Optimal Crashing and Buffering of Stochastic Serial Projects

Author(s):  
Dan Trietsch

Crashing stochastic activities implies changing their distributions to reduce the mean. This can involve changing the variance too. Therefore, crashing can change not only the expected duration of a project but also the necessary size of its safety buffer. We consider optimal crashing of serial projects where the objective is to minimize total costs including crashing cost and expected delay penalty. As part of the solution we determine optimal safety buffers. They allow for activities that are statistically dependent because they share an error element (e.g., when all durations have been estimated by one person, when weather or general economic conditions influence many activities, etc). We show that under plausible conditions the problem is convex and thus it can be solved by standard numerical search procedures. The purpose of the paper is to encourage software development that will include valid stochastic analysis for scheduling and crashing using current estimates and historical performance records.

2012 ◽  
pp. 484-495
Author(s):  
Dan Trietsch

Crashing stochastic activities implies changing their distributions to reduce the mean. This can involve changing the variance too. Therefore, crashing can change not only the expected duration of a project but also the necessary size of its safety buffer. We consider optimal crashing of serial projects where the objective is to minimize total costs including crashing cost and expected delay penalty. As part of the solution we determine optimal safety buffers. They allow for activities that are statistically dependent because they share an error element (e.g., when all durations have been estimated by one person, when weather or general economic conditions influence many activities, etc). We show that under plausible conditions the problem is convex and thus it can be solved by standard numerical search procedures. The purpose of the paper is to encourage software development that will include valid stochastic analysis for scheduling and crashing using current estimates and historical performance records.


Author(s):  
Dan Trietsch

Crashing stochastic activities implies changing their distributions to reduce the mean. This can involve changing the variance too. Therefore, crashing can change not only the expected duration of a project but also the necessary size of its safety buffer. We consider optimal crashing of serial projects where the objective is to minimize total costs including crashing cost and expected delay penalty. As part of the solution we determine optimal safety buffers. They allow for activities that are statistically dependent because they share an error element (e.g., when all durations have been estimated by one person, when weather or general economic conditions influence many activities, etc). We show that under plausible conditions the problem is convex and thus it can be solved by standard numerical search procedures. The purpose of the paper is to encourage software development that will include valid stochastic analysis for scheduling and crashing using current estimates and historical performance records.


1988 ◽  
Vol 110 (1) ◽  
pp. 23-29 ◽  
Author(s):  
Da Yu Tzou

Stochastic temperature distribution in a solid medium with random heat conductivity is investigated by the method of perturbation. The intrinsic randomness of the thermal conductivity k(x) is considered to be a distribution function with random amplitude in the solid, and several typical stochastic processes are considered in the numerical examples. The formulation used in the present analysis describes a situation that the statistical orders of the random response of the system are the same as those of the intrinsic random excitations, which is characteristic for the problem with extrinsic randomness. The maximum standard deviation of the temperature distribution from the mean value in the solid medium reveals the amount of unexpected energy experienced by the solid continuum, which should be carefully inspected in the thermal-failure design of structures with intrinsic randomness.


2012 ◽  
Vol 16 (3) ◽  
pp. 641-648 ◽  
Author(s):  
C.-M. Chang ◽  
H.-D. Yeh

Abstract. Owing to the analogy between the solute and heat transport processes, it can be expected that the rate of growth of the spatial second moments of the heat flux in a heterogeneous aquifer over relatively large space scales is greater than that predicted by applying the classical heat transport model. The motivation of stochastic analysis of heat transport at the field scale is therefore to quantify the enhanced growth of the field-scale second moments caused by the spatially varying specific discharge field. Within the framework of stochastic theory, an effective advection-dispersion equation containing effective parameters (namely, the macrodispersion coefficients) is developed to model the mean temperature field. The rate of growth of the field-scale spatial second moments of the mean temperature field in the principal coordinate directions is described by the macrodispersion coefficient. The variance of the temperature field is also developed to characterize the reliability to be anticipated in applying the mean heat transport model. It is found that the heterogeneity of the medium and the correlation length of the log hydraulic conductivity are important in enhancing the field-scale heat advection, while the effective thermal conductivity plays the role in reducing the field-scale heat advection.


2014 ◽  
Vol 92 (9) ◽  
pp. 725-732 ◽  
Author(s):  
Phaedra Henley ◽  
Megan Lowthers ◽  
Gideon Koren ◽  
Pamela Tsimbiri Fedha ◽  
Evan Russell ◽  
...  

Stress is known to contribute to overall health status. Many individuals in sub-Saharan Africa are believed to be stressed about their employment, income, and health. This study aimed to investigate hair cortisol as a biomarker of chronic stress in settlement communities in Kenya. Hair samples were collected from 108 volunteers from settlement communities in Kenya. An enzyme-linked immunosorbent assay technique was used to measure hair cortisol concentrations. In parallel, a health survey was completed. The mean ± SD for the cortisol concentration in the hair of volunteers from the settlement communities in Naivasha was 639 ± 300 ng/g, which was higher than found for a Caucasian reference group (299 ± 110 ng/g; one-way ANOVA, P = 0.0003). There were no differences in hair cortisol concentrations between members of slum settlements adjacent to large floriculture farms in Naivasha (Karagita, Kamere/Kwa Muhia/DCK, and Kasarani) compared with those well-removed from all floriculture in Mogotio (Mogotio and Westlands/Katorongot). However, hair cortisol concentrations were significantly higher in females, divorced volunteers, those who made below minimum wage, and those who reported feeling unsafe collecting water or using sanitation facilities within these 2 settlement groups. We found no evidence for increased chronic stress (measured by hair cortisol content) between members of slum settlements adjacent to versus distant to large floriculture farms. Cultural and socio-economic conditions that prevail in much of sub-Saharan Africa were found to be factors contributing to chronic stress.


1988 ◽  
Vol 16 (6) ◽  
pp. 428-435 ◽  
Author(s):  
H. Laudanska ◽  
B. Gustavson

A total of 67 patients with treatment resistant chronic venous ulcers were admitted to hospital for 6 weeks of bed rest and daily dressings. The patients came from a rural area in Poland with poor socio-economic conditions. They were randomized to treatment with either standard dressings or with cadexomer iodine. After 6 weeks all but four patients had shown a clear reduction of ulcer area; the mean reduction was 54% within the former group and 71% with cadexomer iodine. The latter treatment was significantly more effective than the standard hospital dressings in debriding the ulcer, accelerating healing and reducing pain. Elevation of serum concentrations of protein-bound iodine occurred after treatment with cadexomer iodine in patients with large ulcers, but tests of thyroid function showed no changes associated with the use of cadexomer iodine. It is concluded that cadexomer iodine significantly accelerates the healing of chronic, infected, treatment-resistant, venous ulcers in hospitalized patients.


2011 ◽  
Vol 8 (6) ◽  
pp. 10311-10331
Author(s):  
C.-M. Chang ◽  
H.-D. Yeh

Abstract. Owing to the analogy between the solute and heat transport processes, it can be expected that the rate of growth of the spatial second moments of the heat flux in a heterogeneous aquifer over relatively large space scales is greater than that predicted by applying the classical heat transport model. The motivation of stochastic analysis of heat transport at the field scale is therefore to quantify the enhanced growth of the field-scale second moments caused by the spatially varying specific discharge field. Within the framework of stochastic theory, an effective advection-dispersion equation containing effective parameters (namely, the macrodispersion coefficients) is developed to model the mean temperature field. The rate of growth of the field-scale spatial second moments of the mean temperature field in the principal coordinate directions is described by the macrodispersion coefficient. The variance of the temperature field is also developed to characterize the reliability to be anticipated in applying the mean heat transport model. It is found that the heterogeneity of the medium and the correlation length of the log hydraulic conductivity are important in enhancing the field-scale heat advection, while the effective thermal conductivity plays the role in reducing the field-scale heat advection.


2019 ◽  
Vol 2019 ◽  
pp. 1-15
Author(s):  
Tianqing Yang ◽  
Zuoliang Xiong ◽  
Cuiping Yang

This paper is concerned with the mean-square exponential input-to-state stability problem for a class of stochastic Cohen-Grossberg neural networks. Different from prior works, neutral terms and mixed delays are discussed in our system. By employing the Lyapunov-Krasovskii functional method, Itô formula, Dynkin formula, and stochastic analysis theory, we obtain some novel sufficient conditions to ensure that the addressed system is mean-square exponentially input-to-state stable. Moreover, two numerical examples and their simulations are given to illustrate the correctness of the theoretical results.


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