Resumo em Inglês:

ABSTRACT The crude oil price volatility plays an essential role for the oil companies when making a strategic investment decision. Different economic and political backgrounds could drive oil companies in North America, Asia, and Europe to make different strategic investment decision. Real options methodology is applied in analyzing the impact of oil price volatility on strategic investment of oil companies in the three regions. The empirical results show that the regional differences do exist, where the relationship between oil price volatility and oil companies' strategic investment in North America shows a reverse U shaped curve; meanwhile in Asia is exhibits a U shaped curve; while that in Europe shows a positive correlated linear relationship. These different regional results of oil price uncertainty could provide companies and governments essential information to make investment and policy decisions based on the according regions.

Resumo em Inglês:

ABSTRACT In this work, the reconstruction of the Burt's table, Greenacre (1988)'s Joint Correspondence Analysis (JCA), and Gower & Hand (1996)'s Extended Matching Coefficient (EMC) are compared to Multiple Correspondence Analysis (MCA) in order to check the quality of the methods. In particular, for the whole table, the ability is considered separately the diagonal, and the off-diagonal tables, that is the ability to describe either each character's distribution or the interaction between pairs of characters, or both. The theoretical aspects are discussed first, and finally the results obtained in an application are shown and discussed.

Resumo em Inglês:

ABSTRACT This work evaluates the results of different distribution functions of ships arrivals in the simulation of an iron ore export terminal under implementation. The system adopted for the analysis applied a real case designed for installation of a Brazilian company terminal. The analysis was carried out by a discrete event simulation model. Variations of up to 566% in predicting demurrage paid to ships are detected. A database with 2,518 arrivals of ships demonstrates that, unlike recommendations of the traditional literature, the Pearson 6 function is the one that better represents the distribution to a shipping terminal of iron ore than the Exponential, Erlang and Weibull functions.

Resumo em Inglês:

ABSTRACT In similar conditions of food handling and genetics, there are large differences in the final productivity of farms, resulting from inherent factors of the production system. This fact predisposes the need of studies on optimizing the rearing conditions of the farms, in order to verify the main limitations for the producers. Therefore, the present study aims to generate predictions of the swine productivity in the finishing phase, using variables related to their profiles and the production results achieved. 107 farmers belonging to a swine cooperative were considered in the study, located in 47 counties at the Taquari valley region, Brazil. Predictions were generated through the aid of neural networks, and the findings show that Artificial Neural Networks (ANN) can predict the productivity variables Feed Conversion, Mortality and Average Daily Gain for the proposed case.

Resumo em Inglês:

ABSTRACT We discuss the rationality of burning money behavior from a new perspective: the mixed Nash equilibrium in 2 × 2 normal form games. We support our argument analyzing the first-order derivatives of the players' mixed equilibrium expected utility payoffs with respect to their own utility payoffs. We establish necessary and sufficient conditions that guarantee the existence of negative derivatives. In particular, games with negative derivatives are the ones that create incentives for burning money behavior since such behavior in these games improves the player's mixed equilibrium expected utility payoff. We show that a negative derivative of some player i 's mixed equilibrium expected utility payoff occurs if, and only if, he has a strict preference for one of the strategies of the other player. Moreover, negative derivatives always occur when they are taken with respect to player i 's highest and lowest game utility payoffs. We also present sufficient conditions that ensure that such derivatives are always non-negative in finite normal form games.

Resumo em Inglês:

ABSTRACT This work aims to study the equitable total coloring into subfamilies of regular graphs. For this purpose, we use some relationships between equitable total coloring and range (vertex) coloring in some regular graphs. The concept of range coloring of order k was first presented by (Lozano et al., 2009). In this paper, we shows that if a regular graph G admits an equitable range coloring c of order Δ with (Δ+1) colors then there is an equitable total coloring of G - with the same set of colors - that extends c. We also show that there are infinite graphs satisfying this theorem. Such graphs are called Harmonics. We generate Harmonic Graphs which are Cartesian products of cycles and their complements. These graphs are regular and they admit an equitable total coloring under the above conditions.

Resumo em Inglês:

ABSTRACT This paper proposes a hybrid heuristic algorithm, based on the metaheuristics Greedy Randomized Adaptive Search Procedure, Iterated Local Search and Variable Neighborhood Descent, to solve the Clustered Traveling Salesman Problem (CTSP). Hybrid Heuristic algorithm uses several variable neighborhood structures combining the intensification (using local search operators) and diversification (constructive heuristic and perturbation routine). In the CTSP, the vertices are partitioned into clusters and all vertices of each cluster have to be visited contiguously. The CTSP is 𝒩𝒫-hard since it includes the well-known Traveling Salesman Problem (TSP) as a special case. Our hybrid heuristic is compared with three heuristics from the literature and an exact method. Computational experiments are reported for different classes of instances. Experimental results show that the proposed hybrid heuristic obtains competitive results within reasonable computational time.

Resumo em Inglês:

ABSTRACT This work aims to demonstrate the use of a mechanism to be applied in the development of the discrete-event simulation models that perform decision operations through the implementation of an artificial neural network. Actions that involve complex operations performed by a human agent in a process, for example, are often modeled in simplified form with the usual mechanisms of simulation software. Therefore, it was chosen a traffic system controlled by a traffic officer with a flow of vehicles and pedestrians to demonstrate the proposed solution. From a module built in simulation software itself, it was possible to connect the algorithm for intelligent decision to the simulation model. The results showed that the model elaborated responded as expected when it was submitted to actions, which required different decisions to maintain the operation of the system with changes in the flow of people and vehicles.

Resumo em Inglês:

ABSTRACT This work reports on modeling and numerical experience in solving the liquefied natural gas (LNG) planning for an oil and gas company. We developed a model to optimize said purchase, optimizing the amount of LNG bought on the spot and on the long-term markets, based on the predicted demand for the planning horizon. A stochastic approach to address uncertainties related to the LNG demand and spot prices is presented. The expected cost of the operation is minimized, considering stock costs and the possibility to export the surplus gas. Numerical experiments in a real-life case are assessed.

Resumo em Inglês:

ABSTRACT Production processes comprising both the lot-sizing problem and the cutting stock problem are frequent in various industrial sectors. However these problems are usually treated separately, which can generates suboptimal overall solution and consequently causes production losses. In this paper, we propose different mathematical models for the integrated problem combining alternative models for the lot-sizing and the cutting stock problem, in order to evaluate and indicate the impact of these changes on the models' performance. An extensive computational study is done using randomly generated data and as a solution strategy we used a commercial optimization package and the application of a column generation technique.