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Showing 19 results for Uncertain

Dwi Kurniawan,
Volume 0, Issue 0 (10-2024)
Abstract

In industrial and commercial settings, inventory systems often involve managing multiple products with diverse demand patterns, making the direct application of the single-item newsvendor model inefficient. To address this complexity, this study proposes an adaptation of the newsvendor model through demand aggregation, where related items are grouped into a product family. By aggregating demand and financial parameters, the traditional newsvendor approach can be extended to multi-item systems, simplifying the inventory management process. This method was tested in two different case studies—a coffee roaster company and a meatball producer—demonstrating its validity and applicability. The aggregated newsvendor model was found to enhance inventory accuracy and efficiency, reducing random error and improving operational performance. This approach offers a valuable extension of the newsvendor model, with potential for broader application across various industries.

K. Shahanaghi, V.r. Ghezavati,
Volume 19, Issue 4 (12-2008)
Abstract

  In this paper, we present the stochastic version of Maximal Covering Location Problem which optimizes both location and allocation decisions, concurrently. It’s assumed that traveling time between customers and distribution centers (DCs) is uncertain and described by normal distribution function and if this time is less than coverage time, the customer can be allocated to DC. In classical models, traveling time between customers and facilities is assumed to be in a deterministic way and a customer is assumed to be covered completely if located within the critical coverage of the facility and not covered at all outside of the critical coverage. Indeed, solutions obtained are so sensitive to the determined traveling time. Therefore, we consider covering or not covering for customers in a probabilistic way and not certain which yields more flexibility and practicability for results and model. Considering this assumption, we maximize the total expected demand which is covered. To solve such a stochastic nonlinear model efficiently, simulation and genetic algorithm are integrated to produce a hybrid intelligent algorithm. Finally, some numerical examples are presented to illustrate the effectiveness of the proposed algorithm.


A.d. Akbari, M. Osanloo , M.a. Shirazi ,
Volume 19, Issue 5 (7-2008)
Abstract

Planning and design procedure of an open pit mining project just can be started after ultimate pit determination. In the carried out study in this paper it was shown that the most important factor in ultimate pit determination and in consequence in the whole planning and design procedure of an open pit mine is the metal price. Metal price fluctuations in recent years were exaggerated and imposed a high degree of uncertainty to the mine planning procedure while none of the existent algorithms of the pit limit determination consider the metal price uncertainty. Real Option Approach (ROA) is an efficient method of decision making in the condition of uncertainty. This approach usually used for evaluation of defined natural resources projects up to now. This study considering the metal price uncertainty used real option approach to prepare a methodology for determining the Ultimate Pit Limits (UPL). The study was carried out on a non-ferrous metallic cylindrical ore deposit but the achieved methodology can be adjusted for all kinds of the deposits. The achieved methodology was comprehensively described through the examples in a way that can be used by the mine planners.


M. Rafeeyan ,
Volume 19, Issue 7 (8-2008)
Abstract

In this paper a non-diagonal regulator, based on the QFT method, is synthesized for an uncertain MIMO plant whose output and control signals are subjected to hard time-domain constraints. This procedure includes the design of a non-diagonal pre-controller based on a new simple approach, followed by the sequential design of a diagonal QFT controller. We present a new formulation for the latter stage, which shows the role of off-diagonal elements in the design procedure. A numerical example is given to illustrate the effectiveness of the proposed method .


S. G. Jalali Naini , M. B. Aryanezhad, A. Jabbarzadeh , H. Babaei ,
Volume 20, Issue 3 (9-2009)
Abstract

This paper studies a maintenance policy for a system composed of two components, which are subject to continuous deterioration and consequently stochastic failure. The failure of each component results in the failure of the system. The components are inspected periodically and their deterioration degrees are monitored. The components can be maintained using different maintenance actions (repair or replacement) with different costs. Using stochastic regenerative properties of the system, a stochastic model is developed in order to analyze the deterioration process and a novel approach is presented that simultaneously determines the time between two successive inspection periods and the appropriate maintenance action for each of the components based on the observed degrees of deterioration. This approach considers different criteria like reliability and long-run expected cost of the system. A numerical example is provided in order to illustrate the implementation of the proposed approach.
B. Moradi, H. Shakeri, S. Namdarzangeneh,
Volume 23, Issue 1 (3-2012)
Abstract

Until now single values of IRR are traditionally used to estimate the time value of cash flows. Since uncertainty exists in estimating cost data, the resulting decision may not be reliable. The most commonly cited drawbacks to using the internal rate of return in evaluatton of deterministic cash flow streams is the possibility of multiple conflicting internal rates of return. In this paper we present a fuzzy methodology for solving problems of multiple IRR in any type of streams. Utilization of fuzzy cash flow allows modeling of uncertainty in estimating cost data. The approach of

-cut is to decrease the range of the final fuzzy set by increasing the degree of membership. For each fuzzy IRR in an optimum -cut, and an obtained present value of each stream, it is possible to decide on acceptance or rejection of a project according to the type of each stream (borrowing or investing). The upper bound of -cut is the worst case for borrowing and the lower bound of -cut is the worst case for investing. It is shown that both the internal rate of return and the present value are important in decision making and by analyzing the sensitivity of these values relative to the -cut variation, one can see the behavior of the project and choose a narrower fuzzy range.

Mr. Mohammad Rohaninejad, Dr. Amirhossein Amiri, Dr. Mahdi Bashiri,
Volume 26, Issue 3 (9-2015)
Abstract

This paper addresses a reliable facility location problem with considering facility capacity constraints. In reliable facility location problem some facilities may become unavailable from time to time. If a facility fails, its clients should refer to other facilities by paying the cost of retransfer to these facilities. Hence, the fail of facilities leads to disruptions in facility location decisions and this problem is an attempt to reducing the impact of these disruptions. In order to formulate the problem, a new mixed-integer nonlinear programming (MINLP) model with the objective of minimizing total investment and operational costs is presented. Due to complexity of MINLP model, two different heuristic procedures based on mathematical model are developed. Finally, the performance of the proposed heuristic methods is evaluated through executive numerical example. The numerical results show that the proposed heuristic methods are efficient and provide suitable solutions.

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Hamiden Abd Elwahed Khalifa, El- Saed Ebrahim Ammar,
Volume 30, Issue 1 (3-2019)
Abstract

     Fully fuzzy linear programming is applied to water resources management due to its close connection with human life, which is considered to be of great importance. This paper investigates the decision-making concerning water resources management under uncertainty based on two-stage stochastic fuzzy linear programming. A solution method for solving the problem with fuzziness in relations is suggested to prove its applicability. The purpose of the method is to generate a set of solutions for water resources planning that helps the decision-maker make a tradeoff between economic efficiency and risk violation of the constraints. Finally, a numerical example is given and is approached by the proposed method.
 
Seyed Mohammad Ghadirpour, Donya Rahmani, Ghorbanali Moslemipour,
Volume 31, Issue 2 (6-2020)
Abstract

It is indispensable that any manufacturing system is consistent with potential changes such as fluctuations in demand. The uncertainty also makes it more essential. Routing Flexibility (RF) is one of the necessities to any modern manufacturing system such as Flexible Manufacturing System (FMS). This paper suggests three mixed integer nonlinear programming models for the Unequal–Area Stochastic Dynamic Facility Layout Problems (UA–SDFLPs) by considering the Routing Flexibility. The models are proposed when the independent demands follow the random variable with the Poisson, Exponential, and Normal distributions. To validation of the proposed models, many small-sized test problems has solved that derived from a real case in literature. The large-sized test problems are solved by the Genetic Algorithm (GA) at a reasonable computational time. The obtained results indicate that the discussed models for the UA–SDFLPs are valid and the managers can take these models to the manufacturing floor to adapt to the potential changes in today's competitive market.
 
Nima Hamta, Samira Rabiee,
Volume 32, Issue 3 (9-2021)
Abstract

One of the challenging issues in today’s competitive world for servicing companies is uncertainty in some factors or parameters that they often derive from fluctuations of market price and other reasons. With regard to this subject, it would be essential to provide robust solutions in uncertain situations. This paper addresses an open vehicle routing problem with demand uncertainty and cost of vehicle uncertainty. Bertsimas and Sim’s method has been applied to deal with uncertainty in this paper. In addition, a deterministic model of open vehicle routing problem is developed to present a robust counterpart model. The deterministic and the robust model is solved by GAMS software. Then, the mean and standard deviations of obtained solutions were compared in different uncertainty levels in numerous numerical examples to investigate the performance of the developed robust model and deterministic model. The computational results show that the robust model has a better performance than the solutions obtained by the deterministic model.
 
Seyed Hamid Zahiri, Najme Ghanbari, Hadi Shahraki,
Volume 33, Issue 2 (6-2022)
Abstract

In current study, a particle swarm clustering method is suggested for clustering triangular fuzzy data. This clustering method can find fuzzy cluster centers in the proposed method, where fuzzy cluster centers contain more points from the corresponding cluster, the higher clustering accuracy. Also, triangular fuzzy numbers are utilized to demonstrate uncertain data. To compare triangular fuzzy numbers, a similarity criterion based on the intersection region of the fuzzy numbers is used.  The performance of the suggested clustering method has been experimented on both benchmark and artificial datasets. These datasets are used in the fuzzy form. The experiential results represent that the suggested clustering method with fuzzy cluster centers can cluster triangular fuzzy datasets like other standard uncertain data clustering methods. Experimental results demonstrate that, in almost all datasets, the proposed clustering method provides better results in accuracy when compared to Uncertain K-Means and Uncertain K-medoids algorithms.
Elham Abutalebi, Masoud Rabbani,
Volume 33, Issue 2 (6-2022)
Abstract

In large-scale emergency, the vehicle routing problem focuses on finding the best routes for vehicles. The equitable distribution has a vital role in this problem to decrease the number of death and save people's lives. In addition to this, air pollution is a threat to people’s life and it can be considered to omit other kinds of disasters happens because of it. So, a new MINLP model presented is going to face a real situation by considering real world assumptions such as fuzzy demands and travel time, multi depots and items, vehicle capacity and split delivery. The first objective function is to minimize the sum of unsatisfied demand which follows a piecewise function and the second one is to minimize the cost which depends on the fuel consumption. In order to solve the multi-objective problem with fuzzy parameters, nonlinear function has been linearized by convex combination and a new crisp model is presented by defusing fuzzy parameters. Finally, NSGA-П algorithm is applied to solve this problem and the numerical results gained by this procedure demonstrate its convergence and its efficiency in this problem.
Sofia Kassami, Abdelah Zamma, Souad Ben Souda,
Volume 33, Issue 3 (9-2022)
Abstract

Modeling supply chain planning problems is considered one of the most critical planning issues in Supply Chain Management (SCM). Nowadays, decisions making must be sufficiently sustainable to operate appropriately in a complex and uncertain environment of the market for many years to beyond the next decade. Therefore, making these decisions in the presence of uncertainty is a critical issue,as highlighted in a large number of relevant publications over the past two decades.The purpose of this investigation is to model a multilevel supply chain problem and determine the constraints that prevent the flow from performing properly, subject to various sources and types of uncertainty that characterize the flow. Therefore, it attempts to establish a generic model that relies on the stochastic approach.  Several studies have been conducted on uncertainty in order to propose an optimal solution to this type of problem. Thus, in this study, we will use the method of "Mixed integer optimization program" which is the basis of the algorithm that will be employed. This inaccuracy of the supply chain is handled by the fuzzy sets. In this paper, we intend to provide a new model for determining optimal planning of tactical and strategical decision-making levels, by building a conceptual model. Therefore, it enables us to model the mathematical programming problem. We investigate in this attempt, attention to solving the mathematical model. So in the resolution we are going through the algorithm in machine learning, therefore providing as in the end an optimal solution for the planning of production.
Abolfazl Khatti Dizabadi, Abdollah Arasteh, Mohammad Mahdi Paydar,
Volume 33, Issue 4 (12-2022)
Abstract

Supply chain management is one of the requirements for achieving economic growth in any supply chain. If managers' decisions are optimally allocated, it will be possible for companies and industries with a competitive and profitable advantage to grow and develop. The main desire of any company for survival is to minimize costs and maximize profitability. Due to the increasing complexity and dynamics of the situation, decision-making in this area requires more advanced analytical methods. Accordingly, the Real options theory has emerged, which introduces a new way of thinking about investing, especially in conditions of uncertainty. In this paper, a multi-period model is considered that examines the demand uncertainty in each period and also uses the Real options theory to seek the optimal strategy for investors in conditions of uncertainty and the effect of investors’ discretion on it. Using a decision tree to estimate the probable demand in each period and using Monte Carlo simulations to identify the lowest cost scenario in each period, the model has been solved in this research. In the case of the uncertainty parameter, sensitivity analysis is performed, and under different values ​​of this parameter, the obtained result is evaluated and validated. And the extension of outsourcing will increase the company’s profitability and meet higher demand and lower costs.
Hasan Rasay, Mohammad Saber Fallahnezahd, Shakiba Bazeli,
Volume 33, Issue 4 (12-2022)
Abstract

Condition-based maintenance (CBM) is a well-known maintenance cost minimization strategy in which maintenance activities are performed based on the actual state of the system being maintained. The act of combining maintenance activities for different components is called opportunistic maintenance or maintenance clustering, which is known to be cost-effective, especially for multi-component systems with economic dependency. Every operating system is subject to gradual degradation which ultimately leads to system failure. Since each level of degradation can be represented by a state, every system can be modeled as a multi-state structure. The state of a system can be estimated through condition monitoring, albeit with uncertainty. The majority of studies in the field of maintenance planning are focused on preventive perfect maintenance operations such as replacement. But in practice, most of the maintenance operations are imperfect because of time, technology, and resource limitations. In this paper, we present a CBM clustering model that factors in uncertainty in alerting and lifetime distribution and considers the possibility of using the imperfect maintenance approach. This model is developed for a system with three levels of warning (Signal, Alert, Alarm), which combines inspections and condition monitoring to avoid unnecessary inspections and thereby achieve better cost-efficiency. Our analysis and results provide a general view of when and how to cluster maintenance activities to minimize maintenance costs and maximize system availability. Numerical investigations performed with MATLAB show that clustering CBM activities can result in as much as 80% cost saving compared to No clustering.
 
Shahla Zandi, Reza Samizadeh, Maryam Esmaeili,
Volume 33, Issue 4 (12-2022)
Abstract

A coalition loyalty program (CLP) is a business strategy employed by for-profit companies to increase or retain their customers. One of the operational challenges of these programs is how to choose the mechanism of coordination between business partners. This paper examines the role of revenue sharing contracts in the loyalty points supply chain of a CLP with stochastic advertising-dependent demand where the program operator (called the host) sells loyalty points to the partners of the program. The purpose of the study is to examine the effect of this coordination mechanism on the decisions and profits of the members of the chain using the Stackelberg game method and determine whether the presence of revenue sharing contracts benefits the chain members when the advertising is done by the host and when the advertising cost is shared between the host and its partners. The results show that when the host gives bonus points to end customers (advertising), revenue sharing contracts become a powerful incentive for the profitability of the host and its partners. The findings provide new insights into the management of CLPs, which can benefit business decision-makers.
Shahla Zandi, Reza Samizadeh, Maryam Esmaeili,
Volume 34, Issue 3 (9-2023)
Abstract

A coalition loyalty program (CLP) is a business strategy adopted by companies to increase and retain their customers. An operational challenge in this regard is to determine the coordination mechanism with business partners. This study investigated the role of revenue-sharing contracts (RSCs) considering customer satisfaction in coalition loyalty reward supply chain planning. A two-stage stochastic programming approach was considered for the solution considering the demand uncertainty. We aimed to investigate the impact of RSCs on the decision-making and profitability of the host firm of this supply chain taking into account the maximization of the profit coming from the CLP compared to the more common wholesale price contract (WPC). After the model was solved, computational experiments were performed to evaluate and compare the effects of RSCs and WPCs on the performance of the loyalty program (LP). The results revealed that RSC is an effective incentive to increase the host’s profit and reduce its cost. These findings add new insights to the management literature, which can be used by business decision makers.
 
Hamed Nozari, Maryam Rahmaty,
Volume 34, Issue 4 (12-2023)
Abstract

In this paper, the modeling of a make-to-order problem considering the order queue system under the robust fuzzy programming method is discussed. Considering the importance of timely delivery of ideal demand, a four-level model of suppliers, production centers, distribution centers, and customers has been designed to reduce total costs. Due to the uncertainty of transportation costs and ideal demand, the robust fuzzy programming method is used to control the model. The analysis of different sample problems with the League Championship Algorithm (LCA), Particle Swarm Optimization (PSO), and Salp Swarm Algorithm (SSA) methods shows that with the increase in the uncertainty rate, the amount of ideal demand has increased, and this has led to an increase in total costs. On the other hand, with the increase of the stability coefficients of the model, contrary to the reduction of the shortage costs, the total costs of the model have increased due to transportation. Also, the analysis showed that with the increase in the number of servers in the production and distribution centers, the average waiting time for customers' order queues has decreased. By reducing the waiting time, the total delivery time of customer demand decreases, and the amount of actual demand increases. On the other hand, due to the lack of significant difference between the Objective Function Value (OBF) averages among the solution methods, they were prioritized, and SSA was recognized as an efficient algorithm. By implementing the model in a real case study in Iran for electronic components, it was observed that 4 areas of the Tehran metropolis (8-18-16-22) were selected as actual distribution centers. Also, the costs of the whole model were investigated in the case study and the results show the high efficiency of the solution methods in solving the make-to-order supply chain problem. 

Simin Dargahi Darabad, Maryam Izadbakhsh, Seyed Farid Ghannadpour, Siamak Noori, Mohammad Mahdavi Mazdeh,
Volume 35, Issue 1 (3-2024)
Abstract

The construction supply chain is presently the focus of considerable interest among numerous project-related businesses. Strong project management is essential for the effective completion of a project, since restricted budgets and time constraints are considered for each project. The research uses multi-objective linear programming to create a mathematical model of the building supply chain. The primary aims of the present investigation are to limit the expenses associated with logistics and to diminish the release of greenhouse gases caused by transportation. Given the reality of managing several projects concurrently, the model provided comprises a network of projects. Following the completion of each project, an inspection is arranged to assess its level of success. Estimating the costs of a project relies on several variables. In reality, there are always uncertainties highlighted in several studies about the uncertainty of cost and time parameters. This research incorporates many characteristics concurrently to simulate real-world settings and address the issue of uncertainty. The expression of uncertainty for all costs, activity length, inspection, supplier capacity, and resource demand are represented by triangular fuzzy numbers. Ultimately, the precision of the model's performance has been verified using a numerical illustration.


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