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Publicações

Publicações por LIAAD

2024

Energy-efficient job shop scheduling problem with transport resources considering speed adjustable resources

Autores
Fontes, DBMM; Homayouni, SM; Fernandes, JC;

Publicação
INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH

Abstract
This work extends the energy-efficient job shop scheduling problem with transport resources by considering speed adjustable resources of two types, namely: the machines where the jobs are processed on and the vehicles that transport the jobs around the shop-floor. Therefore, the problem being considered involves determining, simultaneously, the processing speed of each production operation, the sequence of the production operations for each machine, the allocation of the transport tasks to vehicles, the travelling speed of each task for the empty and for the loaded legs, and the sequence of the transport tasks for each vehicle. Among the possible solutions, we are interested in those providing trade-offs between makespan and total energy consumption (Pareto solutions). To that end, we develop and solve a bi-objective mixed-integer linear programming model. In addition, due to problem complexity we also propose a multi-objective biased random key genetic algorithm that simultaneously evolves several populations. The computational experiments performed have show it to be effective and efficient, even in the presence of larger problem instances. Finally, we provide extensive time and energy trade-off analysis (Pareto front) to infer the advantages of considering speed adjustable machines and speed adjustable vehicles and provide general insights for the managers dealing with such a complex problem.

2024

Airborne Wind Energy Farms: Layout Optimization Combining NSGA-II and BRKGA

Autores
da Costa, RC; Roque, LAC; Paiva, LT; Fernandes, MCRM; Fontes, DBMM; Fontes, FACC;

Publicação
Dynamics of Information Systems - 7th International Conference, DIS 2024, Kalamata, Greece, June 2-7, 2024, Revised Selected Papers

Abstract

2024

Bespoke cultivation of seablite with digital agriculture and machine learning

Autores
Chaichana, T; Reeve, G; Drury, B; Chakrabandhu, Y; Wangtueai, S; Yoowattana, S; Sookpotharom, S; Boonnam, N; Brennan, CS; Muangprathub, J;

Publicação
ECOLOGICAL INDICATORS

Abstract
Climate change has driven agriculture to alter farming methods for food production. This paper presents a new concept for monitoring, acquisition, management, analysis, and synthesis of ecological data, which captures the environmental determinants and direct gradients suited to a particular requirement for specific plant cultivation and sustainable agriculture. The purpose of this study is to investigate a smart seablite cultivation system. A novel digital agricultural method was developed and applied to digitised seablite cultivation. Machine learning was used to predict the future growth conditions of plants (seablites). The study identified the illustrative maps of seablite origins, a conceptual seablite smart farming model, essential factors for growing seablite, a digital circuit for cultivating seablite, and digital data of seablite growth phases comprised the digital data. The findings indicate that: (1) An indicator of soil salinity is a quantity of sodium chloride extracted from a seablite sample indicating its origin of environmental determinants. (2) Saline soil, saline water, pH, moisture, temperature, and sunlight are essential factors for seablite development. These factors are dependent on climate change and were measured using a smart seablite cultivation system. (3) Digital circuits of seablite cultivation provide a better understanding of the relationship between the essential factors for seablite growth and seablite growth phases. (4) Deep neural networks outperformed vector machines, with 86% accuracy at predicting future growth of seablites. Therefore, this finding showed that the essential seablite development factors can be manipulated as key controllers for agriculture in response to climate change and agriculture can be planned. Basic digitisation of specific plants aids plant migration. Digital agriculture is an important practice for agroecosystems.

2024

Optimal consumption, investment and life-insurance purchase under a stochastically fluctuating economy

Autores
Mousa, AS; Pinheiro, D; Pinheiro, S; Pinto, AA;

Publicação
OPTIMIZATION

Abstract
We study the optimal consumption, investment and life-insurance purchase and selection strategies for a wage-earner with an uncertain lifetime with access to a financial market comprised of one risk-free security and one risky-asset whose prices evolve according to linear diffusions modulated by a continuous-time stochastic process determined by an additional diffusive nonlinear stochastic differential equation. The process modulating the linear diffusions may be regarded as an indicator describing the state of the economy in a given instant of time. Additionally, we allow the Brownian motions driving each of these equations to be correlated. The life-insurance market under consideration herein consists of a fixed number of providers offering pairwise distinct contracts. We use dynamic programming techniques to characterize the solutions to the problem described above for a general family of utility functions, studying the case of discounted constant relative risk aversion utilities with more detail.

2024

Barrett's paradox of cooperation in the case of quasi-linear utilities

Autores
Accinelli, E; Afsar, A; Martins, F; Martins, J; Oliveira, BMPM; Oviedo, J; Pinto, AA; Quintas, L;

Publicação
MATHEMATICAL METHODS IN THE APPLIED SCIENCES

Abstract
This paper fits in the theory of international agreements by studying the success of stable coalitions of agents seeking the preservation of a public good. Extending Baliga and Maskin, we consider a model of N homogeneous agents with quasi-linear utilities of the form u(j) (r(j); r) = r(alpha) - r(j), where r is the aggregate contribution and the exponent alpha is the elasticity of the gross utility. When the value of the elasticity alpha increases in its natural range (0, 1), we prove the following five main results in the formation of stable coalitions: (i) the gap of cooperation, characterized as the ratio of the welfare of the grand coalition to the welfare of the competitive singleton coalition grows to infinity, which we interpret as a measure of the urge or need to save the public good; (ii) the size of stable coalitions increases from 1 up to N; (iii) the ratio of the welfare of stable coalitions to the welfare of the competitive singleton coalition grows to infinity; (iv) the ratio of the welfare of stable coalitions to the welfare of the grand coalition decreases (a lot), up to when the number of members of the stable coalition is approximately N/e and after that it increases (a lot); and (v) the growth of stable coalitions occurs with a much greater loss of the coalition members when compared with free-riders. Result (v) has two major drawbacks: (a) A priori, it is difficult to convince agents to be members of the stable coalition and (b) together with results (i) and (iv), it explains and leads to the pessimistic Barrett's paradox of cooperation, even in a case not much considered in the literature: The ratio of the welfare of the stable coalitions against the welfare of the grand coalition is small, even in the extreme case where there are few (or a single) free-riders and the gap of cooperation is large. Optimistically, result (iii) shows that stable coalitions do much better than the competitive singleton coalition. Furthermore, result (ii) proves that the paradox of cooperation is resolved for larger values of.. so that the grand coalition is stabilized.

2024

Game Theory for Predicting Stocks' Closing Prices

Autores
Freitas, JC; Pinto, AA; Felgueiras, O;

Publicação
MATHEMATICS

Abstract
We model the financial markets as a game and make predictions using Markov chain estimators. We extract the possible patterns displayed by the financial markets, define a game where one of the players is the speculator, whose strategies depend on his/her risk-to-reward preferences, and the market is the other player, whose strategies are the previously observed patterns. Then, we estimate the market's mixed probabilities by defining Markov chains and utilizing its transition matrices. Afterwards, we use these probabilities to determine which is the optimal strategy for the speculator. Finally, we apply these models to real-time market data to determine its feasibility. From this, we obtained a model for the financial markets that has a good performance in terms of accuracy and profitability.

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