1. Emmanuel Fernandez ECECS Dept. Univ. Cincinnati Emmanuel Fernandez Associate Professor emmanuel@ececs.uc.edu

2. Emmanuel Fernandez ECECS Dept. Univ. Cincinnati INTERESTS Stochastic Models, Decision & Control Processes, Dynamic Programming Telecommunications Information Technology Operations & Logistics: Semiconductor fabs Basic Methodology Algorithms, Software Tools

3. Emmanuel Fernandez ECECS Dept. Univ. Cincinnati OVERVIEW Phase 1: 1990-1996: Learning and Adaptive Systems, Models with Partial Information, Average Optimality Criteria. Phase 2: 1994-1998: Non-standard Optimality Criteria, Modeling Applications, Algorithms & Software Tools. Phase 3: 1998-Present: Risk-Sensitive Models, Security & Fault Management in Telecommunication Networks, Operational Methods in Semiconductor Manufacturing. Over 61 refereed publications(6 b, 18+ j, 37 c) Four Ph.D.s, 3 M.Sc., 18+ undergrad. RA’s. Honors: –Tau Beta Pi Professor of the Year, David Rist Prize MORS, IEEE Life Member Fund Research Initiation Award (Eng. Foundation).

4. Emmanuel Fernandez ECECS Dept. Univ. Cincinnati OUTLINE Motivation: Applications –Semiconductor manufacturing operations –Logistics –Information Networks oFault & Security Management in communication networks oRouting in the Intelligent Network Stochastic Decision & Control Models: Optimality Criteria: Why Risk-Sensitivity? Basic Research Risk sensitive results: –Optimality equations & the Vanishing Discount Approach (AC). –Modular functions & structured policies (DC).

5. Emmanuel Fernandez ECECS Dept. Univ. Cincinnati APPLICATIONS Semiconductor Manufacturing: –Capacity expansion & allocation, –Preventive maintenance scheduling (AMD). Information Networks: –Routing in the Intelligent Network (AT&T); –Security & fault management.. Operations & Logistics: –Workforce management; –Scheduling military training resources (Army).

6. Emmanuel Fernandez ECECS Dept. Univ. Cincinnati Semiconductor Manufacturing: Capacity Expansion & Allocation NSF/SRC Project at U. Maryland (PI’s: M. Fu & S. Marcus) EF Sabbatical project (begun Fall 98) EF liaison with industry (AMD) during 99 Integrate transient product dynamics over entire fab life cycle: Markov Decision Process (MDP) models –allocating/adding tool and process capacity –dynamic uncertain demands (e.g., market shifts) –transient dynamics (e.g., technology shrinks/shifts) Computational Investigation & Cost Modeling Tool: SYSCODE (University of Arizona software) –Stochastic Systems Control and Decision Algorithms Software Laboratory Find optimal policy for different parameters : –demand distribution –inventory cost and/or backlogging cost Simple policies vs. optimal policy Infinite horizon results vs. finite horizon A Markov Decision Process Model for Capacity Expansion and Allocation: IEEE Conf. Decision & Control, 1999.

7. Emmanuel Fernandez ECECS Dept. Univ. Cincinnati Industry Interaction: Advanced Micro Devices Joint effort UA & ISR On-site visits Preventive maintenance –Within allowed window, when to do PM? Information Technology: –“Torrents” of information! –Inefficient “manual” methods –Do not use available information –No models Develop basic models & solution SRC/ISMT

8. Emmanuel Fernandez ECECS Dept. Univ. Cincinnati Information Technology & Telecommunication Networks Routing calls in the Intelligent Network Security and Fault Management Software and Web tools: –SYSCODE –Computations & MATLAB Web course.

9. Emmanuel Fernandez ECECS Dept. Univ. Cincinnati The Intelligent Network: Routing Toll-free Calls (AT&T) AT&T - UA project Route 800- traffic to call centers State information: –Workload at call centers –Incomplete information –Periodic updates Solution: –POMDP model –Heuristic Policy Iteration Algorithm R. Milito & E. Fernandez: (a) IEEE TAC 1995, (b) IEEE Conf. Decision & Control 1995

10. Emmanuel Fernandez ECECS Dept. Univ. Cincinnati Information Networks: Security and Fault Management Joint project with M. Shayman, U. Maryland. Searching for faults in a given domain: –Scheduling tests Single/Multiple faults Test sequence constraints Risk-sensitive criterion Interchange argument: –Explicit scheduling rules Qualitative analysis Security intrusions: –Similar to fault management 1999 Allerton Conference IEEE TAC 2001 Proposals

11. Emmanuel Fernandez ECECS Dept. Univ. Cincinnati Operations & Logistics: Scheduling Army Training Resources LTC M. McGinnis: Ph.D. UA Thousands of recruits/year Many installations/bases Decisions: –Company size –Length of training period –Number of companies to activate/retire each week. Model: Inventory-type Solution: Heuristic Policy Iteration Algorithm Decision support software (in use by Army). Journal Military Op. Res. 1996 (Winner of David Rist Prize)

12. Emmanuel Fernandez ECECS Dept. Univ. Cincinnati Operations & Logistics: Scheduling Army Training Resources

13. Emmanuel Fernandez ECECS Dept. Univ. Cincinnati Logistics: Workforce Management Recruit-retain-dismiss individuals Intrinsic individual’s potential –Unobservable state Random productivity –Bayesian stochastic model The firm’s lifetime is long: –Average cost criterion Adaptive control through Bayesian learning Qualitative analysis of case studies Fdez, Jain, Lee, Rao, Rao: Management Science 1995.