Operations Research, Systems Engineering and Industrial Engineering Commons^™

Adaptive Sampling Trust-Region Methods For Derivative-Based And Derivative-Free Simulation Optimization Problems, Sara Shashaani

Open Access Dissertations

We consider unconstrained optimization problems where only “stochastic” estimates of the objective function are observable as replicates from a Monte Carlo simulation oracle. In the first study we assume that the function gradients are directly observable through the Monte Carlo simulation. We propose ASTRO, which is an adaptive sampling based trust-region optimization method where a stochastic local model is constructed, optimized, and updated iteratively. ASTRO is a derivative-based algorithm and provides almost sure convergence to a first-order critical point with good practical performance. In the second study the Monte Carlo simulation is assumed to provide no direct observations of the …

Simulation Modeling For Energy Consumption Of Residential Consumers In Response To Demand Side Management., Prajwal Khadgi

Electronic Theses and Dissertations

Energy efficiency in the electricity distribution system continues to gain importance as demand for electricity keeps rising and resources keep diminishing. Achieving higher energy efficiency by implementing control strategies and demand response (DR) programs has always been a topic of interest in the electric utility industry. The advent of smart grids with enhanced data communication capabilities propels DR to be an essential part of the next generation power distribution system. Fundamentally, DR has the ability to charge a customer the true price of electricity at the time of use, and the general perception is that consumers would shift their load …

Operational Decision Making For Medical Clinics Through The Use Of Simulation And Multi-Attribute Utility Theory., Bo Sun

Electronic Theses and Dissertations

Currently, health care is a large industry that concerns everyone. Outpatient health care is an important part of the American health care system and is one of the strongest growth areas in the health care system. Many people pay attention to how to keep basic health care available to as many people as possible. A large health care system is usually evaluated by many performance measures. For example, the managers of a medical clinic are concerned about increasing staff utilization; both managers and patients are concerned about patient waiting time. In this dissertation, we study decision making for clinics in …

A Simulation Model For Decision Support In Business Continuity Planning, Marissa Anne Mosunich

Master's Theses

Enterprises with a global supply network are at risk of lost revenue as a result of disruptive disasters at supplier locations. Various strategies exist for addressing this risk, and a variety of types of research has been done regarding the identification, assessment and response to the risk of disruption in a supply chain network.

This thesis establishes a decision model to support Business Continuity Planning at the first-tier supplier level. The decision model incorporates discrete-event simulation of supply chain networks (through Simio software), Monte Carlo simulation, and risk index optimization. After modeling disruption vulnerability in a supply chain network, costs …

Electronic Warfare Receiver Resource Management And Optimization, William Metz

Walden Dissertations and Doctoral Studies

Optimization of electronic warfare (EW) receiver scan strategies is critical to improving the probability of surviving military missions in hostile environments. The problem is that the limited understanding of how dynamic variations in radar and EW receiver characteristics has influenced the response time to detect enemy threats. The dependent variable was the EW receiver response time and the 4 independent variables were EW receiver revisit interval, EW receiver dwell time, radar scan time, and radar illumination time. Previous researchers have not explained how dynamic variations of independent variables affected response time. The purpose of this experimental study was to develop …