiting the structure of the problem to construct parameterized approximations of the value function in SDP and train the model iteratively to get a converged set of parameters. The resulting ADP model with discrete parameter for every time…

Subjects/Keywords: 621.382; top-percentile; stochastic; approximate dynamic programming

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Yang, X. (2012). Top-percentile traffic routing problem. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/5883

Chicago Manual of Style (16^th Edition):

Yang, Xinan. “Top-percentile traffic routing problem.” 2012. Doctoral Dissertation, University of Edinburgh. Accessed December 15, 2019. http://hdl.handle.net/1842/5883.

MLA Handbook (7^th Edition):

Yang, Xinan. “Top-percentile traffic routing problem.” 2012. Web. 15 Dec 2019.

Vancouver:

Yang X. Top-percentile traffic routing problem. [Internet] [Doctoral dissertation]. University of Edinburgh; 2012. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1842/5883.

Council of Science Editors:

Yang X. Top-percentile traffic routing problem. [Doctoral Dissertation]. University of Edinburgh; 2012. Available from: http://hdl.handle.net/1842/5883

University of Cambridge

7. Hult, Edward Eric. Stochastic hub and spoke networks.

Degree: PhD, 2011, University of Cambridge

URL: https://www.repository.cam.ac.uk/handle/1810/240611 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.541926

► Transportation systems such as mail, freight, passenger and even telecommunication systems most often employ a hub and spoke network structure since correctly designed they give… (more)

▼ Transportation systems such as mail, freight, passenger and even telecommunication systems most often employ a hub and spoke network structure since correctly designed they give a strong balance between high service quality and low costs resulting in an economically competitive operation. In addition, consumers are increasingly demanding fast and reliable transportation services, with services such as next day deliveries and fast business and pleasure trips becoming highly sought after. This makes finding an efficient design of a hub and spoke network of the utmost importance for any competing transportation company. However real life situations are complicated, dynamic and often require responses to many different fixed and random events. Therefore modeling the question of what is an optimal hub and spoke network structure and finding an optimal solution is very difficult. Due to this, many researchers and practitioners alike make several assumptions and simplifications on the behavior of such systems to allow mathematical models to be formulated and solved optimally or near optimally within a practical timeframe. Some assumptions and simplifications can however result in practically poor network design solutions being found. This thesis contributes to the research of hub and spoke networks by introducing new stochastic models and fast solution algorithms to help bridge the gap between theoretical solutions and designs that are useful in practice. Three main contributions are made in the thesis. First, in Chapter 2, a new formulation and solution algorithms are proposed to find exact solutions to a stochastic p-hub center problem. The stochastic p-hub center problem is about finding a network structure, where travel times on links are stochastic, which minimizes the longest path in the network to give fast delivery guarantees which will hold for some given probability. Second, in Chapter 3, the stochastic p-hub center problem is looked at using a new methodological approach which gives more realistic solutions to the network structures when applied to real life situations. In addition a new service model is proposed where volume of flow is also accounted for when considering the stochastic nature of travel times on links. Third, in Chapter 4, stochastic volume is considered to account for capacity constraints at hubs and, de facto, reduce the costs embedded in excessive hub volumes. Numerical experiments and results are conducted and reported for all models in all chapters which demonstrate the efficiency of the new proposed approaches.

Subjects/Keywords: 658; Stochastic programming; Hub and spoke networks

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Hult, E. E. (2011). Stochastic hub and spoke networks. (Doctoral Dissertation). University of Cambridge. Retrieved from https://www.repository.cam.ac.uk/handle/1810/240611 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.541926

Chicago Manual of Style (16^th Edition):

Hult, Edward Eric. “Stochastic hub and spoke networks.” 2011. Doctoral Dissertation, University of Cambridge. Accessed December 15, 2019. https://www.repository.cam.ac.uk/handle/1810/240611 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.541926.

MLA Handbook (7^th Edition):

Hult, Edward Eric. “Stochastic hub and spoke networks.” 2011. Web. 15 Dec 2019.

Vancouver:

Hult EE. Stochastic hub and spoke networks. [Internet] [Doctoral dissertation]. University of Cambridge; 2011. [cited 2019 Dec 15]. Available from: https://www.repository.cam.ac.uk/handle/1810/240611 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.541926.

Council of Science Editors:

Hult EE. Stochastic hub and spoke networks. [Doctoral Dissertation]. University of Cambridge; 2011. Available from: https://www.repository.cam.ac.uk/handle/1810/240611 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.541926

8. Greenhough, Lynne C. A therapeutic intervention in a primary school.

Degree: Thesis (EdD), 2018, University of Derby

URL: http://hdl.handle.net/10545/622184

► As a consequence of interrogating pupil progress data, the primary school in this study identified apparent inequalities in the rates of progress in Reading and… (more)

▼ As a consequence of interrogating pupil progress data, the primary school in this study identified apparent inequalities in the rates of progress in Reading and Mathematics made by male and female pupils in Key Stage Two cohorts. To address this school improvement issue, the Key Stage Two pupils and the staff who worked with them, were surveyed in order to establish a starting point for action. The surveys indicated that low-achieving female pupils in the school perceived themselves, and were perceived by staff as having low levels of self-esteem and confidence, which were impacting upon their ability to access the learning and impeding their educational progress. A search of the literature on barriers to learning and the range of approaches and initiatives which have been employed to address these, alongside a consultation process with female pupils though a focus group, resulted in identification of the need for the provision of an intervention which would address the issue. Outcomes from an internally–provided school intervention pilot programme resulted in the adoption of a participatory action-research model which allowed the pupils to contribute to the design, implementation and evaluation of a single-sex therapeutic intervention, facilitated by a drama practitioner. Through the use of drama and mask techniques the practitioner provided a safe, non-judgemental environment which enabled participants to feel accepted, to express their feelings, to lead activities, to take risks and to develop a wider friendship circle. The intervention was widely commended, with staff and parents/carers reporting a perceived increase in levels of confidence, expanded friendship circles and stronger peer relationships and improved active engagement in learning in the mixed-gender classroom environment. Qualitative data, in the form of individual video evaluations of the intervention indicated the learning which had resulted from participation, most strongly evidenced by the positive comments elicited from the participants both in terms of the techniques employed in the intervention and the outcomes achieved: “…At first you’re the one underneath the mask… Then the mask becomes you… The masks helped me feel more confident …When we did the mask it was like a confidence builder – made you speak your mind and gave you the words to express your feelings better – like if your excited or happy you had the words to say that…this project helped all our group…’cos we’ve learned to be more confident in ourselves and I just feel a lot better…”

Subjects/Keywords: Primary school education; Self-esteem; Key stage two; Therapeutic intervention

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APA (6^th Edition):

Greenhough, L. C. (2018). A therapeutic intervention in a primary school. (Doctoral Dissertation). University of Derby. Retrieved from http://hdl.handle.net/10545/622184

Chicago Manual of Style (16^th Edition):

Greenhough, Lynne C. “A therapeutic intervention in a primary school.” 2018. Doctoral Dissertation, University of Derby. Accessed December 15, 2019. http://hdl.handle.net/10545/622184.

MLA Handbook (7^th Edition):

Greenhough, Lynne C. “A therapeutic intervention in a primary school.” 2018. Web. 15 Dec 2019.

Vancouver:

Greenhough LC. A therapeutic intervention in a primary school. [Internet] [Doctoral dissertation]. University of Derby; 2018. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/10545/622184.

Council of Science Editors:

Greenhough LC. A therapeutic intervention in a primary school. [Doctoral Dissertation]. University of Derby; 2018. Available from: http://hdl.handle.net/10545/622184

University of Edinburgh

9. Yu, Yu. Stochastic ship fleet routing with inventory limits.

Degree: 2010, University of Edinburgh

URL: http://hdl.handle.net/1842/4640

► This thesis describes a stochastic ship routing problem with inventory management. The problem involves finding a set of least costs routes for a fleet of… (more)

▼ This thesis describes a stochastic ship routing problem with inventory management. The problem involves finding a set of least costs routes for a fleet of ships transporting a single commodity when the demand for the commodity is uncertain. Storage at consumption and supply ports is limited and inventory levels are monitored in the model. Consumer demands are at a constant rate within each time period in the deterministic problem, and in the stochastic problem, the demand rate for a period is not known until the beginning of that period. The demand situation in each time period can be described by a scenario tree with corresponding probabilities. Several possible solution approaches for solving the problem are studied in the thesis. This problem can be formulated as a mixed integer programming (MIP) model. However solving the problem this way is very time consuming even for a deterministic problem with small problem size. In order to solve the stochastic problem, we develop a decomposition formulation and solve it using a Branch and Price framework. A master problem (set partitioning with extra inventory constraints) is built, and the subproblems, one for each ship, involve solving stochastic dynamic programming problems to generate columns for the master problem. Each column corresponds to one possible tree of schedules for one ship giving the schedule for the ship for all demand scenarios. In each branch-and-bound node, the node problem is solved by iterating between the master problem and the subproblems. Dual variables can be obtained solving the master problem and are used in the subproblems to generate the most promising columns for the master problem. Computational results are given showing that medium sized problems can be solved successfully. Several extensions to the original model are developed, including a variable speed model, a diverting model, and a model which allows ships to do extra tasks in return for a bonus. Possible solution approaches for solving the variable speed and the diverting model are presented and computational results are given.

Subjects/Keywords: stochastic programming; ship routing; inventory; column generation; branch and price; decomposition

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APA (6^th Edition):

Yu, Y. (2010). Stochastic ship fleet routing with inventory limits. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/4640

Chicago Manual of Style (16^th Edition):

Yu, Yu. “Stochastic ship fleet routing with inventory limits.” 2010. Doctoral Dissertation, University of Edinburgh. Accessed December 15, 2019. http://hdl.handle.net/1842/4640.

MLA Handbook (7^th Edition):

Yu, Yu. “Stochastic ship fleet routing with inventory limits.” 2010. Web. 15 Dec 2019.

Vancouver:

Yu Y. Stochastic ship fleet routing with inventory limits. [Internet] [Doctoral dissertation]. University of Edinburgh; 2010. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1842/4640.

Council of Science Editors:

Yu Y. Stochastic ship fleet routing with inventory limits. [Doctoral Dissertation]. University of Edinburgh; 2010. Available from: http://hdl.handle.net/1842/4640

Brunel University

10. Zverovich, Victor. Modelling and solution methods for stochastic optimisation.

Degree: PhD, 2011, Brunel University

URL: http://bura.brunel.ac.uk/handle/2438/5922 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.539922

► In this thesis we consider two research problems, namely, (i) language constructs for modelling stochastic programming (SP) problems and (ii) solution methods for processing instances… (more)

Subjects/Keywords: 005.3; Stochastic programming; Decomposition methods; Modelling and solver system

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APA (6^th Edition):

Zverovich, V. (2011). Modelling and solution methods for stochastic optimisation. (Doctoral Dissertation). Brunel University. Retrieved from http://bura.brunel.ac.uk/handle/2438/5922 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.539922

Chicago Manual of Style (16^th Edition):

Zverovich, Victor. “Modelling and solution methods for stochastic optimisation.” 2011. Doctoral Dissertation, Brunel University. Accessed December 15, 2019. http://bura.brunel.ac.uk/handle/2438/5922 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.539922.

MLA Handbook (7^th Edition):

Zverovich, Victor. “Modelling and solution methods for stochastic optimisation.” 2011. Web. 15 Dec 2019.

Vancouver:

Zverovich V. Modelling and solution methods for stochastic optimisation. [Internet] [Doctoral dissertation]. Brunel University; 2011. [cited 2019 Dec 15]. Available from: http://bura.brunel.ac.uk/handle/2438/5922 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.539922.

Council of Science Editors:

Zverovich V. Modelling and solution methods for stochastic optimisation. [Doctoral Dissertation]. Brunel University; 2011. Available from: http://bura.brunel.ac.uk/handle/2438/5922 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.539922

University of Edinburgh

11. Qiang, Feng. Parallel problem generation for structured problems in mathematical programming.

Degree: PhD, 2015, University of Edinburgh

URL: http://hdl.handle.net/1842/11688

► The aim of this research is to investigate parallel problem generation for structured optimization problems. The result of this research has produced a novel parallel… (more)

▼ The aim of this research is to investigate parallel problem generation for structured optimization problems. The result of this research has produced a novel parallel model generator tool, namely the Parallel Structured Model Generator (PSMG). PSMG adopts the model syntax from SML to attain backward compatibility for the models already written in SML [1]. Unlike the proof-of-concept implementation for SML in [2], PSMG does not depend on AMPL [3]. In this thesis, we firstly explain what a structured problem is using concrete real-world problems modelled in SML. Presenting those example models allows us to exhibit PSMG’s modelling syntax and techniques in detail. PSMG provides an easy to use framework for modelling large scale nested structured problems including multi-stage stochastic problems. PSMG can be used for modelling linear programming (LP), quadratic programming (QP), and nonlinear programming (NLP) problems. The second part of this thesis describes considerable thoughts on logical calling sequence and dependencies in parallel operation and algorithms in PSMG. We explain the design concept for PSMG’s solver interface. The interface follows a solver driven work assignment approach that allows the solver to decide how to distribute problem parts to processors in order to obtain better data locality and load balancing for solving problems in parallel. PSMG adopts a delayed constraint expansion design. This allows the memory allocation for computed entities to only happen on a process when it is necessary. The computed entities can be the set expansions of the indexing expressions associated with the variable, parameter and constraint declarations, or temporary values used for set and parameter constructions. We also illustrate algorithms that are important for delivering efficient implementation of PSMG, such as routines for partitioning constraints according to blocks and automatic differentiation algorithms for evaluating Jacobian and Hessian matrices and their corresponding sparsity partterns. Furthermore, PSMG implements a generic solver interface which can be linked with different structure exploiting optimization solvers such as decomposition or interior point based solvers. The work required for linking with PSMG’s solver interface is also discussed. Finally, we evaluate PSMG’s run-time performance and memory usage by generating structured problems with various sizes. The results from both serial and parallel executions are discussed. The benchmark results show that PSMG achieve good parallel efficiency on up to 96 processes. PSMG distributes memory usage among parallel processors which enables the generation of problems that are too large to be processed on a single node due to memory restriction.

Subjects/Keywords: 519.7; algebraic modelling language; stochastic programming; parallel problem generation; structure exploiting

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APA (6^th Edition):

Qiang, F. (2015). Parallel problem generation for structured problems in mathematical programming. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/11688

Chicago Manual of Style (16^th Edition):

Qiang, Feng. “Parallel problem generation for structured problems in mathematical programming.” 2015. Doctoral Dissertation, University of Edinburgh. Accessed December 15, 2019. http://hdl.handle.net/1842/11688.

MLA Handbook (7^th Edition):

Qiang, Feng. “Parallel problem generation for structured problems in mathematical programming.” 2015. Web. 15 Dec 2019.

Vancouver:

Qiang F. Parallel problem generation for structured problems in mathematical programming. [Internet] [Doctoral dissertation]. University of Edinburgh; 2015. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1842/11688.

Council of Science Editors:

Qiang F. Parallel problem generation for structured problems in mathematical programming. [Doctoral Dissertation]. University of Edinburgh; 2015. Available from: http://hdl.handle.net/1842/11688

Brunel University

12. Ahmed, A. H. Integrating the fleet assignment model with uncertain demand.

Degree: PhD, 2010, Brunel University

URL: http://bura.brunel.ac.uk/handle/2438/4349 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.557719

► One of the main challenges facing the airline industry is planning under uncertainty, especially in the context of schedule disruptions. The robust models and solution… (more)

▼ One of the main challenges facing the airline industry is planning under uncertainty, especially in the context of schedule disruptions. The robust models and solution algorithms that have been proposed and developed to handle the uncertain parameters will be discussed. Fleet assignment models (FAM) are used by many airlines to assign aircraft to fights in a schedule to maximize profit. In the context of FAM, the goal of robustness is to produce solutions that perform well relative to uncertainties in demand and operation. In this thesis, we introduce new FAMs (i.e. DFAM1 and DFAM2) that tackles the common problem associated with aircraft utilization. Subsequently, stochastic programming (SP) is presented as a method of choice for the research. Through the use of a two-stage SP with recourse technique, the DFAMs are extended to SP-FAMs (SP-FAM1 and SP-FAM2). The main distinction of the SP-FAM compared with other FAMs is that, given a stochastic passenger demand, it gives a strategic fleet assignment solution that hedges against all possible tactical solutions. In addition, we have a tactical solution for every scenario. In generating the demand scenarios, we use a network-simulation model embedded with a time-series engine that gives a snapshot of one week that is representative of any other week of the scheduling season. We later outline the approach of solving the SP-FAMs where the schedule is compacted through several preprocessing steps before inputting it into SAS-AMPL converter. The SAS-AMPL converter prepares all the data into readable AMPL format. Finally, we execute the optimizer using a FortMP solver (integrated in AMPL) that invokes branch-and-bound algorithm. We give a proof of concept using real data from a Middle East airline. Our investigations establish clear benefits of the recourse FAM compared to alternative models. Finally, we propose areas of future research to improve SP-FAM robustness through solution algorithms, revenue management (RM) effects, calibration of network-simulation models and system integration.

Subjects/Keywords: 629.8; Schedule Robustness; Stochastic Fleet Assigment Model; Optimising Aircraft Allocation; Stochastic Programming Approach to Aircraft Assigment; Optimisation Algorithims for Airline Models

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APA (6^th Edition):

Ahmed, A. H. (2010). Integrating the fleet assignment model with uncertain demand. (Doctoral Dissertation). Brunel University. Retrieved from http://bura.brunel.ac.uk/handle/2438/4349 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.557719

Chicago Manual of Style (16^th Edition):

Ahmed, A H. “Integrating the fleet assignment model with uncertain demand.” 2010. Doctoral Dissertation, Brunel University. Accessed December 15, 2019. http://bura.brunel.ac.uk/handle/2438/4349 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.557719.

MLA Handbook (7^th Edition):

Ahmed, A H. “Integrating the fleet assignment model with uncertain demand.” 2010. Web. 15 Dec 2019.

Vancouver:

Ahmed AH. Integrating the fleet assignment model with uncertain demand. [Internet] [Doctoral dissertation]. Brunel University; 2010. [cited 2019 Dec 15]. Available from: http://bura.brunel.ac.uk/handle/2438/4349 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.557719.

Council of Science Editors:

Ahmed AH. Integrating the fleet assignment model with uncertain demand. [Doctoral Dissertation]. Brunel University; 2010. Available from: http://bura.brunel.ac.uk/handle/2438/4349 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.557719

Brunel University

13. Alwohaibi, Maram. Modelling the risk of underfunding in ALM models.

Degree: PhD, 2017, Brunel University

URL: http://bura.brunel.ac.uk/handle/2438/16337 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764922

► Asset and Liability Management (ALM) models have become well established decision tools for pension funds. ALMs are commonly modelled as multi-stage, in which a large… (more)

▼ Asset and Liability Management (ALM) models have become well established decision tools for pension funds. ALMs are commonly modelled as multi-stage, in which a large terminal wealth is required, while at intermediate time periods, constraints on the funding ratio, that is, the ratio of assets to liabilities, are imposed. Underfunding occurs when the funding ratio is too low; a target value for funding ratios is pre-specified by the decision maker. The risk of underfunding has been usually modelled by employing established risk measures; this controls one single aspect of the funding ratio distributions. For example, controlling the expected shortfall below the target has limited power in controlling shortfall under worst-case scenarios. We propose ALM models in which the risk of underfunding is modelled based on the concept of Second Order Stochastic Dominance (SSD). This is a criterion of ranking random variables - in our case funding ratios - that takes the entire distributions of interest into account and works under the widely accepted assumptions of decision makers being rational and risk averse. In the proposed SSD models, investment decisions are taken such that the resulting short-term distribution of the funding ratio is non-dominated with respect to SSD, while a constraint is imposed on the expected terminal wealth. This is done by considering progressively larger tails of the funding ratio distribution and considering target levels for them; a target distribution is thus implied. Different target distributions lead to different SSD efficient solutions. Improved distributions of funding ratios may be thus achieved, compared to the existing risk models for ALM. This is the first contribution of this thesis. Interesting results are obtained in the special case when the target distribution is deterministic, specified by one single outcome. In this case, we can obtain equivalent risk minimisation models, with risk defined as expected shortfall or as worst case loss. This represents the second contribution. The third contribution is a framework for scenario generation based on the "Birth, Immigration, Death, Emigration" (BIDE) population model and the Empirical copula; the scenarios are used to evaluate the proposed models and their special cases both in-sample and out-of-sample. As an application, we consider the planning problem of a large DB pension fund in Saudi Arabia.

Subjects/Keywords: Second Order Stochastic Dominance (SSD); Pension funds; Stochastic Programming (SP); Liability Driven Investments (LDI); Copula based Scenario Generation

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APA (6^th Edition):

Alwohaibi, M. (2017). Modelling the risk of underfunding in ALM models. (Doctoral Dissertation). Brunel University. Retrieved from http://bura.brunel.ac.uk/handle/2438/16337 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764922

Chicago Manual of Style (16^th Edition):

Alwohaibi, Maram. “Modelling the risk of underfunding in ALM models.” 2017. Doctoral Dissertation, Brunel University. Accessed December 15, 2019. http://bura.brunel.ac.uk/handle/2438/16337 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764922.

MLA Handbook (7^th Edition):

Alwohaibi, Maram. “Modelling the risk of underfunding in ALM models.” 2017. Web. 15 Dec 2019.

Vancouver:

Alwohaibi M. Modelling the risk of underfunding in ALM models. [Internet] [Doctoral dissertation]. Brunel University; 2017. [cited 2019 Dec 15]. Available from: http://bura.brunel.ac.uk/handle/2438/16337 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764922.

Council of Science Editors:

Alwohaibi M. Modelling the risk of underfunding in ALM models. [Doctoral Dissertation]. Brunel University; 2017. Available from: http://bura.brunel.ac.uk/handle/2438/16337 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764922

University of Bradford

14. Zang, Wenyu. Foreign direct investment : causes and consequences : the determinants of inward and outward FDI and their relationship with economic growth.

Degree: PhD, 2012, University of Bradford

URL: http://hdl.handle.net/10454/5690

► This thesis complements current studies by focusing on developed OECD countries as they are the major sources and recipients of world FDI and current studies… (more)

Subjects/Keywords: 332.67; Foreign direct investment (FDI); Economic growth; FDI inflows; FDI outflows; Two stage least squares simultaneous equations; Labour market flexibility

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APA (6^th Edition):

Zang, W. (2012). Foreign direct investment : causes and consequences : the determinants of inward and outward FDI and their relationship with economic growth. (Doctoral Dissertation). University of Bradford. Retrieved from http://hdl.handle.net/10454/5690

Chicago Manual of Style (16^th Edition):

Zang, Wenyu. “Foreign direct investment : causes and consequences : the determinants of inward and outward FDI and their relationship with economic growth.” 2012. Doctoral Dissertation, University of Bradford. Accessed December 15, 2019. http://hdl.handle.net/10454/5690.

MLA Handbook (7^th Edition):

Zang, Wenyu. “Foreign direct investment : causes and consequences : the determinants of inward and outward FDI and their relationship with economic growth.” 2012. Web. 15 Dec 2019.

Vancouver:

Zang W. Foreign direct investment : causes and consequences : the determinants of inward and outward FDI and their relationship with economic growth. [Internet] [Doctoral dissertation]. University of Bradford; 2012. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/10454/5690.

Council of Science Editors:

Zang W. Foreign direct investment : causes and consequences : the determinants of inward and outward FDI and their relationship with economic growth. [Doctoral Dissertation]. University of Bradford; 2012. Available from: http://hdl.handle.net/10454/5690

University of Edinburgh

15. Zhang, Jiaqi. Holdout transshipment policy in two-location inventory systems.

Degree: 2009, University of Edinburgh

URL: http://hdl.handle.net/1842/4353

► In two-location inventory systems, unidirectional transshipment policies are considered when an item is not routinely stocked at a location in the system. Unlike the past… (more)

▼ In two-location inventory systems, unidirectional transshipment policies are considered when an item is not routinely stocked at a location in the system. Unlike the past research in this area which has concentrated on the simple transshipment policies of complete pooling or no pooling, the research presented in this thesis endeavors to develop an understanding of a more general class of transshipment policy. The research considers two major approaches: a decomposition approach, in which the two-location system is decomposed into a system with independent locations, and Markov decision process approach. For the decomposition approach, the transshipment policy is restricted to the class of holdout transshipment policy. The first attempt to develop a decomposition approach assumes that transshipment between the locations occurs at a constant rate in order to decompose the system into two independent locations with constant demand rates. The second attempt modifies the assumption of constant rate of transshipment to take account of local inventory levels to decompose the system into two independent locations with non-constant demand rates. In the final attempt, the assumption of constant rate of transshipment is further modified to model more closely the location providing transshipments. Again the system is decomposed into two independent locations with non-constant demand rates. For each attempt, standard techniques are applied to derive explicit expressions for the average cost rate, and an iterative solution method is developed to find an optimal holdout transshipment policy. Computational results show that these approaches can provide some insights into the performance of the original system. A semi-Markov decision model of the system is developed under the assumption of exponential lead time rather than fixed lead time. This model is later extended to the case of phase-type distribution for lead time. The semi-Markov decision process allows more general transshipment policies, but is computationally more demanding. Implicit expressions for the average cost rate are derived from the optimality equation for dynamic programming models. Computational results illustrate insights into the management of the two-location system that can be gained from this approach.

Subjects/Keywords: 338.6041; Inventory control management system; lateral transshipment policy; stochastic modeling; dynamic programming; simulation modeling

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APA (6^th Edition):

Zhang, J. (2009). Holdout transshipment policy in two-location inventory systems. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/4353

Chicago Manual of Style (16^th Edition):

Zhang, Jiaqi. “Holdout transshipment policy in two-location inventory systems.” 2009. Doctoral Dissertation, University of Edinburgh. Accessed December 15, 2019. http://hdl.handle.net/1842/4353.

MLA Handbook (7^th Edition):

Zhang, Jiaqi. “Holdout transshipment policy in two-location inventory systems.” 2009. Web. 15 Dec 2019.

Vancouver:

Zhang J. Holdout transshipment policy in two-location inventory systems. [Internet] [Doctoral dissertation]. University of Edinburgh; 2009. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1842/4353.

Council of Science Editors:

Zhang J. Holdout transshipment policy in two-location inventory systems. [Doctoral Dissertation]. University of Edinburgh; 2009. Available from: http://hdl.handle.net/1842/4353

University of Oxford

16. Xia, Yuan. Multilevel Monte Carlo for jump processes.

Degree: PhD, 2013, University of Oxford

URL: http://ora.ox.ac.uk/objects/uuid:7bc8e98a-0216-4551-a1f3-1b318e514ee8 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.618395

► This thesis consists of two parts. The first part (Chapters 2-4) considers multilevel Monte Carlo for option pricing in finite activity jump-diffusion models. We use… (more)

Subjects/Keywords: 518; Numerical analysis; Operations research,mathematical programming; Probability theory and stochastic processes

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APA (6^th Edition):

Xia, Y. (2013). Multilevel Monte Carlo for jump processes. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:7bc8e98a-0216-4551-a1f3-1b318e514ee8 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.618395

Chicago Manual of Style (16^th Edition):

Xia, Yuan. “Multilevel Monte Carlo for jump processes.” 2013. Doctoral Dissertation, University of Oxford. Accessed December 15, 2019. http://ora.ox.ac.uk/objects/uuid:7bc8e98a-0216-4551-a1f3-1b318e514ee8 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.618395.

MLA Handbook (7^th Edition):

Xia, Yuan. “Multilevel Monte Carlo for jump processes.” 2013. Web. 15 Dec 2019.

Vancouver:

Xia Y. Multilevel Monte Carlo for jump processes. [Internet] [Doctoral dissertation]. University of Oxford; 2013. [cited 2019 Dec 15]. Available from: http://ora.ox.ac.uk/objects/uuid:7bc8e98a-0216-4551-a1f3-1b318e514ee8 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.618395.

Council of Science Editors:

Xia Y. Multilevel Monte Carlo for jump processes. [Doctoral Dissertation]. University of Oxford; 2013. Available from: http://ora.ox.ac.uk/objects/uuid:7bc8e98a-0216-4551-a1f3-1b318e514ee8 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.618395

University of Edinburgh

17. Georgoulas, Anastasios-Andreas. Formal language for statistical inference of uncertain stochastic systems.

Degree: PhD, 2016, University of Edinburgh

URL: http://hdl.handle.net/1842/25430

► Stochastic models, in particular Continuous Time Markov Chains, are a commonly employed mathematical abstraction for describing natural or engineered dynamical systems. While the theory behind… (more)

▼ Stochastic models, in particular Continuous Time Markov Chains, are a commonly employed mathematical abstraction for describing natural or engineered dynamical systems. While the theory behind them is well-studied, their specification can be problematic in a number of ways. Firstly, the size and complexity of the model can make its description difficult without using a high-level language. Secondly, knowledge of the system is usually incomplete, leaving one or more parameters with unknown values, thus impeding further analysis. Sophisticated machine learning algorithms have been proposed for the statistically rigorous estimation and handling of this uncertainty; however, their applicability is often limited to systems with finite state-space, and there has not been any consideration for their use on high-level descriptions. Similarly, high-level formal languages have been long used for describing and reasoning about stochastic systems, but require a full specification; efforts to estimate parameters for such formal models have been limited to simple inference algorithms. This thesis explores how these two approaches can be brought together, drawing ideas from the probabilistic programming paradigm. We introduce ProPPA, a process algebra for the specification of stochastic systems with uncertain parameters. The language is equipped with a semantics, allowing a formal interpretation of models written in it. This is the first time that uncertainty has been incorporated into the syntax and semantics of a formal language, and we describe a new mathematical object capable of capturing this information. We provide a series of algorithms for inference which can be automatically applied to ProPPA models without the need to write extra code. As part of these, we develop a novel inference scheme for infinite-state systems, based on random truncations of the state-space. The expressive power and inference capabilities of the framework are demonstrated in a series of small examples as well as a larger-scale case study. We also present a review of the state-of-the-art in both machine learning and formal modelling with respect to stochastic systems. We close with a discussion of potential extensions of this work, and thoughts about different ways in which the fields of statistical machine learning and formal modelling can be further integrated.

Subjects/Keywords: 006.3; probabilistic programming paradigm; ProPPA; infinite-state systems; stochastic systems; statistical machine learning; formal modelling

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APA (6^th Edition):

Georgoulas, A. (2016). Formal language for statistical inference of uncertain stochastic systems. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/25430

Chicago Manual of Style (16^th Edition):

Georgoulas, Anastasios-Andreas. “Formal language for statistical inference of uncertain stochastic systems.” 2016. Doctoral Dissertation, University of Edinburgh. Accessed December 15, 2019. http://hdl.handle.net/1842/25430.

MLA Handbook (7^th Edition):

Georgoulas, Anastasios-Andreas. “Formal language for statistical inference of uncertain stochastic systems.” 2016. Web. 15 Dec 2019.

Vancouver:

Georgoulas A. Formal language for statistical inference of uncertain stochastic systems. [Internet] [Doctoral dissertation]. University of Edinburgh; 2016. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1842/25430.

Council of Science Editors:

Georgoulas A. Formal language for statistical inference of uncertain stochastic systems. [Doctoral Dissertation]. University of Edinburgh; 2016. Available from: http://hdl.handle.net/1842/25430

University of Oxford

18. Fleming, James. Robust and stochastic MPC of uncertain-parameter systems.

Degree: PhD, 2016, University of Oxford

URL: https://ora.ox.ac.uk/objects/uuid:c19ff07c-0756-45f6-977b-9d54a5214310 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730224

► Constraint handling is difficult in model predictive control (MPC) of linear differential inclusions (LDIs) and linear parameter varying (LPV) systems. The designer is faced with… (more)

▼ Constraint handling is difficult in model predictive control (MPC) of linear differential inclusions (LDIs) and linear parameter varying (LPV) systems. The designer is faced with a choice of using conservative bounds that may give poor performance, or accurate ones that require heavy online computation. This thesis presents a framework to achieve a more flexible trade-off between these two extremes by using a state tube, a sequence of parametrised polyhedra that is guaranteed to contain the future state. To define controllers using a tube, one must ensure that the polyhedra are a sub-set of the region defined by constraints. Necessary and sufficient conditions for these subset relations follow from duality theory, and it is possible to apply these conditions to constrain predicted system states and inputs with only a little conservatism. This leads to a general method of MPC design for uncertain-parameter systems. The resulting controllers have strong theoretical properties, can be implemented using standard algorithms and outperform existing techniques. Crucially, the online optimisation used in the controller is a convex problem with a number of constraints and variables that increases only linearly with the length of the prediction horizon. This holds true for both LDI and LPV systems. For the latter it is possible to optimise over a class of gain-scheduled control policies to improve performance, with a similar linear increase in problem size. The framework extends to stochastic LDIs with chance constraints, for which there are efficient suboptimal methods using online sampling. Sample approximations of chance constraint-admissible sets are generally not positively invariant, which motivates the novel concept of âsample-admissible' sets with this property to ensure recursive feasibility when using sampling methods. The thesis concludes by introducing a simple, convex alternative to chance-constrained MPC that applies a robust bound to the time average of constraint violations in closed-loop.

Subjects/Keywords: 629.8; Convex Optimization; Stochastic Control; Chance Constrained Programming; Robust Control; Model Predictive Control; Optimal Control; Control; Receding-horizon; Optimal; Convex; Robust; Stochastic; Optimisation; MPC; Tube MPC; Constraints

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Fleming, J. (2016). Robust and stochastic MPC of uncertain-parameter systems. (Doctoral Dissertation). University of Oxford. Retrieved from https://ora.ox.ac.uk/objects/uuid:c19ff07c-0756-45f6-977b-9d54a5214310 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730224

Chicago Manual of Style (16^th Edition):

Fleming, James. “Robust and stochastic MPC of uncertain-parameter systems.” 2016. Doctoral Dissertation, University of Oxford. Accessed December 15, 2019. https://ora.ox.ac.uk/objects/uuid:c19ff07c-0756-45f6-977b-9d54a5214310 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730224.

MLA Handbook (7^th Edition):

Fleming, James. “Robust and stochastic MPC of uncertain-parameter systems.” 2016. Web. 15 Dec 2019.

Vancouver:

Fleming J. Robust and stochastic MPC of uncertain-parameter systems. [Internet] [Doctoral dissertation]. University of Oxford; 2016. [cited 2019 Dec 15]. Available from: https://ora.ox.ac.uk/objects/uuid:c19ff07c-0756-45f6-977b-9d54a5214310 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730224.

Council of Science Editors:

Fleming J. Robust and stochastic MPC of uncertain-parameter systems. [Doctoral Dissertation]. University of Oxford; 2016. Available from: https://ora.ox.ac.uk/objects/uuid:c19ff07c-0756-45f6-977b-9d54a5214310 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730224

Loughborough University

19. Wang, Chao. The relationship between traffic congestion and road accidents : an econometric approach using GIS.

Degree: 2010, Loughborough University

URL: https://dspace.lboro.ac.uk/2134/6207 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.520403

► Both traffic congestion and road accidents impose a burden on society, and it is therefore important for transport policy makers to reduce their impact. An… (more)

▼ Both traffic congestion and road accidents impose a burden on society, and it is therefore important for transport policy makers to reduce their impact. An ideal scenario would be that traffic congestion and accidents are reduced simultaneously, however, this may not be possible since it has been speculated that increased traffic congestion may be beneficial in terms of road safety. This is based on the premise that there would be fewer fatal accidents and the accidents that occurred would tend to be less severe due to the low average speed when congestion is present. If this is confirmed then it poses a potential dilemma for transport policy makers: the benefit of reducing congestion might be off-set by more severe accidents. It is therefore important to fully understand the relationship between traffic congestion and road accidents while controlling for other factors affecting road traffic accidents. The relationship between traffic congestion and road accidents appears to be an under researched area. Previous studies often lack a suitable congestion measurement and an appropriate econometric model using real-world data. This thesis aims to explore the relationship between traffic congestion and road accidents by using an econometric and GIS approach. The analysis is based on the data from the M25 motorway and its surrounding major roads for the period 2003-2007. A series of econometric models have been employed to investigate the effect of traffic congestion on both accident frequency (such as classical Negative Binomial and Bayesian spatial models) and accident severity (such as ordered logit and mixed logit models). The Bayesian spatial model and the mixed logit model are the best models estimated for accident frequency and accident severity analyses respectively. The model estimation results suggest that traffic congestion is positively associated with the frequency of fatal and serious injury accidents and negatively (i.e. inversely) associated with the severity of accidents that have occurred. Traffic congestion is found to have little impact on the frequency of slight injury accidents. Other contributing factors have also been controlled for and produced results consistent with previous studies. It is concluded that traffic congestion overall has a negative impact on road safety. This may be partially due to higher speed variance among vehicles within and between lanes and erratic driving behaviour in the presence of congestion. The results indicate that mobility and safety can be improved simultaneously, and therefore there is significant additional benefit of reducing traffic congestion in terms of road safety. Several policy implications have been identified in order to optimise the traffic flow and improve driving behaviour, which would be beneficial to both congestion and accident reduction. This includes: reinforcing electronic warning signs and the Active Traffic Management, enforcing average speed on a stretch of a roadway and introducing minimum speed limits in the UK. This thesis contributes to…

Subjects/Keywords: 526; Traffic congestion; Road accidents; GIS; M25 motorway; Site ranking; Accident hotspots; Spatial econometrics; Full Bayesian hierarchical models; Ordered and nominal response models; Two-stage mixed multivariate models

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Wang, C. (2010). The relationship between traffic congestion and road accidents : an econometric approach using GIS. (Doctoral Dissertation). Loughborough University. Retrieved from https://dspace.lboro.ac.uk/2134/6207 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.520403

Chicago Manual of Style (16^th Edition):

Wang, Chao. “The relationship between traffic congestion and road accidents : an econometric approach using GIS.” 2010. Doctoral Dissertation, Loughborough University. Accessed December 15, 2019. https://dspace.lboro.ac.uk/2134/6207 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.520403.

MLA Handbook (7^th Edition):

Wang, Chao. “The relationship between traffic congestion and road accidents : an econometric approach using GIS.” 2010. Web. 15 Dec 2019.

Vancouver:

Wang C. The relationship between traffic congestion and road accidents : an econometric approach using GIS. [Internet] [Doctoral dissertation]. Loughborough University; 2010. [cited 2019 Dec 15]. Available from: https://dspace.lboro.ac.uk/2134/6207 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.520403.

Council of Science Editors:

Wang C. The relationship between traffic congestion and road accidents : an econometric approach using GIS. [Doctoral Dissertation]. Loughborough University; 2010. Available from: https://dspace.lboro.ac.uk/2134/6207 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.520403

Loughborough University

20. Wang, Chao. The relationship between traffic congestion and road accidents : an econometric approach using GIS.

Degree: PhD, 2010, Loughborough University

URL: http://hdl.handle.net/2134/6207

► Both traffic congestion and road accidents impose a burden on society, and it is therefore important for transport policy makers to reduce their impact. An… (more)

▼ Both traffic congestion and road accidents impose a burden on society, and it is therefore important for transport policy makers to reduce their impact. An ideal scenario would be that traffic congestion and accidents are reduced simultaneously, however, this may not be possible since it has been speculated that increased traffic congestion may be beneficial in terms of road safety. This is based on the premise that there would be fewer fatal accidents and the accidents that occurred would tend to be less severe due to the low average speed when congestion is present. If this is confirmed then it poses a potential dilemma for transport policy makers: the benefit of reducing congestion might be off-set by more severe accidents. It is therefore important to fully understand the relationship between traffic congestion and road accidents while controlling for other factors affecting road traffic accidents. The relationship between traffic congestion and road accidents appears to be an under researched area. Previous studies often lack a suitable congestion measurement and an appropriate econometric model using real-world data. This thesis aims to explore the relationship between traffic congestion and road accidents by using an econometric and GIS approach. The analysis is based on the data from the M25 motorway and its surrounding major roads for the period 2003-2007. A series of econometric models have been employed to investigate the effect of traffic congestion on both accident frequency (such as classical Negative Binomial and Bayesian spatial models) and accident severity (such as ordered logit and mixed logit models). The Bayesian spatial model and the mixed logit model are the best models estimated for accident frequency and accident severity analyses respectively. The model estimation results suggest that traffic congestion is positively associated with the frequency of fatal and serious injury accidents and negatively (i.e. inversely) associated with the severity of accidents that have occurred. Traffic congestion is found to have little impact on the frequency of slight injury accidents. Other contributing factors have also been controlled for and produced results consistent with previous studies. It is concluded that traffic congestion overall has a negative impact on road safety. This may be partially due to higher speed variance among vehicles within and between lanes and erratic driving behaviour in the presence of congestion. The results indicate that mobility and safety can be improved simultaneously, and therefore there is significant additional benefit of reducing traffic congestion in terms of road safety. Several policy implications have been identified in order to optimise the traffic flow and improve driving behaviour, which would be beneficial to both congestion and accident reduction. This includes: reinforcing electronic warning signs and the Active Traffic Management, enforcing average speed on a stretch of a roadway and introducing minimum speed limits in the UK. This thesis contributes to…

Subjects/Keywords: 526; Traffic congestion; Road accidents; GIS; M25 motorway; Site ranking; Accident hotspots; Spatial econometrics; Full Bayesian hierarchical models; Ordered and nominal response models; Two-stage mixed multivariate models

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Wang, C. (2010). The relationship between traffic congestion and road accidents : an econometric approach using GIS. (Doctoral Dissertation). Loughborough University. Retrieved from http://hdl.handle.net/2134/6207

Chicago Manual of Style (16^th Edition):

Wang, Chao. “The relationship between traffic congestion and road accidents : an econometric approach using GIS.” 2010. Doctoral Dissertation, Loughborough University. Accessed December 15, 2019. http://hdl.handle.net/2134/6207.

MLA Handbook (7^th Edition):

Wang, Chao. “The relationship between traffic congestion and road accidents : an econometric approach using GIS.” 2010. Web. 15 Dec 2019.

Vancouver:

Wang C. The relationship between traffic congestion and road accidents : an econometric approach using GIS. [Internet] [Doctoral dissertation]. Loughborough University; 2010. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/2134/6207.

Council of Science Editors:

Wang C. The relationship between traffic congestion and road accidents : an econometric approach using GIS. [Doctoral Dissertation]. Loughborough University; 2010. Available from: http://hdl.handle.net/2134/6207

Brunel University

21. Sheikh Hussin, Siti Aida. Employees Provident Fund (EPF) Malaysia : generic models for asset and liability management under uncertainty.

Degree: PhD, 2012, Brunel University

URL: http://bura.brunel.ac.uk/handle/2438/7505 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.575657

► We describe Employees Provident Funds (EPF) Malaysia. We explain about Defined Contribution and Defined Benefit Pension Funds and examine their similarities and differences. We also… (more)

Subjects/Keywords: 519.6; Stochastic optimisation; Pension fund; Scenario generation; Risk adjusted performance measures (RAPM); Chance constrained and integrated chance constraints programming

Record Details Similar Records Cite « Share

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Sheikh Hussin, S. A. (2012). Employees Provident Fund (EPF) Malaysia : generic models for asset and liability management under uncertainty. (Doctoral Dissertation). Brunel University. Retrieved from http://bura.brunel.ac.uk/handle/2438/7505 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.575657

Chicago Manual of Style (16^th Edition):

Sheikh Hussin, Siti Aida. “Employees Provident Fund (EPF) Malaysia : generic models for asset and liability management under uncertainty.” 2012. Doctoral Dissertation, Brunel University. Accessed December 15, 2019. http://bura.brunel.ac.uk/handle/2438/7505 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.575657.

MLA Handbook (7^th Edition):

Sheikh Hussin, Siti Aida. “Employees Provident Fund (EPF) Malaysia : generic models for asset and liability management under uncertainty.” 2012. Web. 15 Dec 2019.

Vancouver:

Sheikh Hussin SA. Employees Provident Fund (EPF) Malaysia : generic models for asset and liability management under uncertainty. [Internet] [Doctoral dissertation]. Brunel University; 2012. [cited 2019 Dec 15]. Available from: http://bura.brunel.ac.uk/handle/2438/7505 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.575657.

Council of Science Editors:

Sheikh Hussin SA. Employees Provident Fund (EPF) Malaysia : generic models for asset and liability management under uncertainty. [Doctoral Dissertation]. Brunel University; 2012. Available from: http://bura.brunel.ac.uk/handle/2438/7505 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.575657

22. Hult, Edward Eric. Stochastic hub and spoke networks .

Degree: 2011, University of Cambridge

URL: http://www.dspace.cam.ac.uk/handle/1810/240611

► Transportation systems such as mail, freight, passenger and even telecommunication systems most often employ a hub and spoke network structure since correctly designed they give… (more)

▼ Transportation systems such as mail, freight, passenger and even telecommunication systems most often employ a hub and spoke network structure since correctly designed they give a strong balance between high service quality and low costs resulting in an economically competitive operation. In addition, consumers are increasingly demanding fast and reliable transportation services, with services such as next day deliveries and fast business and pleasure trips becoming highly sought after. This makes finding an efficient design of a hub and spoke network of the utmost importance for any competing transportation company. However real life situations are complicated, dynamic and often require responses to many different fixed and random events. Therefore modeling the question of what is an optimal hub and spoke network structure and finding an optimal solution is very difficult. Due to this, many researchers and practitioners alike make several assumptions and simplifications on the behavior of such systems to allow mathematical models to be formulated and solved optimally or near optimally within a practical timeframe. Some assumptions and simplifications can however result in practically poor network design solutions being found. This thesis contributes to the research of hub and spoke networks by introducing new stochastic models and fast solution algorithms to help bridge the gap between theoretical solutions and designs that are useful in practice. Three main contributions are made in the thesis. First, in Chapter 2, a new formulation and solution algorithms are proposed to find exact solutions to a stochastic p-hub center problem. The stochastic p-hub center problem is about finding a network structure, where travel times on links are stochastic, which minimizes the longest path in the network to give fast delivery guarantees which will hold for some given probability. Second, in Chapter 3, the stochastic p-hub center problem is looked at using a new methodological approach which gives more realistic solutions to the network structures when applied to real life situations. In addition a new service model is proposed where volume of flow is also accounted for when considering the stochastic nature of travel times on links. Third, in Chapter 4, stochastic volume is considered to account for capacity constraints at hubs and, de facto, reduce the costs embedded in excessive hub volumes. Numerical experiments and results are conducted and reported for all models in all chapters which demonstrate the efficiency of the new proposed approaches. Advisors/Committee Members: Ralph, Daniel (advisor), Jiang, Houyuan (advisor).

Subjects/Keywords: Stochastic programming; Hub and spoke networks

…accounted for. The model is separated into two stages. The first stage determines the number and… …the two stage model as an extensive form, combining both stages into the same problem to… …Hub location; Center problem; Stochastic programming; Separation algorithm. 2.1… …separated into two stages where the first stage determines the number and location of hubs taking… …and solution procedures. Special emphasis is made on the stochastic properties of such…

10 more images…

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Hult, E. E. (2011). Stochastic hub and spoke networks . (Thesis). University of Cambridge. Retrieved from http://www.dspace.cam.ac.uk/handle/1810/240611

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Hult, Edward Eric. “Stochastic hub and spoke networks .” 2011. Thesis, University of Cambridge. Accessed December 15, 2019. http://www.dspace.cam.ac.uk/handle/1810/240611.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Hult, Edward Eric. “Stochastic hub and spoke networks .” 2011. Web. 15 Dec 2019.

Vancouver:

Hult EE. Stochastic hub and spoke networks . [Internet] [Thesis]. University of Cambridge; 2011. [cited 2019 Dec 15]. Available from: http://www.dspace.cam.ac.uk/handle/1810/240611.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hult EE. Stochastic hub and spoke networks . [Thesis]. University of Cambridge; 2011. Available from: http://www.dspace.cam.ac.uk/handle/1810/240611

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Loughborough University

23. Fletcher, Thomas P. Optimal energy management strategy for a fuel cell hybrid electric vehicle.

Degree: PhD, 2017, Loughborough University

URL: https://dspace.lboro.ac.uk/2134/25567 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.719242

► The Energy Management Strategy (EMS) has a huge effect on the performance of any hybrid vehicle because it determines the operating point of almost every… (more)

▼ The Energy Management Strategy (EMS) has a huge effect on the performance of any hybrid vehicle because it determines the operating point of almost every component associated with the powertrain. This means that its optimisation is an incredibly complex task which must consider a number of objectives including the fuel consumption, drive-ability, component degradation and straight-line performance. The EMS is of particular importance for Fuel Cell Hybrid Electric Vehicles (FCHEVs), not only to minimise the fuel consumption, but also to reduce the electrical stress on the fuel cell and maximise its useful lifetime. This is because the durability and cost of the fuel cell stack is one of the major obstacles preventing FCHEVs from being competitive with conventional vehicles. In this work, a novel EMS is developed, specifcally for Fuel Cell Hybrid Electric Vehicles (FCHEVs), which considers not only the fuel consumption, but also the degradation of the fuel cell in order to optimise the overall running cost of the vehicle. This work is believed to be the first of its kind to quantify effect of decisions made by the EMS on the fuel cell degradation, inclusive of multiple causes of voltage degradation. The performance of this new strategy is compared in simulation to a recent strategy from the literature designed solely to optimise the fuel consumption. It is found that the inclusion of the degradation metrics results in a 20% increase in fuel cell lifetime for only a 3.7% increase in the fuel consumption, meaning that the overall running cost is reduced by 9%. In addition to direct implementation on board a vehicle, this technique for optimising the degradation alongside the fuel consumption also allows alternative vehicle designs to be compared in an unbiased way. In order to demonstrate this, the novel optimisation technique is subsequently used to compare alternative system designs in order to identify the optimal economic sizing of the fuel cell and battery pack. It is found that the overall running cost can be minimised by using the smallest possible fuel cell stack that will satisfy the average power requirement of the duty cycle, and by using an oversized battery pack to maximise the fuel cell effciency and minimise the transient loading on the stack. This research was undertaken at Loughborough University as part of the Doctoral Training Centre (DTC) in Hydrogen, Fuel Cells and Their Applications in collaboration with the University of Birmingham and Nottingham University and with sponsorship from HORIBA-MIRA (Nuneaton, UK). A Microcab H4 test vehicle has been made available for use in testing for this research which was previously used for approximately 2 years at the University of Birmingham. The Microcab H4 is a small campus based vehicle designed for passenger transport and mail delivery at low speeds as seen on a university campus. It has a top speed of approximately 30mph, and is fitted with a 1.2kW fuel cell and a 2kWh battery pack.

Subjects/Keywords: 629.22; Optimisation; Optimization; Fuel Cells; Degradation; Energy Management Strategy; EMS; SDP; Stochastic Dynamic Programming; Electric Vehicles

Record Details Similar Records Cite « Share

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Fletcher, T. P. (2017). Optimal energy management strategy for a fuel cell hybrid electric vehicle. (Doctoral Dissertation). Loughborough University. Retrieved from https://dspace.lboro.ac.uk/2134/25567 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.719242

Chicago Manual of Style (16^th Edition):

Fletcher, Thomas P. “Optimal energy management strategy for a fuel cell hybrid electric vehicle.” 2017. Doctoral Dissertation, Loughborough University. Accessed December 15, 2019. https://dspace.lboro.ac.uk/2134/25567 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.719242.

MLA Handbook (7^th Edition):

Fletcher, Thomas P. “Optimal energy management strategy for a fuel cell hybrid electric vehicle.” 2017. Web. 15 Dec 2019.

Vancouver:

Fletcher TP. Optimal energy management strategy for a fuel cell hybrid electric vehicle. [Internet] [Doctoral dissertation]. Loughborough University; 2017. [cited 2019 Dec 15]. Available from: https://dspace.lboro.ac.uk/2134/25567 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.719242.

Council of Science Editors:

Fletcher TP. Optimal energy management strategy for a fuel cell hybrid electric vehicle. [Doctoral Dissertation]. Loughborough University; 2017. Available from: https://dspace.lboro.ac.uk/2134/25567 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.719242

Loughborough University

24. Fletcher, Thomas P. Optimal energy management strategy for a fuel cell hybrid electric vehicle.

Degree: PhD, 2017, Loughborough University

URL: http://hdl.handle.net/2134/25567

► The Energy Management Strategy (EMS) has a huge effect on the performance of any hybrid vehicle because it determines the operating point of almost every… (more)

▼ The Energy Management Strategy (EMS) has a huge effect on the performance of any hybrid vehicle because it determines the operating point of almost every component associated with the powertrain. This means that its optimisation is an incredibly complex task which must consider a number of objectives including the fuel consumption, drive-ability, component degradation and straight-line performance. The EMS is of particular importance for Fuel Cell Hybrid Electric Vehicles (FCHEVs), not only to minimise the fuel consumption, but also to reduce the electrical stress on the fuel cell and maximise its useful lifetime. This is because the durability and cost of the fuel cell stack is one of the major obstacles preventing FCHEVs from being competitive with conventional vehicles. In this work, a novel EMS is developed, specifcally for Fuel Cell Hybrid Electric Vehicles (FCHEVs), which considers not only the fuel consumption, but also the degradation of the fuel cell in order to optimise the overall running cost of the vehicle. This work is believed to be the first of its kind to quantify effect of decisions made by the EMS on the fuel cell degradation, inclusive of multiple causes of voltage degradation. The performance of this new strategy is compared in simulation to a recent strategy from the literature designed solely to optimise the fuel consumption. It is found that the inclusion of the degradation metrics results in a 20% increase in fuel cell lifetime for only a 3.7% increase in the fuel consumption, meaning that the overall running cost is reduced by 9%. In addition to direct implementation on board a vehicle, this technique for optimising the degradation alongside the fuel consumption also allows alternative vehicle designs to be compared in an unbiased way. In order to demonstrate this, the novel optimisation technique is subsequently used to compare alternative system designs in order to identify the optimal economic sizing of the fuel cell and battery pack. It is found that the overall running cost can be minimised by using the smallest possible fuel cell stack that will satisfy the average power requirement of the duty cycle, and by using an oversized battery pack to maximise the fuel cell effciency and minimise the transient loading on the stack. This research was undertaken at Loughborough University as part of the Doctoral Training Centre (DTC) in Hydrogen, Fuel Cells and Their Applications in collaboration with the University of Birmingham and Nottingham University and with sponsorship from HORIBA-MIRA (Nuneaton, UK). A Microcab H4 test vehicle has been made available for use in testing for this research which was previously used for approximately 2 years at the University of Birmingham. The Microcab H4 is a small campus based vehicle designed for passenger transport and mail delivery at low speeds as seen on a university campus. It has a top speed of approximately 30mph, and is fitted with a 1.2kW fuel cell and a 2kWh battery pack.

Subjects/Keywords: 629.22; Optimisation; Optimization; Fuel Cells; Degradation; Energy Management Strategy; EMS; SDP; Stochastic Dynamic Programming; Electric Vehicles

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Fletcher, T. P. (2017). Optimal energy management strategy for a fuel cell hybrid electric vehicle. (Doctoral Dissertation). Loughborough University. Retrieved from http://hdl.handle.net/2134/25567

Chicago Manual of Style (16^th Edition):

Fletcher, Thomas P. “Optimal energy management strategy for a fuel cell hybrid electric vehicle.” 2017. Doctoral Dissertation, Loughborough University. Accessed December 15, 2019. http://hdl.handle.net/2134/25567.

MLA Handbook (7^th Edition):

Fletcher, Thomas P. “Optimal energy management strategy for a fuel cell hybrid electric vehicle.” 2017. Web. 15 Dec 2019.

Vancouver:

Fletcher TP. Optimal energy management strategy for a fuel cell hybrid electric vehicle. [Internet] [Doctoral dissertation]. Loughborough University; 2017. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/2134/25567.

Council of Science Editors:

Fletcher TP. Optimal energy management strategy for a fuel cell hybrid electric vehicle. [Doctoral Dissertation]. Loughborough University; 2017. Available from: http://hdl.handle.net/2134/25567

University of Manchester

25. Koh, Alex. Hybrid Gates Approach for R and D Product Portfolio Management.

Degree: 2012, University of Manchester

URL: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:159549

► Companies today are aggressively finding ways to improve top-line growth by introducing innovative products faster to the market. To achieve both innovation and accelerated rollout,… (more)

▼ Companies today are aggressively finding ways to improve top-line growth by introducing innovative products faster to the market. To achieve both innovation and accelerated rollout, many are turning to techniques such as Stage Gate approaches to improve engineering and marketing collaborations to clarify short term resource allocations (day to day plan with employee assignment). While Stage Gate approaches have been shown to result in better project coordination and faster time to market by doing projects right, research also indicates the need to ensure alignment to company strategy by doing the right projects within the allocated annual budget through medium term (rough cut capacity plan with employee requirements) and long term resource allocations (business / strategic plan with funding requirements). Today, such medium to long term resource allocation methodologies tend to be broadly consolidated under Research and Development (R&D) product portfolio management. We argue that there is value in a philosophical change in viewing R&D product portfolio management from the context of (1.) long and medium term resource allocation phases separately, (2.) focusing on the overlapping regions between long and medium term and between medium and short term resource allocation phases and (3.) the evolving resource allocation perspective (monetary to headcount to skillset) through these phases. Cooper et al note that for R&D product portfolio management and the Stage Gate process to work together, one can expect one of two scenarios – a gates dominated approach (where the prioritization and resource decisions are made at short term focused Stage Gates) or a portfolio reviews dominated approach (where the prioritization and resource decisions are made at the long term focused portfolio reviews). We propose that with appropriate focus given to the medium term phase, a third approach that we call a Hybrid Gates approach can exist in a “gates dominated” environment. A case study on Freescale Semiconductor was used as an empirical inquiry to gain deeper understanding on the perceived value of this approach within a real-life context. Triangulating between structured surveys, unstructured surveys, and focused interviews; we were able to show perceived value to the organization in the following areas: (1.) Enhancing the understanding of decision maker’s decision and solution spaces, (2.) Clarifying strategic expressions and “stress testing” new strategies, (3.) Improving horizontal and vertical communication within the organization and (4.) Aiding in objectivity in R&D investment allocation. Furthermore, we were able to conceptually show how this approach retains the advantages of the gates dominated and portfolio dominated approaches while minimizing their respective weaknesses. This research is novel and unique as we have not found any research literature that focuses on a Hybrid Gates approach perspective or studies where the implementation of MO-ZOLP is: (1.) this large in scale and (2.) designed specifically to support a Stage… Advisors/Committee Members: XU, DONG-LING DL, Yang, Jian-Bo, Xu, Dong-Ling.

Subjects/Keywords: Project Management; Portfolio Management; Stage Gate; R and D Product Portfolio Management; Resource Management; Rough Cut Capacity Analysis; Multiple Objective Zero One Linear Programming; Multi Criteria Decision Analysis

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Koh, A. (2012). Hybrid Gates Approach for R and D Product Portfolio Management. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:159549

Chicago Manual of Style (16^th Edition):

Koh, Alex. “Hybrid Gates Approach for R and D Product Portfolio Management.” 2012. Doctoral Dissertation, University of Manchester. Accessed December 15, 2019. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:159549.

MLA Handbook (7^th Edition):

Koh, Alex. “Hybrid Gates Approach for R and D Product Portfolio Management.” 2012. Web. 15 Dec 2019.

Vancouver:

Koh A. Hybrid Gates Approach for R and D Product Portfolio Management. [Internet] [Doctoral dissertation]. University of Manchester; 2012. [cited 2019 Dec 15]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:159549.

Council of Science Editors:

Koh A. Hybrid Gates Approach for R and D Product Portfolio Management. [Doctoral Dissertation]. University of Manchester; 2012. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:159549

University of Manchester

26. Koh, Alex. Hybrid Gates approach for R and D product portfolio management.

Degree: Thesis (D.B.A.), 2012, University of Manchester

URL: https://www.research.manchester.ac.uk/portal/en/theses/hybrid-gates-approach-for-r-and-d-product-portfolio-management(90c240c2-f7a4-463f-a2fb-75498cbbcf6a).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.727776

► Companies today are aggressively finding ways to improve top-line growth by introducing innovative products faster to the market. To achieve both innovation and accelerated rollout,… (more)

▼ Companies today are aggressively finding ways to improve top-line growth by introducing innovative products faster to the market. To achieve both innovation and accelerated rollout, many are turning to techniques such as Stage Gate approaches to improve engineering and marketing collaborations to clarify short term resource allocations (day to day plan with employee assignment). While Stage Gate approaches have been shown to result in better project coordination and faster time to market by doing projects right, research also indicates the need to ensure alignment to company strategy by doing the right projects within the allocated annual budget through medium term (rough cut capacity plan with employee requirements) and long term resource allocations (business / strategic plan with funding requirements). Today, such medium to long term resource allocation methodologies tend to be broadly consolidated under Research and Development (R&D) product portfolio management. We argue that there is value in a philosophical change in viewing R&D product portfolio management from the context of (1.) long and medium term resource allocation phases separately, (2.) focusing on the overlapping regions between long and medium term and between medium and short term resource allocation phases and (3.) the evolving resource allocation perspective (monetary to headcount to skillset) through these phases. Cooper et al note that for R&D product portfolio management and the Stage Gate process to work together, one can expect one of two scenarios - a gates dominated approach (where the prioritization and resource decisions are made at short term focused Stage Gates) or a portfolio reviews dominated approach (where the prioritization and resource decisions are made at the long term focused portfolio reviews). We propose that with appropriate focus given to the medium term phase, a third approach that we call a Hybrid Gates approach can exist in a "gates dominated" environment. A case study on Freescale Semiconductor was used as an empirical inquiry to gain deeper understanding on the perceived value of this approach within a real-life context. Triangulating between structured surveys, unstructured surveys, and focused interviews; we were able to show perceived value to the organization in the following areas: (1.) Enhancing the understanding of decision maker's decision and solution spaces, (2.) Clarifying strategic expressions and "stress testing" new strategies, (3.) Improving horizontal and vertical communication within the organization and (4.) Aiding in objectivity in R&D investment allocation. Furthermore, we were able to conceptually show how this approach retains the advantages of the gates dominated and portfolio dominated approaches while minimizing their respective weaknesses. This research is novel and unique as we have not found any research literature that focuses on a Hybrid Gates approach perspective or studies where the implementation of MO-ZOLP is: (1.) this large in scale and (2.) designed specifically to…

Subjects/Keywords: 658.5; Multiple Objective Zero One Linear Programming; Rough Cut Capacity Analysis; Multi Criteria Decision Analysis; Resource Management; R and D Product Portfolio Management; Stage Gate; Portfolio Management; Project Management

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Koh, A. (2012). Hybrid Gates approach for R and D product portfolio management. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/hybrid-gates-approach-for-r-and-d-product-portfolio-management(90c240c2-f7a4-463f-a2fb-75498cbbcf6a).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.727776

Chicago Manual of Style (16^th Edition):

Koh, Alex. “Hybrid Gates approach for R and D product portfolio management.” 2012. Doctoral Dissertation, University of Manchester. Accessed December 15, 2019. https://www.research.manchester.ac.uk/portal/en/theses/hybrid-gates-approach-for-r-and-d-product-portfolio-management(90c240c2-f7a4-463f-a2fb-75498cbbcf6a).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.727776.

MLA Handbook (7^th Edition):

Koh, Alex. “Hybrid Gates approach for R and D product portfolio management.” 2012. Web. 15 Dec 2019.

Vancouver:

Koh A. Hybrid Gates approach for R and D product portfolio management. [Internet] [Doctoral dissertation]. University of Manchester; 2012. [cited 2019 Dec 15]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/hybrid-gates-approach-for-r-and-d-product-portfolio-management(90c240c2-f7a4-463f-a2fb-75498cbbcf6a).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.727776.

Council of Science Editors:

Koh A. Hybrid Gates approach for R and D product portfolio management. [Doctoral Dissertation]. University of Manchester; 2012. Available from: https://www.research.manchester.ac.uk/portal/en/theses/hybrid-gates-approach-for-r-and-d-product-portfolio-management(90c240c2-f7a4-463f-a2fb-75498cbbcf6a).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.727776

Loughborough University

27. Burrows, Tim. The managerial performance of mutual funds : an empirical study.

Degree: PhD, 2013, Loughborough University

URL: https://dspace.lboro.ac.uk/2134/14531 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603015

► For as long as managed mutual funds have been in existence there has been a desire to accurately assess their relative performance against each other,… (more)

Subjects/Keywords: 332.63; Open-ended investment companies (OEICs); Unit trusts (UTs); UK domiciled; Linear mathematical programming; Data envelopment analysis (DEA); Stochastic frontier analysis (SFA)

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Burrows, T. (2013). The managerial performance of mutual funds : an empirical study. (Doctoral Dissertation). Loughborough University. Retrieved from https://dspace.lboro.ac.uk/2134/14531 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603015

Chicago Manual of Style (16^th Edition):

Burrows, Tim. “The managerial performance of mutual funds : an empirical study.” 2013. Doctoral Dissertation, Loughborough University. Accessed December 15, 2019. https://dspace.lboro.ac.uk/2134/14531 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603015.

MLA Handbook (7^th Edition):

Burrows, Tim. “The managerial performance of mutual funds : an empirical study.” 2013. Web. 15 Dec 2019.

Vancouver:

Burrows T. The managerial performance of mutual funds : an empirical study. [Internet] [Doctoral dissertation]. Loughborough University; 2013. [cited 2019 Dec 15]. Available from: https://dspace.lboro.ac.uk/2134/14531 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603015.

Council of Science Editors:

Burrows T. The managerial performance of mutual funds : an empirical study. [Doctoral Dissertation]. Loughborough University; 2013. Available from: https://dspace.lboro.ac.uk/2134/14531 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603015

Loughborough University

28. Burrows, Tim. The managerial performance of mutual funds : an empirical study.

Degree: PhD, 2013, Loughborough University

URL: http://hdl.handle.net/2134/14531

► For as long as managed mutual funds have been in existence there has been a desire to accurately assess their relative performance against each other,… (more)

Subjects/Keywords: 332.63; Open-ended investment companies (OEICs); Unit trusts (UTs); UK domiciled; Linear mathematical programming; Data envelopment analysis (DEA); Stochastic frontier analysis (SFA)

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Burrows, T. (2013). The managerial performance of mutual funds : an empirical study. (Doctoral Dissertation). Loughborough University. Retrieved from http://hdl.handle.net/2134/14531

Chicago Manual of Style (16^th Edition):

Burrows, Tim. “The managerial performance of mutual funds : an empirical study.” 2013. Doctoral Dissertation, Loughborough University. Accessed December 15, 2019. http://hdl.handle.net/2134/14531.

MLA Handbook (7^th Edition):

Burrows, Tim. “The managerial performance of mutual funds : an empirical study.” 2013. Web. 15 Dec 2019.

Vancouver:

Burrows T. The managerial performance of mutual funds : an empirical study. [Internet] [Doctoral dissertation]. Loughborough University; 2013. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/2134/14531.

Council of Science Editors:

Burrows T. The managerial performance of mutual funds : an empirical study. [Doctoral Dissertation]. Loughborough University; 2013. Available from: http://hdl.handle.net/2134/14531

University of Edinburgh

29. Xiang, Mengyuan. Mathematical programming heuristics for nonstationary stochastic inventory control.

Degree: PhD, 2019, University of Edinburgh

URL: http://hdl.handle.net/1842/36122

► This work focuses on the computation of near-optimal inventory policies for a wide range of problems in the field of nonstationary stochastic inventory control. These… (more)

▼ This work focuses on the computation of near-optimal inventory policies for a wide range of problems in the field of nonstationary stochastic inventory control. These problems are modelled and solved by leveraging novel mathematical programming models built upon the application of stochastic programming bounding techniques: Jensen's lower bound and Edmundson-Madanski upper bound. The single-item single-stock location inventory problem under the classical assumption of independent demand is a long-standing problem in the literature of stochastic inventory control. The first contribution hereby presented is the development of the first mathematical programming based model for computing near-optimal inventory policy parameters for this problem; the model is then paired with a binary search procedure to tackle large-scale problems. The second contribution is to relax the independence assumption and investigate the case in which demand in different periods is correlated. More specifically, this work introduces the first stochastic programming model that captures Bookbinder and Tan's static-dynamic uncertainty control policy under nonstationary correlated demand; in addition, it discusses a mathematical programming heuristic that computes near-optimal policy parameters under normally distributed demand featuring correlation, as well as under a collection of time-series-based demand process. Finally, the third contribution is to consider a multi-item stochastic inventory system subject to joint replenishment costs. This work presents the first mathematical programming heuristic for determining near-optimal inventory policy parameters for this system. This model comes with the advantage of tackling nonstationary demand, a variant which has not been previously explored in the literature. Unlike other existing approaches in the literature, these mathematical programming models can be easily implemented and solved by using off-the-shelf mathematical programming packages, such as IBM ILOG optimisation studio and XPRESS Optimizer; and do not require tedious computer coding. Extensive computational studies demonstrate that these new models are competitive in terms of cost performance: in the case of independent demand, they provide the best optimality gap in the literature; in the case of correlated demand, they yield tight optimality gap; in the case of nonstationary joint replenishment problem, they are competitive with state-of-the-art approaches in the literature and come with the advantage of being able to tackle nonstationary problems.

Subjects/Keywords: stochastic inventory control; optimality; mathematical programming model; joint replenishment; inventory policies; Jensen's lower bound; Edmundson-Madanski upper bound; IBM ILOG optimisation studio; XPRESS Optimizer

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Xiang, M. (2019). Mathematical programming heuristics for nonstationary stochastic inventory control. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/36122

Chicago Manual of Style (16^th Edition):

Xiang, Mengyuan. “Mathematical programming heuristics for nonstationary stochastic inventory control.” 2019. Doctoral Dissertation, University of Edinburgh. Accessed December 15, 2019. http://hdl.handle.net/1842/36122.

MLA Handbook (7^th Edition):

Xiang, Mengyuan. “Mathematical programming heuristics for nonstationary stochastic inventory control.” 2019. Web. 15 Dec 2019.

Vancouver:

Xiang M. Mathematical programming heuristics for nonstationary stochastic inventory control. [Internet] [Doctoral dissertation]. University of Edinburgh; 2019. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1842/36122.

Council of Science Editors:

Xiang M. Mathematical programming heuristics for nonstationary stochastic inventory control. [Doctoral Dissertation]. University of Edinburgh; 2019. Available from: http://hdl.handle.net/1842/36122

University of Cambridge

30. Liley, Albert James. Statistical co-analysis of high-dimensional association studies .

Degree: 2017, University of Cambridge

URL: https://www.repository.cam.ac.uk/handle/1810/270628

► Modern medical practice and science involve complex phenotypic definitions. Understanding patterns of association across this range of phenotypes requires co-analysis of high-dimensional association studies in… (more)

▼ Modern medical practice and science involve complex phenotypic definitions. Understanding patterns of association across this range of phenotypes requires co-analysis of high-dimensional association studies in order to characterise shared and distinct elements. In this thesis I address several problems in this area, with a general linking aim of making more efficient use of available data. The main application of these methods is in the analysis of genome-wide association studies (GWAS) and similar studies. Firstly, I developed methodology for a Bayesian conditional false discovery rate (cFDR) for levering GWAS results using summary statistics from a related disease. I extended an existing method to enable a shared control design, increasing power and applicability, and developed an approximate bound on false-discovery rate (FDR) for the procedure. Using the new method I identified several new variant-disease associations. I then developed a second application of shared control design in the context of study replication, enabling improvement in power at the cost of changing the spectrum of sensitivity to systematic errors in study cohorts. This has application in studies on rare diseases or in between-case analyses. I then developed a method for partially characterising heterogeneity within a disease by modelling the bivariate distribution of case-control and within-case effect sizes. Using an adaptation of a likelihood-ratio test, this allows an assessment to be made of whether disease heterogeneity corresponds to differences in disease pathology. I applied this method to a range of simulated and real datasets, enabling insight into the cause of heterogeneity in autoantibody positivity in type 1 diabetes (T1D). Finally, I investigated the relation of subtypes of juvenile idiopathic arthritis (JIA) to adult diseases, using modified genetic risk scores and linear discriminants in a penalised regression framework. The contribution of this thesis is in a range of methodological developments in the analysis of high-dimensional association study comparison. Methods such as these will have wide application in the analysis of GWAS and similar areas, particularly in the development of stratified medicine.

Subjects/Keywords: genetics; disease heterogeneity; multivariate Gaussian; statistical methods; two-stage association testing; gwas; non-parametric methods; false discovery rate; genetic risk scores; lasso; penalised regression; two-groups model; empirical Bayes; statistics; biostatistics; autoimmune disease; juvenile idiopathic arthritis; type 1 diabetes; autoimmune thyroid disease; shared controls; autoantibody; statistical leverage; effect size distribution

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Liley, A. J. (2017). Statistical co-analysis of high-dimensional association studies . (Thesis). University of Cambridge. Retrieved from https://www.repository.cam.ac.uk/handle/1810/270628

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Liley, Albert James. “Statistical co-analysis of high-dimensional association studies .” 2017. Thesis, University of Cambridge. Accessed December 15, 2019. https://www.repository.cam.ac.uk/handle/1810/270628.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Liley, Albert James. “Statistical co-analysis of high-dimensional association studies .” 2017. Web. 15 Dec 2019.

Vancouver:

Liley AJ. Statistical co-analysis of high-dimensional association studies . [Internet] [Thesis]. University of Cambridge; 2017. [cited 2019 Dec 15]. Available from: https://www.repository.cam.ac.uk/handle/1810/270628.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liley AJ. Statistical co-analysis of high-dimensional association studies . [Thesis]. University of Cambridge; 2017. Available from: https://www.repository.cam.ac.uk/handle/1810/270628

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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Open Access Theses and Dissertations