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A case study on sample average approximation method for stochastic supply chain network design problem

Yuan WANG, Ruyan SHOU, Loo Hay LEE, Ek Peng CHEW

Frontiers of Engineering Management 2017, Volume 4, Issue 3,   Pages 338-347 doi: 10.15302/J-FEM-2017032

Abstract: Deterministic equivalent model with nonanticipativity constraints, branch-and-fix coordination, sample average approximation(SAA) with Bayesian bootstrap, and Latin hypercube sampling were adopted to analyze stochastic demandsnetwork with front-ends in Europe and back-ends in Asia is presented to highlight the importance of stochastic

Keywords: supply chain network     stochastic demand     sampling average approximation     Bayesian bootstrap     Latin hypercube    

The Model for Loan Portfolio With Safety-first Criterion

Tang Wansheng,Yan Weizhen,Ning Yufu

Strategic Study of CAE 2007, Volume 9, Issue 11,   Pages 137-141

Abstract:

This paper proposes the model for loan portfolio under probability criterion, and designs the hybrid optimization algorithm based on random simulation to solve the model. The algorithm can solve the models with the return rates with any probability distributions, and is not subject to the assumption that the return rates have normal distributions. The feasibility of the algorithm is verified by two examples.

Keywords: loan portfolio     safety-first criterion     random simulation     genetic algorithm(GA)     simultaneousperturbationstochastic approximation(SPSA)    

Special Column on Multiscale Stochastic Finite Element Method

Frontiers of Structural and Civil Engineering 2015, Volume 9, Issue 2,   Pages 105-106 doi: 10.1007/s11709-015-0297-7

Stochastic analysis of laminated composite plate considering stochastic homogenization problem

S. SAKATA,K. OKUDA,K. IKEDA

Frontiers of Structural and Civil Engineering 2015, Volume 9, Issue 2,   Pages 141-153 doi: 10.1007/s11709-014-0286-2

Abstract: This paper discusses a multiscale stochastic analysis of a laminated composite plate consisting of unidirectionalLaminated composites are widely used in civil engineering, and therefore multiscale stochastic analysisThis study deals with the stochastic response of a laminated composite plate against the microscopicrandom variation in addition to a random variation of fiber orientation in each lamina, and stochasticFrom the numerical results, importance of the multiscale stochastic analysis for reliability evaluation

Keywords: stochastic homogenization     multiscale stochastic analysis     microscopic random variation     laminated composite    

Application of an efficient stochastic calculation method on the seismic analysis of an isolated structure

Wei GUO, Zhiwu YU

Frontiers of Structural and Civil Engineering 2012, Volume 6, Issue 4,   Pages 379-384 doi: 10.1007/s11709-012-0180-8

Abstract: Based on this drawback, a new, more efficient stochastic calculation method, an improvement on the pseudo-excitationshown that the presented method can produce accurate results while increasing the efficiency of the stochastic

Keywords: isolated structure     stochastic response     non-proportional damping     efficient     accurate     pseudo-excitation    

Hierarchical modeling of stochastic manufacturing and service systems

Zhe George ZHANG, Xiaoling YIN

Frontiers of Engineering Management 2017, Volume 4, Issue 3,   Pages 295-303 doi: 10.15302/J-FEM-2017047

Abstract: This paper presents a review of methodologies for analyzing stochastic manufacturing and service systemsOn the basis of the scale and level of details of operations, we can study stochastic systems using microSuch a classification unifies stochastic modeling theory.

Keywords: stochastic modeling     QBD process     PH distribution     heavy traffic limits     diffusion process    

Discrete-event stochastic systems with correlated inputs: Modeling and performance evaluation

Frontiers of Engineering Management 2022, Volume 9, Issue 2,   Pages 214-220 doi: 10.1007/s42524-022-0192-6

Abstract: In the majority of the previous works on discrete-event stochastic systems, they have been assumed toand we discuss the difficulties and possible future research topics in the study of discrete-event stochastic

Keywords: discrete-event stochastic system     correlated input     performance evaluation    

Applying the spectral stochastic finite element method in multiple-random field RC structures

Abbas YAZDANI

Frontiers of Structural and Civil Engineering 2022, Volume 16, Issue 4,   Pages 434-447 doi: 10.1007/s11709-022-0820-6

Abstract: This paper uses the spectral stochastic finite element method (SSFEM) for analyzing reinforced concrete

Keywords: uncertainty     spectral stochastic finite element method     correlation length     reliability assessment     reinforced    

Shape reconstruction of parallelogram flaw

ZHENG Gangfeng, WU Bin, HE Cunfu

Frontiers of Mechanical Engineering 2008, Volume 3, Issue 1,   Pages 17-22 doi: 10.1007/s11465-008-0015-4

Abstract: To reconstruct the shape of the scatterer in elastic media, the authors deduce the Born approximationidentification of the geometrical character of a flaw is then given by the two dimensional inverse Born approximation

Keywords: approximation     scatterer     scattering problem     information     inverse    

Review of stochastic optimization methods for smart grid

S. Surender REDDY, Vuddanti SANDEEP, Chan-Mook JUNG

Frontiers in Energy 2017, Volume 11, Issue 2,   Pages 197-209 doi: 10.1007/s11708-017-0457-7

Abstract: It gives an idea about stochastic programming (SP) and discusses the formulations given by differentdiscusses different variants of SP such as recourse model, chance constrained programming, sample average approximation

Keywords: renewable energy sources     stochastic optimization     smart grid     uncertainty     optimal power flow (OPF)    

An efficient stochastic dynamic analysis of soil media using radial basis function artificial neural

P. ZAKIAN

Frontiers of Structural and Civil Engineering 2017, Volume 11, Issue 4,   Pages 470-479 doi: 10.1007/s11709-017-0440-8

Abstract: Since a lot of engineering problems are along with uncertain parameters, stochastic methods are of greatIn this study, the stochastic dynamic analysis of soil mass is performed by finite element method inTwo methods are used for stochastic analysis of soil media which are spectral decomposition and Monte

Keywords: stochastic analysis     random seismic excitation     finite element method     artificial neural network     frequency    

Robust train speed trajectory optimization: A stochastic constrained shortest path approach

Li WANG, Lixing YANG, Ziyou GAO, Yeran HUANG

Frontiers of Engineering Management 2017, Volume 4, Issue 4,   Pages 408-417 doi: 10.15302/J-FEM-2017042

Abstract: The problem of interest is formulated as a stochastic constrained shortest path problem with travel time

Keywords: train speed trajectory optimization     railway operation     stochastic programming    

Approximation Space of Generalization and Rough Classification Algebra

Liu Yonghong

Strategic Study of CAE 2006, Volume 8, Issue 3,   Pages 39-48

Abstract:

Some new basic concepts are proposed in this paper, including the approximation space of generalization, rough approximation axiom, disturbance set axiom, classification principle of rough set, principle

Keywords: approximation space of generalization     rough set     rough classification algebra     protocol relation     rough    

Galerkin approximationwith Legendre polynomials for a continuous-time nonlinear optimal control problem Article

Xue-song CHEN

Frontiers of Information Technology & Electronic Engineering 2017, Volume 18, Issue 10,   Pages 1479-1487 doi: 10.1631/FITEE.1601101

Abstract: We investigate the use of an approximation method for obtaining near-optimal solutions to a kind of nonlinearThe approach derived from the Galerkin approximation is used to solve the generalized Hamilton-Jacobi-BellmanThe Galerkin approximation with Legendre polynomials (GALP) for GHJB equations has not been applied to

Keywords: Generalized Hamilton-Jacobi-Bellman equation     Nonlinear optimal control     Galerkin approximation     Legendre    

Analysis of dispatching rules in a stochastic dynamic job shop manufacturing system with sequence-dependent

Pankaj SHARMA,Ajai JAIN

Frontiers of Mechanical Engineering 2014, Volume 9, Issue 4,   Pages 380-389 doi: 10.1007/s11465-014-0315-9

Abstract:

Stochastic dynamic job shop scheduling problem with consideration of sequence-dependent setup timesA discrete event simulation model of a stochastic dynamic job shop manufacturing system is developed

Keywords: scheduling     stochastic dynamic job shop     sequence-dependent setup times     dispatching rule     simulation    

Title Author Date Type Operation

A case study on sample average approximation method for stochastic supply chain network design problem

Yuan WANG, Ruyan SHOU, Loo Hay LEE, Ek Peng CHEW

Journal Article

The Model for Loan Portfolio With Safety-first Criterion

Tang Wansheng,Yan Weizhen,Ning Yufu

Journal Article

Special Column on Multiscale Stochastic Finite Element Method

Journal Article

Stochastic analysis of laminated composite plate considering stochastic homogenization problem

S. SAKATA,K. OKUDA,K. IKEDA

Journal Article

Application of an efficient stochastic calculation method on the seismic analysis of an isolated structure

Wei GUO, Zhiwu YU

Journal Article

Hierarchical modeling of stochastic manufacturing and service systems

Zhe George ZHANG, Xiaoling YIN

Journal Article

Discrete-event stochastic systems with correlated inputs: Modeling and performance evaluation

Journal Article

Applying the spectral stochastic finite element method in multiple-random field RC structures

Abbas YAZDANI

Journal Article

Shape reconstruction of parallelogram flaw

ZHENG Gangfeng, WU Bin, HE Cunfu

Journal Article

Review of stochastic optimization methods for smart grid

S. Surender REDDY, Vuddanti SANDEEP, Chan-Mook JUNG

Journal Article

An efficient stochastic dynamic analysis of soil media using radial basis function artificial neural

P. ZAKIAN

Journal Article

Robust train speed trajectory optimization: A stochastic constrained shortest path approach

Li WANG, Lixing YANG, Ziyou GAO, Yeran HUANG

Journal Article

Approximation Space of Generalization and Rough Classification Algebra

Liu Yonghong

Journal Article

Galerkin approximationwith Legendre polynomials for a continuous-time nonlinear optimal control problem

Xue-song CHEN

Journal Article

Analysis of dispatching rules in a stochastic dynamic job shop manufacturing system with sequence-dependent

Pankaj SHARMA,Ajai JAIN

Journal Article