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  • Articles  (23)
  • Educación
  • Nicaragua
  • stability
  • Springer  (23)
  • La Paz: Institute for Advanced Development Studies (INESAD)
  • Economics  (21)
  • Geography  (2)
  • 1
    Electronic Resource
    Electronic Resource
    Stability Properties of a Bond Portfolio Management Problem (2000)
    Springer
    Annals of operations research 99 (2000), S. 251-265 
    Details
    ISSN: 1572-9338
    Keywords: stochastic programming ; bond portfolio management ; interest ratescenarios ; stability ; sensitivity
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract The bond portfolio management problem is formulated as a multiperiod two-stage or multistage stochastic program based on interest rate scenarios. These scenarios depend on the available market data, on the applied estimation and sampling techniques, etc., and are used to evaluate coefficients of the resulting large scale mathematical program. The aim of the contribution is to analyze stability and sensitivity of this program on small changes of the coefficients – the (scenario dependent) values of future interest rates and prices. We shall prove that under sensible assumptions, the scenario subproblems are stable linear programs and that also the optimal first-stage decisions and the optimal value of the considered stochastic program possess acceptable continuity properties.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1019275817688
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  • 2
    Electronic Resource
    Electronic Resource
    Sensitivity and Stability of the Classifications of Returns to Scale in Data Envelopment Analysis (1999)
    Springer
    Journal of productivity analysis 12 (1999), S. 55-75 
    Details
    ISSN: 1573-0441
    Keywords: Data envelopment analysis (DEA) ; returns to scale (RTS) ; sensitivity ; stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract Sensitivity of the returns to scale (RTS) classifications in data envelopment analysis is studied by means of linear programming problems. The stability region for an observation preserving its current RTS classification (constant, increasing or decreasing returns to scale) can be easily investigated by the optimal values to a set of particular DEA-type formulations. Necessary and sufficient conditions are determined for preserving the RTS classifications when input or output data perturbations are non-proportional. It is shown that the sensitivity analysis method under proportional data perturbations can also be used to estimate the RTS classifications and discover the identical RTS regions yielded by the input-based and the output-based DEA methods. Thus, our approach provides information on both the RTS classifications and the stability of the classifications. This sensitivity analysis method can easily be applied via existing DEA codes.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1007803207538
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  • 3
    Electronic Resource
    Electronic Resource
    Role of the Minimal State Variable Criterion in Rational Expectations Models (1999)
    Springer
    International tax and public finance 6 (1999), S. 621-639 
    Details
    ISSN: 1573-6970
    Keywords: expectations ; bubbles ; uniqueness ; stability ; state variables ; multiplicity
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract This paper concerns the minimal-state-variable (MSV) criterion for selection among solutions in rational expectationsmodels that feature a multiplicity of paths that satisfy all of the model's conditions. It compares the MSVcriterion with others, including the widely used saddle-path (dynamic stability) criterion. It is emphasized that theMSV criterion can be viewed as a scientifically useful classification scheme that delineates the unique solutionthat is free of bubble components. In the process of demonstrating uniqueness for a broad class of linear models,the paper exposits a convenient computational procedure. Applications to current issues are outlined.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1008746610773
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  • 4
    Electronic Resource
    Electronic Resource
    Portfolio optimization via stochastic programming: Methods of output analysis (1999)
    Springer
    Mathematical methods of operations research 50 (1999), S. 245-270 
    Details
    ISSN: 1432-5217
    Keywords: Key words: Portfolio optimization ; stochastic programming ; stability ; postoptimality ; worst-case analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract. Solutions of portfolio optimization problems are often influenced by errors or misspecifications due to approximation, estimation and incomplete information. Selected methods for analysis of results obtained by solving stochastic programs are presented and their scope illustrated on generic examples – the Markowitz model, a multiperiod bond portfolio management problem and a general strategic investment problem. The approaches are based on asymptotic and robust statistics, on the moment problem and on results of parametric optimization.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s001860050097
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  • 5
    Electronic Resource
    Electronic Resource
    Reachability of locational Nash equilibria (1998)
    Springer
    OR spectrum 20 (1998), S. 101-107 
    Details
    ISSN: 1436-6304
    Keywords: Competitive location model ; Nash equilibria ; stability ; reachability ; Wettbewerbsmodelle in der Standorttheorie ; Nash Gleichgewicht ; Stabilität ; Erreichbarkeit
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In der Arbeit werden die Standorte von Duopolisten in einem Baum untersucht. Unter der Annahme festgesetzter Preise werden notwendige und hinreichende Bedingungen für Nash Gleichgewichte für Standorte auf Bäumen hergeleitet. Unter Verwendung dieser Bedingungen wird dann gezeigt, daß — angenommen Nash Gleichgewichte existieren — diese in einem wiederholt angewandten sequentiellen Standortfindungsprozeß, in dem beide Duopolisten als Zielfunktion kurzfristige Gewinnmaximierung haben, auch erreicht werden.
    Notes: Abstract This paper examines the location of duopolists on a tree. Given parametric prices, we first delineate necessary and sufficient conditions for locational Nash equilibria on trees. Given these conditions, we then show that Nash equilibria, provided they exist, can be reached in a repeated sequential relocation process in which both facilities follow short-term profit maximization objectives.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01539861
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  • 6
    Electronic Resource
    Electronic Resource
    Reachability of locational Nash equilibria (1998)
    Springer
    OR spectrum 20 (1998), S. 101-107 
    Details
    ISSN: 1436-6304
    Keywords: Key words: Competitive location model ; Nash equilibria ; stability ; reachability ; Schlüsselwörter: Wettbewerbsmodelle in der Standorttheorie ; Nash Gleichgewicht ; Stabilität ; Erreichbarkeit
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung. In der Arbeit werden die Standorte von Duopolisten in einem Baum untersucht. Unter der Annahme festgesetzter Preise werden notwendige und hinreichende Bedingungen für Nash Gleichgewichte für Standorte auf Bäumen hergeleitet. Unter Verwendung dieser Bedingungen wird dann gezeigt, daß– angenommen Nash Gleichgewichte existieren – diese in einem wiederholt angewandten sequentiellen Standortfindungsprozeß, in dem beide Duopolisten als Zielfunktion kurzfristige Gewinnmaximierung haben, auch erreicht werden. “Equilibrium is a place in heaven, but how do we get there from here?”
    Notes: Abstract. This paper examines the location of duopolists on a tree. Given parametric prices, we first delineate necessary and sufficient conditions for locational Nash equilibria on trees. Given these conditions, we then show that Nash equilibria, provided they exist, can be reached in a repeated sequential relocation process in which both facilities follow short-term profit maximization objectives.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s002910050058
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  • 7
    Electronic Resource
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    Money demand stability: Evidence from Spain (1998)
    Springer
    Empirical economics 23 (1998), S. 387-400 
    Details
    ISSN: 1435-8921
    Keywords: Key words: Money demand ; cointegration ; stability ; regime shift ; JEL classification: E41 ; C22
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. Using several tests for structural stability in regressions with I(1) variables and for the existence of cointegration in models with regime shifts, the empirical evidence on the existence of a structural break in the Spanish long-run demand for broad money (ALP2) is analysed.  The results indicate that shifts affecting the demand for ALP2 in recent years have substantially altered its long-run properties. As to the cause of this structural break, emphasis is placed on the role played by the increasing openness of the Spanish financial system to international markets as obstacles to free capital movements have progressively disappeared.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s001810050027
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  • 8
    Electronic Resource
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    Discrete stability of the Differential System Method evaluated with geostatistical techniques (1998)
    Springer
    Stochastic environmental research and risk assessment 12 (1998), S. 191-204 
    Details
    ISSN: 1436-3259
    Keywords: Keywords: groundwater flow ; inverse problems ; stability ; geostatistical interpolation ; kriging.
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The Differential System Method (DSM) permits identification of the physical parameters of finite-difference groundwater flow models in a confined aquifer when piezometric head and source terms are known at each point of the finite-difference lattice for at least two independent flow situations for which the hydraulic gradients are not parallel. Since piezometric head data are usually few and sparse, interpolation of the measured data onto a regular grid can be performed with geostatistical techniques. We apply kriging to the sparse data of a synthetic aquifer to evaluate the stability of the DSM with respect to uncorrelated measurement errors and interpolation errors. The numerical results show that the DSM is stable.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s004770050017
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  • 9
    Electronic Resource
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    Resilience in the Dynamics of Economy-Environment Systems (1998)
    Springer
    Environmental and resource economics 11 (1998), S. 503-520 
    Details
    ISSN: 1573-1502
    Keywords: biodiversity ; dynamics ; resilience ; stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Energy, Environment Protection, Nuclear Power Engineering , Economics
    Notes: Abstract The ecological concept of resilience has begun to inform analysis of change in economy-environment systems. The linkages between resilience and the stability of dynamical systems are discussed, along with its role in understanding of the evolution of such systems. Particular linkages discussed include those between resilience, biodiversity and the sustainability of alternative states. Recent developments in modelling the resilience of joint economy-environment systems suggest the advantages of analysing change in the system as a Markov process, the transition probabilities between states offering a natural measure of the resilience of the system in such states. It is argued that this ‘emergent property’ of the collaboration between ecology and economics has far-reaching implications for the way we think about, model and manage the environmental sustainability of economic development.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1008255614276
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  • 10
    Electronic Resource
    Electronic Resource
    Money demand stability: Evidence from Spain (1998)
    Springer
    Empirical economics 23 (1998), S. 387-400 
    Details
    ISSN: 1435-8921
    Keywords: Money demand ; cointegration ; stability ; regime shift ; E41 ; C22
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract Using several tests for structural stability in regressions with I(1) variables and for the existence of cointegration in models with regime shifts, the empirical evidence on the existence of a structural break in the Spanish long-run demand for broad money (ALP2) is analysed. The results indicate that shifts affecting the demand for ALP2 in recent years have substantially altered its long-run properties. As to the cause of this structural break, emphasis is placed on the role played by the increasing openness of the Spanish financial system to international markets as obstacles to free capital movements have progressively disappeared.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01294414
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  • 11
    Electronic Resource
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    Diffusion of innovations in globally stable Walrasian equilibrium (1997)
    Springer
    Journal of economics 66 (1997), S. 1-22 
    Details
    ISSN: 1617-7134
    Keywords: diffusion of innovations ; Walrasian equilibrium ; stability ; O31
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract When all products in the economy are weak gross substitutes, preferences are homothetic, and firms face menu costs then all prices in an industry move together at the same rate. In the closed-loop Nash noncooperative equilibrium, all firms invest in productivity and reduce real prices. As a result, in the case of quadratic menu costs, the outputs of industries and the economy go up along S-shaped time paths characteristic of diffusion of innovations.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01231464
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  • 12
    Electronic Resource
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    A dynamic Stackelberg model with production-adjustment costs (1997)
    Springer
    Journal of economics 66 (1997), S. 271-282 
    Details
    ISSN: 1617-7134
    Keywords: Stackelberg model ; dynamic oligopoly ; stability ; C62 ; C73 ; D43
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract We investigate the (dynamic) stability of a stackelberg oligopoly model of a market of a homogeneous good, with output competition, one Stackelberg leader and a number of identical followers. We assume that each firm incurs quadratic production-adjustment costs if it changes its output. We present a simple necessary and sufficient condition for stability of the model. Using the condition, we compare the stability of this model with the stability of two related Cournot models in which all firms present are followers. It turns out that the Stackelberg model is “more stable” than these two Cournot models.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01226829
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  • 13
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    Generalized linear complementarity in a problem ofn-person games (1996)
    Springer
    OR spectrum 18 (1996), S. 231-239 
    Details
    ISSN: 1436-6304
    Keywords: Generalized polymatrix games ; generalized linear complementarity problem ; stability ; degree theory ; Verallgemeinerte Polymatrix-Spiele ; verallgemeinertes lineares Komplementaritätsproblem ; Stabilität ; Grad-Theorie
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In dieser Arbeit führen wir eine Verallgemeinerung des Polymatrix-Spiels (eines Nicht-Nullsummen- und nicht-kooperativenn-Personen-Spiels), das von Howson betrachtet wurde, ein und führen das Problem, eine Gleichgewichtsmenge von Strategien für ein solches Spiel zu berechnen, auf das verallgemeinerte lineare Komplementaritätsproblem von Cottle und Dantzig zurück. Für eine noch allgemeinere Version des Spiels beweisen wir die Existenz einerε-Gleichgewichtsmenge von Strategien. Wir präsentieren auch ein Ergebnis über die Stabilität der Gleichgewichte, das auf der Grad-Theorie beruht.
    Notes: Abstract In this paper, we introduce a generalization of the polymatrix game (a nonzero sum noncooperativen-person game) considered by Howson and relate the problem of computing an equilibrium set of strategies for such a game to the generalized linear complementarity problem of Cottle and Dantzig. For an even more general version of the game we prove the existence of anε-equilibrium set of strategies. We also present a result on the stability of the equilibria based on degree theory.
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    URL: http://dx.doi.org/10.1007/BF01540162
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  • 14
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    A generalization of the Nash equilibrium theorem on bimatrix games (1996)
    Springer
    International journal of game theory 25 (1996), S. 1-12 
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    ISSN: 1432-1270
    Keywords: Bimatrix game ; ɛ-equilibrium ; optimal strategies ; vertical linear complementarity problem ; degree ; stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract In this article, we consider a two-person game in which the first player picks a row representative matrixM from a nonempty set $$A$$ ofm ×n matrices and a probability distributionx on {1,2,...,m} while the second player picks a column representative matrixN from a nonempty set ℬ ofm ×n matrices and a probability distribution y on 1,2,...,n. This leads to the respective costs ofx t My andx t Ny for these players. We establish the existence of an ɛ-equilibrium for this game under the assumption that $$A$$ and ℬ are bounded. When the sets $$A$$ and ℬ are compact in ℝmxn, the result yields an equilibrium state at which stage no player can decrease his cost by unilaterally changing his row/column selection and probability distribution. The result, when further specialized to singleton sets, reduces to the famous theorem of Nash on bimatrix games.
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    URL: http://dx.doi.org/10.1007/BF01254380
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  • 15
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    Proof of global stability, transitional dynamics, and international capital flows in a two-country model of innovation and growth (1996)
    Springer
    Journal of economics 64 (1996), S. 53-84 
    Details
    ISSN: 1617-7134
    Keywords: convergence ; international trade ; international capital flows ; stability ; endogenous growth ; F12 ; O41
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract Global stability properties of dynamic two-country models can be easily studied in the case of perfect international capital flows. With internationally constant relative productivities, balanced-growth path values for factor prices will hold on any path leading to the balanced-growth path unless one country experiences a period of no innovation. Innovation rates converge in the case of perfect international knowledge spillovers but long-run consumption levels and trade patterns are path-dependent. GDP per capita is predicted to converge slowly despite the presence of perfect international capital markets and no explicit inclusion of adjustment costs. The trade balance of the rich country is initially positive but after some time turns into a deficit.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01237525
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  • 16
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    Probabilistic macroseismic hazard assessment for Nicaragua (preliminary results) (1996)
    Springer
    Natural hazards 13 (1996), S. 179-202 
    Details
    ISSN: 1573-0840
    Keywords: Central America ; Nicaragua ; intensity attenuation ; seismogenic regions ; destructive crustal events ; macroseismic hazard
    Source: Springer Online Journal Archives 1860-2000
    Topics: Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A probabilistic macroseismic hazard assessment has been done for Nicaragua. For this, the most complete catalogue for Central America, compiled by NORSAR in Norway has been used. In this catalogue, empirical intensity attenuation relations were found. Using these empirical relations, magnitudes were changed to epicentral intensities expected in sites where no intensities had been reported. The calculated intensities from a polygon surrounding Nicaragua were used to assess the macroseismic hazard in the region. For the whole polygon, the cumulative intensity frequency was calculated resulting in a b-value of 0.60 for an intensity interval of V–IX. The time completeness was also studied indicating that, for strong events causing higher intensities (I 0 ≥ VII), the catalogue is complete for events that have been recorded since 1840. The whole polygon was cut into independent seismotectonic regions where the statistical procedure (intensity frequency and time completeness) was done.
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    URL: http://dx.doi.org/10.1007/BF00138482
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  • 17
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    Stability in multistage stochastic programming (1995)
    Springer
    Annals of operations research 56 (1995), S. 79-93 
    Details
    ISSN: 1572-9338
    Keywords: Multistage stochastic programs ; optimization in Banach spaces ; stability ; approximation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract Multistage stochastic programs are regarded as mathematical programs in a Banach spaceX of summable functions. Relying on a result for parametric programs in Banach spaces, the paper presents conditions under which linearly constrained convex multistage problems behave stably when the (input) data process is subjected to (small) perturbations. In particular, we show the persistence of optimal solutions, the local Lipschitz continuity of the optimal value and the upper semicontinuity of optimal sets with respect to the weak topology inX. The linear case with deterministic first-stage decisions is studied in more detail.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF02031701
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  • 18
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    Stability results for approximately efficient solutions (1994)
    Springer
    OR spectrum 16 (1994), S. 47-52 
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    ISSN: 1436-6304
    Keywords: Vector optimization ; approximately efficient solutions ; stability ; Vektoroptimierung ; Näherungslösungen ; Stabilität
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Wir führen ein Konzept für Näherungslösungen in der Vektoroptimierung ein und vergleichen dieses mit einem neuen Konzept aus [8]. Weiterhin untersuchen wir Beziehungen zwischen der Menge der Näherungslösungen eines Vektoroptimierungsproblems und den Näherungslösungen eines entsprechenden parametrischen Ersatzproblems. Schließlich beweisen wir Stabilitätseigenschaften des skalaren Ersatzproblems.
    Notes: Abstract We introduce a concept for approximately efficient solutions in vector optimization and compare it with another recent concept given in [8]. Further, we study relations between the set of approximately efficient solutions of a vector optimization problem and the approximate solutions of a corresponding parametric surrogate optimization problem. Finally, we prove stability properties for the scalar surrogate problem.
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    URL: http://dx.doi.org/10.1007/BF01719703
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  • 19
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    Sequential stability of the constant cost dynamic lot size model-searching for monotonicity (1994)
    Springer
    OR spectrum 15 (1994), S. 197-203 
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    ISSN: 1436-6304
    Keywords: Inventory ; dynamic programming ; stability ; Lagerhaltung ; Dynamische Optimierung ; Stabilität
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Die Menge der Kostenparameter, für die eine optimale Lösung des dynamischen Losgrößenmodells optimal bleibt wird hier Stabilitätsregion genannt. Die Größe einer solchen Menge kann als Maß der Robustheit einer Lösung angesehen werden. Es ist zu erwarten, daß die Stabilitätsregionen mit wachsendem Zeithorizont schrumpfen und daß sie in diesem Sinne monoton sind. In der vorliegenden Arbeit werden verschiedene hinreichende Bedingungen für diese Monotonie untersucht. Die Bedingungen setzen unter anderem die Existenz von Planungs- und Vorhersage-Horizonten voraus und verallgemeinern so Ergebnisse einer früheren Arbeit, in der Aussagen für gewöhnliche Planungs-Horizonte vorgestellt wurden.
    Notes: Abstract The set of cost inputs for which an optimal solution of the dynamic lot size model remains valid is called stability region. The size of this region may be viewed as a measure of robustness of a solution. It is an expectation that the stability regions shrink with growing time horizons and that they are monotonous in this sense. In the present paper several sufficient conditions implying monotonicity will be studied. The conditions cover the existence of planning and forecast horizons and generalize the results of a previous paper in wich monotonicity results were presented for the case of ordinary planning horizons.
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    URL: http://dx.doi.org/10.1007/BF01719450
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  • 20
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    Economic growth with environmental damage and technical progress (1994)
    Springer
    Environmental and resource economics 4 (1994), S. 241-249 
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    ISSN: 1573-1502
    Keywords: Economic growth ; pollution control ; technical progress ; tradeable pollution permits ; stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Energy, Environment Protection, Nuclear Power Engineering , Economics
    Notes: Abstract The papers on economic growth with environmental constraints usually ignore the effect of technical progress, this results in static steady state solutions. This paper examines the problem of optimal economic growth with environmental damage, technical progress taken into account, which produces a steady state solution that corresponds to an equilibrium growth, with non-constant emissions and pollutant stock. As a means of steering the economy along the optimal path, two types of tradeable pollution permits are analyzed. The method of stabilizing the optimal path, leading to a steady state, is suggested.
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    URL: http://dx.doi.org/10.1007/BF00692326
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  • 21
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    Bifurcations in parametric nonlinear programming (1990)
    Springer
    Annals of operations research 27 (1990), S. 343-369 
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    ISSN: 1572-9338
    Keywords: Bifurcation ; singularities ; continuation ; parametric nonlinear programming ; stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract Bifurcation and continuation techniques are introduced as a class of methods for investigating the parametric nonlinear programming problem. Motivated by the Fritz John first-order necessary conditions, the parametric programming problem is first reformulated as a closed system of nonlinear equations which contains all Karush-Kuhn-Tucker and Fritz John points, both feasible and infeasible solutions, and relative minima, maxima, and saddle points. Since changes in the structure of the solution set and critical point type can occur only at singularities, necessary and sufficient conditions for the existence of a singularity are developed in terms of the loss of a complementarity condition, the linear dependence constraint qualification, and the singularity of the Hessian of the Lagrangian on a tangent space. After a brief introduction to elementary bifurcation theory, some simple singularities in this parametric problem are analyzed for both branching and persistence of local minima. Finally, a brief introduction to numerical continuation and bifurcation procedures is given to indicate how these facts can be used in a numerical investigation of the problem.
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    URL: http://dx.doi.org/10.1007/BF02055201
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  • 22
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    Stochastic scheduling problems II-set strategies- (1985)
    Springer
    Mathematical methods of operations research 29 (1985), S. 65-104 
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    ISSN: 1432-5217
    Keywords: Additive cost criterion ; analytic behaviour of strategies ; ES strategy ; list schedule ; MES strategy ; priority rule ; quasi-stability ; regular measure of performance ; scheduling problems ; set strategy ; shift property ; stability ; stochastic scheduling
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract The paper introduces the finite class of set strategies for stochastic scheduling problems. It is shown that the knownstable classes of strategies such as ES and MES strategies are of this type, as arelist-scheduling strategies such as LEPT and SEPT and other, more complicatedpriority-type strategies. Roughly speaking, set strategies are characterized by the fact that the decision as to which jobs should be started at timet depends only on the knowledge of the two sets of jobs finished up to timet and being processed at timet. Contrary to list scheduling strategies, set strategies may involve deliberate idleness of machines, i.e. may not be greedy and can therefore not generally be induced by priority rules. It is demonstrated that set strategies have useful properties. They are e.g.λ n -almost everywhere continuous and therefore show satisfactorystability behaviour w.r.t. weak convergence of the joint distribution of job durations. Furthermore, the optimum w.r.t.all strategies is already attained on this class if job durations are independent and exponentially distributed and the performance measure fulfills a certainshift condition. This shift property is a quite natural concept and generalizes aspects of the notion ofadditivity in semi-Markov decision theory and stochastic dynamic optimization. Its complete analytical characterization is a major object of this paper. Typical additive cost criteria such as makespan and flowtime are of course covered, which yields simultaneously a first step towards generalization of optimality of LEPT and SEPT rules, as known for special cases. In fact, in view of the obtained optimality result, the question of when deliberate idleness of machines can be avoided, gains considerable interest, as it characterizes stochastic environments in whichpriority strategies are optimal. This provides a major link with current research on the analysis of networks of queues in the context of computer systems.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01918198
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  • 23
    Electronic Resource
    Electronic Resource
    Stochastic scheduling problems I — General strategies (1984)
    Springer
    Mathematical methods of operations research 28 (1984), S. 193-260 
    Details
    ISSN: 1432-5217
    Keywords: Analytic behaviour of strategies ; continuous strategies ; ES strategies ; MES strategies ; machine idleness ; monotonicity behaviour ; optimal strategies ; preselectivity ; regular measure of performance ; scheduling problems ; stability ; stochastic dynamic optimization ; stochastically ordered distributions ; stochastic scheduling
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract The paper contains an introduction to recent developments in the theory of non-preemptive stochastic scheduling problems. The topics covered are: arbitrary joint distributions of activity durations, arbitrary regular measures of performance and arbitrary precedence and resource constraints. The possible instability of the problem is demonstrated and hints are given on stable classes of strategies available, including the combinatorial vs. analytical characterization of such classes. Given this background, the main emphasis of the paper is on the monotonicity behaviour of the model and on the existence of optimal strategies. Existing results are presented and generalized, in particular w.r.t. the cases of lower semicontinuous performance measures or joint duration distributions having a Lebesgue density.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01919323
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