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  • 1
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    OR spectrum 5 (1983), S. 1-13 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Das Ellipsoidverfahren ist das erste bekannte Verfahren, das lineare und konvexe Optimierungsprobleme im Sinne der Komplexitätstheorie effizient löst. Mithilfe eines einfachen Rechnermodells führen wir kurz einige zum Verständnis notwendige Begriffe der Komplexitätstheorie ein und geben anschließend einen Überblick über die algorithmischen Vorläufer, die zur Entwicklung des Ellipsoidverfahrens geführt haben. Wir beschreiben die grundlegende geometrische Idee sowie eine Basisversion des Verfahrens, für die wir den Nachweis führen, daß sie lineare Programme im komplexitätstheoretischen Sinne effizient löst. Wir diskutieren einige Modifikationen der Basisversion und skizzieren die algorithmische Äquivalenz von Optimierung und Separation, die auf der Ellipsoidmethode beruht. Anhand eines Beispiels erläutern wir, wie diese Äquivalenz zu einem einheitlichen Modell effizienter Methoden geführt hat, das es erlaubte, weitere, effizient lösbare Probleme zu entdecken.
    Notes: Summary The ellipsoid method is the first known algorithm which in the sense of computational complexity solves linear and convex programming problems efficiently. Based on a simple computational model we introduce some notions from complexity theory and survey the historical antecessors which led to the development of the ellipsoid method. We discribe the fundamental geometric idea as well as a basic version of the algorithm and prove that this basic version gives an efficient algorithm for linear programming problems. We discuss some modifications of the basic method and outline the algorithmic equivalence of optimization and separation which is a consequence of the ellipsoid algorithm. By means of an example we show how this equivalence has led to a unifying framework for efficient algorithms which allowed to discover further efficiently solvable problems.
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  • 2
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    OR spectrum 5 (1983), S. 25-32 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Wir betrachten ein Parallelsystem ausn identischen fehleranfälligen Komponenten. Ausgefallene Komponenten werden in einem Reparaturkanal repariert. Unter der Annahme, daß die Lebensdauern exponentialverteilt sind und die Reparaturdauern eine Verteilung vom Phasentyp besitzen, zeigen wir: Die Verteilung der Beschäftigungsperiode im Reparaturkanal, der Anzahl der während der Beschäftigungsperiode reparierten Komponenten und der stationären Ausfallzeit des Systems sind ebenfalls vom Phasentyp. Wir geben eine auch algorithmisch brauchbare Analyse des stationären Verhaltens Modells und berichten über einige numerische Ergebnisse.
    Notes: Summary We consider a parallel system consisting ofn identical components subject to failures. Failed components are repaired by a single repairman. Under the assumptions that the failure times are exponential and the repair times are of phase type, it is shown that the busy period of the repairman, the density of the number of components repaired during a busy period and the stationary down time of the system are also of phase type. Some numerical examples and an algorithmically tractable steady state analysis of the model are presented.
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  • 3
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    OR spectrum 5 (1983), S. 59-59 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
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  • 4
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    OR spectrum 5 (1983), S. 33-43 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In diesem Beitrag werden zwei grundsätzlich verschiedene Vorgehensweisen zur Bestimmung optimaler Losgrößen für mehrstufige, mehrperiodige Produktionssysteme mit Fließbandstruktur untersucht. Bei der ersten Lösungsmethodik werden zunächst Losgrößen für die erste Produktionsstufe ermittelt, die dann bei der Bestimmung der Losgröße für die nächste Stufe berücksichtigt werden. Bei der zweiten Vorgehensweise werden zuerst die Losgrößen füralle Produktionsstufen der ersten Periode berechnet, dann die Losgrößen füralle Produktionsstufen der zweiten Periode etc. Diese zweite Vorgehensweise besitzt den Vorteil, daß bei ihr die Kosten- und Produktionsstruktur des Systems gleichzeitig berücksichtigt werden. Der Vergleich erfolgt mit Hilfe einer großen Zahl von Simulationsexperimenten.
    Notes: Summary This paper focuses on heuristic procedures for multi-stage assembly systems. Level-by-Level and Period-by-Period approaches are compared based on a large set of simulation experiments. The Period-by-Period approach we propose is of practical importance because the method considers the cost structure and the product structure of the system simultaneously.
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  • 5
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Summary Various methods of estimating the road distances between cities are known by literature. In application to the Federal Republic of Germany, they all do not satisfy the user. Therefore a new model is suggested in this paper. Compared with the traditional method, which inflates the straight-line distance between two cities by a constant factor, the new approach gives much better mileage estimates.
    Notes: Zusammenfassung Für das Schätzen von realen Straßenentfernungen sind in der Literatur verschiedene Verfahren vorgestellt worden, die aber — bezogen auf die Bundesrepublik Deutschland — keine befriedigenden Ergebnisse zeigen. Im vorliegenden Beitrag wird daher zur Entfernungsschätzung das Konzept der gebietspaarspezifischen Umwegfaktoren entwickelt. Das neue Verfahren ist unmittelbar anwendbar und bringt gegenüber dem gebräuchlichen Arbeiten mit einem konstanten Umwegfaktor um 25% bzw. 40% genauere Schätzungen der realen Entfernungen.
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  • 6
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    OR spectrum 5 (1983), S. 87-90 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In dieser Arbeit wird ein Algorithmus zur Ermittlung nächstbester Wege in zyklenfreien Netzen dargestellt. Das Verfahren beginnt mit der Bestimmung eines kürzesten Baumes, der auf eine Kandidatenliste gesetzt wird. Mit jedem Schritt wird ein Baum von der Kandidatenliste entfernt, dessen zugehöriger Weg zwischen Netzanfang und -ende minimal ist. Anschließend werden jeweils benachbarte Bäume des soeben entfernten Baumes erzeugt und derart in die Liste aufgenommen, daß Wiederholungen ausgeschlossen sind. Diese Vorgehensweise wiederholt sich, bis alle gewünschten Wege ermittelt sind. Auch die Komplexität des Verfahrens wird untersucht.
    Notes: Summary In this paper an algorithm for ranking paths in acyclic networks is presented. The algorithm is initialized with the determination of the shortest tree, which is placed in a candidateList. At each step the tree for which is minimal the distance of the path between two specified nodes is removed fromList. Some adjacent trees of the removed one are generated and placed inList in such a way that repetitions are avoided. This method is repeated until the desired paths have been determined. The computational complexity of the algorithm is studied too.
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  • 7
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    OR spectrum 5 (1983), S. 104-104 
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    Topics: Mathematics , Economics
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  • 8
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    OR spectrum 5 (1983), S. 105-118 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Summary In this paper maintenance models are surveyed. Stochastic models are emphasized which involve maintenance actions as preventive renewals, inspections and supply with standby and repair units. The focus is on work describing the optimal policy for a given cost structure.
    Notes: Zusammenfassung Dieser Artikel gibt einen Überblick über Instandhaltungsmodelle. Es werden überwiegend stochastische Modelle betrachtet, die den Einsatz von Instandhaltungsaktionen wie vorbeugende Erneuerungen, Inspektionen und Bereitstellung von Ersatzelementen und Reparatureinheiten beschreiben. Der Schwerpunkt liegt auf Arbeiten, welche die optimale Strategie bei gegebener Kostenstruktur angeben.
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  • 9
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    OR spectrum 5 (1983), S. 123-123 
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    Topics: Mathematics , Economics
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  • 10
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    OR spectrum 5 (1983), S. 129-148 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
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  • 11
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    OR spectrum 5 (1983), S. 174-174 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
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  • 12
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    OR spectrum 5 (1983), S. 193-193 
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  • 13
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    OR spectrum 5 (1983), S. 194-194 
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  • 14
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    OR spectrum 5 (1983), S. 195-205 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Es wird ein Verfahren beschrieben, das die Anzahl der Kanten eines gegebenen ungerichteten Netzwerkes in der Weise verringert, daß die kürzesten Entfernungen zwischen den ursprünglichen Knoten erhalten bleiben. Es beruht auf der Anwendung der Dreiecksungleichung und der Erzeugung zusätzlicher Knoten. Das Verfahren bewirkt für Netzwerk-Optimierungsprobleme, etwa für das Rundreiseproblem, eine wesentliche Reduzierung der Anzahl der Variablen und des Lösungsaufwands. Die Rechenergebnisse zeigen, daß die reduzierte Anzahl der Kanten etwa linear von der Anzahl der Knoten des Netzwerks abhängt.
    Notes: Summary We describe a procedure for reducing the number of edges of a given nonoriented network in such a way, that the shortest distances between the original vertices are conserved. It is based on the triangle condition and on generating additional vertices. For a network optimization problem, such as the travelling salesman problem, the procedure achieves an essential reduction of the number of variables and of the solution effort. The computational results show that the reduced number of edges depends about linearly on the number of vertices.
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    OR spectrum 5 (1983), S. 240-240 
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  • 16
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    OR spectrum 5 (1983), S. 242-242 
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    Topics: Mathematics , Economics
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  • 17
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Es wird ein stochastisches, periodisches Lagerhaltungsmodell für ein verderbliches Gut untersucht, bei dem die Lieferzeit eine Periode beträgt und der Bedarf stets befriedigt werden muß. Die Verderblichkeitsrate wird nicht spezifiziert. Das Modell ist eine Verallgemeinerung der verschiedenen existierenden EOQ Modelle für verderbliche Güter und der Periodenmodelle für nichtverderbliche Güter. Ein Beispiel dient der Demonstration.
    Notes: Summary A probabilistic scheduling period inventory model is developed for continuously deteriorating items, in which the lead time is exactly of one scheduling period, shortages are not allowed, and a general deterioration function is employed. The developed model is shown to be a generalization of the various, existing EOQ models for deteriorating items and the scheduling period model for nondeteriorating items. An example is also furnished.
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    OR spectrum 5 (1983), S. 97-103 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Periodizität ist eine einfache Form der Nichtstationarität bei Markoffschen Entscheidungsprozessen. In dieser Arbeit werden sukzessive Approximationen für diskontierte und nichtdiskontierte periodische Markoffsche Entscheidungsprozesse betrachtet. Für solche Prozesse können Iterationsschritte ohne Verlust der Effizienz durchgeführt werden, wenn nur die Prozedur vernünftig gewählt wird. Darüber hinaus können — dies ist sehr wichtig — scharfe Grenzen für die Wertfunktion angegeben werden. Über numerische Erfahrungen wird berichtet.
    Notes: Summary Periodicity is a simple form of nonstationarity in Markov decision processes. In this paper successive approximations are considered for discounted and undiscounted periodic Markov decision processes. For this type of process iteration steps can be performed without any loss of efficiency, provided the type of procedure is sensibly chosen. Moreover, and most important, it is possible to derive sharp bounds for the value function. Numerical evidence is provided.
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  • 19
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    OR spectrum 5 (1983), S. 123-123 
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    OR spectrum 5 (1983), S. 149-168 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Summary The present study deals with economical, mathematical and EDP-organisational aspects of a plant-model, which was developed for a big service-center for data-processing. Main problems can be seen in the allocation of the high shares of fixed costs and long-term capacity-bottlenecks. The numerical data of the model is shown in matrices and is available for various periodical as well as specific reports for calculation, analysis and simulation purposes. In addition to the usual basic information, the periodical cost- and output-reports also contain the allocation of reserve operating costs and opportunity costs. In the long run, these items have guiding effects, so that they must not be neglected in an accounting-model to support decision-making.
    Notes: Zusammenfassung Die vorliegende Arbeit behandelt betriebswirtschaftliche, mathematische und EDV-organisatorische Aspekte eines für ein großes Service-Rechen-zentrum entwickelten Betriebsmodelles. Besondere Problemschwerpunkte stellen die Behandlung der hohen Fixkostenanteile und der längerfristig relevanten Kapazitätsengpässe dar. Das Zahlenmaterial des Modelles ist in Matrizen geordnet und steht für vielfältige periodische und situationsbezogene Bewertungs-, Analyse- und Simulationsrechnungen zur Verfügung. Die periodischen Kosten- und Leistungsberichte beinhalten neben den üblichen Grundinformationen die Verrechnung von Betriebs-Bereitschafts-Kosten und Opportunitätskosten. Von diesen längerfristig ausgerichteten Wertgrößen gehen Lenkungseffekte aus, die in einer entscheidungsorientierten Kostenrechnung nicht vernachlässigt werden dürfen.
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    OR spectrum 5 (1983), S. 175-192 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Summary This paper is concerned with multiobjective linear programming and presents an algorithm for displaying computer graphics. The method is based on the classical oneparametric linear programming. It determines a spectrum of efficient criteria values, which can be visualized by means of piecewise linear functions. By some examples it is shown how to use the new algorithm for extending standard LP-packages to a flexible graphical multicriteria analysis.
    Notes: Zusammenfassung In diesem Artikel wird ein Algorithmus zur Erstellung von Computergraphiken für den Fall der linearen Optimierung bei mehrfacher Zielsetzung vorgestellt. Das Verfahren beruht auf der klassischen einparametrischen linearen Optimierung und bestimmt ein Spektrum effizienter Kriterienwerte, die mit Hilfe stückweise linearer Funktionen dargestellt werden können. Beispielhaft wird gezeigt, wie sich jedes Standard-LP-Paket mit dem vorgestellten Verfahren in einfacher Weise für eine flexible graphische Multikriteria-Analyse erweitern läßt.
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  • 23
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    OR spectrum 5 (1983), S. 206-206 
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    OR spectrum 5 (1983), S. 207-218 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In dieser Arbeit analysieren wir ein Bedienungsmodell mit einem Poisson-Prozeß wechselnder Intensität als Ankunftsprozeß und allgemeinen Bedienungszeiten. Das Modell ist von Interesse, da der Ankunftsprozeß sowohl ein Erneuerungsprozeß als auch kein Erneuerungsprozeß sein kann. (Variationskoeffizienten größer eins). Daher kann die Wirkung einer „Erneuerungsannahme“ untersucht werden. Zur Analyse benutzen wir Ergebnisse aus der Theorie der regenerativen Prozesse, sowie „up and down crossing“ Eigenschaften des Warteschlangenprozesses. Im letzten Abschnitt diskutieren wir Sensitivitätsfragen bezüglich der Erneuerungsannahme und den Einfluß des dritten Momentes der Zwischenankunftszeiten.
    Notes: Abstract This paper presents an analysis of a queueing model with a switched Poisson arrival process and general services times. The model is interesting since the arrival process covers both renewal and non-renewal processes with coefficients of variation larger than one. With the model, the consequence of a ‘renewal assumption’ can be investigated. The analysis is done using arguments from the theory of regenerative processes and up and down crossing properties of the queue length process. In the last part of the paper sensitivity questions are discussed with respect to the renewal assumption and the influence of the third moment of the interarrival time.
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    OR spectrum 5 (1983), S. 229-239 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In diesem Beitrag werden Algorithmen zum Auf- und Ab-Datieren der Lösung des linearenL 1-Regressionsproblems ∥b−Ax∥1→min nach der Hinzu oder Herausnahme einer Spalte oder Zeile vonA sowie dem Ändern der rechten Seiteb vorgestellt. Dabei wird das reduzierte Simplex-Tableau des Algorithmus von I. Barrodale und F. D. K. Roberts aufbzw. abdatiert. Die Ergebnisse empirischer Tests werden dargestellt.
    Notes: Summary In this paper algorithms are given for up- and down-dating the solution of the linearL 1 regression problem ∥b−Ax ∥1→min when a column or a row ofA is inserted or deleted or the right hand sideb is changed. The algorithms are up-or down-dating the condensed simplex tableau given by the algorithm of I. Barrodale and F. D. K. Roberts. The results of empirical tests are included.
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    OR spectrum 5 (1983), S. 241-241 
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    OR spectrum 5 (1983), S. 242-243 
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    OR spectrum 5 (1983), S. 44-44 
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    OR spectrum 5 (1983), S. 58-59 
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    OR spectrum 5 (1983), S. 59-60 
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    OR spectrum 5 (1983), S. 76-76 
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    OR spectrum 5 (1983), S. 77-85 
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    Description / Table of Contents: Zusammenfassung Diese Arbeit befaßt sich mit einer Variante des Fahrzeugroutenproblems, bei der jeder zu besuchenden Stadt ein nichtnegatives Gewicht zugeordnet ist und bei der alle Fahrzeuge gleich sind und die gleiche KapazitätD haben. Das Problem wird als ganzzahliges lineares Programm formuliert: Ganzzahligkeit wird über ein Branch und Bound-Verfahren erreicht. Dabei werden die Kapazitätsbeschränkungen zunächst relaxiert und nur dann wieder einbezogen, wenn sie verletzt werden. Drei Varianten dieses Basisverfahrens werden untersucht. Exakte Lösungen werden für Probleme mit 15 bis 50 Städten erhalten.
    Notes: Summary This paper considers a version of the vehicle routing problem in which a non-negative weight is assigned to each city to be visited and where all vehicles are identical and have the same capacityD. The weight assigned to a vehicle on a given route may not exceed this capacity. The problem is formulated as an integer program: integrality is obtained by means of a branch and bound procedure; capacity constraints are first relaxed, and introduced only when they are found to be violated. Three variants of this basic algorithm are examined. Exact solutions are obtained for problems ranging from 15 to 50 cities.
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    Empirical economics 8 (1983), S. 1-8 
    ISSN: 1435-8921
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    Topics: Economics
    Notes: Abstract The purpose of this paper is to propose an extension of the conventional input-output forecasting technique to allow projection of gross output of product-specific sectors. A single sector of particular interest in the United States national table is disaggregated into a number of smaller, product-specific sectors. These sectors, along with several other sectors engaged in significant trade with the product-specific sectors, form a compact input-output model. The model is employed in a conventional manner to project gross output of the modeled sectors.
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    Empirical economics 8 (1983), S. 9-13 
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    Topics: Economics
    Notes: Abstract Data on the income distribution in the Netherlands since the introduction of the income tax in 1914 are used to calculate the extent of income redistribution through the progressive rate structure. Seven indexes of income equality are used, and their values after-tax are divided by the value before-tax. The extent of inequality reduction differs substantially between inequality indexes. Pearson and Kendall correlation coefficients of the time series are presented and again, the information diverges so widely that one may doubt the usefulness of the conventional summary statistics of income inequality.
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    Notes: Abstract In this paper we compaia the predictive power of two types of model of nominal income: one based on a simple single equation aggregate framework; the second disaggregated into price level and output components. The source of the decomposition of nominal income of the type of model that is considered here are the twin hypotheses of rational expectations and structural neutrality. The model chosen as being representative of this approach to macroeconomic model building and against which some single equation models are compared isBarro's [1978] model of the price level and output in the U.S.
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    Empirical economics 8 (1983), S. 59-62 
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    Topics: Economics
    Notes: Abstract This note tests the joint hypothesis of rational expectations and perfect substitutability between assets denominated in US dollars, deutsche marks and pound sterling. The hypothesis implies that the forecast errors from the uncovered interest rate parity condition follow a white noise process. Using a test based on the frequency domain properties of white noise processes, the hypothesis is not rejected on a sample of monthly observations from January 1974 to December 1981.
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    Empirical economics 8 (1983), S. 71-85 
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    Topics: Economics
    Notes: Abstract The purpose of this paper is to highlight the superiority of the Kalman filter over Ordinary Least Squares for estimating the unknown coefficients of the classical linear regression model. Both methods are analyzed with respect to their optimality properties and their usefulness in dealing with multicollinearity. Theoretical results are applied to two economic models.
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    Empirical economics 8 (1983), S. 93-109 
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    Topics: Economics
    Notes: Abstract This paper attempts to analyze the implications of the organizational structure of the firms on economic growth and income distribution. The approach used byBeckmann [1977] is generalized and used explicitly as the starting point. The impact of the administrative structure on output growth is then studied using an extension of the Growth-Accounting-Method incorporating the quality of the labor force. Regarding income distribution it is shown that the coefficients of Pareto distributions can be obtained from the characteristics of the administrative structure. Their contribution to growth is evaluated.
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    Empirical economics 8 (1983), S. 125-138 
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    Notes: Abstract This paper examines the relationship between competitive shares and relative prices for the exports of Japan, Korea and India over the past fifteen years. For Japan the results are consistent with neotechnological theories, and may be explained by a recently explicated model which applies the logic of Hicks' induced innovation mechanism to trade analysis. For the developing countries the results are found to be systematically associated with foreign trade regimes pursued as a part of overall development strategies. Thus the applicability of typical results derivable from standard static trade theories are found to be bound or restricted to special cases defined by stages of economic development, and by policy choices.
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    Empirical economics 8 (1983), S. 169-175 
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    Notes: Abstract This papei examines the dynamic responses of prices to wage and productivity changes and distinguishes between short-run and long-run effects. The long-run solution of the dynamic specification is consistent with the hypothesis of markup pricing over unit labour costs. The restrictions implied by this long-run behaviour are not rejected.by U.S. data. In addition, the evidence supports the view that the short-run wage effects are significantly stronger than productivity effects.
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    Empirical economics 8 (1983), S. 187-202 
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    Notes: Abstract Empirical assessment of rationality of inflationary expectations has attracted considerable interest. However no conclusive evidence has emerged in favour nor against the hypothesis of rationality. In this paper a new set of data is used to test the weak-form rationality of survey based expectations for a fairly large group of countries with very different inflationary experiences. The empirical tests carried out in the paper show that two necessary conditions of weak-form, linear rationality are met for four of the seven countries in the sample: France, Germany, Netherlands and Belgium, which happen to be the countries with relatively stable and low rates of inflation. This conditions are not, however, met in the case of Italy and Denmark, with the U.K. being a marginal case. The interpretation of these results is left open in the paper.
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    Empirical economics 8 (1983), S. 215-227 
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    Topics: Economics
    Notes: Abstract A unified structure for recommended families of prior distributions for the coefficients of a distributed lag model is discussed. It enables us to highlight the essential similarities and differences between these families. We also examine theextent to which the families are adequate approximations to the opinions of a potential user.
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    Empirical economics 8 (1983), S. 15-45 
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    Notes: Abstract The objective of this paper is to analyze the causes of inflation projected for Canada through out the 1980s, using CANDIDE Model 2.0 as reported in the 18th Annual Review base case. Our analysis suggests that, in the medium-run inflation is not only a monetary phenomenon but also caused by a host of other factors: external inflation, foreign interest rates, low productivity growth, labour market tightness, domestic energy pricing and indexation of wages to CPI, a measure of inflation that reflects both domestic and foreign price pressures. Our results indicate that the restrictive aggregate damand policies alone will not make a significant dent in inflation without incurring substantial loss in output and employment. Our analysis suggests that we might better fight inflation using a balanced mix of aggregate demand and supply management policies and incentive based income policies.
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    Empirical economics 8 (1983), S. 63-69 
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    Notes: Abstract Econometric theory has provided several rival tests of functional form specifications in economic relations, but there is little empirical experience in using many of them. This note reports some practical applications, and compares the performance of various tests, in specifying dynamic econometric models.
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    Empirical economics 8 (1983), S. 87-92 
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    Notes: Abstract In a recent paper Deaton formulated a novel disequilibrium theory of saving behaviour. The essence of his hypothesis is that individual consumers have no possible means of distinguishing relative from absolute price changes. This hypothesises subject to further empirical testing in our note. Using data for Canada, Japan, the United Kingdom and the United States we re-examine the hypothesis assuming either static, adaptive, extrapolative or rational price and output expectations.
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    Empirical economics 8 (1983), S. 119-123 
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    Notes: Abstract According toWolters [1976], there are 7 non-zero eigenvalues for each of four alternatively estimated versions of an Econometric Model of the Federal Republic of Germany. In a comment,Uebe [1977] asserts that the number of non-zero eigenvalues of each of these four versions is 11. However, we shall argue on theoretical grounds that there cannot be more than 10 non-zero eigenvalues. Stating the exact number is a delicate matter.
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    Empirical economics 8 (1983), S. 111-117 
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    Notes: Abstract Betancourt/Kelejian [1981] have recently warned against using the Cochrane-Orcutt procedure in models which include a lagged endogenous variable because this procedure can have more than onefixed point even asymptotically. FollowingSargan [1964], we argue instead that fixed points are not necessarily minima and that the question of practical importance is whether the residual sum of squares can have multipleminima. Within this formulation of the problem, we provide the firstreal example of multiple minima obtainable by the Cochrane-Orcutt procedure — with or without a lagged endogenous variable — and use it to caution against routine use of this procedure.
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    Empirical economics 8 (1983), S. 139-168 
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    Notes: Abstract This paper presents a simple macroeconomic model that includes all of the main channels of transmission for fiscal policy and that can generate either Keynesian or monetarist results for the impact of fiscal policy depending on the values assumed for particular parameters. The structure of this model, called KEMO for KEynesian-MOnetarist, was kept very simple and schematic. The objective of this paper is to examine through simulations of the model the degree of sensitivity of the fiscal multiplier to certain hypotheses concerning the way the economy functions and the value of certain parameters, as well as the dynamic process of adjustment of the economy to a fiscal shock.
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    Empirical economics 8 (1983), S. 177-186 
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    Notes: Abstract A model is developed and tested to relate capital formation, sales and capacity utilization in manufacturing to expected inflation and expected interest rates through anticipated real wealth effects. Expected future inflation causes purchases of storeable manufactured goods in advance and accumulations of physical capital. The former increases capacity utilization, while the latter decreases it. Expected increases in interest rates have an impact on sales and capital formation opposite to that of expected increases in prices. Finally, if expected inflation is accompanied by a propertionate increase in expected interest rates, sales decline more than capital formation, and hence capacity utilization contracts.
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    Empirical economics 8 (1983), S. 203-214 
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    Notes: Abstract This paper provides empirical evidence in favor of the Schumpeterian hypothesis using single equation models. A simultaneous equation model is then developed which examines the interaction of R & D, growth and profitability.
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    Empirical economics 8 (1983), S. 229-245 
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    Notes: Abstract The paper addresses the dynamic interaction between strikes and wage increases in aggregate labor markets. Attention is drawn to the fact that pertinent empirical studies typically suffer from an ignorance of the simultaneous-equations character of this topic and, hence, of the involved problems of parameter identification and of the proper choice of estimation technique. Tests of statistical causality are employed and provide answers as to (i) the appropriateness of exogenity assumptions made by and (ii) the identification status of the model, (iii) the correct choice of estimation technique, and (iv) the proper selections of time series among alternative empirical representations of a theoretical variable.
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    Papers in regional science 27 (1971), S. 95-117 
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    Topics: Geography , Economics
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    Papers in regional science 27 (1971), S. 119-133 
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    Papers in regional science 27 (1971), S. 63-93 
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    Papers in regional science 27 (1971), S. 151-166 
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    Papers in regional science 27 (1971), S. 167-180 
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    Papers in regional science 27 (1971), S. 45-60 
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    Notes: Summary This paper delves into a more explicit analysis of demand in space than has been undertaken heretofore. Utility theory is used to develop the concepts of spatial income-distribution effect, spatial-induced income effect, and spatial substitution effect, the effects on demand of changes or differences in location. Indifference curve analysis is employed to give a graphical interpretation to these concepts. The use of this general approach to demand in space makes it apparent that the usual assumption of uniform partial demand curves is logically inconsistent in a spatial context. An assumption of spatial homogeneity of general demand functions and of income distribution is found to imply (1) generally nonidentical partial demand curves at different points in space, and thus that the existence of the demand cone requires special conditions, (2) cases where purchases may rise with increasing distance from the mill, (3) the lack of independence among the ranges of different goods, and (4) nonuniformity in the size of ranges for a given good (a) sold at different centers and (b) sold in different directions from one center. Further work on this topic is indicated along the lines of loosening the many restrictions imposed during the analysis. Two-dimensional rather than the linear markets, discriminatory f.o.b. or equalized delivered pricing rather than nondiscriminatory f.o.b. pricing, and a transportation system with limited rather than ubiquitous access are some cases in point.
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    Papers in regional science 27 (1971), S. 136-150 
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    Notes: Some Tentative Conclusions Recepitulating the main tentative findings, it appears that multivariate analysis may be a useful tool for analyzing linkages existing in regional economies. The sample of input-output tables so far examined was far too small for any regularities to emerge. Nonetheless, the pervasiveness of links based on spatial proximity rather than technical affinity in the first subsystem falls in line with theoretical considerations and deserves careful attention. Other limitations inherent in the use of a fixed coefficients production function underlying an input-output table and the dependence of the results upon accidents of an industrial classification developed for other purposes, especially in the treatment of services, have already been mentioned. The results so far derived seem also to indicate that the rather frequent use of small, highly aggregated input-output tables for regional studies limits their usefulness. As far as multivariate analysis is concerned, the highest possible degree of detail would be required.
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    Papers in regional science 27 (1971), S. 182-193 
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    Papers in regional science 27 (1971), S. 195-227 
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    Papers in regional science 27 (1971), S. 229-245 
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    Papers in regional science 27 (1971), S. 247-256 
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    Decisions in economics and finance 6 (1983), S. 3-17 
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    Description / Table of Contents: Abstract This paper concerns the discrete minimax problem of the loaded dice. Two local minimax conditions are applied to the problem. The first is necessary and substantially already known, the second is sufficient, new and contained in a previous work by the Author. Ifn consecutive sums have the same maximal probability, the necessity condition for a local minimax is satisfied. Under two additional hypothesis, that often occur, the sufficient condition is satisfied too. Therefore we obtain an already known result by Clemens.
    Notes: Abstract Nell'articolo si applicano al problema di minimax discreto dei dadi truccati due condizioni di minimax locale, una necessaria, sostanzialmente già nota, e l'altra sufficiente, originale, contenute in un precedente lavoro dell'autore. Si dimostra che una distribuzione di probabilità per la qualen somme consecutive sono equiprobabili e di probabilità massima verifica la condizione necessaria e che sotto due ulteriori ipotesi, che in pratica appaiono spesso verificate, tale distribuzione verifica altresì la condizione sufficiente di minimax locale. Si deduce quindi un risultato di Clemens.
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    Decisions in economics and finance 6 (1983), S. 57-65 
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    Description / Table of Contents: Abstract The activity of a company operating on a non-life insurance market is defined and studied. The return from any insurance contract is assumed to be a submartingale. Under the assumption that the return on the portfolio is “adjustable”, useful upper bounds are obtained for the probability of ultimate ruin and for the probability of ruin in a finite time interval. The results are discussed for a market of independent risks which is stratified in risk classes; the case of risks of Poisson type and the assumption of correlation inside the risk classes are mentioned.
    Notes: Abstract Viene formalizzata e studiata l'attività di una compagnia che opera in un mercato assicurativo non vita. Si ipotizza che il guadagno realizzato sulla generica polizza sia una submartingala. Si danno disuguaglianze significative per la probabilità di rovina all'infinito ed entro l'n-mo periodo nel caso in cui il rendimento di portafoglio della compagnia sia “aggiustabile”. I risultati vengono discussi nel caso in cui il mercato sia stratificato in classi di rischio nell'ipotesi di indipendenza; si accenna al caso particolare di rischi poissoniani e all'ipotesi di correlazione interna alle classi di rischio.
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    Decisions in economics and finance 6 (1983), S. 19-30 
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    Description / Table of Contents: Abstract In this paper a modification of the method of multipliers is presented. Numerical results obtained are included too.
    Notes: Abstract In questo lavoro viene presentata una modifica del metodo dei moltiplicatori. I risultati numerici ottenuti sono poi considerati.
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    Decisions in economics and finance 6 (1983), S. 39-49 
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    Description / Table of Contents: Riassunto In grandi imprese o in sistemi economici nazionali la pianificazione riguarda un numero elevato di attività interrelate che fanno uso delle stesse risorse. Nonostante le ipotesi di base piuttosto restrittive, il modelloinput-output di Leontief è ancora uno degli strumenti più efficaci per lo studio dei flussi fisici e finanziari tra attività o settori economici. In questo lavoro viene presentato un semplice algoritmo per individuare la soluzione d'un problema di pianificazione quando sono limitati gli ammontari delle risorse. Sono dimonstrate alcune proprietà di questo algoritmo, che fu impiegato su un modello di relazioni interindustriali costruito in Venezuela e sono fornite alcune applicazioni esemplificatrici.
    Notes: Abstract In a large corporation or at the national level, planning involves a large number of inter-related activities competing for the same resources. In spite of its rather restrictive assumptions, Leontief's Input-Output model is still one of the best tool for the study of physical and financial flows between activities or economic sectors. A simple algorithm to find its solution when the available resources are limited is presented in this paper. The properties of that algorithm that was incorporated in an inter-industrial model built in Venezuela are proven and are followed by examples of application.
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    Decisions in economics and finance 6 (1983), S. 67-78 
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    Description / Table of Contents: Abstract The extension of the classical assignment problem tok-dimension is discussed, and solved in the casek=3. The problem is solved using an algorithm that mixes the ≪hungarian method≫ and the ≪branch and bound≫ technique.
    Notes: Abstract In questa nota si studia il problema di assegnazione 3-dimensionale con una estensionek-dimensionale, e si propone un algoritmo risolutivo misto derivato dall'algoritmo Ungherese e dalle tecniche «branch and bound».
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    Decisions in economics and finance 6 (1983), S. 108-108 
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    Decisions in economics and finance 6 (1983), S. 51-55 
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    Description / Table of Contents: Riassunto Si affronta il problema di individuazione d'una politica tariffaria da parte di un istituto assicuratore pubblico in condizioni di monopolio che rispetti la razionalità individuale e spinga l'assicurato a rivelare il suo tasso di sinistrosità.
    Notes: Résumé L'objectif visé par la présente étude consiste en l'apport d'une réponse que nous jugeons positive à la question suivante: un organisme étatique, placé en situation de monopole, peut-il concevoir à l'usage de sa clientèle, supposée hétérogène et soumise au régime de l'assurance obligatoire, une tarification à la fois incitatrice et respectueuse de la rationalité individuelle?
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    Decisions in economics and finance 6 (1983), S. 31-38 
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    Description / Table of Contents: Abstract This paper deals with some stochastic dominance conditions of the first, second and third order for decision problems in conditions of uncertainty. The case we consider is characterized by an assigned finite set of point of the graph of the utility function and by more than one intersection points between the distribution functions of the random gains.
    Notes: Abstract Questo lavoro fornisce condizioni di dominanza stocastica di 1°, 2° e 3° ordine per problemi di decisione in condizioni d'incertezza, quando sia nota la funzione d'utilità solo in un numero finito di punti e quando le funzioni di ripartizione dei guadagni aleatori s'intersecano più d'una volta.
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    Decisions in economics and finance 6 (1983), S. 101-107 
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    Decisions in economics and finance 6 (1983), S. 111-125 
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    The annals of regional science 5 (1971), S. 62-83 
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    Topics: Architecture, Civil Engineering, Surveying , Geography , Economics
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    The annals of regional science 5 (1971), S. 117-124 
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    The annals of regional science 5 (1971), S. 152-161 
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    Notes: Summary and Conclusions This study examines the influence of the spatial structure of city locations on air travel by considering the factors of intervening opportunities and the hierarchical system of cities in addition to the simple dimension of distance. The statistical results show that the familiar strength of the gravity model is matched by that of the intervening opportunities model, but only when all cities are analyzed together. The disaggregation of cities by size and region (hierarchy) leads to a spotty performance by both models. The generality of the gravity and intervening opportunities models is thus called into question, and the potency of the hierarchical city organization as a contributing influence determining air traffic flows is demonstrated.
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    The annals of regional science 5 (1971), S. 137-151 
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    Topics: Architecture, Civil Engineering, Surveying , Geography , Economics
    Notes: Summary Several variables have been chosen which might reasonably be expected to explain the interstate migration which has occurred in India. The independent variables used in the study explain a fairly high percentage of the variance in migration between states, and all variables except Uj are significant at the 5 percent level or better. The distance variable consistently has in absolute value the highest elasticity in the various estimated relationships, and it is the variable which contributes most in terms of addition to R2. This result is similar to those of other studies dealing with both advanced and less-developed countries, but it appears that the deterring effects of distance may be greater in India than in other countries studied. Migration in India tends to be away from low-income states and toward high-income states, a finding which is similar to those for Ghana, Egypt, and Brazil. Migration also tends to be away from and to populous states, and while migration is away from highly urbanized states, it does not seem to be toward highly urbanized places in India,ceteris paribus. However, migration does tend to be in the direction of places which are urbanizing rapidly and away from places which are urbanizing slowly. There is evidence that in India mobility tends to increase with increased education; this finding is contrary to what was found for Ghana, Egypt, and Brazil. Migration in India also tends to be toward places which display relatively high levels of educational achievement.
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    The annals of regional science 5 (1971), S. 17-37 
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    The annals of regional science 5 (1971), S. 48-60 
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    The annals of regional science 5 (1971), S. 126-136 
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    The annals of regional science 5 (1971), S. 190-194 
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    The annals of regional science 5 (1971), S. 102-111 
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    The annals of regional science 5 (1971), S. 112-125 
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    Notes: Conclusions The following conclusions may be drawn from the study: 1. It is possible to estimate the drawing power of stores through information on the origin of customers gathered in those stores. 2. The type of measures of distance decay which were estimated conform with Zipf's principle of least effort and as theorized by Huff's formulation of the standard gravity model. 3. Super market drawing power is affected by location. 4. A simplex algorithm for function fitting is an efficient and effective method of estimating the distance effect exponent. 5. It may be possible to use this technique to study the usage of other people-based activities and systems of activities.
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    The annals of regional science 17 (1983), S. 1-39 
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    Notes: Abstract The paper constitutes a survey and reassessment of the literature on location and linkages. The analysis begins with a brief review of published work on the formal character of complexes of economic activity. The issue of agglomeration economies and linkage structure is then discussed and its relation to urbanization phenomena examined. From here, the account moves into a detailed investigation of the role of transport costs in the determination of linkage patterns. An attempt is made to systematize the evidence from a large number of applied studies on the various effects of the clustering and dispersal of productive activities on linkage structure. Various empirical analyses of the organization of production units and its effect on linkages are reviewed. A composite theory is then proposed on the basis of an account of the common dependence of both location and linkage on broad production system dynamics. The paper concludes with a brief glimpse at the possibilities of extending the theoretical apparatus developed here by integrating it with work that is currently going forward on the form and evolution of local labor markets.
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    The annals of regional science 17 (1983), S. 40-55 
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    Notes: Abstract Even if the i-o method is a very popular instrument in regional studies in many countries, the generalizations concerning the crucial problems of its practical applications, i.e., compilation of a transactions table and assumption of coefficient stability, cannot be regarded as well-established. The present study deals with the methodological comparison of two i-o studies made at an interval of five years; the area under consideration is a small regional economy in Eastern Finland, Special attention is directed to the stability and influence of the most important coefficients, which are identified both on the basis of size and of a special index. Complementary findings are provided by analyzing sectoral time-series data on foreign import coefficients by regions. The conclusions derived accentuate the necessity of regional primary data in i-o accounts on the one hand, and the significance of random factors as far as the shifts of regional coefficients and their correspondence to the national ones are concerned on the other. The latter issue is obviously more important in small regional economies in highly integrated national economies, where the effect of distance on input structure by sectors is of minor importance.
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    The annals of regional science 17 (1983), S. 94-97 
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    The annals of regional science 17 (1983), S. 97-98 
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    Notes: Abstract This study is concerned with the estimation and explanation of regional differentials in productivity and with nonlabor income per unit of labor is a usable capital intensity proxy in the estimation of Cobb-Douglas production functions. The approach is to estimate labor productivity as a function: first of regional dummy variables and urbanization; second, of these variables plus capital intensity and other production function variables; and third, of all these variables plus labor force characteristics. Large regional labor productivity differentials emerge. Adding capital intensity measured either as capital stock or nonlabor income per unit of labor substantially reduces these differentials. Adding labor force characteristics then completely eliminates the differentials in most instances. At this point, however, it becomes clear that the estimates based on nonlabor income per unit of labor are as good as, if not better than, those based on the capital stock measure. Finally, the productivity disadvantage of the South is related to its low levels of education and unionization.
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    The annals of regional science 17 (1983), S. 159-165 
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    OR spectrum 5 (1983), S. 14-14 
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    OR spectrum 5 (1983), S. 15-24 
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Wir betrachten stochastische Zweipersonen-Nullsummenspiele mit der durchschnittlichen Auszahlung als Kriterium. Wir nehmen an, daß in jedem Zustand einer der Spieler das Übergangsgesetz kontrolliert und entwickeln einen Algorithmus, der nach endlichen vielen Iterationsschritten die Lösung des Spiels — d. h. den Spielwert und optimale stationäre Strategien für beide Spieler — liefert. Ein wesentlicher Teil unseres Algorithmus besteht aus dem linearen Programm, das ein stochastisches Spiel löst, bei dem ein Spieler das Übergangsgesetz bestimmt. Darüber hinaus geben wir mit unserem Algorithmus einen konstruktiven Beweis der Existenz des Spielwertes und optimaler stationärer Strategien für beide Spieler. Weiter zeigt die Endlichkeit unseres Algorithmus die “ordered field property” stochastischer Spiele mit wechselnder Kontrolle des Übergangsgesetzes.
    Notes: Summary In this paper two-person zero-sum stochastic games are considered with the average payoff as criterion. It is assumed that in each state one of the players governs the transitions. We will establish an algorithm, which yields in a finite number of iterations the solution of the game i.e. the value of the game and optimal stationary strategies for both players. An essential part of our algorithm is formed by the linear programming problem which solves a one player control stochastic game. Furthermore, our algorithm provides a constructive proof of the existence of the value and of optimal stationary strategies for both players. In addition, the finiteness of our algorithm proves also the ordered field property of the switching control stochastic game.
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    OR spectrum 5 (1983), S. 45-57 
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    Description / Table of Contents: Summary Strategic planning in companies with activities in different countries requires some care out of different reasons, e.g. the complexity of the problem, the uncertainty of input data and last not least the considerable consequences of the selection of strategies. The essential interdependences of the problem above can be formulated as a mixed integer program. In this paper especially finance, production and sales of the company are considered. Calculations can be done with the model under the aspect of risk analysis with different sets of input data. Further interdependences of variables of the model can be shown, i.e. the development of the corporatecapital-value as a function of different strategies for profits and dividends.
    Notes: Zusammenfassung Bei der strategischen Planung multinationaler Unternehmungen ist wegen der Komplexität der Problemstellung, der Unsicherheit der Eingabedaten und nicht zuletzt auch wegen der in der Regel wertmäßig beachtlichen Auswirkungen der Strategienwahl mit besonderer Umsicht vorzugehen. Die gemischtganzzahlige Programmierung bietet die Möglichkeit, die wesentlichen, einschlägigen Systemzusammenhänge zu erfassen. In der vorliegenden Arbeit werden dabei die betrieblichen Funktionsbereiche Finanzen, Produktion und Absatz tangiert. Auswertungen des dynamischen Modelles können unter Berücksichtigung einer Risikoanalyse mit verschiedenen Varianten von Eingabedaten durchgeführt werden. Ferner können Interdependenzen von Modellvariablen aufgezeigt werden, wie z. B. die Abhängigkeit des Konzernkapitalwertes von verschiedenen Gewinnbildungs- und Ausschüttungsstrategien.
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    OR spectrum 5 (1983), S. 86-86 
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    OR spectrum 5 (1983), S. 96-96 
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    OR spectrum 5 (1983), S. 119-122 
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    OR spectrum 5 (1983), S. 124-124 
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    OR spectrum 5 (1983), S. 169-173 
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    Description / Table of Contents: Zusammenfassung Wir formulieren für die Neyman-Aufteilung ein Schichtungsproblem zur Varianzminimierung. Mit Hilfe eines heuristischen Verfahrens erzielen wir für ein Beispiel aus der Literatur in einigen Fällen bessere als die bisher bekannten Lösungen.
    Notes: Summary Regarding the Neyman-allocation we formulate a stratification problem for variance minimization. There is an example in literature for which a heuristic procedure provides results which in some cases are better than the solutions known so far.
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