Dissertations / Theses on the topic 'Modèles CHARN'
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Salman, Youssef. "Testing a class of time-varying coefficients CHARN models with application to change-point study." Electronic Thesis or Diss., Université de Lorraine, 2022. http://www.theses.fr/2022LORR0170.
In this thesis, we study a likelihood ratio test for detecting multiple weak changes in the conditional mean of a class of time-dependent coefficients CHARN models.We establish the locally asymptotically normality (LAN) structure of the family of likelihoods under study. We prove that the test is asymptotically optimal, and we give an explicit form of its asymptotic local power as a function of candidates change locations and changes magnitudes. We describe some strategies for weak change-points detection and their location estimates. The estimates are obtained as the time indices maximizing an estimate of the local power. The simulation study we conduct shows the good performance of our methods on the examples considered
Zouaghi, Iskander. "Maturité supply chain des entreprises : conception d'un modèle d'évaluation et mise en oeuvre." Phd thesis, Université de Grenoble, 2013. http://tel.archives-ouvertes.fr/tel-01015950.
Kissani, Ilham. "A contribution to supply chain design under uncertainty." Thesis, Université Laval, 2008. http://www.theses.ulaval.ca/2008/25733/25733.pdf.
Bouhaddou, Imane. "Vers une optimisation de la chaine logistique : proposition de modèles conceptuels basés sur le PLM (Product Lifecycle Management)." Thesis, Le Havre, 2015. http://www.theses.fr/2015LEHA0026/document.
AIt is recognized that competition is shifting from “firm versus firm” perspective to “supply chain versus supply chain” perspective. Therefore, the ability to optimize the supply chain is becoming the critical issue for companies to win the competitive advantage. Furthermore, all members of a given supply chain must work together to respond to the changes of market demand rapidly. In the actual context, enterprises not only must enhance their relationships with each others, but also need to integrate their business processes through product life cycle activities. This has led to the emergence of a collaborative product lifecycle management commonly known as PLM. The objective of this thesis is to define a methodological approach which answers to the following problematic: How can PLM contribute to supply chain optimization ? We adopt, in this thesis, a hybrid approach combining PLM and mathematical models to optimize decisions for simultaneous design of the product and its supply chain. We propose conceptual models to solve formally the compromise between PLM and mathematical models for supply chain optimization. Unlike traditional centralized approaches used to treat the problem of integrated design of the product and its supply chain which generate complex mathematical models, we adopt an approach combining centralized decisions while integrating the constraints of the different supply chain partners during the product design and decentralized decisions when it comes to locally optimize each supply chain partner. The decentralized approach reduces the complexity of solving mathematical models and allows the supply chain to respond quickly to the evolution of local conditions of each partner. PLM will assure the integration of the different supply chain partners. Indeed, the information centralization by the PLM enables to take into consideration the dependence between these partners, improving therefore local optimization results
Coste, Nicolas. "Vers la prédiction de performance de modèles compositionnels dans les architectures GALS." Phd thesis, Grenoble, 2010. http://www.theses.fr/2010GRENM028.
Validation, comprising functional verification and performance evaluation, is critical for complex hardware designs. Indeed, due to the high level of parallelism in modern designs, a functionally verified design may not meet its performance specifications. In addition, the later a design error is identified, the greater its cost. Thus, validation of designs should start as early as possible. This thesis proposes a compositional modeling framework, taking into account functional and time aspects of hardware systems, and defines a performance evaluation approach to analyze constructed models. The modeling framework, called Interactive Probabilistic Chain (IPC), is a discrete-time process algebra, representing delays as probabilistic phase type distributions. We defined a branching bisimulation and proved that it is a congruence with respect to parallel composition, a crucial property for compositional modeling. IPCs can be considered as a transposition of Interactive Markov Chains in a discrete-time setting, allowing a precise and compact modeling of fixed hardware delays. For performance evaluation, a fully specified IPC is transformed, assuming urgency of actions, into a discrete-time Markov chain, which can then be analyzed. Additionally, we defined a performance measure, called latency, and provided an algorithm to compute its long-run average distribution. The modeling approach and the computation of latency distributions have been implemented in a tool-chain relying on the CADP toolbox. Using this tool-chain, we studied communication aspects of an industrial hardware design, the xSTtream architecture, developed at STMicroelectronics
Estampe, Dominique. "Modèle d'évaluation des performances Supply Chain : outil de mesure de la crétion de valeur." Thesis, Châtenay-Malabry, Ecole centrale de Paris, 2009. http://www.theses.fr/2009ECAP0021.
The purpose of supply chain management is to pilot a group of actors belonging to one or several chains, thereby achieving a global optimisation of the chain(s) and creating shared value. Systemic analysis has improved understanding of actors’ performance expectations, and with today’s broader outlook, chains tend to be viewed as encompassing a whole range of disparate elements. Determining the best supply chain management practices helps to create value for customers and shareholders. Using a statistical model, we have been able to show that the more companies commit to a supply chain excellence approach, the greater the value for their customers and shareholders. The companies that have established the best supply chain management practices are those that will benefit most from customer and shareholder goodwill. We then analysed the different supply chain management performance evaluation models and showed that existing variants are not all geared towards value creation analysis. This led us to compare 15 models differentiated by several categories. Having observed several weaknesses in these variants, we came up with our own supply chain management performance evaluation model (SCALE), one that is more oriented towards value creation within the chain and will enable companies to move as efficiently as possible to adopt an extended value creation construct. The model was implemented in a large retail company to demonstrate how its utilisation can impact the creation of new wealth for company and chain alike. The conclusions of this corporate study show that the SCALE model helps corporate decision-makers within a particular chain to improve the way in which they pilot their organisations by incorporating the characteristic parameters of each actor and the environment as a whole
Yahiaoui, Meriem. "Modèles statistiques avancés pour la segmentation non supervisée des images dégradées de l'iris." Thesis, Université Paris-Saclay (ComUE), 2017. http://www.theses.fr/2017SACLL006/document.
Iris is considered as one of the most robust and efficient modalities in biometrics because of its low error rates. These performances were observed in controlled situations, which impose constraints during the acquisition in order to have good quality images. The renouncement of these constraints, at least partially, implies degradations in the quality of the acquired images and it is therefore a degradation of these systems’ performances. One of the main proposed solutions in the literature to take into account these limits is to propose a robust approach for iris segmentation. The main objective of this thesis is to propose original methods for the segmentation of degraded images of the iris. Markov chains have been well solicited to solve image segmentation problems. In this context, a feasibility study of unsupervised segmentation into regions of degraded iris images by Markov chains was performed. Different image transformations and different segmentation methods for parameters initialization have been studied and compared. Optimal modeling has been inserted in iris recognition system (with grayscale images) to produce a comparison with the existing methods. Finally, an extension of the modeling based on the hidden Markov chains has been developed in order to realize an unsupervised segmentation of the iris images acquired in visible light
Olivier, Adelaïde. "Analyse statistique des modèles de croissance-fragmentation." Thesis, Paris 9, 2015. http://www.theses.fr/2015PA090047/document.
This work is concerned with growth-fragmentation models, implemented for investigating the growth of a population of cells which divide according to an unknown splitting rate, depending on a structuring variable – age and size being the two paradigmatic examples. The mathematical framework includes statistics of processes, nonparametric estimations and analysis of partial differential equations. The three objectives of this work are the following : get a nonparametric estimate of the division rate (as a function of age or size) for different observation schemes (genealogical or continuous) ; to study the transmission of a biological feature from one cell to an other and study the feature of one typical cell ; to compare different populations of cells through their Malthus parameter, which governs the global growth (when introducing variability in the growth rate among cells for instance)
Baumann, Emilie. "Modèles d’évaluation des performances économique, environnementale et sociale dans les chaînes logistiques." Thesis, Lyon, INSA, 2011. http://www.theses.fr/2011ISAL0037/document.
This thesis presents a framework for assessing economic, environmental and social performances in supply chains. We propose a characterization model for "global" performance, integrating the three performances related to sustainable development (economic, environmental and social) in supply chains. This model allows us to analyze the impacts of management practices in supply chains on a set of sustainability fields, materialized by the Global Performance Matrix of Supply Chain (MPGCL). An analytical model is used to evaluate these impacts in aggregate form by a triplet. Three instantiations of MPGCL are carried out: academic, industrial and empirical. A multicriteria decision-making approach for selecting practices to implement (CAMPLID) is proposed. Its application to MPGCL instances allows a ranking of supply chains best practices, based on the simultaneous improvement of the economic, environmental and social performances. A more specific study in a simulation of the supply practices (individual/shared supply, different rules replenishment) impacts on sustainability fields complete this work
Coste, Nicolas. "Vers la prédiction de performance de modèles compositionnels dans les architectures GALS." Phd thesis, Université de Grenoble, 2010. http://tel.archives-ouvertes.fr/tel-00538425.
Caron, Francois. "Inférence bayésienne pour la détermination et lasélection de modèles stochastiques." Phd thesis, Ecole Centrale de Lille, 2006. http://tel.archives-ouvertes.fr/tel-00140088.
On s'intéresse ensuite à l'estimation de la densité de probabilité des bruits d'évolution et de mesure dans les modèles de Markov cachés, à l'aide des mélanges de processus de Dirichlet. Le cas de modèles linéaires est tout d'abord étudié, et des algorithmes MCMC et de filtrage particulaire sont développés. Ces algorithmes sont testés sur trois applications différentes. Puis le cas de l'estimation des densités de probabilité des bruits dans les modèles non linéaires est étudié. On définit pour cela des processus de Dirichlet variant temporellement, permettant l'estimation en ligne d'une densité de probabilité non stationnaire.
Darvish, Maryam. "Supply chain optimization : location, production, inventory and distribution." Doctoral thesis, Université Laval, 2017. http://hdl.handle.net/20.500.11794/28185.
Today’s challenging and competitive global business environment forces companies to place a premium upon the performance of their supply chains. The key to success lies in understanding and managing several contradicting performance metrics. Companies are compelled to keep their supply chain costs low and to maintain the service level high. In this regard, integrated planning of important supply chain decisions such as location, procurement, production, inventory, and distribution has proved to be valuable in gaining efficiency and responsiveness. Two fundamental operations in supply chain management are production and distribution planning. Traditionally, mainly due to the high complexity and difficulty of these operations, they have been treated separately. This hierarchical or sequential decision making approach imposes high inventory holding cost, as in the traditional approach inventory plays an important role in timely satisfying the demand. However, in the era of supply chain cost reduction, it is becoming increasingly apparent that the interrelations between different decisions, and especially production and distribution decisions, can no longer be neglected. Although the research interest in the integrated supply chain planning has been recently growing, there is still much room to further improve and make the existing models more realistic. Throughout this research, we investigate different rich integrated problems. The richness of the models stems from real-world features such as delivery time windows, flexible network designs, and incorporation of environmental concerns. Our purpose is to highlight the values of integration, in terms of cost savings and greenhouse gas emission reduction. First, we describe, model, and solve a plant-customer, single product setting in which production and inventory are capacitated and inter-plant transshipment is allowed. The problem is flexible in terms of delivery due dates to customers, as we define a delivery time window. Using a large real dataset inspired from an industrial partner, we compare the integrated approach with several current practice scenarios. We use an exact method to find the solution of each scenario and study the trade-offs between cost and service level in a detailed sensitivity analysis. Our results indicate how the use of a synchronized and holistic approach to decision making provides abundant opportunities for logistics systems in general. We further extend our study by considering a multi-product and multi-echelon setting. In this problem, products are shipped to customers through a set of distribution centers, and the producer has control over their locations. In this study our network design is flexible since it may change over time. As the problem gets richer and more realistic, it also becomes more complex and difficult to solve. Better solutions from the integrated approach are obtained at the expense of higher implementation complexity and execution time. We describe and model the problem, and solve it with both integrated and sequential decision making approaches to indicate when the use of a more complex approach is beneficial. Our work provides insights on the value of the integrated approach compared to the sequential one. To highlight how the two types of flexibility, from the network design and from the delivery time windows, lead to economic savings, we describe, model, and solve an integrated flexible two-echelon location routing problem. In this problem a supplier delivers a commodity to the customers through a two-echelon supply network. Here, we also consider a penalty for each demand that is not satisfied within the pre-specified time window. The problem is studied in a richer setting, as the distribution is conducted via vehicle routing. The fourth part of this thesis addresses the environmental impacts of logistic decisions. Traditionally, supply chain optimization has merely concentrated on costs or the economic aspects of sustainability, neglecting its environmental and social aspects. Aiming to compare the effect of operational decisions not only on costs but also on greenhouse gas emissions, we reassess some well-known logistic optimization problems under new objectives. We study two integrated systems dealing with production, inventory, and routing decisions, in which a commodity produced at the plant is shipped to the retailers over a finite time horizon. We provide elaborated sensitivity analyses allowing us to gain useful managerial implications on the costs and emissions in integrated supply chains, besides important insights on the cost of being environmentally friendly. In this thesis, we aim not only to better understand the integrated logistics as a whole but also to provide useful operational tools for its exploitation. We propose new business models capable of enhancing supply chain performance while at the same time developing mathematical and technical implementation for its effective and efficient use. Keywords: Integrated optimization; Dynamic lot-sizing; Delivery time window; Location analysis; Distribution
Yang, GuoLu. "Modèle de transport complet en rivière avec granulométrie étendue." Grenoble 1, 1989. http://www.theses.fr/1989GRE10011.
Cauchemez, Simon. "Estimation des paramètres de transmission dans les modèles épidémiques par échantillonnage de Monte Carlo par chaine de Markov." Paris 6, 2005. http://www.theses.fr/2005PA066572.
Dolivet, Yacine. "Dualités, construction de modèles et polynômes biorthogonaux en théorie des supercordes." Paris 6, 2007. http://www.theses.fr/2007PA066597.
Yahiaoui, Meriem. "Modèles statistiques avancés pour la segmentation non supervisée des images dégradées de l'iris." Electronic Thesis or Diss., Université Paris-Saclay (ComUE), 2017. http://www.theses.fr/2017SACLL006.
Iris is considered as one of the most robust and efficient modalities in biometrics because of its low error rates. These performances were observed in controlled situations, which impose constraints during the acquisition in order to have good quality images. The renouncement of these constraints, at least partially, implies degradations in the quality of the acquired images and it is therefore a degradation of these systems’ performances. One of the main proposed solutions in the literature to take into account these limits is to propose a robust approach for iris segmentation. The main objective of this thesis is to propose original methods for the segmentation of degraded images of the iris. Markov chains have been well solicited to solve image segmentation problems. In this context, a feasibility study of unsupervised segmentation into regions of degraded iris images by Markov chains was performed. Different image transformations and different segmentation methods for parameters initialization have been studied and compared. Optimal modeling has been inserted in iris recognition system (with grayscale images) to produce a comparison with the existing methods. Finally, an extension of the modeling based on the hidden Markov chains has been developed in order to realize an unsupervised segmentation of the iris images acquired in visible light
Hellion, Bertrand. "Contrats de stabilité pour la planification tactique dans une chaîne logistique : nouveaux modèles de dimensionnement de lot." Thesis, Grenoble, 2013. http://www.theses.fr/2013GRENI032/document.
Our focus is the supply relationship between a retailer and its suppliers. In fact, we defined stability contracts between these actors and study their impacts. At a tactical level, it is equivalent to solve a lot sizing problem under specific constraints, which are defined by the contract features. We showed that several variants of the lot sizing problem can be optimally solved in polynomial time. We studied the stability contract by performing numerous experiments. Then we tried to adapt the stability contract to a real case study : the canadian pulp and paper industry
Li, Lei. "Hydrogen supply chain design." Thesis, Bourgogne Franche-Comté, 2020. http://www.theses.fr/2020UBFCA005.
This thesis contributes to the deployment of the hydrogen infrastructures by proposing new strategies based on optimization approaches. A state of the art on the design of the hydrogen supply chain has been previously carried out, and allows to identify in the literature two research perspectives.The first one concerns the coverage of the entire supply chain, on the one hand upstream at the level of the location of raw material suppliers and the supply of production centres (transport aspect), and on the other hand downstream at the level of the location of distribution points (refueling stations) and their supply (transport). To integrate these components, a new planning model is developed. It merges the classical models, more precisely an HSCND (Hydrogen Supply Chain Network Design) model at the central level, i.e. at the level of production and storage, and an HSRP (Hydrogen Refueling Station Planning) model at the end of the chain, which considers distribution. This new model also integrates the consideration of supply sources. It is expressed as a mixed number integer linear program, with the objective of minimizing the least cost of hydrogen (LCOH). Its interest is validated by a case study representing Franche-Comté in France.The second research area explored is the integration of the strategic and tactical decision-making levels. The aim is to simultaneously optimize the location of refueling stations and the routes to supply these stations, by considering as actuated the decisions previously taken from the supply sources to the hydrogen production centers. The objective is to maximize the refueling demand flow captured, while minimizing the total daily cost. Two metaheuristic algorithms are developed to solve this problem, one based on an adaptive large neighbourhood search, the other on a genetic algorithm. The proposed model and algorithms are applied to the Bourgogne-Franche-Comté region in France
Renoncet-Ungeheuer, Marie-Noëlle. "Etude des mécanismes de protection dans deux modèles de filarioses : loa loa chez des mandrills vaccinés par larves irradiées, et Litomosoides sigmodontis chez des souris primo-infectées." Paris 6, 2001. http://www.theses.fr/2001PA066212.
Khader, Selma-Afakh. "Modèles de réapprovisionnement de stocks sous incertitudes et perturbations dans le contexte d’un e-détaillant." Thesis, Lyon, INSA, 2013. http://www.theses.fr/2013ISAL0096/document.
The aim of this PhD research is to study the impact of the inventory inaccuracy issue on replenishment policies under the wholesaling / e-retailing context. The inventory inaccuracy is defined as a discrepancy between the quantity shown by the Informational System and the quantity actually Physically available for sales. Such discrepancy has as root many sources of errors such as execution, transaction, misplacement, supply unreliability or shrinkage errors. We provide empirical evidence on the wide presence of inventory inaccuracies through one case study of wholesaling organizations. In e-retailing context customers’ demands are remotely satisfied based on the inventory level shown in the information system. The main interest of the research community was about studying the inaccuracy under the retail context. After motivating our research empirically and by the literature review, we develop three inventory frameworks subject to inventory inaccuracies under the wholesaling / e-retailing context with different configurations of the stochastic errors describing the inaccuracy issue. The error configuration could be additive for some sources of inaccuracies such as transaction as well as multiplicative (also known as stochastically proportional) for other sources such as shrinkage. Our first inventory framework aims to extend single-period (Newsvendor) model to the e-retailing/wholesaling context subject to inaccuracy. In Addition, to providing managerial insights, we compare the behavior of the optimal ordering strategies under the additive and the multiplicative error settings. Our second inventory framework is an extension of the former to the case of two selling periods. By solving exactly the two-period problem, we show that the behavior of the optimal ordering quantities is not monotonic, and conclude that a myopic policy could not be optimal. Thanks to a numerical study, we derive some interesting managerial insights about the management of the error risk between the two selling periods. Thanks to the theoretical results of our second inventory framework, we propose a third framework dealing with the inventory inaccuracy issue under a multi-period setting by assuming cost minimizing as a target but also by considering two Cycle Service Level constraints to achieve, the former for the demand satisfaction and the latter for the sales commitment satisfaction. We provide a comprehensive numerical study by comparing several policies as making inspection and RFID deployment
Klibi, Walid. "The Design of Effective and Robust Supply Chain Networks." Thesis, Université Laval, 2009. http://www.theses.ulaval.ca/2009/26790/26790.pdf.
Viho, Agbélénko Goudjo. "Étude de modèles markoviens en génétique et calculs des temps d'absorption." Grenoble 1, 1996. http://www.theses.fr/1996GRE10121.
Gosselin, Frédéric. "Modèles stochastiques d'extinction de population : propriétés mathématiques et leurs applications." Paris 6, 1997. http://www.theses.fr/1997PA066358.
Cortés, Juan. "Motion planning algorithms for general closed-chain mechanisms." Phd thesis, Institut National Polytechnique de Toulouse - INPT, 2003. http://tel.archives-ouvertes.fr/tel-00011002.
Rhinn, Hervé. "Approches transcriptionnelles appliquées à un modèle de traumatisme crânien chez la souris." Paris 6, 2007. http://www.theses.fr/2007PA066254.
This works aims at the study of mRNA epxression following a traumatic brain injury (TBI) in mouse. Methods are developed, for quantitative PCR (qPCR) analysis and for the quantification of cDNA mixed in solution with RNA. Normalization factors suitable for the study are validated. Based on these results, the mRNA levels of genes belonging to the inflammatory and death-receptor pathways are quantified after TBI using qPCR. DNA microarray and suppressive subtractive hybridization are used to identify new genes uprégulated after TBI. Three drugs (valproic acid, naltrexone and minocycline) are used after TBI, and their therapeutical benefits as well as their consequences on the expression levels of several gens are studied. In order to specifically silence the expression of some genes after TBI, the use of siRNA is planned. The formulation of siRNA in lipoplexes is studied in vitro in order to optimize their transfection efficiency, and siRNA targeting Fas, TNFR1, RIP, FADD and MMP9 are validated in vitro and tested in vivo after a TBI
Sun, Zhong-Ping. "Etude d'un modèle d'expression des lipoxygénases de lignées cellulaires utilisées pour la détection des virus." Limoges, 1994. http://www.theses.fr/1994LIMO304D.
El, Garrab Hamza. "Amélioration de la chaine logistique de pièces de rechange en boucle fermée : application des modèles d’apprentissage." Thesis, Angers, 2020. http://www.theses.fr/2020ANGE0019.
In the field of after-sales service and particularly in maintenance, the quick intervention and repair of the customer's property is a key element for his satisfaction and for the creation of the brand image in the market. The work presented in this thesis proposes a Big Data and Machine Learning approach for the improvement of the information flow in the spare parts supply chain. Our contribution focuses on load forecasting in spare parts repair centers, which are the main suppliers of parts used to repair customers' systems. The size of the supply chain and its complexity, the large number of part numbers as well as the multitude of special cases (countries with specific laws, special parts...) makes that classical approaches do not offer reliable forecasts for repair services. In this project, we propose learning algorithms allowing the construction of knowledge from large volumes of data, instead of manual implementation. We will see the models in the literature, present our methodology, and then implement the models and evaluate their performance in comparison with existing algorithms
Ratsimbazafimahefa, Hanitra Myriam. "Proposition d'un modèle de circuit du médicament dans les hôpitaux publics de Madagascar." Thesis, Université Grenoble Alpes (ComUE), 2017. http://www.theses.fr/2017GREAS030/document.
Hospital drug supply chain consists of four major phases in patient management: prescription, dispensing, administration and monitoring of the treatment. However, as a product, medicine has traditionally logistic supply chain including selection, procurement and stock management. Each of these steps of drug supply chain involves different actors but hospital pharmacy remains their focal point in hospital. Drug supply chain performance and safety are essential parts of an effective health care system and had become priorities for public health.Madagascar is a very poor country whereas 40% of health expenditures in charge of households. In this context, making operational the hospital pharmacy is essential in public hospitals whose main users are especially the middle class and the poor. Yet, hospital pharmacy is only on a structuring phase for two reasons: the lack of available pharmacists for this sector and the unclear national pharmaceutical policy for hospitals.The objective of this thesis is to contribute to the improvement of accessibility and quality of public health care in public hospitals of Madagascar by providing a proposal of an optimal and justified model of drug supply chain taking account the human, material and financial resources.First, description and analysis of hospital pharmacies and the drug supply chain in public hospitals were done from qualitative research. For that purpose, semi-structured interviews have been conducted with health actors of the supply chain. The principal issue perceived by interviewees was the heterogeneity of the system in terms of technical and financing management. The drug supply chain is not under control: no internal procedure has been established for the selection of pharmaceutical products, the quantification of needs is complex, the stock management is difficult to supervise, a standard prescription protocol is lacking, the dispensing is performed by unqualified staff, no pharmaceutical preparation is manufactured in the hospitals and the administration occurs without pharmaceutical support. Then, we focused on procurement, the essential of current activities of Malagasy hospital pharmacies in drug supply chain. Our retrospective and evaluative study was conducted in a university hospital and utilized indicators for assessing the procurement management of medicines and preventing stock-outs and overstocking. The calculations of these indicators show a suboptimal drug supply chain. The drug supply chain needs some improvements. In order to define some strategic priorities of the implementation of these improvements, a survey on health actors was conducted in line with the international recommendations for hospital pharmacy. 32/75 (42,7%) of these recommendation could be conducted according to the participants. An optimal organizational model of drug supply chain is proposed and will be made available to the Ministry of health to be tested in public hospitals. This model aims at implementing the « pharmaceutization » of the resources and the different steps of the drug supply chain
Helali, Amine. "Vitesse de convergence de l'échantillonneur de Gibbs appliqué à des modèles de la physique statistique." Thesis, Brest, 2019. http://www.theses.fr/2019BRES0002/document.
Monte Carlo Markov chain methods MCMC are mathematical tools used to simulate probability measures π defined on state spaces of high dimensions. The speed of convergence of this Markov chain X to its invariant state π is a natural question to study in this context.To measure the convergence rate of a Markov chain we use the total variation distance. It is well known that the convergence rate of a reversible Markov chain depends on its second largest eigenvalue in absolute value denoted by β!. An important part in the estimation of β! is the estimation of the second largest eigenvalue which is denoted by β1.Diaconis and Stroock (1991) introduced a method based on Poincaré inequality to obtain a bound for β1 for general finite state reversible Markov chains.In this thesis we use the Chen and Shiu approach to study the case of the Gibbs sampler for the 1−D Ising model with three and more states which is also called Potts model. Then, we generalize the result of Shiu and Chen (2015) to the case of the 2−D Ising model with two states.The results we obtain improve the ones obtained by Ingrassia (1994). Then, we introduce some method to disrupt the Gibbs sampler in order to improve its convergence rate to equilibrium
Besbes, Khaoula. "Supply chain design with product life cycle considerations." Thesis, Artois, 2013. http://www.theses.fr/2013ARTO0209/document.
Our research addresses the problem of designing a multi-level supply chain, while taking into consideration the product life cycle. By product life cycle, we mean the succession of the four marketing stages that a product goes through since its introduction to the market and until it will be removed from. All products have a life cycle which can be classified into four discrete stages: introduction, growth, maturity and decline.Depending on the product life cycle phases, and based on a thorough analysis of the different supply chain potential actors, this study aims to establish mathematical models to design an efficient supply chain network. Three main models have been developed in this thesis. The first proposed model aims to design a product-driven supply chain with a minimal total cost, taking into consideration the evaluation of the different potential actors effectiveness, according to several criteria (cost, quality, innovation, quality service, timely delivery, ...).A second model was developed to design of a sustainable supply chain network, taking into account the product life cycle. In this model, three different objectives at the time were considered, namely, an economic objective, an environmental objective and a social objective.In the two previous models, we have assumed that the product has a classical life cycle. However, in the reality this is not always the case. Indeed, some products have very atypical life cycles, whose curves are very different from the classical one. To tackle this problem, in the third part of this thesis, we propose a stochastic model to design a robust supply chain network, taking into account the different product life cycle scenarios
Dubarry, Cyrille. "Méthodes de lissage et d'estimation dans des modèles à variables latentes par des méthodes de Monte-Carlo séquentielles." Phd thesis, Institut National des Télécommunications, 2012. http://tel.archives-ouvertes.fr/tel-00762243.
Lu, Ye. "Construction d’abaques numériques dédiés aux études paramétriques du procédé de soudage par des méthodes de réduction de modèles espace-temps." Thesis, Lyon, 2017. http://www.theses.fr/2017LYSEI103/document.
The use of standard numerical simulations for studies of the influence of input parameters (materials, loading, boundary conditions, geometry, etc.) on the quantities of interest in welding (residual stresses, distortion, etc.) proves to be too long and costly due to the multiparametric aspect of welding. In order to explore high-dimensional parametric spaces, with cheaper calculations, it seems to be appropriate to use model reduction approaches. In this work, in an a posteriori way, a non-intrusive strategy is developed to construct computational vademecum dedicated to parametric studies of welding. In an offline phase, a snapshots database is pre-computed with an optimal choice of input parameters given by a “multi-grids” approach (in parameter space). To explore other parameter values, an interpolation method based on Grassmann manifolds is proposed to adapt both the space and time reduced bases derived from the SVD. This method seems more efficient than standard interpolation methods, especially in non-linear cases. In order to explore highdimensional parametric spaces, a tensor decomposition method (i.e. HOPGD) has also been studied. For the optimality aspect of the computational vademecum, we propose a convergence acceleration technique for HOPGD and a “sparse grids” approach which allows efficient sampling of the parameter space. Finally, computational vademecums of dimension up to 10 with controlled accuracy have been constructed for different types of welding parameters (materials, loading, geometry)
Wanderley, Matos de Abreu Thiago. "Modeling and performance analysis of IEEE 802.11-based chain networks." Thesis, Lyon 1, 2015. http://www.theses.fr/2015LYO10030/document.
The IEEE 802.11 protocol, based on the CMSA/CA principles, is widely deployed in current communications, mostly due to its simplicity and low cost implementation. One common usage can be found in multi-hop wireless networks, where communications between nodes may involve relay nodes. A simple topology of these networks including one source and one destination is commonly known as a chain. In this thesis, a hierarchical modeling framework, composed of two levels, is presented in order to analyze the associated performance of such chains. The upper level models the chain topology and the lower level models each of its nodes. It estimates the performance of the chain in terms of the attained throughput and datagram losses, according to different patterns of channel degradation. In terms of precision, the model delivers, in general, accurate results. Furthermore, the time needed for solving it remains very small. The proposed model is then applied to chains with 2, 3 and 4 nodes, in the presence of occasional hidden nodes, finite buffers and non-perfect physical layer. Moreover, the use of the proposed model allows us to highlight some inherent properties to such networks. For instance, it is shown that a chain presents a performance maximum (with regards to the attained throughput) according to the system workload level, and this performance collapses with the increase of the workload. This represents a non-trivial behavior of wireless networks and cannot be easily identified. However, the model captures this non-trivial effect. Finally, some of the impacts in chains performance due to the IEEE 802.11 mechanisms are analyzed and detailed. The strong synchronization among nodes of a chain is depicted and how it represents a challenge for the modeling of such networks. The proposed model overcomes this obstacle and allows an easy evaluation of the chain performance
Chraibi, Sarrah. "Faire ou faire-faire les Achats : le modèle de RFF et de SNCF Réseau à l’épreuve des faits." Thesis, Lorient, 2017. http://www.theses.fr/2017LORIL443.
A great deal of attention has been paid to the performance of business networks in supply chain management, firms are collaborating more to develop long term business relationships. However, limited empirical evidence exists to validate a plural management model as a key success factor in a strategic supplier relationship. The purpose of this research is to enrich our understanding about how to manage an external provider relationship in case of outsourcing strategic procurement by providing empirical evidence. Then this research draws a decision making process for the Make-or-Buy of procurement activities which includes: Analysis of the current situation, Preparation for the Make-or-Buy choice, Scope of Make-or-Buy, Make-or-Buy analysis and Make-or-Buy choice. This research examines an in-depth qualitative case and contributes to the literature by providing empirical evidence
Kochebina, Olga. "Study of Rare Charm Decays with the LHCb Detector at CERN." Thesis, Paris 11, 2014. http://www.theses.fr/2014PA112208/document.
Rare charm decays proceed mostly through the c -> u Flavor Changing Neutral Current (FCNC), which is possible only at loop level in the Standard Model (SM). In charmed decays, FCNCs are subject to a very efficient GIM suppression, leading to very rare processes. Consequently, rare charm decays are good tools to probe to New Physics (NP) beyond the SM. NP particles could become detectable by causing observables such as branching ratios and CP or angular asymmetries to deviate from the SM predictions. The main subject of this thesis is the measurement of the branching ratio of the D0 -> K-π+ ρ/ω (->µ+µ-) mode. It will be precious in the future, in particular as a normalization mode in the study of all: D0 -> h-h’+ µ+µ- decays D0 -> K-π+µ+µ-, D0 -> π+π-µ+µ-, D0 -> K+K-µ+µ- and D0 -> K+π-µ+µ-. Using 2/fb of 2012 LHCb data we find: B(D0 -> K-π+ ρ/ω (->µ+µ-)) = (4.37± 0.12(stat.) ±0.53(syst.)) ×10^-6. This is the first measurement of this mode. We also determined sensitivities to total and partial branching fractions and asymmetries in D0 -> h-h’+ µ+µ- decays with future LHCb datasets. In addition, the systematic uncertainties affecting the searches for the 3-body decays, D+(s) -> π+µ+µ- and D+(s) -> π-µ+µ+, carried out by LHCb based on the data collected in 2011 (1/fb). Finally, the results of the tests of front-end electronic board for the Upgrade of LHCb are presented
Yuan, Zhe. "Optimal models for the flexibility of supply chain policies and capacities with uncertain demands." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLC097.
This thesis studies optimal models for the flexibility of supply chain policies and capacities with uncertain demand. This thesis investigates three optimization problems: An order policy design in the quantity-flexibility contract and the capacity design in robotic warehouses and self-storage warehouses.We first consider the two-echelon supply chain between the automobile manufacturer and the retailer, where the retailer purchases green automobiles from the automobile manufacturer and receives the green sensitive customer demand.We make an order policy in a quantity-flexibility contract that considers green sensitive demands. The policy considers that the automobile manufacturer determines the greening level and the retailer determines the retail price before establishing the contract. We build the models to describe this contract in both decentralized and centralized decision-making supply chains. We apply Stackelberg game to optimize the greening level for maximizing the automobile manufacturer's profit and optimize the retail price with green sensitive demand for maximizing the retailer's profit. We further consider the equilibrium decision between the greening level and the retail price for maximizing the profit of the supply chain.We then study capacities of robots and pickers in a Robotic Mobile Fulfillment System (RMFS), featured byseveral robots lifting and transporting movables storage shelves from storage grids to order pickers. We build high-dimension Markov models to describe this system with customer classes, calculate throughput of this system given the number of robots and provide design rules to determine the optimal number of robots and their capacities considering the trade-off between capacities of picker stations and robots. We verify the analytic results of Markov models with simulations. We further consider multiple-picker RMFS and study its optimal design. We consider another objective of designing capacities in RMFS. We build queue network models to describe the RMFS with two protocols in sharingrobots for pickers, propose the corresponding algorithms, conduct numerical analyses, and evaluate the performance of the RMFS by calculating throughput time. We then calculate the optimal number and velocity of robots and provide the effective design rules for RMFS.Finally, we study the self-storage warehouses. The design of self-storage warehouses needs to fit market segments to increase the average revenue in an environment of high demand. This thesis presents a revenue model integrated with queuing and price-demand theories to solve the design and pricing problem for self-storage warehouses. We consider two demand cases in the model, which are exponential demand and piecewise linear demand. We also develop a solution based on dynamic programming techniques to solve the problem. Using data from a warehouse, we conduct numerical experiments. Results show that our approach can improve the expected revenue of public storage warehouses with high demand by 16.6% on average. We further conduct a sensitivity analysis on price and investigate the relationship between revenue and price
Oger, Raphaël. "A decision support system for long-term supply chain capacity planning : a model-driven engineering approach." Thesis, Ecole nationale des Mines d'Albi-Carmaux, 2019. http://www.theses.fr/2019EMAC0013.
Long-term Supply Chain Capacity Planning (SCCP) aims to define the plan of all actions to perform that will shape the available and required capacity of supply chains over several years. When performing long-term SCCP, companies are confronted with a multitude of decision options and uncertainty sources as well as a highly dynamic supply chain environment. Each company configures its own Decision Support System (DSS) to perform SCCP, composed of a decision-making process, an information system, and people. Companies can take advantage of existing decision-making processes and information systems to build their own SCCP DSS. However, the literature review on existing decision-making processes and information systems for SCCP revealed the following three major limitations: first, existing solutions are time-consuming. This constrains companies to consider only a small number of alternative scenarios associated with decision options and uncertainty sources. And it makes it difficult to keep SCCP analysis up to date. Second, existing solutions are designed to perform SCCP analysis on predefined supply chains without considering the whole set of potential alternative configurations. Third, decision-makers are reluctant to accept optimization methods because of the lack of visibility of the analysis leading to the recommended solution. Therefore, this thesis describes a new SCCP DSS proposal aiming to overcome these limitations. It is composed of an SCCP decision-making process proposal relying on an SCCP information system proposal. The SCCP decision-making process proposal contains two processes: implementation and routine. The SCCP information system proposal contains two software programs: a computational software program and a business intelligence software program. The SCCP DSS proposal was validated by undertaking two industrial pilot projects with two industrial partners. The following two major benefits have been confirmed: first, SCCP analysis can be performed in encompassing a multitude of decision options and uncertainty sources at a pace allowing updates in accordance with the pace of supply chain changes. Second, it provides decision-makers with the visibility and understanding of the impacts of their respective decisions and uncertainty sources which bolster their confidence in the decisions they can make. Finally, avenues for future research have been identified, including an opportunity for designing a hyperconnected SCCP DSS that automatically gathers information and triggers decision-making meetings when necessary rather than on a predefined frequency
Ferrari, Maxence. "Study of a biosonar based on the modeling of a complete chain of emission-propagation-reception with validation on sperm whales." Thesis, Amiens, 2020. http://www.theses.fr/2020AMIE0006.
The sperm whale, Physeter macrocephalus, posses the largest biosonar in nature. Made of multiple oil sac, the sperm whale sonar is tailored to function from the sea surface down to a depth of 2 kilometers, emitting click as loud as 236 dB, and is multipurpose, as it produces clicks for either echolocation or socializing. However, the liquid wax that composes is sonar, made the sperm whales the target of whaling until 1986, when the remaining population was far too small to remain commercially viable, especially with the arrival of similar products from the petrochemical industry. The sperm whale population still faces some human threats, with the ingestion of plastic and collision with boats continuing to take a toll on the sperm whale population. Studying sperm whales thus aport outcomes in multiple fields, in conservation, ethology, as well as in bioacoustics. Understanding the mechanism that rules the sperm whale sonar will help to study those other fields, as it is a key element in the sperm whale life. Aiming for that goal, this thesis analyzed three databases with distinct characteristics, obtaining the trajectory of sperm whale dives. Clicks were also linked with the sperm whale that emitted them over multiple years of recording for the same population. A simulation of propagation wave through the sperm whale head was also developed to better understand the complex mechanism of this sonar. Finally, a coupling method was developed to improve the parameters of the simulation using the recorded clicks from the aforementioned databases
Adamon, Gildas David Farid. "Modélisation de la cinétique de gazéification étagée de la biomasse tropicale : cas des balles de riz et des rafles de maïs." Thesis, Compiègne, 2017. http://www.theses.fr/2017COMP2354/document.
The gasification tests in this study were carried out using an instrumented installation equipped with a fixed bed reactor using carbon dioxide and water steam, as reagents. In this study, we considered the stepped gasification process. In addition, the ten-year resource availability study allowed us to select two agricultural residues, taking into account their availability over time, the absence of nutritional conflict and their physicochemical characteristics… At the end of this study, two agricultural residues were selected: rice husks and corn cobs. The pyrolysis of these two biomasses was carried out in a muffle furnace at a temperature of 450 °C for a residence time of 45 minutes. A mathematical model based on the Newton method has been proposed to estimate the coke yield of rice husk and corn cobs as a function of temperature, for a fixed residence time. We also carried out a physicochemical characterization of these two agricultural residues as well as their pyrolysis cokes. Several pyrolysis tests have also been carried out in ATG in order to determine the real order of the decomposition reactions by pyrolysis, of these two biomasses, as a function of temperature. For the gasification tests, they were carried out on the pyrolysis coke of the two retained biomasses, using an installation equipped with a fixed-bed reactor on the one hand, and by thermogravimetric analysis of another hand. Several kinetic models (VRM, SCM and RPM) were used to model the gasification reaction kinetics of rice husk and corn cobs with carbon dioxide and water steam. It appears that the RPM model is the most suitable of the three models studied to best simulate the gasification reaction of char from rice husk and corn cobs under the operating conditions studied in this study. Thus, the activation energies obtained are respectively 165.8 kJ/mol and 152.9 kJ/mol with carbon dioxide and water steam for rice husk while the exponential factor varies from 2595.4 s-1 to 3473.4 s-1 with respective values of the structural parameter Ψ = 3.8 for the Boudouard reaction and Ψ = 2.16 for the water steam gasification. However, the activation energies obtained for corn cobs are 114.4 kJ/mol and 105.5kJ/mol respectively with carbon dioxide and water steam while the exponential factor varies from 13.9 s-1 to 18.3 s-1 with respective values of the structural parameter Ψ = 12.3 for the Boudouard reaction and Ψ = 8.68 for the water steam gasification
Aladenise, Nathalie. "Acquisition et modélisation de connaissances subjectives pour l'aide à la conduite des feux du char." Paris 6, 1999. http://www.theses.fr/1999PA066541.
Wiratsudakul, Anuwat. "Mathematical modelling of the infectious spread of avian influenza on a backyard chicken production chain in Thailand." Thesis, Clermont-Ferrand 2, 2014. http://www.theses.fr/2014CLF22469/document.
Highly pathogenic avian influenza H5N1 (HPAI H5N1) was recognized in Thailand by multiple epidemic waves and some sporadic cases between 2004 and 2008 but the risk of disease remerging in Thailand still remains up to present. Most of HPAI H5N1 confirmed outbreaks in Thailand occurred in backyard chicken populations. Backyard chickens are reared for many purposes including for additional cash income. Backyard chicken trade is informally managed by poultry traders which can be categorized into trader–slaughterhouse (TS), household trader (HT) and trader of trader (TT). These traders roam around different villages with the same unclean vehicle and facilities. Thus, their trade patterns in space and time are necessary to be elaborately studied. In our study, we developed a spatial compartmental stochastic dynamic model of backyard chicken trade network in a province of Thailand. Our model results indicated that the structure of poultry networks may contribute to HPAI H5N1 spread through overlapped catchment areas and long distance trades. Also, temporal variations of live poultry movements were observed during some major ritual festivals especially Chinese New Year. Subsequently, we developed an SIR model upon the dynamic model of backyard chicken trade network. It was assumed in this study that the disease can spread by two means: local spread to neighboring uninfected villages and spread by poultry traders. Then, we used this baseline infectious model to test multiple related control measures. Our ultimate results suggested that a complete ban of all poultry traders should be promptly implemented with poultry area disinfection campaign once the outbreak occurs
Harman-Clarke, Adam. "Contraintes Topologiques et Ordre dans les Systèmes Modèle pour le Magnétisme Frustré." Thesis, Lyon, École normale supérieure, 2011. http://www.theses.fr/2011ENSL0659.
In this thesis a series of model frustrated magnets have been investigated. Their common parent is the spin ice model, which is transformed into the kagome ice and square ice models in two-dimensions, and an Ising spin chain model in one-dimension. These models have been examined with particular interest in the spin ordering transitions induced by constraints on the system: a topological constraint leads, under appropriate conditions, to the Kasteleyn transition in kagome ice and a lattice freezing transition is observed in square ice which is due to a ferromagnetic ordering transition in an Ising chain induced solely by finite size effects. In all cases detailed Monte Carlo computational simulations have been carried out and compared with theoretical expressions to determine the characteristics of these transitions. In order to correctly simulate the kagome ice model a loop update algorithm has been developed which is compatible with the topological constraints in the system and permits the simulation to remain strictly on the groundstate manifold within the appropriate topological sector of the phase space. A thorough survey of the thermodynamic and neutron scattering response of the kagome ice model influenced by an arbitrary in-plane field has led to a deeper understanding of the Kasteleyn transition, and a computational model that can predict neutron scattering patterns for kagome ice materials under any experimental conditions. This model has also been shown to exhibit quantised thermodynamic properties under appropriate conditions and should provide a fertile testing ground for future work on the consequences of topological constraints and topological phase transitions. A combined investigation into the square ice and Ising chain models has revealed ordering behaviour within the lattice that may be decoupled from underlying ferro- magnetic ordering and is particularly relevant to magnetic nanoarrays
Tatou, Mouna. "Nanocomposites modèles silice-latex : Etude des propriétés rhéologiques et de la structure des charges et des chaînes par Diffusion de Neutrons aux Petits Angles." Phd thesis, Université Montpellier II - Sciences et Techniques du Languedoc, 2010. http://tel.archives-ouvertes.fr/tel-00570362.
Luo, Kai. "Analysis and optimization of single and dual sourcing decisions in supply chain." Thesis, Jouy-en Josas, HEC, 2011. http://www.theses.fr/2011EHEC0010/document.
The objective of this research is to develop conceptual, analytical, and managerial models and insights by analyzing a portion of the supply chain made up of a retailer dealing with two suppliers in an uncertain environment. In the first part of this thesis, we consider a single high-end (or perishable) product, single period, variable unit price, variable unit production cost, variable unit shortage cost, variable unit salvagevalue, stochastic demand problem. In a second part of the thesis, we consider settings inspired by the case of large international companies sourcing some of their products from low cost countries. This structure is as follows: two products (one sourced locally and the other sourced abroad), a three-period, two-stages, two capacitated suppliers, and a single capacitated retailer. Both analytical and numerical results are provided. Important theoretical results and insights are developed for these types of settings. These models can be used as decision-making aid tools in such environments
Godineau, Kévin. "Optimisation du pilotage de chaînes opto-mécaniques pour l'exécution de trajectoires en fabrication additive par fusion laser sur lit de poudre." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLN019.
In metal additive manufacturing by laser powder bed fusion, the geometry and mechanical characteristics of the produced parts are generated during the manufacturing process. These two aspects are greatly influenced by the laser spot trajectories, and by the control of the energy provided to the powder locally. The numerical control system, whose purpose is to generate instructions to be sent to actuators, has therefore a significant impact on the quality of the parts produced.This work proposes to study the local impact of the operations carried out in the numerical control on both the trajectories executed and the energy provided to the material. In the literature, few studies have addressed these aspects in additive manufacturing. For this reason, an experimental platform is implemented and used to analyze and better understand the operations currently implemented in industrial numerical controls.First, a mathematical model representative of the machine geometry is established. This model converts the laser spot trajectories into instructions for actuators. The model developed is used to improve the calibration step of the machines. Once the system is calibrated, the instructions sent to the actuators are studied. The various processes carried out in the industrial numerical control are analysed, limitations are highlighted and several proposals for improvements are implemented. All these developments are then used to precisely control the energy supplied to the material in the case of certain trajectories adapted to the process. The scientific developments proposed in these works are all validated experimentally on an additive manufacturing machine or on the test bench developed. The work carried out makes it possible to envisage many perspectives concerning the improvement of the treatments carried out inside the numerical control in additive manufacturing
Couvreur, Romain. "Geometric lattice models and irrational conformal field theories." Thesis, Sorbonne université, 2019. http://www.theses.fr/2019SORUS062.
In this thesis we study several aspects of two-dimensional lattice models of statistical physics with non-unitary features. This bottom-up approach, starting from discrete lattice models, is helpful to understand the features of the associated conformal field theories. They are non-unitary and often irrational, logarithmic or even non-compact. First, we study the problem of the entanglement entropy in non-unitary spin chains and its interpretation in loop models. We discuss the role of the effective central charge, a relevant quantity to study the next problems in this thesis. We then address two problems related to the Chalker-Coddington model, an infinite-dimensional supersymmetric chain important for the study of the plateau transition in the integer quantum Hall effect. Since the model has an infinite number of degrees of freedom, it has been proposed to study it with a series of truncations. We present new results based on this approach and extend this methodology to the case of Brownian motion in its supersymmetric formulation. Next, a new model is proposed to interpolate between class A and class C. The Chalker-Coddington model is a particular realisation of class A whereas class C, describing the physics of the spin quantum Hall effect, can be related to a model of percolation. This interpolating model provides an example of a RG-flow between a non-compact CFT and compact one. The last part of this thesis deals with the problem of classifying observables in lattice models with discrete symmetries. The process is illustrated on the Potts model and its symmetry under the group of permutations and previous results are extended for non-scalar operators. This approach is important to study indecomposability of non-unitary models and can be used to study models such as percolation in higher dimensions
Allaya, Mouhamad M. "Méthodes de Monte-Carlo EM et approximations particulaires : application à la calibration d'un modèle de volatilité stochastique." Thesis, Paris 1, 2013. http://www.theses.fr/2013PA010072/document.
This thesis pursues a double perspective in the joint use of sequential Monte Carlo methods (SMC) and the Expectation-Maximization algorithm (EM) under hidden Markov models having a Markov dependence structure of order grater than one in the unobserved component signal. Firstly, we begin with a brief description of the theoretical basis of both statistical concepts through Chapters 1 and 2 that are devoted. In a second hand, we focus on the simultaneous implementation of both concepts in Chapter 3 in the usual setting where the dependence structure is of order 1. The contribution of SMC methods in this work lies in their ability to effectively approximate any bounded conditional functional in particular, those of filtering and smoothing quantities in a non-linear and non-Gaussian settings. The EM algorithm is itself motivated by the presence of both observable and unobservable ( or partially observed) variables in Hidden Markov Models and particularly the stochastic volatility models in study. Having presented the EM algorithm as well as the SMC methods and some of their properties in Chapters 1 and 2 respectively, we illustrate these two statistical tools through the calibration of a stochastic volatility model. This application is clone for exchange rates and for some stock indexes in Chapter 3. We conclude this chapter on a slight departure from canonical stochastic volatility model as well Monte Carlo simulations on the resulting model. Finally, we strive in Chapters 4 and 5 to provide the theoretical and practical foundation of sequential Monte Carlo methods extension including particle filtering and smoothing when the Markov structure is more pronounced. As an illustration, we give the example of a degenerate stochastic volatility model whose approximation has such a dependence property
Zingbagba, Mark. "Three essays on Upstream and Downstream Disruptions along Nutritional High-value Food Supply Chains in Emerging Countries." Thesis, Lyon, 2018. http://www.theses.fr/2018LYSES029/document.
This dissertation presents three essays on disruptions along nutritional high-value food supply chains in emerging countries. It extends our understanding of threats to the attainment of food security in emerging countries. With a contribution to agricultural economics, the dissertation relies on value chain, market growth and price transmission theories and applies both panel data and time series econometric techniques to analyse the sources and magnitudes of the disruption of nutritional high-value food chains.The first part of the dissertation examines disruptions in unprocessed and minimally processed nutritional high-value food markets. Chapter 2 examines upstream and downstream disruptions along these food chains. Chapter 3 extends the analysis in Chapter 2 by assessing how disruptions change when nutritional high-value foods are highly processed. For each of the two chapters, disruptions are studied in terms of changes in upstream and downstream quantities and prices, with the disruption of quantity considered primary while that of prices is secondary.Using the São Paulo food market as a case study, Chapter 4 analyses the effect of diesel price shocks on different segments of the nutritional high-value food supply chain. A Vector Error Correction Model (VECM) that takes into account upstream and downstream cross-price effects is estimated to ascertain if diesel price shocks are higher downstream based on price transmission theory.The results of Chapters 2 and 3 show that climatological disasters are the most dominant source of disruption of nutritional high-value food supply chains and the direction of impact is negative for all foods under study. The magnitude of disruption, however, varies by food. From the VECM results in Chapter 4, we see that the price of diesel has a positive and significant effect on food prices, while the effects downstream are lower than those upstream. These results have significant implications for the design and implementation of food policies in emerging countries.As a general introduction, Chapter 1 justifies the need to study upstream and downstream differences in the magnitude of supply chain disruption, by situating the dissertation in the existing supply chain and food price transmission literature. Chapter 5 concludes the study and offers suggestions for future research
Afshar, Mohammad. "Interactions calmoduline-cibles : modélisation moléculaire et approche expérimentale." Montpellier 1, 1995. http://www.theses.fr/1995MON1T029.
Eskandarpour, Majid. "Generic models and optimization algorithms for sustainable supply chain network design." Thesis, Nantes, Ecole des Mines, 2014. http://www.theses.fr/2014EMNA0195/document.
This thesis focuses on the development of mathematical models and optimization algorithms for the design of sustainable supply chains. We propose single-period, multi-commodity, multi-mode, four level models (suppliers, production facilities, warehouses and customers) covering economic and environmental pillars of sustainable development. The decision variables are related to the location of the intermediate logistics sites (production units and warehouses), the choice of technology and mode of transport, and the determination of product flow. A first model is based solely on minimizing total costs. This model is extended to bi-objective minimization by considering CO2 emissions. We propose an optimization procedure based on the Large Neighborhood Search (LNS) metaheuristic, which had almost never been applied to problems with mixed variables such as design supply chain. Our extension to the bi-objective case involves the use of the multi-directional local search (MDLS). Extensive numerical experiments assess the relevance of our model and compare the performance of our algorithms to those of a state-of-the-art solver