Suchergebnisse

The Handbook of Simulation Optimization presents an overview of the state of the art of simulation optimization, providing a survey of the most well-established approaches for optimizing stochastic simulation models and a sampling of recent research advances in theory and methodology. Leading contributors cover such topics as discrete optimization via simulation, ranking and selection, efficient simulation budget allocation, random search methods, response surface methodology, stochastic gradient estimation, stochastic approximation, sample average approximation, stochastic constraints, variance reduction techniques, model-based stochastic search methods and Markov decision processes. This single volume should serve as a reference for those already in the field and as a means for those new to the field for understanding and applying the main approaches. The intended audience includes researchers, practitioners and graduate students in the business/engineering fields of operations research, management science, operations management and stochastic control, as well as in economics/finance and computer science.

AbstractDerivatives (or gradients) are important for both sensitivity analysis and optimization, and in simulation models, these can often be estimated efficiently using various methods other than brute‐force finite differences. This article briefly summarizes the main approaches and discusses areas in which the approaches can most fruitfully be applied: queueing, inventory, and finance. In finance, the focus is on derivatives of another sort. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008

Aims To study clinical phenotype, prognosis for all-cause and cardiovascular (CV) mortality and predictive factors in patients with incident heart failure (HF) after aortic valvular intervention (AVI) for aortic stenosis (AS). Methods and results In this retrospective, observational study we included patients from the Swedish Heart Failure Registry (SwedeHF) recorded 2003-2016, with AS diagnosis and AVI before HF diagnosis. The AS diagnosis was established according to International Classification of Diseases 10th revision (ICD-10) codes, thus without information concerning clinical or echocardiographical data on the aortic valve disease. The patients were divided into two subgroups: left ventricular ejection fraction (LVEF) >= 50% (AS-HFpEF) and <50% (AS-HFrEF). We individually matched three controls with HF from the SwedeHF without AS (control group) for each patient. Baseline characteristics, co-morbidities, survival status and outcomes were obtained by linking the SwedeHF with two other Swedish registries. We used Kaplan-Meier curves to present time to all-cause mortality, cumulative incidence function for time to CV mortality and Cox proportional hazards model to evaluate the relative difference between AS-HFrEF and AS-HFpEF and AS-HF and controls. The crude all-cause mortality was 49.0%, CV mortality 27.9% in AS-HF patients, respectively 44.7% and 26.6% in matched controls. The adjusted risk for all-cause mortality and CV mortality was similar in HF, regardless of LVEF vs. controls. No significant difference in factors predicting higher all-cause mortality was observed in AS-HFrEF vs. AS-HFpEF, except for diabetes (only in AS-HFrEF), with statistically significant interaction predicting death between the two groups. Conclusions In this nationwide SwedeHF study, we characterized incident HF population after AVI. We found no significant differences in all-cause and CV mortality compared with general HF population. They had virtually the same predictors for mortality, regardless of LVEF. ; Funding Agencies|Swedish government [ALFGBG-72900, 73400]; Swedish County Councils, the ALF agreement [ALFGBG-72900, 73400]; Regional Development Fund, Vastra Gotaland County, Sweden [VGFOUREG-931060, VGFOUREG-849081]; Gothenburg Society of Medicine [20/935037]

AbstractWe study joint preventive maintenance (PM) and production policies for an unreliable production‐inventory system in which maintenance/repair times are non‐negligible and stochastic. A joint policy decides (a) whether or not to perform PM and (b) if PM is not performed, then how much to produce. We consider a discrete‐time system, formulating the problem as a Markov decision process (MDP) model. The focus of the work is on the structural properties of optimal joint policies, given the system state comprised of the system's age and the inventory level. Although our analysis indicates that the structure of optimal joint policies is very complex in general, we are able to characterize several properties regarding PM and production, including optimal production/maintenance actions under backlogging and high inventory levels, and conditions under which the PM portion of the joint policy has a control‐limit structure. In further special cases, such as when PM set‐up costs are negligible compared to PM times, we are able to establish some additional structural properties. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.

Aims This study aimed to evaluate the outcome and prognostic factors in patients with dilated cardiomyopathy (DCM) and long-standing heart failure (LDCM) vs. recent-onset heart failure (RODCM). Methods and results We compared 2019 patients with RODCM (duration = 6 months, median duration 3.5 years, mean age 62.5 years, 73.7% male) included in the Swedish Heart Failure Registry in the years 2003-16. Outcome measures were all-cause, cardiovascular (CV), and non-CV death and hospitalizations; heart transplantation; and a combined outcome of all-cause death, heart transplantation, or heart failure (HF) hospitalization. Multivariable risk factor analyses were performed for the combined endpoint. All outcomes were more frequent in LDCM than in RODCM. The multivariable-adjusted hazard ratios (HRs) (95% confidence interval) for LDCM vs. RODCM were 1.56 (1.34-1.82), P = 75 b.p.m. [HR 1.20 (1.04-1.37), P = 0.01], atrial fibrillation [HR 1.24 (1.08-1.42), P = 0.0024], musculoskeletal or connective tissue disorder [HR 1.36 (1.13-1.63), P = 0.0014], and diuretic therapy [HR 1.40 (1.17-1.67), P = 0.0002] were prognostically adverse only in LDCM. Conclusions This nationwide study of patients with DCM demonstrates that longer disease duration is associated with worse prognosis. Co-morbidities are more common in long-standing HF than in recent-onset HF and are associated with worse outcome. With the increased survival seen in the last decades, our results highlight the importance of careful attention to co-morbid conditions in patients with DCM. ; Funding Agencies|Swedish Heart Lung Foundation (Hjart-Lungfonden) [20170453]; Swedish government [ALFGBG-721961]; Swedish county councils, the ALF-agreement [ALFGBG-721961]; Swedish National Board of Health and Welfare; Swedish Association of Local Authorities and Regions; Swedish Society of Cardiology

Aims We investigated the 2 year rate of ischaemic stroke/transient ischaemic attack (IS) in patients with heart failure (HF) who were in sinus rhythm (HF-SR) and aimed to develop a score for stratifying risk of IS in this population. Methods and results A total of 15 425 patients (mean age 71.5 years, 39% women) with HF-SR enrolled in the Swedish Heart Failure Register were included; 28 815 age-matched and sex-matched controls, without a registered diagnosis of HF, were selected from the Swedish Population Register. The 2 year rate of IS was 3.0% in patients and 1.4% in controls. In the patient group, a risk score including age (1p for 65-74 years; 2p for 75-84 years; 3p for >= 85 years), previous IS (2p), ischaemic heart disease, diabetes, hypertension, kidney dysfunction, and New York Heart Association III/IV class (1p each) was generated. Over a mean follow-up of 20.1 (SD 7.5) months, the cumulative incidences (per 1000 person-years) of IS in patients with score 0 to >= 7 were 2.2, 5.3, 8.9, 13.2, 15.7, 20.4, 26.4, and 33.0, with hazard ratios for score 1 to >= 7 (with 0 as reference): 2.4, 4.1, 6.1, 7.2, 9.4, 12.2, and 15.3. The risk score performed modestly (area under the curve 63.7%; P = 0.4711 for lack of fit with a logistic model; P = 0.7062 with Poisson, scaled by deviance). Conclusions In terms of absolute risk, only 27.6% of patients had an annual IS incidence of <= 1%. To which extent this would be amenable to anticoagulant treatment remains conjectural. A score compiling age and specific co-morbidities identified HF-SR patients with increased risk of IS with modest discriminative ability. ; Funding Agencies|Swedish government [ALFGBG-717211]; County Councils Concerning Economic Support of Research and Education of Doctors [ALFGBG-717211]; Swedish Heart and Lung Foundation (Hjart-Lungfonden) [2015-0438, 2018-0366]; Swedish Research Council (Vetenskapsradet)Swedish Research Council [2013-05187, 2018-02527]