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Fixed interval scheduling problems with endogenous uncertainty
Hamerníková, Iva ; Branda, Martin (advisor) ; Lachout, Petr (referee)
This thesis is focused on the fixed interval scheduling (FIS) problems with random delays. Firstly, we introduce the concept of FIS problems and the exogenous and endogenous uncertainty. In the next chapter we will summarize the FIS problems under decision dependent randomness and their relation to the robust coloring. We will extend previous results with proposing a new FIS problem with maintenance. This problem is a specific case of a decision-dependent probabilities as it allows to use a specific type of a job - the maintenance, which positively impacts the probability distributions of job delays. We start with defining a problem, where maintenance must be assigned only before regular jobs and then we propose the general case, when maintenances appears during the whole processing period. We show why this approach leads to an optimal solution and provide a detailed example of a small problem.We also discuss some extensions of our problem. Finally, we conduct a numerical study. We solve the FIS maintenance problem with the Cplex solver for a few different settings of inputs. It seems that the maintenance is useful only for certain settings, such as jobs with high probability of having a delay or the price of outsourcing being much higher than the cost of maintenance. It is also shown that the problem...
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Generalized flower-girl problems
Piskačová, Nikola ; Kopa, Miloš (advisor) ; Lachout, Petr (referee)
This thesis deals with the multi-stage stochastic programming problems. In the first part, there are introduced two-stage and multi-stage stochastic programming problems. Next, two methods how to generate scenarios are described in detail - the moment method and paths-based methods. The second chapter describes the flower-girl problem, its various formulations and other extensions using ro- bustness and endogenous randomness. The practical part follows, where several different formulations of the flower-girl problem are solved. First, the problem when the florist sells roses with an unlimited life for one week is solved. Then this problem is reformulated as a two-stage problem and the results are compared. Then a formulation with a limited rose life of 2 days is presented. The greatest attention is paid to the problem with a limited rose life of 4 days - the basic formulation of the problem and several extended formulations are solved. 1
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Multicriteria and robust extension of news-boy problem
Šedina, Jaroslav ; Kopa, Miloš (advisor) ; Kaňková, Vlasta (referee)
This thesis studies a classic single-period stochastic optimization problem called the newsvendor problem. A news-boy must decide how many items to order un- der the random demand. The simple model is extended in the following ways: endogenous demand in the additive and multiplicative manner, objective func- tion composed of the expected value and Conditional Value at Risk (CVaR) of profit, multicriteria objective with price-dependent demand, multiproduct exten- sion under dependent and independent demands, distributional robustness. In most cases, the optimal solution is provided. The thesis concludes with the nu- merical study that compares results of two models after applying the Sample Average Approximation (SAA) method. This study is conducted on the real data. 1
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