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  • Articles  (15,586)
  • Springer  (15,586)
  • American Geophysical Union (AGU)
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  • 2000-2004  (8,298)
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  • Architecture, Civil Engineering, Surveying  (5,120)
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  • Articles  (15,586)
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  • 1
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    Springer
    The Geneva risk and insurance review 25 (2000), S. 51-63 
    ISSN: 1554-9658
    Keywords: reserve goods ; self-protection ; insurance
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract We consider a risk-averse firm producing a limited number of goods that can be defective. The firm must determine its level of production before knowing which goods will be defective. Such is the case, for example, for a producer of telecommunications satellites. The problem under scrutiny can be interpreted as a generalization of self-protection for more than two states of nature. In our model, the firm determines jointly its level of production and its demand for insurance. It is shown that, under reasonable assumptions, the two strategies are complements.
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  • 2
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    The Geneva risk and insurance review 25 (2000), S. 7-28 
    ISSN: 1554-9658
    Keywords: demand for insurance ; background risk ; nonexpected utility
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract This article deals with demand for insurance with a background risk in a nonprobabilized uncertainty framework, where preferences are represented by a nonadditive model of decision making. The Choquet expected utility model that we use generalizes expected utility and allows for a separation of the attitude towards uncertainty and the attitude towards wealth. When the insurable and the background risk are comonotone, the impact of the background risk on the demand for insurance is related to the attitude towards wealth. In contrast, when the two risks are anticomonotone, the attitude towards uncertainty is determinant. In this case, some of the resulting behaviors cannot be explained by the standard expected utility model.
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  • 3
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    The Geneva risk and insurance review 25 (2000), S. 29-49 
    ISSN: 1554-9658
    Keywords: individual risk ; collective risk ; unknown risk ; financial markets ; mutual insurance contracts ; Arrow securities
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract We consider a general equilibrium model with individual and collective risks. The article builds on a contribution by Chichilnisky and Heal, who show that contingent Arrow–Debreu equilibria can also be supported in economies with Arrow securities and mutual insurance contracts. However, they show this to be true in general only if beliefs are identical, a very restrictive assumption in the context of unknown risks. Moreover, they claim complete insurance in equilibrium to be impossible if beliefs are different. We show that even with different beliefs, firstly, complete insurance is possible in each statistical state, and secondly, contingent equilibrium can still be supported in economies with insurance and securities.
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  • 4
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    The Geneva risk and insurance review 25 (2000), S. 5-5 
    ISSN: 1554-9658
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
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  • 5
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    The Geneva risk and insurance review 25 (2000), S. 65-79 
    ISSN: 1554-9658
    Keywords: asymmetric information ; insurance markets ; value of information ; multidimensional signaling ; informed principal
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract This article models a situation in which a monopolistic insurer evaluates risk better than its customers. The resulting equilibrium allocations are compared to the consequences of the standard adverse selection hypothesis. On the positive side, they exhibit the property that low-risk people are better covered than higher-risk people. On the normative side, the article shows that there are two reasons for avoiding excessive risk classification: one is the classical destruction of insurance possibilities, and the other comes from the distrustful atmosphere generated by new asymmetric information.
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  • 6
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    The Geneva risk and insurance review 25 (2000), S. 81-99 
    ISSN: 1554-9658
    Keywords: arbitrage ; viability ; insurance pricing ; constrained trade ; transaction costs ; market incompleteness
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract Insurance markets are subject to transaction costs and constraints on portfolio holdings. Therefore, unlike the frictionless asset markets case, viability is not equivalent to absence of arbitrage possibilities. We use the concept of unbounded arbitrage to characterize viable prices on a complete and an incomplete insurance market. In the complete market, there is an insurance contract for every possible event. In the incomplete market, risk can be insured through proportional and excess of loss like insurance contracts. We show how the the structure of viable prices is affected by the portfolio constraints, the transaction costs, and the structure of marketed contracts.
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  • 7
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    The Geneva risk and insurance review 25 (2000), S. 103-130 
    ISSN: 1554-9658
    Keywords: insurance ; genetic information ; discrimination
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract Basing insurance prices on the results of an imperfect screening test to identify risk types can reduce or increase aggregate discrimination across insureds. We present a powerful and general new framework of analysis to examine this issue, drawing upon recent work which uses decomposable inequality indices to measure vertical and horizontal inequity in taxation. We find that, whilst improved test performance inevitably reduces vertical discrimination (in the average prices faced by different risk types), even very accurate tests can lead to substantial horizontal discrimination (within risk types) and enhanced overall discrimination. These conclusions are shown to be robust to a range of different value judgements about how to aggregate individual discriminatory effects and to be particularly relevant to the case of genetic screening.
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  • 8
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    The Geneva risk and insurance review 25 (2000), S. 131-139 
    ISSN: 1554-9658
    Keywords: background risk ; property insurance ; upper limit ; exclusion
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract The paper examines property insurance contracts in which consumers choose the upper limit on coverage. Exclusions are of two types, and both reduce the demand for insurance of the included perils. A practical implication is that an insurer can raise the demand for fire insurance by offering an earthquake rider, and profit from the rider even when the premia are ceded in such a way that the rider does not raise profit directly. The results do not require assumptions about correlations between included and excluded losses, which is interesting because correlations are decisive in most of the other literature on background risk.
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  • 9
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    The Geneva risk and insurance review 25 (2000), S. 141-157 
    ISSN: 1554-9658
    Keywords: adverse selection ; nonexpected utility ; Yaari's dual theory ; separating equilibrium ; pooling equilibrium
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract Under Yaari's dual theory of risk, we determine the equilibrium separating contracts for high and low risks in a competitive insurance market, in which risks are defined only by their expected losses, that is, a high risk is a risk that has a greater expected loss than a low risk. Also, we determine the pooling equilibrium contract when insurers are assumed non-myopic. Expected utility theory generally predicts that optimal insurance indemnity payments are nonlinear functions of the underlying loss due to the nonlinearity of agents' utility functions. Under Yaari's dual theory, we show that under mild technical conditions the indemnity payment is a piecewise linear function of the loss, a common property of insurance coverages.
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  • 10
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    The Geneva risk and insurance review 25 (2000), S. 159-178 
    ISSN: 1554-9658
    Keywords: fraud bureau ; ex post moral hazard ; asymmetric information ; insurance
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract The study of insurance fraud and its remedy is a hot topic of research, mainly because the problem of insurance fraud is so widespread. In the United States many state governments have setup agencies to combat fraud. These Insurance Fraud Bureaus (IFB) are typically established to gather information about potential fraudulent claims, and to advise prosecuting officers on the nature of each offense. This paper presents the conditions under which more fraud will be observed in an economy where an IFB conducts all audits than in an economy where each insurance company is responsible for its own investigation. Even if fraud increases, policyholders may be better off than in economy lacking an IFB. One unambiguous case where policyholders are always better is when the IFB conducts every investigation at a cost that is equal to the industry's average.
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  • 11
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    The Geneva risk and insurance review 25 (2000), S. 179-187 
    ISSN: 1554-9658
    Keywords: self-protection ; comparative statics ; information structure ; Precautionary Principle
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract In this paper we examine the effect of information on investment in self-protection. We show that the relationship between more information and investment in self-protection is ambiguous in general. If absolute risk aversion is constant, then investment in self-protection always decreases with a better information structure. We show that if we interpret the Precautionary Principle as requiring more self-protection today, it is difficult to accept it on the grounds of efficiency, except for a particular subset of information structures.
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  • 12
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    GPS solutions 3 (2000), S. 44-48 
    ISSN: 1521-1886
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Geosciences
    Notes: The global positioning system (GPS) is used increasingly to control horizontal and vertical displacement of large civil constructions. The displacements can occur over varius time scales. For example, in case of the loading test of a bridge, the time span between measurements is on the order of 30 min. The achievable precision in the vertical component and its relation to residual multiplath effects become critically important in such aaplications. A multipath-to-noise ratio (MNR) on individual satellites is introduced to quantify the multipath effects. © 2000 John Wiley & Sons, Inc.
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  • 13
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    GPS solutions 3 (2000), S. 65-68 
    ISSN: 1521-1886
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Geosciences
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  • 14
    ISSN: 1521-1886
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Geosciences
    Notes: In this article, initial results are presented of a method to improve fast carrier phase ambiguity resolution over longer baselines (with lengths up to about 200 km). The ionospheric delays in the global positioning system (GPS) data of these long baselines mainly hamper successful integer ambiguity resolution, a prerequisite to obtain precise positions within very short observation time spans. A way to correct the data for significant ionospheric effects is to have a GPS user operate within an active or permanently operating network use ionospheric estimates from this network. A simple way to do so is to interpolate these ionospheric estimates based on the expected spatial behaviour of the ionospheric delays. In this article such a technique is demonstrated for the Dutch Active Control Network (AGRS.NL). One hour of data is used from 4 of the 5 reference stations to obtain very precise ionospheric corrections after fixing of the integer ambiguities within this network. This is no problem because of the relatively long observation time span and known positions of the stations of the AGRS.NL. Next these interpolated corrections are used to correct the GPS data from the fifth station for its ionospheric effects. Initial conclusions about the performance of this technique are drawn in terms of improvement of integer ambiguity resolution for this baseline. © 1999 John Wiley & Sons, Inc.
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  • 15
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    GPS solutions 3 (2000), S. 69-69 
    ISSN: 1521-1886
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Geosciences
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  • 16
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    GPS solutions 3 (2000), S. 58-64 
    ISSN: 1521-1886
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Geosciences
    Notes: Since global positioning system (GPS) measurements are ranges (code) and biased ranges (carrier), it seems natural to model them as ranges and determine the biases. This is particularly compelling since the double-difference range biases turn out to be integers. At some level there is also an elegance, perhaps therefore a naturalness, to modeling the carrier measurements as time differences of double differences. While something is lost something else is gained. Here we apply the proven delayed-state Kalman filter to processing carrier phase measurements as triple differences. In practice we process these triple differences along with double-difference code measurements. We also treat the measurement error as, mostly, Gauss-Markov states to be determined. Many of the details are discussed and experimental results are included. These demonstrate that excellent performance can be obtained if the Kalman filter modeling is done carefully. © 2000 John Wiley & Sons, Inc.
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  • 17
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    GPS solutions 3 (2000), S. 75-77 
    ISSN: 1521-1886
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Geosciences
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  • 18
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    GPS solutions 3 (2000), S. 1-9 
    ISSN: 1521-1886
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Geosciences
    Notes: A third civil frequency at 1176.45 MHz will be added to the Global Positioning System (GPS). This new frequency will bring a number of benefits. The aviation user will be one of the prime beneficiaries because the new frequency is in a protected aviation band. Thus, the system will be more robust against interference and jamming. The carrier-phase differential user will also be a prime beneficiary as long as his application has a reasonably short baseline. It is this high accuracy use that is explored in some depth. The process of forming linear combinations of both the code and carrier-phase measurements is studied, and the benefits and problems are explained. © 2000 John Wiley & Sons, Inc.
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  • 19
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    GPS solutions 3 (2000), S. 70-74 
    ISSN: 1521-1886
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Geosciences
    Notes: The ionospheric range delay is highly variable both in space and in time. The ionospheric correlation distance is defined as the distance over which a measurement of the difference from monthly mean ionospheric range delay at one location can be used to determine the difference from mean conditions at a second location. The percentage improvement required is dependent upon the actual correlation coefficient, which must be relatively large to produce a significant improvement over differences from average conditions at two stations. Results of studies of the correlation distance show that, in order to obtain even a 28% improvement over monthly median conditions, the measurement location must be within approximately 3,000 km in longitude or 1,800 km in latitude from the location where the update from monthly mean conditions is required, at least in the mid-latitude region. Another study showed that, in order to be able to determine an improvement of 1 m in ionospheric range delay from average ionospheric conditions at a location remote from where the actual measurement of range delay is made, the measurement must be within approximately 500 km of that location. © 2000 John Wiley & Sons, Inc.
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  • 20
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    GPS solutions 3 (2000), S. 24-34 
    ISSN: 1521-1886
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Geosciences
    Notes: At the Delft University of Technology (DUT), the data of six stations participating in the first international GLONASS (Global Navigation Satellite System, the Russian counterpart of GPS) tracking campaign, IGEX-98, were analyzed with integrity monitoring software. The software was developed at the Department of Mathematical Geodesy and Positioning of DUT. The main function of this software is to detect slips and outliers in phase and code observations in real time. In addition, the software also allowe the validation of the information contained in the broadcast navigation messages. The results of the IGEX-98 data analyses will be presented in a three-part series. In this second part of the series, GLONASS outlier and slip statistics will be discussed in detail. The first part was concerned with the availability of GLONASS observations, while in the third one the broadcast navigation message validation results will be considered. © 2000 John Wiley & Sons, Inc.
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  • 21
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    GPS solutions 3 (2000), S. 35-38 
    ISSN: 1521-1886
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Geosciences
    Notes: The forthcoming World Radiocommunication Conference (WRC) will deal with frequency allocation and protection issues that are of fundamental importance to GNSS (Global Navigation Satellite System) and GPS (Global Positioning System), which is a component of GNSS. In many countries, GPS L1 and L2 are not protected, and much needs to be done to obtain a frequency allocation for GPS L5. A brief explanation of the International Telecommunication Union (ITU) and how it can impact satellite navigation at its World Radiocommunication Conference in 2000 (WRC-2000) is provided. © 2000 John Wiley & Sons, Inc.
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  • 22
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    GPS solutions 3 (2000), S. 39-47 
    ISSN: 1521-1886
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Geosciences
    Notes: Positioning and navigation – as are presently possible with the American Global Positioning System (GPS) and the Russian GLONASS system – is briefly reviewed. Deficiencies, which have led to augmentations like the European Geostationary Navigation Overlay System (EGNOS), are outlined. Europe's decision to get involved in the definition and possible set-up of a Global Navigation Satellite System (GNSS) of the second generation (GNSS-2), called Galileo, is discussed in detail as well as the GPS modernization program that might take place during the sample phase. Finally, some brief thoughts on the benefit of GNSS-2 for geodesy and surveying are given. © 2000 John Wiley & Sons, Inc.
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  • 23
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    GPS solutions 3 (2000), S. 10-23 
    ISSN: 1521-1886
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Geosciences
    Notes: The International GLONASS Experiment 1998 (IGEX-98) was the first international tracking campaign of the Russian counterpart to the Global Positioning System (GPS), GLONASS. Started in October 1998, the campaign was originally scheduled to last for three months. However, the launch of additional GLONASS satellites and a widespread enthusiasm among the participants led to an indefinite continuation of the campaign on a “best effort” basis. At the Delft University of Technology, the data of six IGEX-98 stations have been analyzed in detail with integrity monitoring software, developed at the Department of Mathematical Geodesy and Positioning of the University. The software aims to detect outliers and slips in code and phase observations in real time. In addition, the software also allows the validation of the information contained in the broadcast navigation messages. The results of the IGEX-98 data analyses will be presented in a three-part series. In the second part, GLONASS outlier and slips statistics will be discussed, while in the third part the anomaly detection results of the GLONASS and GPS messages will be shown. In this first part of the series, however, the most basic of all statistics will be considered: a simple day-to-day count of the number of GLONASS and GPS observations. Although simple, this statistic yields a surprising amount of information both on the availability of the GLONASS satellites and on the peculiarities of some of the receiver makes participating in the IGEX-98 campaign. © 2000 John Wiley & Sons, Inc.
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  • 24
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    GPS solutions 3 (2000), S. 48-57 
    ISSN: 1521-1886
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Geosciences
    Notes: The Federal Aviation Administration (FAA) is developing the wide-area augmentation system (WAAS) to supplement the Global Positioning System (GPS) and serve as a single en-route navigation aid. The program traveled a rocky road so far. We compare the original concept of WAAS with its current scaled down version, analyze the changed perspectives with respect to the utility of GPS for air navigation and the concomitant role of WAAS, and explore the future of GPS/WAAS. © 2000 John Wiley & Sons, Inc.
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  • 25
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    GPS solutions 3 (2000), S. 70-70 
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  • 26
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    GPS solutions 3 (2000), S. 58-64 
    ISSN: 1521-1886
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    Notes: There are various applications in which a Global Positioning System (GPS) sensor only down-converts and digitizes the received GPS signal and sends the digitized data to a processor, where the processor software performs all the correlation, search/track operations, navigation solution, and so on. Among the applications are military and commercial ones (e. g., GPS(Communication handheld sets, people tracking systems). A major problem with the Software GPS Receiver is the large computing resources required for correlation or acquisition of the GPS signal. In this article, several possible approaches for reducing computing resources will be introduced and analyzed. It will be shown that the performance of the GPS software design strongly depends on the features of the computer hardware. Implementations will be described on the TMS320C6201 processor and the Pentium II. Experimental results will be demonstrated by processing of real GPS signals. A complete 16-channel GPS receiver was implemented on the single TMS320C6201 processor in real-time mode and on the Pentium II processor with a duty cycle of about 50%. © 2000 John Wiley & Sons, Inc.
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  • 27
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    GPS solutions 3 (2000), S. 65-69 
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    Notes: The law affects the Global Positioning System (GPS) industry both on a macro and on a micro level. On a macro level, issues such as future regulation of telematics, frequency spectrum allocation, and international agreements will shape the future of the industry. On a micro level, GPS companies can benefit from knowledge of legal pitfalls common in the high technology arena. Many thanks to Ingrid Lagarrigue, a French aviation and space lawyer specializing in Global Navigation Satellite legal issues, for her assistance and comments. © 2000 John Wiley & Sons, Inc.
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    GPS solutions 3 (2000), S. 71-74 
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  • 29
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    GPS solutions 3 (2000), S. 80-82 
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  • 30
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    GPS solutions 4 (2000), S. 1-1 
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  • 31
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    Notes: A number of statistic Global Positioning System (GPS) measurement campaigns have been made on a floating Antarctic ice shelf, the Amery Ice Shelf, as part of ongoing glaciological studies designed to investigate the ice shelf dynamics, grounding zone definition, and ice shelf strain. Such studies ar fundamental to improving out knowledge of the Antarctic ice-sheet mass balance and dynamical models of ice sheet/ocean interaction. This article describes two techniques used to process the statistic GPS data. One approach uses a segmented version of the classical static methodology, and the other approach adopts a new sequential processing technique. Both approaches yield similar results for the station coordinates and demonstrate the potential of GPS for extracting the tidal signal on the ice shelves and giving information on the dynamical motion of the ice sheet. To verify our results for the vertical component, we compare the ice shelf GPS tidal signal with a tidal model derived from tide gauge measurements at nearby Beaver Lake. Comparison of the GPS results with the tide model give good agreement in amplitude at the few cm level (GPS results always larger) but clearly shows evidence of phase propagation of the ocean tidal wave under the ice shelf. Improving the resolution of the tides over the ice shelves will be of tremendous benefit for future satellite missions, such as Ice, Cloud and Land Elevation Satellite (ICESAT), and the integrated use of GPS and satellite data will be fundamental for any on-going Antarctic ice sheet mass balance studies. © 2000 John Wiley & Sons, Inc.
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    GPS solutions 4 (2000), S. 13-20 
    ISSN: 1521-1886
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    Notes: A new computer-aided design (CAD) program called Falcon 3.0 has been created to simulate and evaluate receiver designs. This CAD tool aims to solve tasks at the design stage of navigation receivers that operate with signals from Navigational Satellite Time and Ranging (NAVSTAR) and Global Navigational Satellite System (GLONASS). Specific tasks include: · Defining the receiver frequency plan (frequencies of oscillators and filters that guarantee accuracy of the receiver) · Specifying parameters for the digital processing of received signal · Computing interpath and interchannel biases · Computing statistical characteristics of correlation signals I, Q, dl, and dQ · Calculating noise and multipath errors of measurements · Determeining energy losses This CAD tool has been used in the design of receivers such as Javad Positioning Systems (JPS) Legacy, Regency, Odyssey, and Eurocard and in the prediction of their accuracy. It has been shown that experimental and predicted data agree well. © 2000 John Wiley & Sons, Inc.
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    GPS solutions 4 (2000), S. 21-33 
    ISSN: 1521-1886
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    Notes: The recent development of low-cost, high-precision oscillators has allowed many applications in various fields to become financially feasible. The stability of an oscillator is ultimatively what determines its usefulness for a certain application, and is therefore desirable to quantify. Current methods of evaluating stability require a direct comparison of the oscillator under test (OUT) with amore stable reference oscillator, the cost of which often offsets the initial benefit of a low-cost device. However, a relatively inexpensive Global Positioning System (GPS) receiver is capable of exploiting the highly stable GPS time scale, thus obviating the need for an expensive reference oscillator. By allowing the OUT to drive a GPS receiver, and processing the data with precise GPS orbits and clock corrections to eliminate the effects of selective availability (SA), the time series of computed clock offsets provides a measure of the oscillator's stability relative to GPS time. The use of GPS for assessing clock stability in the time domain is evaluated herein via the computation of Allan variance values. Performance of one rubidium and three ovenized crystal oscillator are investigated. Results show the method is limited to time intervals less than about two seconds or longer than about 300 seconds, where the effects of measurement noise and residual SA is less pronounced. © 2000 John Wiley & Sons, Inc.
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    Notes: Patricia Doherty joins the regular contributors of this column to discuss the correlation between measurements of solar 10.7 cm radio flux and ionospheric range delay effects on GPS. Mrs. Doherty has extensive experience in the analysis of ionospheric range delays from worldwide systems and in the utilization and development of analytical and theoretical models of the Earth's ionosphere. Ionospheric range delay effects on GPS and other satellite ranging systems are directly proportional to the Total Electron Content (TEC) encountered along slant paths from a satellite to a ground location. TEC is a highly variable and complex parameer that is a function of geographic location, local time, season, geomagnetic activity, and solar activity. When insufficiently accounted for, ionospheric TEC can seriously limit the performance of satellite ranging applications. Since the ionosphere is a dispersive medium, dual-frequency Global Positoning System (GPS) users can make automatic corrections for ionospheric range delay by computing the apparent difference in the time delays between the two signals. Single-frequency GPS users must depend on alternate methods to account for the ionospheric range delay. Various models of the ionosphere have been used to provide estimates of ionospheric range delay. These models range from the GPS system's simple eight-coefficient algorithm designed to correct for approximately 50% rms of the TEC, to state-of-the-art models derived from physical first principles, which can correct for up to 70 to 80% rms of the TEC but at a much greater computational cost. In an effort to improve corrections for the day-to-day variability of the ionosphere, some attempts have been made to predict the TEC by using the daily values of solar 10.7 cm radio flux (F10,7). The purpose of this article is to show that this type of prediction is not useful due to irregular, and sometimes very poor, correlation between daily values of TEC and F10.7. Long-term measurements of solar radio flux, however, have been shown to be well correlated with monthly mean TEC, as well as with the critical frequency of the inonospheric F2 region (foF2), which is proportional to the electron density at the peak of the ionospheric F2 region. © 2000 John Wiley & Sons, Inc.
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    GPS solutions 4 (2000), S. 14-18 
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    Notes: Neural networks have been proposed as nonlinear filters in a variety of applications that involve nonlinear processing of input signals; examples include blind signal separation, image registration, and blind deconvolution. The Global Positioning System (GPS) navigation equations are nonlinear (quadratic) in nature, and a direct closed form solution of the GPS navigation equations does not exist. This article presents a new approach to solving the GPS pseudorange equations using three-layer neural networks. A three-layer radial basis function (RBF) neural network is designed, which solves the non-linear GPS pseudorange equations directly as opposed to the linear least squares or extended Kalman filter approaches in traditional GPS receivers. For training the neural network, a carefully selected cost function is minimized using a variation of the classical conjugate gradient algorithm such that training time for the neural network is reasonable. Simulations have been performed at SiRF Technology Inc. that show stable behavior even under bad geometry conditions where the traditional recursive least squares and extended Kalman filter approaches show high sensitivity to measurement errors. Under good geometry conditions the neural network solution shows slightly improved noise performance compared to the expected performance of traditional leas squares solution. Simulations have been performed with additive white Gaussian noise and correlated noise models to evaluate the performance of the trained neural network. © 2000 John Wiley & Sons, Inc.
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    Notes: In order to achieve to GPS solutions of first-order accuracy and integrity, carrier phase observations as well as pseudorange observations have to be adjusted with respect to a linear/linearized model. Here the problem of mixed integer-real valued parameter adjustment (IRA) is met. Indeed, integer cycle ambiguity unknowns have to be estimated and tested. At first we review the three concepts to deal with IRA: (i) DDD or triple difference observations are produced by a properly chosen difference operator and choice of basis, namely being free of integer-valued unknowns (ii) The real-valued unknown parameters are eliminated by a Gauss elimination step while the remaining integer-valued unknown parameters (initial cycle ambiguities) are determined by Quadratic Programming and (iii) a RA substitute model is firstly implemented (real-valued estimates of initial cycle ambiguities) and secondly a minimum distance map is designed which operates on the real-valued approximation of integers with respect to the integer data in a lattice. This is the place where the integer Gram-Schmidt orthogonalization by means of the LLL algorithm (modified LLL algorithm) is applied being illustrated by four examples. In particular, we prove that in general it is impossible to transform an oblique base of a lattice to an orthogonal base by Gram-Schmidt orthogonalization where its matrix enties are integer. The volume preserving Gram-Schmidt orthogonalization operator constraint to integer entries produces “almost orthogonal” bases which, in turn, can be used to produce the integer-valued unknown parameters (initial cycle ambiguities) from the LLL algorithm (modified LLL algorithm). Systematic errors generated by “almost orthogonal” lattice bases are quantified by A. K. Lenstra et al. (1982) as well as M. Pohst (1987). The solution point ${\hat z}$ of Integer Least Squares generated by the LLL algorithm is ${\hat z}$ = (L')−1[L'◯] ∈ ℤ m where L is the lower triangular Gram-Schmidt matrix rounded to nearest integers, [L], and ${\hat z}$ = [L'◯] are the nearest integers of L'◯, ◯ being the real valued approximation of z ∈ ℤ m , the m-dimensional lattice space Λ. Indeed due to “almost orthogonality” of the integer Gram-Schmidt procedure, the solution point ${\hat z}$ is only suboptimal, only close to “least squares.” © 2000 John Wiley & Sons, Inc.
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    GPS solutions 4 (2000), S. 45-53 
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    Notes: At the Delft University of Technology (DUT), data of six stations participating in the first international GLONASS tracking campaign, IGEX-98, were analyzed with integrity monitoring software. The software was developed at the Department of Mathematical Geodesy and Positioning of DUT. The main function of the software is to detect slips and outliers in phase and code observations in real time. In addition, the software also allows the validation of the information contained in the broadcast navigation messages. The results of the IGEX-98 data analyses are presented in a three part series. In this third and final part of the series, GLONASS and GPS navigation message validation results will be discussed in detail. The first part was concerned with the availability of GLONASS observations (Jonkman & de Jong, 2000a), while in the second part, GLONASS slip and outlier statistics were considered (Jonkman & de Jong, 2000b). The discussion of the navigation message validation results concentrates on anomalies detected in the data of an IGEX-98 station in Switzerland. Data collected at this station from September 1998 to December 1999 was analyized. In all, 19 anomalies were detected by the integrity monitoring software, 8 in GLONASS messages and 11 in GPS messages. The cause of the anomalies was established by evaluating the original data files, studying official bulletins of the GLONASS and GPS ground segments, and in some cases tracing the anomaly through the complete IGEX-98 network. © 2000 John Wiley & Sons, Inc.
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    GPS solutions 3 (2000), S. 1-3 
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    Notes: The NMEA GGA standard for global positioning system (GPS) and GLONASS receiver interfaces provides smooth data transfer from receiver to computer for postprocessing. Specifically, the NMEA GGA specifies that the orthometric height and the undulation be listed in addition to other quantities. The Ashtech manual (Ashtech, 1997; p. 104), however, specifies that the respective field in the NMEA GGA message contains the ellipsoidal height when outputting from Ashtech's GG24 receiver. Because such an inconsistency between the official NMEA GGA specifications and the implementation by a manufacturer can potentially confuse the user, we carried out a numerical test to confirm Ashtech's implentation. The result indicates that Ashtech indeed gives the ellipsoidal height in the fielt that should actually contain the orthometric height according to the NMEA GGA specifications. Firmware version after and including GF02 have corrected this situation. © 2000 John Wiley & Sons, Inc.
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    GPS solutions 3 (2000), S. 12-18 
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    Notes: In this article, analytic expressions are given for the minimal detectable biases (MDBs) of dual-frequency cross-correlated global positioning system (GPS) single difference code and carrier observations. They are given for three different short baseline models. (Short here implies that orbital and atmospheric uncertainties are assumed absent.) A comparison is made with the expressions for the MDBs of non-cross-correlating receivers. Finally, in order to get a better understanding of them, MDBs are visualized as a function of the parameters on which they depend, such as the number ob tracked satellites and the number of observation epochs. © 2000 John Wiley & Sons, Inc.
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    Notes: As technology matures, Real Time Kinematic (RTK) global positioning system (GPS) receivers are providing increased performance in accuracy, on-the-fly (OTF) initialization times, measurement speed, and latency. Leica's Dozer 2000 machine guidance system combines an MC1000 GPS sensor, graphic intensive guidance software, a digital terrain model, and a digital site plan. Figure 1 shows the operator's view of the system. The end results is a highly accurate, extremely responsive local navigation system. Engineers can easily upload design information onto a touch-screen machine guidance personal computer (PC) and greatly reduce earthmoving costs while simultaneously recording “as-built” inspection data. The Leica MC1000 machine control sensor is a true 10-Hz, centimeter-level-accuracy, open-architecture GPS sensor specifically designed for machine guidance and control. At the heart of the MC1000's performance are a very stable oven-controlled oscillator (3 × 10−11/s short-term stability), a low-power Intel 486-DX4-80 processor, and four user-configurable input/output (I7O) ports. Special algorithms mitigate the effects of multipath and Selective Availability (SA) while providing centimeter accuracy up to 10 times per second with only 30 milliseconds' latency. The high update rate and low latency are essential for machine guidance and control. The MC1000 GPS reference station is capable of outputting RTK and Differential GPS (DGPS) data simultaneously, providing and entire site with GPS information for machine guidance and control, tracking and dispatching of vehicles, and support of survey crews. This article describes how recent advances in technology have combined to produce the Leica Dozer 2000 – a machine guidance system that is ideal for a wide range of earthmoving and inspection applications. © 2000 John Wiley & Sons, Inc.
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    GPS solutions 3 (2000), S. 37-43 
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    GPS solutions 3 (2000), S. 19-25 
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    Notes: A global positioning system (GPS)-based online control and alarm system (GOCA) for monitoring of three-dimensional movements has been developed at the Karlsruhe University of Technology. The GOCA hardware consists of an array of GPS sensors and communication units to be placed in the monitoring area. The hardware-dependent control software communicates with the GPS sensors and provides the GPS baseline data and covariance information to the GOCA deformation analysis software. The GOCA center, which comprises both the control software and the GOCA software, may be linked – for example, over a long distance – to another personal computer (PC) that serves as a remote control station. GOCA is able to provide the full capabilities of classical deformation analysis online (with stations grouped into stable points and moving object points). Both types of points may be occupied either continuously or over short periods at different times. The object points are determined with respect to the stable points. A network adjustment is performed for each interval of data collection, and the coordinate and covariance information may optionally be transformed into a specific reference system (e. g., the building system). Unstable reference points are to be detected by statistical tests. The estimated object point time series are filtered with respect to gross errors using robust estimation techniques. Online filters are used to smooth the time series data of critical displacements and to predict other deformation functions. The time series data, as well as prediction results, are displayed graphically for each object point. An example concerning the online monitoring of a slag heap in a coal-mining area is included. © 2000 John Wiley & Sons, Inc.
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    GPS solutions 3 (2000), S. 26-36 
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    Notes: This article describes a single difference approach to estimate heading and pitch with a twin global positoning system (GPS)/GLONASS (GG) receiver system. Augmentation of GPS with GLONASS is not straightforward, however, because the latter system employs the frequency division multiple access technique to distinguish the signals form different satellites, rather than the code division multiple access technique used by GPS. The fact that each GLONASS signal has its own slightly different frequency makes the double difference (DD) of carrier phase observables no longer possible without modification. To get around this problem, the use of the between-receiver single difference (SD) of the carrier phase observables is proposed. In this case, however, receiver clock and other errors do not cancel out. The possibility of using a common external oscillator for the two receivers is explored. Remaining time and other biases are estimated using a low-pass averaging filter. The single difference integer ambiguities can then be resolved and the heading and pitch can be determined with a relatively good level of accuracy. Static and kinematic tests conducted with a pair of GPS/GLONASS receivers are used to validate the approach. Under reduced visibility, the combined GPS/GLONASS approach is shown to yield superior availability. © 2000 John Wiley & Sons, Inc.
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    GPS solutions 4 (2000), S. 45-47 
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    Notes: In June 1999, United States Space Command took formal steps to set up a support center for military and government Global Positioning System (GPS) users worldwide. The center was created to meet three main objectives: · Detect, analyze, report, and facilitate the resolution of GPS anomalies · Monitor and report GPS performance · Provide GPS status, constellation status, and tactical support This article is intended to provide a brief overview of the GPS Support Center (GSC), outlining its creation and products and services, and providing a more detailed discussion of its objectives. © 2000 John Wiley & Sons, Inc.
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    Notes: The Internet as a basis for Real-Time Kinematic (RTK) and differential Global Positioning System (DGPS) service provides many advantages for worldwide GPS users. Among these advantages are service unification, open architecture, bidirectional communication, and scalability. The current development of this service allows users to use RTK and DGPS through the Internet with conventional accuracy over the short and medium baselines. The perspective for this service lies in the field of wide-area augmentation systems (WASS). At this stage of the Internet-based RTK and DGPS service project, the general concept, system components, draft standards, and software are developed. © 2000 John Wiley & Sons, Inc.
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    GPS solutions 4 (2000), S. 56-66 
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    Notes: In this article, the architecture of a software Global Positioning System (GPS) receiver is described and an analysis is included of the performance of a software GPS receiver when tracking the GPS signals in challenging environments. Results are included that demonstrate the advantage of the software GPS receiver in tracking the GPS signals in low signal-to-noise or jamming scenarios. Various current and previous applications of the software GPS receiver are also described. © 2000 John Wiley & Sons, Inc.
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    GPS solutions 4 (2000), S. 67-71 
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    Notes: Unlike the conventional hardware approaches to GPS base band signal processing, a software GPS receiver is extremely flexible as it comes with all the associated advantages of a software solution. With a software solution, the improvements of silicon technology can be easily translated into better performance at smaller form factors and lower power consumption, without a redesign and/or change to the ASIC. A general purpose Digital Signal Processor (DSP) can be used effectively for GPS signal processing. The memory and speed resources available determine the algorithms and applications that can be effectively implemented in the receiver. The performance of software GPS receivers will soon be difficult to be surpassed by the hardware counterparts, as high-performance processors become available at low cost. © 2000 John Wiley & Sons, Inc.
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    GPS solutions 4 (2000), S. 63-67 
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    Notes: This paper presents the current progress of the River Level Monitoring using GPS Heighting (RiGHt) project. The aim of the project is to develop an integrated system to allow the continuous monitoring of river heights using a buoy equipped with Global Positioning System (GPS) and satellite communications and using Geographical Information System (GIS) techniques. © 2000 John Wiley & Sons, Inc.
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    GPS solutions 4 (2000), S. 54-62 
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    Notes: Kinematic differential Global Positioning System (DGPS) positioning is routinely used in industry for directly observing an aircraft's position at each instant of photographic exposure during a photogammetric survey. A critical aspect of the subsequent data processing is estimation of the aircraft position at the exact time of exposure. GPS measurements are acquired at a uniform sampling rate, typically 1 Hz. The exposure times, however, do not generally coincide with these times. As a result, the exposure station positions must be interpolated from the adjacent GPS positions. This is typically done using a low-order polynomial, expressed as a function of time, for each coordinate dimension. However, trajectory perturbations induced by atmospheric turbulence can render such interpolation methods ineffective. This article will convey the results of an investigation into the use of several different interpolation models with airborne GPS data during straight, level flight. The fundamental task of time series reconstruction will first be addressed, in which several possible interpolation models are described. Two 10-Hz, airborne GPS data sets were collected to test the accuracy of each model. The error properties resulting from the application of each model to these data will be presented and analyzed in terms of time-domain statistics and frequency-domain characteristids. It will be demonstrated that interpolation error can be significantly reduced, especially in the height dimension, through judicious choice of an interpolator. © 2000 John Wiley & Sons, Inc.
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    GPS solutions 4 (2000), S. 76-77 
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    GPS solutions 4 (2000), S. 68-75 
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    Notes: In recent years the importance of real-time positioning and navigation with the Global Positioning System (GPS) has grown rapidly. Starting from the establishment of differential GPS (DGPS) reference stations for marine and land navigation, new users and applications have emerged that resulted in a high demand for the establishment of a high-density network of reference stations around the world. Many countries have established their own DGPS service, which is either governmentally or commercially owned. These services are referred to as Local Area DGPS Systems (LADGPS). However, the costs for the establishment and maintenance of a dense network of reference stations are very high. Therefore Wide Area DGPS Systems (WADGPS) are being developed to overcome the main drawbacks of LADGPS. In this case, only a few reference stations are used to cover a large area, such s a continent like Europe. To achieve high positioning accuracies, real-time modeling of the main error sources for long-range baselines is required as errors in the satellite orbit and ionospheric refraction do not cancel entirely in double differencing. In this article, a real-time correction model based on the Kalman filter for WADGPS and networked LADGPS services is discussed and results of field tests in a WADGPS network in Europe are presented. © 2000 John Wiley & Sons, Inc.
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    GPS solutions 4 (2000), S. 83-83 
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    GPS solutions 4 (2000), S. 84-86 
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    Stochastic environmental research and risk assessment 14 (2000), S. 109-122 
    ISSN: 1436-3259
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    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract. We consider the problem of upscaling transient real gas flow through heterogeneous bounded reservoirs. One of the commonly used methods for deriving effective permeabilities is based on stochastic averaging of nonlinear flow equations. Such an approach, however, would require rather restrictive assumptions about pressure-dependent coefficients. Instead, we use Kirchhoff transformation to linearize the governing stochastic equations prior to their averaging. The linearized problem is similar to that used in stochastic analysis of groundwater flow. We discuss the effects of temporal localization of the nonlocal averaged Darcy's law, as well as boundary effects, on the upscaled gas permeability. Extension of the results obtained by means of small perturbation analysis to highly heterogeneous porous formations is also discussed.
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    Stochastic environmental research and risk assessment 14 (2000), S. 139-158 
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    Keywords: Key words: Confluent hypergeometric, generalised inverse Gaussian, Halphen system of distributions, modified Bessel, randomisation, simulation, sufficient statistics.
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    Notes: Abstract. Some of the considerable statistical content of modified Bessel functions of the second kind and of Tricomi's confluent hypergeometric function is illustrated. Moment solutions for the parameters of exponential class distribution functions based on both are derived. Unlike the generalised inverse Gaussian, the Tricomi exponential distribution is little known but it emerges that it is of wide applicability, highly flexible and has the gamma distribution as a special case.
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    Stochastic environmental research and risk assessment 14 (2000), S. 159-160 
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    Stochastic environmental research and risk assessment 14 (2000), S. 173-179 
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    Notes: Abstract.  The use of complicated models of the cancer process has been limited by the need to have a mathematical framework allowing for a general expansion of the theory of carcinogenesis while maintaining numerically tractable results. A system of ordinary differential equations is derived for calculating tumor incidence in multistage models of carcinogenesis. The resulting system of equations is applicable to nonhomogenous processes (i.e. ones in which the rates change with time, age, etc.). In addition, a solution is given for the case of instantaneous initiation. These formulae can easily be coupled with physiologically-based pharmacokinetic models to link biomarkers of exposure to cancer risks. An example is presented.
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    OR spectrum 1 (1980), S. 143-168 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Die Elemente der Modellierungskonzeption System Dynamics werden beschrieben und anhand von zwei einfachen Lager- und Produktionsplanungsmodellen demonstriert. Nach der Darstellung des Aufbaus eines implementierten System Dynamics Modells wird die Anwendbarkeit dieses Modellierungskonzeptes kritisch analysiert.
    Notes: Summary The fundamentals of the modelling approach System Dynamics are described and illustrated by two simple inventory and production planning models. After discussing the structure of an implemented System Dynamics model the applicability of this modelling approach is critically analysed.
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    OR spectrum 1 (1980), S. 169-181 
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    Topics: Mathematics , Economics
    Description / Table of Contents: Summary This paper discusses a heuristic algorithm for solving a special scheduling problem: the assignment of a set of ships to a set of routes under specific complex restrictions. The usefulness of the resulting schedule is demonstrated by comparisation with a given schedule for container ships in the Europe — Australia — NewZealand service.
    Notes: Zusammenfassung In der vorliegenden Arbeit wird ein heuristisches Verfahren zur Lösung eines besonderen Reihenfolgeproblems behandelt: die Zuordnung einer Menge von Schiffen zu einer Menge von Routen unter besonderen, komplexen Bedingungen. Die Brauchbarbeit des sich ergebenden Fahrplans wird durch Vergleich mit einem gegebenen Fahrplan für Container-Schiffe im Liniendienst zwischen Europa und Australien/Neuseeland veranschaulicht.
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    OR spectrum 1 (1980), S. 183-198 
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    Description / Table of Contents: Summary Personnel expense planning is of great importance within big enterprise corporate planning. Orientation points are given from total economic development and from the market. The task is to find out personnel expense depending on personnel figures, work time requirement, etc. by implementation of a general matrix model. Non linear components are includet. The model runs in routine.
    Notes: Zusammenfassung Die Personalaufwandsplanung hat für die Unternehmensplanung eines Großunternehmens besondere Bedeutung. Orientierungspunkte dabei sind die gesamtwirtschaftliche Entwicklung und die Absatzmarktlage. Aufgabe ist die Ermittlung des Personalaufwands in Abhängigkeit von Belegschaftszahlen, Arbeitszeitbedarf usw. mit Hilfe eines allgemeinen Matrizenmodells, das auch nichtlineare Komponenten enthält. Das Modell ist routinemäßig im Einsatz.
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    OR spectrum 1 (1980), S. 209-209 
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    OR spectrum 1 (1980), S. 207-209 
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    OR spectrum 1 (1980), S. 210-210 
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Diese Arbeit untersucht die Parameter-Abhängigkeit von Ergebnissen kriegerischer Auseinandersetzungen zweier homogener Gegner (insbesondere Vernichtung eingesetzter Kräfte), die mit Gleichungen der Lanchester-Theorie mit zeitabhängigen Verlustraten modelliert werden. Es wurde gezeigt, daß die Vorhersage der Vernichtung von Kräften von sogenannten Paritätsbedingungen nur von Verlustraten abhängen. Neue wichtige Ergebnisse geben Auskunft, wie diese Paritätsbedingungen von der Kampfintensität und der relativen Feuereffektivität der Gegner abhängen. Bisherige analytische Ergebnisse des Autors können Anwendung in einer viel umfangreicheren Art von Verlustraten finden. Diese neuen Ergebnisse erlauben es, daß eine umfangreiche Art von Gleichungen der LanchesterTheorie moderner Kriegsführung mit zeitlicher Feuereffektivitätsveränderung beinahe so leicht untersucht werden können, wie das klassische Modell von Lanchester mit konstanter Verlustrate.
    Notes: Summary This paper studies the parametric dependence of battle outcome (in particular, force annihilation) for combat between two homogeneous forces modelled by Lanchester-type equations of modern warfare with time-dependent attrition-rate coefficients. Force-annihilation prediction has been shown to depend on a so-called parity-condition parameter, which depends on only the attrition-rate coefficients. New important results are given on how the parity-condition parameter depends on the intensity of combat and the relative fire effectiveness of the combatants. Previous analytical results of the author are shown to apply to a much wider class of attrition-rate coefficients. These new results allow a wide class of Lanchester-type equations of modern warfare with temporal variations in fire effectiveness to be studied almost as easily as Lanchester's classic constant-coefficient model.
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    OR spectrum 1 (1980), S. 211-232 
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    Topics: Mathematics , Economics
    Description / Table of Contents: Summary This article gives an overview on the mathematical methods of cluster analysis. It describes algorithms for constructing homogeneous classes of objects, several criteria for the evaluation of classifications, and some examples of application.
    Notes: Zusammenfassung Dieser Artikel gibt einen Überblick über die mathematischen Methoden der Clusteranalyse. Er berichtet über Algorithmen zur Konstruktion von homogenen Objektklassen, über Verfahren zur Bewertung von Klassifikationen sowie über praktische Anwendungsfälle.
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    OR spectrum 1 (1980), S. 243-249 
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    Topics: Mathematics , Economics
    Description / Table of Contents: Summary Selected real-world nonlinear programming applications are presented that have arisen in different industries, namely food, electric utility, insurance and engineering. The models belong to the class of all-quadratic programs, that is, a quadratic function is to be minimized subject to quadratic constraints. The problems are solved by means of computer software for the Sequential Unconstrained Minimization Technique (SUMT) and for Geometric Programming.
    Notes: Zusammenfassung Es wird über einige ausgewählte Anwendungen der nichtlinearen Programmierung berichtet, die in unterschiedlichen Wirtschaftszweigen aufgetreten sind, nämlich in der Nahrungsmittelindustrie, in der Energieversorgungswirtschaft, in der Versicherungswirtschaft und im Maschinenbau. Die Modelle gehören der Klasse der ganz-quadratischen Programme an, d.h. eine quadratische Zielfunktion ist zu minimieren unter quadratischen Nebenbedingungen. Die Optimierungsprobleme werden mit Hilfe von Computersoftware für die Sequential Unconstrained Minimization Technique (SUMT) und für die Geometrische Programmierung gelöst.
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    OR spectrum 1 (1980), S. 233-242 
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Wir betrachten Markoffsche Entscheidungsprozesse mit endlichem Zustands- und Aktionenräumen für das Kriterium des Durchschnittsertrags. Wir untersuchen die Methode der wertorientierten sukzessiven Approximation, die für das Kriterium des Gesamtertrags von Van Nunen ausführlich untersucht wurde. Unter einer starken Aperiodizitätsbedingung und verschiedenen Voraussetzungen, die eine Unabhängigkeit des optimalen Durchschnittsertrages vom Anfangszustand garantieren, beweisen wir die Konvergenz der Methode.
    Notes: Summary We consider the Markov decision process with finite state and action spaces at the criterion of average reward per unit time. We study the method of value oriented successive approximations, extensively treated by Van Nunen for the total reward case. Under a strong aperiodicity assumption and various conditions which guarantee that the gain of the process is independent of the starting state we show that the method converges and produces nearly optimal policies.
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    OR spectrum 1 (1980), S. 261-264 
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    Description / Table of Contents: Summary In network applications the problem of sensitivity often is of great practical interest. The aim of this paper is to provide indices of sensitivity for the arcs and vertices of a network, depending on the number of paths running through. In connection with a powerful algorithm for computing these numbers, the indices will be useful for considerations of sensitivity.
    Notes: Zusammenfassung Sensitivitätsbetrachtungen in Netzen sind in vielen praktischen Anwendungsfällen von großem Interesse. In dieser Arbeit werden für die Knoten und Kanten eines Netzes Sensitivitätsindices angegeben, die auf der Anzahl der durch sie verlaufenden Wege des Netzes basieren. Zusammen mit einem leistungsfähigen Algorithmus zur Berechnung dieser Anzahlen stellen diese Indices ein brauchbares Mittel für Sensitivitätsbetrachtungen in Netzen dar.
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    Description / Table of Contents: Summary This contribution describes the solution of an one-dimensional cutting problem in the context of a production control system. The solution of the cutting problem is demonstrated at the example of the production of central heating radiator units. The procedure is subdivided in an initial heuristic phase in order to concentrate the problem description. Afterwards an optimization phase is added to find the best solution of the reduced problem by using Linear Programming. Test results of field experiences are given. The last part of the contribution shows the integration of this solution in the global material and machine planning and control moduls. This is done by the determination of the interfaces of the batch oriented production control system and the process control of an NC saw machine.
    Notes: Zusammenfassung In diesem Beitrag wird am Beispiel der Produktion von Radiator-Heizungskörpern die Lösung des Zuschnittproblems der Vor- und Rücklaufrohre mit einem heuristisch-optimierenden Verfahren dargestellt. Die heuristische Vorschaltphase des Verfahrens ermöglicht bei geschickter Wahl der Kriterien eine Reduktion der Dimension des Verschnittproblems, ohne die Lösungsgüte unzulässig einzuschränken. Im Rahmen der reduzierten Problembeschreibung folgt anschließend die Optimierungsphase durch Anwendung der Linearen Programmierung. Es werden Testergebnisse im praktischen Einsatz des Verfahrens beschrieben. Weiterhin wird die Betrachtung der Integration des Verfahrens in ein globales EDV-gestütztes Produktionsplanungs- und -steuerungssystem behandelt, indem die Schnittstellen in der Material- und Terminbewirtschaftung zwischen dem stapelorientierten Planungskonzept und der Prozeßkontrolle einer NC-Sägeanlage definiert werden.
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    OR spectrum 1 (1980), S. 265-265 
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    OR spectrum 1 (1980), S. 270-270 
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    OR spectrum 1 (1980), S. 271-272 
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    OR spectrum 1 (1980), S. 272-272 
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    OR spectrum 2 (1980), S. 79-89 
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    Description / Table of Contents: Zusammenfassung In einer Simulationsstudie werden mehrere hierarchische Methoden zur Produktionsplanung und Lagerhaltung untersucht, die zusammen mit der Materialbedarfsplanung eingesetzt werden können. Die verwendeten Daten stammen aus einem Unternehmen, dessen Endprodukt eine komplexe Struktur besitzt. In dem zunächst gebildeten aggregierten Modell werden alle Teilprodukte zu einer Produktgruppe und alle Maschinen zu einer Maschinengruppe zusammengefaßt. Mit Hilfe verschiedener Lösungsmethoden wurde dieses aggregierte Planungsproblem gelöst. Ausgehend von der Optimallösung des aggregierten Modells wird der detaillierte Produktionsplan in der Weise ermittelt, daß durch Variation der Freigabezeiten und durch Variation der Auftragsgrößen dieser an die Optimallösung möglichst gut angepaßt wird. Unsere Ergebnisse zeigen, daß sehr einfache hierarchische Planungsmethoden signifikante Kostenminderungen verglichen mit einer Materialbedarfsplanung auf der Basis prognostizierter Nachfragen ergeben können.
    Notes: Summary Hierarchical planning methods which can be utilized in connection with material requirements planning have been evaluated in a simulation study. Data have been obtained from a company producing one final product having a complex structure. In the aggregate model all items are aggregated into one product group and all machines into one machine group. Different solution methods have been used for solving the aggregate planning problem. The aggregate plan is disaggregated by adjusting the detailed production plans using two methods involving changes of order release times and changes of order quantities. Our results indicate that also very simple hierarchical planning processes can give significant cost reductions compared to using material requirements planning based on predicted demand.
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    OR spectrum 2 (1981), S. 235-249 
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    Description / Table of Contents: Zusammenfassung Heute verfügbare Softwarepakete der gemischt-ganzzahligen Programmierung sind noch nicht fortgeschritten genug, um als Black Boxes behandelt zu werden. Ihre Effizienz kann durch eine gründliche Kenntnis ihrer Funktionsweise und der dem Benutzer angebotenen Freiheitsgrade beträchtlich gesteigert werden. Diese Veröffentlichung beschreibt zuerst die Auswahlmöglichkeiten der zugrundeliegenden Branch und Bound Methode in sieben repräsentativen MIP-Systemen und demonstriert anhand illustrativer Beispiele deren Anwendung, deren Nutzen und deren Fußangeln. Im Anschluß werden Proceduren und administrative Funktionen in kommerziellen MIP-Modulen, soweit sie dem Benutzereinfluß unterliegen, dargestellt. Ein Ausblick auf zukünftige Entwicklungen zeigt, wie sich Akzeptanz und Leistungvon MIP-Software steigern können. Schließlich werden einige Kriterien zur Aufwandsabschätzung vor und in verschiedenen Stadien während des Lösungsprozesses vorgeschlagen.
    Notes: Summary Today's mixed integer programming software packages are still not sophisticated enough to be treated as black boxes. Their efficiency can be augmented considerably by a deep knowledge of their functioning and the degrees of freedom they offer to the user. This paper describes at first the choices of the underlying branch and bound method in seven representative MIP-systems and demonstrates their usage, their profitability and their catches at illustrative examples. An account follows of the procedures and administrative facilities of commercial MIP-modules as far as they are submitted to user influence. An outlook is given on future developments, which can further improve the acceptance and the performance of MIP-software. Finally, some effort assessment criteria are proposed, which help judging the amount of work ahead before and at different stages during the solution process.
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    OR spectrum 22 (2000), S. 285-302 
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    Keywords: Key words:Logistics – Distribution – Location ; Schlüsselwörter: Logistik – Distribution – Standortplanung
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung. In jüngster Zeit wurde die Schweizer Paketpost mit einigen dramatischen Veränderungen konfrontiert. Einerseits erfolgte eine Trennung der Teilbereiche Telekommunikation und Postdienst in zwei selbständige Unternehmen, andererseits wurde der Markt für Postdienste in der Schweiz zu einem gro{ß}en Teil liberalisiert. Diese Entwicklungen zwangen die PTT, sowohl die Organisationsstruktur als auch das logistische System zu verbessern. Im zukünftigen System, welches sich zur Zeit in der Umsetzung befindet, werden die Paketkunden hauptsächlichüber spezielle Umladepunkte bedient. Ein Hauptproblem bestand in der Bestimmung der Anzahl, der Standorte, der Grösse und der Einzugsbereiche dieser Umladepunkte. Eine Entscheidungsunterstützung erfolgte dabei mit Hilfe eines diskreten Standortmodells. Die vorliegende Arbeit beschreibt das verwendete Standortmodell und den zugehörigen Lösungsansatz, wobei schwergewichtig auf die Problematik der Bestimmung der relevanten Kostenparameter eingegangen wird.
    Notes: Abstract. Recently, the Swiss postal services has been confronted with some drastic changes. First, the areas of telecommunication and postal services were divided into two independent enterprises, and secondly, the market for postal services in Switzerland was deregulated to a large extent. These developments forced the public PTT not only to change its organisational structure but also its logistics system. In the new system the customers will be mainly served by transshipment points. A main problem was to decide on the number, the locations, the sizes, and service areas of these transshipment points. The decision was supported by means of a discrete facility location model. This paper discusses the location problem and the used solution approach. An emphasis is given on the determination of the cost parameters.
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    OR spectrum 3 (1981), S. 153-160 
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    Description / Table of Contents: Zusammenfassung Ziel der Personalplanung ist ein besserer Ausgleich zwischen Personalbedarf und -Verfügbarkeit. Zulässige Vorhersagen für den zukünftigen Bedarf zu erhalten, ist der schwierige Anteil der Personalplanung. Daher ist es also wichtig, den Informationsbedarf über die Zukunft zu kennen, um in der Gegenwart gute Entscheidungen zu treffen. Wie genau sollte nun unsere Kenntnis des zukünftigen Personalbedarfs sein und wie weit in die Zukunft sollte sie reichen? Die letzte Frage hängt direkt mit dem Planungshorizont zusammen. In dieser Arbeit wird diese für ein hierarchisches Personalplanungssystem mit zwei Laufbahnstufen untersucht: Neueinstellung und eine Beförderungspolitik, die von der Anzahl der Jahre der Betriebszugehörigkeit abhängt. Ziel der Einstellungspolitik ist es, den Stellenplan für beide Stufen möglichst gut zu erfüllen. Abweichungen vom Stellenplan werden mit dazu proportionalen Strafkosten belegt. Die alleinige Steuerungsmöglichkeit für das Personalplanungssystem besteht in der Änderung der Einstellungspolitik. Für den Fall, daß alle Beschäftigten dieselben Karrierevoraussetzungen besitzen, können sehr allgemeine Ergebnisse erhalten werden, da das Problem dem mit nur einer Laufbahnstufe nahezu äquivalent ist. Für den allgemeineren Fall kann man Ergebnisse für den Planungshorizont nur dann erreichen, wenn zusätzliche Bedingungen an die Strafkosten und Ziele gestellt werden. Der allgemeinste Zweistufenfall ist formal äquivalent zu einem Produktionsglättungsproblem ohne Lagerhaltung und mit einer unteren Schranke für die Differenz zwischen den Kosten zweier aufeinanderfolgenden Perioden.
    Notes: Summary The purpose of manpower planning is to get a better matching between manpowerrequirement and manpower availability. The difficult part of manpower planning is to get reliable forecasts for future manpower requirement. It is important, therefore, to know what information one needs about the future to make good decisions now. How detailed should our knowledge of future manpower requirement be and of how far in the future? The last point is directly related to the problem of the planning horizon. This problem is investigated in this paper for a hierarchical manpower system with two grades, recruitment at the bottom and a promotion policy formulated in the grade-age (number of years in grade one). There is a goal on the total content of the system and a goal on the content of the second level. These goals may be interpreted as the future requirements. The penalties for deviations from the goals are assumed to be proportional to these deviations. The only way to control the system is by recruitment. For the case where all employees have the same career pattern one can get rather general results since this problem is almost equivalent to the case with only one grade. For the more general case it is only possible to get planning horizon results if conditions are added on the penalty functions and the goal patterns. The general two-level case appears to be equivalent to the production-smoothing problem without inventory with a lower bound on the difference between the hiring in two subsequent periods.
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    OR spectrum 5 (1983), S. 1-13 
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    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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    OR spectrum 5 (1983), S. 25-32 
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    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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    OR spectrum 5 (1983), S. 59-59 
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    OR spectrum 5 (1983), S. 33-43 
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    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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    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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    OR spectrum 5 (1983), S. 87-90 
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    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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    OR spectrum 5 (1983), S. 104-104 
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    OR spectrum 5 (1983), S. 105-118 
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    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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    OR spectrum 5 (1983), S. 123-123 
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    OR spectrum 5 (1983), S. 129-148 
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    OR spectrum 5 (1983), S. 174-174 
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    OR spectrum 5 (1983), S. 193-193 
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    OR spectrum 5 (1983), S. 194-194 
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    OR spectrum 5 (1983), S. 195-205 
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    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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    OR spectrum 5 (1983), S. 242-242 
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    OR spectrum 6 (1984), S. 22-22 
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    OR spectrum 6 (1984), S. 39-46 
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    Description / Table of Contents: Summary Several methods for solving open-tour-problems with two depots are presented. The solution is based on modified methods for solving travelling salesman- and vehicle dispatching problems. Further, an essentially new method based on savings is developed and the results of detailed tests are presented. The tests allow us general statements as to which method is more efficient for solving a well defined problem in accordance to its structure.
    Notes: Zusammenfassung Es werden mehrere verschiedene Lösungsverfahren für das Offene-Tour-Probelm mit zwei Depots vorgestellt. Dabei handelt es sich um modifizierte Verfahren zur Lösung von Travelling Salesman- und Tourenplanungsproblemen. Darüberhinaus wird ein in wesentlichen Punkten neues Verfahren erarbeitet. Ausführliche Testrechnungen geben Aufschluß über die Effizienz der vorgestellten Verfahren und lassen tendenzielle Aussagen darüber zu, welchem Verfahren bei Vorliegen einer bestimmten Problemstruktur der Vorzug zu geben ist.
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    OR spectrum 6 (1984), S. 59-59 
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    OR spectrum 6 (1984), S. 59-60 
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    OR spectrum 6 (1984), S. 84-84 
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