Run-to-run control with nonlinearity and delay uncertainty

Short and Long Run Uncertainty Short and Long Run Uncertainty

Uncertainty appears to have both a short-run and a long-run component, which we measure using rm and macro implied volatility data from options of 30 days to 10 years duration. We ask what may be driving uncertainty over these di erent time horizons, nding that oil price volatility is particularly important for short-run uncertainty, policy uncertainty is particularly important for long-run unc...

Run-to-Run Control in Semiconductor Manufacturing

Run-to-run Optimization via Constraint Control

Run-to-run optimization methodologies exploit the repetitive nature of batch processes to find the optimal operating policy in the presence of uncertainty. For the class of batch optimization problems where the solution is determined by terminal constraints, the update of the decision variables towards their optimal values is realized using a constraint control scheme. The methodology is adapte...

An Extended Compact Genetic Algorithm for Milk Run Problem with Time Windows and Inventory Uncertainty

In this paper, we introduce a model  to optimization of milk run system that is one of VRP problem with time window and uncertainty in inventory. This approach led to the routes with minimum cost of transportation while satisfying all inventory in a given bounded set of uncertainty .The problem is formulated as a robust optimization problem. Since the resulted problem illustrates that grows up ...

Short- and Long-Run Uncertainty

Uncertainty appears to have both a short-run and a long-run component, which we measure using firm and macro implied volatility data from 30 days to 10 years duration. Examining a panel of over 4,000 firms from 1996 to 2013 we find that investment is significantly more sensitive to long-run uncertainty, while employment responds equally to shortand long-run uncertainty. We build a model to inve...