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  • 1
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    OR spectrum 11 (1989), S. 1-2 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
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  • 2
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    OR spectrum 11 (1989), S. 42-42 
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  • 3
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    OR spectrum 11 (1989), S. 3-16 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In diesem Beitrag wird ein Überblick über heuristische, prioritätsregelgestützte Auftragsreihenfolgeplanung gegeben. Prioritätsregeln sind in den letzten 30 Jahren eingehend anhand von Simulations-Experimenten untersucht worden. Sie haben ebenso in Programmsysteme zur Produktionsplanung und-steuerung Eingang gefunden. Der Beitrag bemüht sich um eine Klassifizierung, Charakterisierung und Beurteilung von elementaren Prioritätsregeln. Abschließend werden einige prioritätsregelrelevante Modellerweiterungen angeschnitten.
    Notes: Summary In this paper, we survey the literature on heuristic priority rule-based job shop scheduling. Priority rules have been intensively investigated over the last 30 years by means of simulation experiments. They are also used in Shop Floor Control software systems. We present a classification, a characterization, and an evaluation of elementary priority rules. Some priority rule-related model extensions are discussed.
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  • 4
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    OR spectrum 11 (1989), S. 17-24 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Betrachtet wird das Problem der Fahrplangestaltung im öffentlichen (Personen-)Nahverkehr mit dem Ziel der Minimierung der Summe der Wartezeiten für Umsteiger. Es werden heuristische Lösungsverfahren (Regret-Methoden, Verbesserungsverfahren, Simulated Annealing) sowie ein Branch-and- Bound-Algorithmus beschrieben. Die Verfahren wurden u. a. anhand von Daten aus der Praxis getestet.
    Notes: Summary The problem of minimizing waiting times of passengers who want to change communication routes at transfer stations is considered. The paper contains heuristics (regret-methods, improvement algorithms, simulated annealing) as well as a branch and boundalgorithm and provides computational results, some of them gained with practical data.
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  • 5
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    OR spectrum 11 (1989), S. 48-48 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
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  • 6
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    OR spectrum 11 (1989), S. 25-41 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Summary A model is set up to simulate commercial flights in 4-D-mode. Basic data are standard flight tracks of German domestic flights; altitudes included range up to flightlevel FL 300. For simulation runs, flight times profiles are derived both from real flights and departure times respectively fly-over times of the Berlin gates. Aircraft movements are simulated with respect to airways, departure and arrival routes, air traffic control areas, starts and landings. Conflicts arise in the case of too short distances to other aircraft. They are solved dependently on flight attitude, e.g. en route state by changing the flight level, or by holding procedures if an aircraft cannot be sequenced for final approach. The simulation is carried out for 465 domestic flights per day. Some results and an outlook on suitable applications are given.
    Notes: Zusammenfassung Grundlagen des symbolischen Modells zur Simulation der Flugbewegungen in Zeit und Raum sind Standardrouten sowie Flughöhen bis FL 300. Flugzeiten und Flugprofile werden aus realen Flugeinsätzen abgeleitet. Die Nachbildung erfolgt in Luftstraßen, An- und Abflugrouten, CTA- und FIR-Gebieten sowie für Starts und Landungen. Vor jedem LFZ wird in Flugrichtung ein Sicherheitsbereich eingerichtet, dessen Unterschreitung durch andere LFZ Konflikte verursacht. Konfliktlösungen erfolgen unterschiedlich nach Flugzuständen, z. B. durch Flugflächenwechsel (Reiseflug) oder Warterunden (Platzanflug), falls ein LFZ zum Endanflug nicht in eine Landekette eingereiht werden kann. Die Simulation erfolgt für 465 Flüge eines Tages im nationalen Verkehr. Es werden einige Ergebnisse angegeben, ferner ein Ausblick auf mögliche Anwendungen des Modells.
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  • 7
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    OR spectrum 11 (1989), S. 43-47 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Die Klasse von sogenannten lexicographisch monotonen Verhandlungslösungen für Verhandlungsprobleme mit zwei Spielem wird in mehreren Weisen charakterisiert. Diese Lösungen sind nichtsymmetrische Verallgemeinerungen der lexicographisch egalitaren Lösung. In dieser Charakterisierung wird Monotonie der Lösung erfordert nur wenn der Lösungspunkt nicht ein Endpunkt der Pareto optimalen Menge ist. Diese Kondition wird interpretiert als Natürlichkeit oder Zwangslosigkeit der Übereinstimmung zwischen den Spielern.
    Notes: Summary The family of 2-person bargaining solutions called Lexicographic monotone path solutions — which are nonsymmetric generalizations of the lexicographic egalitarian solution — is characterized in several ways. Central in these characterizations is an interiority condition first introduced in [1] in order to characterize then-person lexicographic egalitarian solution. This condition means that a monotonicity property is required to hold only if the agreement is an interior Pareto optimal point, the interpretation being that in that case the agreement is “natural” or “unforced”.
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  • 8
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    OR spectrum 11 (1989), S. 63-63 
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  • 9
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    OR spectrum 11 (1989), S. 64-64 
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  • 10
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Summary The purpose of this article is twofold. In the first place it serves as an introduction the using of the simultaneous equations method as compare with step method of cost allocation in computer centre. The model is based on the principle that no expense any service department should be distributed unless all of its expenses, including services received from other service departments, are included. Using the simultaneous equations method, ratios for distributing expenses of service departments to production departments are established which take into consideration the interaction between and among the various service departments. In the second place, to illustrate the formulating a description of a problem in terms of mathematical equations and interpreting the results.
    Notes: Zusammenfassung Der Artikel verfolgt zwei Ziele. Zum einen wird der Gebrauch simultaner Gleichungsrechnungen in der innerbetrieblichen Leistungsverrechnung im Vergleich zur sukzessiven Kostenauflösung nach der Zuschlagmethode demonstriert. Es werden Leistungsaustauschvorgänge zwischen produzierenden und/oder verwaltenden Stellen aufgezeigt. Zum anderen wird die Lösung und die Interpretation der Ergebnisse gezeigt.
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  • 11
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    OR spectrum 11 (1989), S. 64-64 
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  • 12
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    OR spectrum 11 (1989), S. 65-66 
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  • 13
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    OR spectrum 11 (1989), S. 96-96 
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  • 14
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    OR spectrum 11 (1989), S. 83-88 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Eine Verallgemeinerung von Fluß-spielen, nämlich solchen mit Komitee-Kontrolle, wird in der vorliegenden Arbeit betrachtet, um eine Darstellung nicht-negativer ausgewogener Spiele zu erhalten. Die Komitee-Kontrolle wird mit Hilfe einfacher Spiele modelliert. Ebenso werden lineare Produktionsspiele mit Komitee-Kontrolle untersucht, und Ergebnisse zur Ausgewogenheit solcher Spiele werden hergeleitet.
    Notes: Summary A generalization of flow games, namely, flow games with committee control is considered, to obtain a representation of non-negative balanced games. The committee control is modeled with the aid of simple games. Linear production games with committee control are also studied and results on the balancedness of such games are obtained.
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  • 15
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    OR spectrum 11 (1989), S. 89-95 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Ein Fahrzeuggetriebe läßt sich als System modellieren, dessen Zustände (= Gänge) einen Markov-Prozeß darstellen. Jeder Gang benützt eine charakteristische Untermenge von Komponenten (= Zahnräder usw.). Die Ausfallrate jeder Komponente wächst linear mit der zurückgelegten Betriebszeit. Der erste Ausfall einer im Einsatz befindlichen Komponente führt zum Ausfall des Getriebes. Für die Überlebensfunktion werden Konvergenzresultate und Schranken angegeben. Mittelwert und Varianz der Systemlebensdauer streben mit fallenden Ausfallraten gegen die entsprechenden Werte einer Rayleighverteilung. Die bedingten Wahrscheinlichkeiten einer Komponente, einen Defekt nach Überleben der Zeitspanne τ zu verursachen, streben asymptotisch mit τ gegen die mittleren, stationären relativen Schadensakkumulationsraten. Ein Schätzverfahren für die Modellparameter bei gegebener stationärer Verteilung des Markov-Prozesses schließt die Untersuchung ab.
    Notes: Summary A vehicle transmission box is modeled as a system, whose operating states (= speeds) perform a Markov-process. Every speed uses its own subset of components (= gears etc.). The failure rate of a component increases linearly with its accumulated operating time. The first failure of a gear causes system failure. Asymptotic results and bounds are given for the system survival function. Mean value and variance of the system lifetime tend towards their counterparts in case of a Rayleigh distribution, as component failure rates converge towards 0. The conditional posterior culprit probabilities, i.e. the probabilities to cause a system failure, given survival of a time span τ, converge asymptotically towards the stationary expected relative damage accumulation rates as τ increases. Estimators for the model parameters are given for a known stationary distribution of the Markov-process.
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  • 16
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    OR spectrum 11 (1989), S. 101-110 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In dieser Arbeit wird ein mathematisches Modell zur Optimierung der Entladestrategie für Schiffe vorgestellt, die Schuttgüter transportieren. Unter Verwendung der Ergebnisse einer vorherigen Arbeit, die sich mit Entladeoperationen einer einzelnen Luke befaßte, wird hier die Minimierung der gesamten Entladezeit angestrebt, wobei Ablaufplanungsalgorithmen benutzt werden, die auf einer simplen Prioritätsregel basieren. Zur Validierung dieses heuristischen Ansatzes wird ebenfalls ein gemischt-ganzzahliges Optimierungsmodell eingeführt, welches Untergrenzen für die Entladezeit liefert durch Lockerung einzelner Ganzzahligkeitsrestriktionen.
    Notes: Summary A mathematical model for the optimization of the unloading strategy for ships transporting bulk goods will be presented in this paper. Using the results of a previous paper concerning the unloading operation of a single hatch, the minimization of the overall unloading time is striven for by using scheduling algorithms based on a simple priority rule. For validation of this heuristic approach a mixed-integer optimization model will also be introduced, which delivers lower bounds for the unloading time by relaxing some of the integrality constraints.
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    OR spectrum 11 (1989), S. 113-113 
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  • 18
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    OR spectrum 11 (1989), S. 111-113 
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    OR spectrum 11 (1989), S. 142-142 
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    OR spectrum 11 (1989), S. 121-130 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Summary A system withn elements in sequence is called a consecutive-k-out-of-n:F system if it fails wheneverk consecutive elements are failed. Consecutive-k-out-of-n:F systems can be used to model belt conveyor systems, telecommunication systems, oil pipeline systems, street lightings and other more. This paper presents formulas and algorithms for the reliability of consecutive-k-out-of-n:F systems with identical and nonidentical elements.
    Notes: Zusammenfassung Ein konsekutives-k- aus-n:F System besteht aus einer Folge vonn Elementen. Das System ist genau dann ausgefallen, wennk aufeinanderfolgende Elemente ausgefallen sind. Konsekutive-k-aus-n:F Systeme können zur Modellierung von Gurtbandförderern, Telekommunikationssystemen, Ölpipelinesystemen, Straßenbeleuchtungsanlagen usw. herangezogen werden. Diese Arbeit faßt Formeln und Algorithmen für die Zuverlässigkeit von konsekutiven-k-aus-n:F Systemen mit identischen und nichtidentischen Elementen zusammen.
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  • 22
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    OR spectrum 11 (1989), S. 131-141 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Tabu Search ist eine heuristische Methode, die für globale Optimierung mit viel Erfolg in verschiedenen Umständen angewandt wurde. Die Grundideen der Methode werden erklärt und mit Beispielen illustriert. Eine Anwendung an ein Lernprozess im Gebiet der Neuronen Netzwerke wird beschrieben.
    Notes: Summary Tabu Search is a general heuristic procedure for global optimization. Based on simple ideas it has been extremely efficient in getting almost optimal solutions for many types of difficult combinatorial optimization problems. The principles of Tabu Search are discribed and illustrations are given. An example of problem type where the use of Tabu Search has drastically cut down the computational effort is presented; it consists of the learning process of an associative memory represented by a neural network.
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  • 23
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    OR spectrum 11 (1989), S. 143-149 
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Hastings [1] benutzt Reparaturgrenzen für Ersetzungsprobleme: wenn zu einem Zeitpunkt die Reparatur eines Fahrzeugs (z. B.) hinreichend teuer ist, dann ist es ökonomisch sinnvoll, das Fahrzeug durch ein neues zu ersetzen. Numerische Resultate zeigten, daß diese Reparaturgrenzen monoton fallend sind mit zunehmendem Alter. Außerdem wurde angenommen, daß die Fahrzeuge in einem gewissen Alter unabhängig von den Raparaturkosten ersetzt werden. Die vorliegende Arbeit befaßt sich mit der theoretischen Untersuchung dieser beiden Fragen.
    Notes: Summary Hastings [1] introduced the concept of repair limits for replacement problems, the basic idea being that if, at a given time, the repair of a vehicle, for example, is sufficiently expensive, then it will be economical to replace the vehicle with a new one. Numerical results also demonstrated that repair limits decreased with age. In addition, it was assumed that, at a certain age, vehicles should be replaced whatever the repair cost. This paper addresses theoretical issues surrounding these questions.
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    OR spectrum 11 (1989), S. 150-150 
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    OR spectrum 11 (1989), S. 169-171 
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    OR spectrum 11 (1989), S. 159-167 
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    Description / Table of Contents: Summary The COMO III program has been used by IABG since 1975 for a great number of OR studies on air defence problems. The program has proved to be very well qualified for this purpose. In particular, the user-friendly and flexible data input for simulation runs should be stressed as well as the modular structure of the program which allows an optionally refined or aggregated modelling of the systems to be studied. Besides this, COMO III provides a standardised user-oriented data output which is sufficient for most study purposes and needs no additional programming effort.
    Notes: Zusammenfassung Das Programm COMO III, das seit 1975 bei der IABG in zahlreichen OR-Untersuchungen auf den Gebieten der Luftverteidigung und Flugabwehr verwendet wird, hat sich für derartige Untersuchungen als sehr gut geeignet erwiesen. Hervorzuheben sind insbesondere die benutzerfreundliche und flexible Dateneingabe für die Simulationsläufe sowie der modulare Aufbau des Modells, der es ermöglicht, die Abbildung der zu untersuchenden Systeme beliebig zu verfeinern oder zu aggregieren. COMO III sieht außerdem standardmäßig eine benutzerorientierte Datenausgabe vor, die für die meisten Untersuchungszwecke ausreicht und keinen zusätzlichen Programmaufwand erfordert.
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    OR spectrum 11 (1989), S. 151-158 
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    Description / Table of Contents: Summary In the course of the present reduction of the extent of vertical production in the automotive and engineering industry, it can be observed that the entrepreneur working with productive facilities becomes more and more a customer. With the help of failure data evaluation, the ordering conditions of the supplier can be appraised. The information base consists of failure data supplied by the manufacturer or of own operating data generated during the production process. With regard to single components or to the equipment as a whole, the information can be pooled in a Weibull distribution. By this means, ordering conditions offered can be evaluated under consideration of the size of the order and an allowance for wear and tear of the productive facilities. Due to this, economically justifiable decisions on taking or rejecting orders become feasible.
    Notes: Zusammenfassung Ein Betreiber von Produktionsanlagen wird im Zuge der gegenwärtig auch in der Autoindustrie und im Anlagenbau zu beobachtenden Verringerung der Fertigungstiefe zunehmend zum Auftragnehmer. Er kann mit Hilfe einer Auswertung von Ausfalldaten die vom Auftraggeber gebotenen Auftragskonditionen beurteilen. Datengrundlage sind Ausfalldaten des Anlagenherstellers oder die Daten der eigenen Betriebsdatenerfassung, die komponentenbezogen oder unter Bezugnahme auf die zu betrachtende Gesamtanlage zu Weibuliverteilungen verdichtet werden. In Abhängigkeit von der Auftragsgröße können auf diese Weise unter Berücksichtigung von Verschleißzuständen der Produktionsanlage gebotene Auftragskonditionen in der Weise beurteilt werden, daß ökonomisch vertretbare Auftragsannahme- oder ablehnungsentscheidungen getroffen werden können.
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    OR spectrum 11 (1989), S. 168-168 
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    OR spectrum 11 (1989), S. 171-171 
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    OR spectrum 11 (1989), S. 172-174 
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    OR spectrum 11 (1989), S. 176-176 
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    OR spectrum 11 (1989), S. 190-190 
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    OR spectrum 11 (1989), S. 177-184 
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    Description / Table of Contents: Summary Although simulation is so wide-spread that it is difficult to find a definition in an essay where an application is described, it has not remained constant over the years. The reason for this is the fact that the limits of simulation models have shifted. This shift is due to new scientific discoveries and technical progress; examples for this are expert systems, the development of parallel processing and neural networks. This essay intends to demonstrate how such influences within the various phases of model creation can be taken into consideration and how these influences change the simulation model.
    Notes: Zusammenfassung Obwohl die Simulation so verbreitet ist, daß sie in kaum einem Aufsatz, in dem eine Anwendung beschrieben wird, noch definiert wird, ist sie dennoch nicht zeitlich konstant geblieben. Die Ursache hierfür liegt darin, daß die Grenzen von den Simulationsmodellen sich auf Grund der wissenschaftlichen Erkenntnisse und des technischen Fortschritts, wie z. B. durch die Expertensysteme, die Parallelrechnerentwicklung oder die neuronalen Netze, erheblich verändert haben. Wie solche Einflüsse in den Phasen der Modellbildung berücksichtigt werden können und wie dadurch das Simulationsmodell verändert wird, soll hergeleitet werden.
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    OR spectrum 11 (1989), S. 196-196 
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    OR spectrum 11 (1989), S. 191-195 
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    Topics: Mathematics , Economics
    Description / Table of Contents: Summary The technique of designing and constructing simulation models is difficult and requires a lot of knowledge and experience. In general, users of simulation models don't have this expert knowledge. Up to now, it has not been possible to incorporate the expert knowledge necessary for the overall modelling within an expert system which would then in turn make the techniques accessible to the inexperienced user. In general, the close cooperation among experts in the fields of application and simulation techniques remains — for the time being — the only guarantee for successfully scrutinizing a model study. It is, however, possible to combine expert systems and simulation models when using carefully chosen, closely defined fields of application. It is here that an important area of interest and study lies. There are three conceivable alternatives: 1. To provide a simulation model with an intelligent environment which supports the user in constructing as well as evaluating the results made. 2. An expert system contains a simulation model as a possible component. If the expert system needs information that is not directly available, a simulation model is accessed which in turn sends the necessary data back to the expert system. 3. A simulation model contains an expert system as a component. In this case, the model has specific strategies at its disposal that are to be taken into consideration. If the model reaches a point where decisions have to be made, the simulation model turns to the expert system in order to receive information on relevant decisions. These relevant decisions are then used to determine the further course of the model. All three alternatives assume that the expert system as well as the simulation system have an open architecture. The open architecture is a prerequisite for the possibility of coupling the two. Up to now, this requirement has rarely been achieved.
    Notes: Zusammenfassung Der Entwurf und der Aufbau von Simulationsmodellen ist eine schwierige Technik, die sehr viel Wissen und Erfahrung voraussetzt. Die Anwender von Simulationsmodellen verfügen in der Regel über dieses Expertenwissen nicht. Bisher ist es nicht möglich, das für die Modellierung insgesamt erforderliche Expertenwissen in ein Expertensystem zu inkorporieren um es auf diese Weise dem in der Simulationstechnik unerfahrenen Anwender zugänglich zu machen. Im allgemeinen bleibt die enge Zusammenarbeit zwischen Fachleuten auf dem Anwendungsgebiet und der Simulationstechnik bis auf weiteres die einzige Garantie für eine erfolgreiche Modelluntersuchung. In ausgewählten, sehr engen abgegrenzten Anwendungsgebieten ist es jedoch möglich, Expertensysteme und Simulationsmodelle zu vereinen. Hier entwickelt sich ein bedeutendes Arbeits- und Aufgabenfeld. Es sind drei Alternativen vorstellbar: 1. Ein Simulationsmodell erhält eine intelligente Umgebung, die den Anwender beim Modellaufbau und bei der Ergebnisauswertung unterstützt. 2. Ein Expertensystem enthält als eine mögliche Komponente ein Simulationsmodell. Falls das Expertensystem Informationen benötigt, die nicht direkt verfügbar sind, wird ein Simulationsmodell angestoßen, das die erforderlichen Daten an das Expertensystem zurückliefert. 3. Ein Simulationsmodell enthält als Komponente ein Expertensystem. In diesem Fall enthält das Modell Strategien, die zu berücksichtigen sind. Falls das Modell an einen Punkt kommt, an dem Entscheidungen getroffen werden müssen, wendet sich das Simulationsmodell an das Expertensystem und läßt sich die maßgebenden, den weiteren Modellablauf bestimmenden Entscheidungen mitteilen. Alle drei Alternativen verlangen vom Expertensystem und dem Simulationssystem eine offene Architektur. Die offene Architektur ist Voraussetzung dafür, daß sich beide Systeme koppeln lassen. Diese Forderung ist bisher kaum erfüllt.
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    OR spectrum 11 (1989), S. 204-204 
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    OR spectrum 11 (1989), S. 197-203 
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    Description / Table of Contents: Summary In different areas of materials management (purchase, disposal, storage, transport, clearing of refuse) the costs can be influenced by the input of labour. The effects of this input are problems of uncertainty. In this paper some concepts of models for a stochastic simulation of the cost-effects are introduced for situations of various input of labour. The concepts of the models consider different types of organisation of the materials management. Various assumptions are made concerning the number of the uncertain input data, the differentiation of material-and refusegroups and the extent of the available labour.
    Notes: Zusammenfassung In den unterschiedlichen Bereichen der Materialwirtschaft (Einkauf, Materialdisposition, Lagerhaltung, Transport, Reststoffentsorgung) lassen sich die Kosten durch den Einsatz des Personals beeinflussen. Die Wirkungen der gestaltenden Tätigkeiten unterliegen der Unsicherheit. In diesem Beitrag werden Modellkonzeptionen für eine stochastische Simulation der Kosten beim Einsatz unterschiedlicher Personaleinsatzzeiten vorgestellt. Die Konzeptionen der Modelle berücksichtigen verschiedene Organisationsformen der Materialwirtschaft. Außerdem werden unterschiedliche Annahmen hinsichtlich der unsicheren Einflußgrößen, der Differenzierung von Material- und Reststoffgruppen sowie der Anzahl der verfügbaren Mitarbeiter getroffen.
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    Description / Table of Contents: Summary An essential problem in implementing simulation techniques is the accuracy of the model. With the help of visualization techniques, a complex simulation model from the area of chemical production can be represented.This model can be controlled and altered interactively.Simulation and visualization can be described within object-oriented systems in a very natural way.Simulation and visualization have been implemented with the help of the Smalltalk-80-system and the Hypermedia-System with the name “The Analyst” written in Smalltalk-80. This is used in the field of operations research at the Ciba-Geigy AG, Basel.
    Notes: Zusammenfassung Ein wesentliches Problem beim Einsatz von Simulationstechniken ist die Korrektheit des Modells. Mit Hilfe von Visualisierungstechniken wird ein komplexes Simulationsmodell aus dem Bereich der chemischen Produktion dargestellt. Dieses Modell kann interaktiv gesteuert und verändert werden. Simulation und Visualisierung lassen sich mit objektorientierten Systemen auf sehr natürliche Weise beschreiben.Implementiert wurde die Simulation und die Visualisierung mit Hilfe des Smalltalk-80-Systems und des in Smalltalk-80 geschriebenen Hypermedia-Systems The Analyst. Eingesetzt wird es im Bereich Operations Research bei der Ciba-Geigy AG, Basel.
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    OR spectrum 11 (1989), S. 205-216 
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    Description / Table of Contents: Summary Knowledge based systems can be helpful to give a wider group of users access to simulation. Classifications are given for systems according to their structure and their task-sharing approach. Among the latter are systems that enable automated model creation, support the interaction of user and expert system and others, that utilize simulation as a means of knowledge acquisition. Two examples are given: Simulation Craft and a system that will support rescheduling in production environments by combining expert systems, simulation and manufacturing systems.
    Notes: Zusammenfassung Wissensbasierte Systeme können helfen, die Simulation für eine breitere Anwenderschicht nutzbar zu machen. Dazu werden Klassifikationen nach der Architektur und nach der Aufgabenteilung vorgestellt. Letztere unterscheidet Programme zur automatischen Generierung von Modellen, Systeme, die den Benutzer bei der Interaktion unterstützen, und Expertensysteme, die Simulation zur Wissensakquisition nutzen. Als Beispiele werden Simulation Craft und ein System vorgestellt, das durch Koppelung von Expertensystemen, Simulation und einem PPS-System die Umdisposition in der Fertigungsplanung unterstützen soll.
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    OR spectrum 11 (1989), S. 230-230 
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    OR spectrum 11 (1989), S. 238-238 
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    Description / Table of Contents: Summary The high complexity of production planning models suggests their intractability to exact optimization. In practice, therefore, simulation is preferred. The paper reviews the state of standard software packages for mathematical programming and simulation and their characteristics. Then, modelling techniques for dynamic production systems are discussed. Both tools, a mathematical programming systems software and a simulation language, are used to solve selected problems from the area of job shop scheduling and serial production. The solutions are compared. They give the basis for a critical evaluation of the two approaches.
    Notes: Zusammenfassung Die hohe Komplexität von Modellen zur Produktions- und Ablaufplanung läßt sie einer exakten Optimierung nur schwer zugänglich erscheinen. In der Praxis wird deshalb häufig auf die Simulation ausgewichen. Der Beitrag diskutiert zunächst Entwicklungsstand und Merkmale von Standard-Softwaresystemen zur Mathematischen Optimierung und von Simulationssprachen. Nach Diskussion der Modellierungstechniken für dynamische Produktionssysteme werden anhand ausgewählter Probleme der Werkstatt- und der Fließfertigung die mit einem Planungssystem auf der Basis von MP-Software und der Simulation erhaltenen Lösungen verglichen. Der Beitrag schließt mit einer kritischen Würdigung der beiden methodischen Ansätze.
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    OR spectrum 11 (1989), S. 251-251 
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    OR spectrum 11 (1989), S. 250-250 
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    OR spectrum 11 (1989), S. 252-252 
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    OR spectrum 11 (1989), S. 254-254 
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    OR spectrum 11 (1989), S. 253-254 
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    OR spectrum 11 (1989), S. 239-249 
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    Description / Table of Contents: Zusammenfassung VISM (Visual Interactive Simulation Modelling) findet vermehrt Eingang in Ciba-Geigy. Die Anwendung dieses OR-Verfahrens hat erhebliches Nutzenpotential aufgezeigt und zur Einsparung in Millionenhöhe beigetragen. Zur Zeit kann die OR-Gruppe die Nachfrage für weitere Anwendungen nicht vollumfänglich erfüllen. Mit dem Ziel, den Modellierungsproeß zu straffen, wurde ProfiSEE, ein Werkzeug für VISM, entwickelt. ProfiSEE ist ein Werkzeug für „Profis“ und „Profit“, abgestimmt auf die Bedürfnisse der chemischpharmazeutischen Industrie, womit Einblick in Produktionsanlagen vermittelt werden kann. Das Sehen der simulierten Abläufe steht hierbei im Vordergrund. Die Erfahrungen mit einem Prototyp eines Modells zur Untersuchung einer Produktionsanlage eines Farbensynthese- und Standardisierbetriebes trugen wesentlich zur Entwicklung bei. ProfiSEE fördert eine enge Zusammenarbeit der OR-Gruppe und ihren Kunden, da es die Hauptelemente des VISM beinhaltet. Einige Schritte in die Richtung der graphischen Programmierung wurden unternommen. Die Realisierung mittels der Programmierumgebung Smalltalk-80 und eines umfangreichen Informationsverarbeitungs-Systems, The Analyst, benutzt die Vorteile des vielversprechenden objekt-orientierten Ansatzes. Dieser Artikel bewertet die Effizienz und Anwendung von VISM, faßt die Entstehung und Funktionalität von ProfiSEE zusammen, geht auf die eingesetzten Mittel ein, berichtet kurz über aktuelle Anwendungen und skizziert Weiterentwicklungen, die in Bearbeitung sind.
    Notes: Summary The use of Visual Interactive Simulation Modelling (VISM) as an Operations Research (OR) technique is gaining widespread popularity in CIBA-GEIGY. Currently, the demand for these applications, which are contributing millions of SFr. in savings and benefits, exceeds the available manpower in the OR group of CIBA-GEIGY. In an effort to streamline the modelling process the OR group developed a modeller's workbench for VISM called ProfiSEE. ProfiSEE, pronounced prophecy, is a tool forProfessionals andProfit in the chemical-pharmaceutical industry designed for gaining insight throughSEEing a plant or productive unit in operation — hence ProfiSEE. The system grew out of a specific application of VISM in dyestuff production, first presented in 1987 at the annual conferences of the British and German OR societies. ProfiSEE fosters close cooperation between the OR group and its clients through improved communication with VISM as a vehicle. It embodies the core principles of VISM and makes several concrete steps in the direction of graphical programming. ProfiSEE's implementation is at the forefront of software engineering technology. It exploits the advantages of the object-oriented programming environment provided by Smalltalk-802 to the full extent and is embedded in The Analyst, a comprehensive information management tool. This article assesses VISM and its effectiveness; reviews the initial use of VISM and the development of ProfiSEE at CIBA-GEIGY; introduces the implementation tools; summarizes the basic functionality of ProfiSEE; reviews some current applications at CIBA-GEIGY; and, in closing, sketches some developments currently in the pipeline.
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    OR spectrum 11 (1989), S. 231-237 
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    Topics: Mathematics , Economics
    Description / Table of Contents: Summary The aim of this paper is to present the prototype of a computeraided simulation model. The model is able to simulate the behaviour of any hospitalization area. The subject of main interest is how to deal with large numbers of patients. The general model can be used for every hospitalization area simply by adapting parameters and internal organization. The user can choose between different szenarios with patients to fill up the hospital as well. If there is a given szenario and a selected hospitalization area the simulation model is able to show the process and the success of patients' treatment. By analyzing the results of the simulation one can find the bottlenecks, check the efficiency of additional activities and evaluate the limits of the given hospitalization area's capacities and resources. Furthermore the model serves as an educational tool for hospital managers.
    Notes: Zusammenfassung Vorgestellt wird der Prototyp eines computergestützten Simulationsmodells zur Abbildung der Infrastrukturen von Hospitalisationsregionen, bei der die Bewältigung von Ereignissen mit extremen Patientenanfällen im Vordergrund steht. Das allgemein formulierte Modell soll durch die Variation von Parameterwerten den Infrastrukturen (z. B. Führungsstruktur, Transportstruktur und Spitalstruktur) beliebiger Hospitalisationsregionen angepaßt werden können, wobei die Szenarien der Patientenanfälle frei gewählt werden können. Das Simulatiosmodell ist in der Lage, für ein vorgegebenes Szenario den Verlauf und den Erfolg der Patientenversorgung in der abgebildeten Hospitalisationsregion in Abhängigkeit von der frei gewählten Führungsstruktur aufzuzeigen. Die Analyse der Simulationsergebnisse zeigt allfällige Kapazitätsengpässe auf, erlaubt die Auswirkungen von Maßnahmen zur Effizienzsteigerung und zur Beseitigung von Engpässen modellmäßig zu überprüfen und die Grenzen der Versorgungsleistung nach Ausschöpfen aller Kapazitätsreserven abzuschätzen. Das Modell kann im weiteren zu Schulungszwecken verwendet werden.
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    OR spectrum 11 (1989), S. 255-256 
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    OR spectrum 11 (1989), S. 67-82 
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    Description / Table of Contents: Summary This paper reviews corporate investment decisions under risk. Various situations are discussed such as that of a single entrepreneur or that of several owners. In addition, tradable securities may or may not exist. If such trade exists, investment risks can be hedged. But securities can be purchased for investment purposes, too; thus trade in securities does not necessarily favor real corporate investments. Crowding out of such investment projects is possible. The number of owners of a firm does not matter for the allocation of hegdeable risks. A larger number of owners permits a wider distribution of non-hedgeable risks, however. If a manager decides on investments, then his decisions depend also on his income which may be a function of the firm's profits. He may display a strong interest in hedging corporate risks if corporate losses endanger his job. Whether or not he prefers forward to option contracts for hedging purposes, depends on his preferences. If he wants to preserve the chance of high profits, then he prefers options. This paper applies risk theory to investment decisions of firms. It is not intended to derive decision rules which can be easily implemented in the real world; the purpose of the paper is to demonstrate the application of the same concept for decision making in widely different situations.
    Notes: Zusammenfassung Der folgende Überblicksbeitrag untersucht betriebliche Investitionsentscheidungen bei Risiko. Dabei werden verschiedene Situationen zugrundegelegt, so die des Alleinunternehmers, als auch die einer Mehrheit von Gesellschaftern, wobei weiterhin danach unterschieden wird, ob die Gesellschafter auf dem Kapitalmarkt Wertpapiere handeln können oder nicht. Wenn Handel möglich ist, kann dieser zum Hedging von Investitionsrisiken eingesetzt werden. Da Wertpapiere auch zu Investitionszwecken gekauft werden können, begünstigt die Handelbarkeit von Wertpapieren nicht notwendig betriebliche Realinvestitionen. Ein Crowding out solcher Investitionsprojekte ist möglich. Bezüglich der Investitionsrisiken, die auf dem Kapitalmarkt gehedgt werden können, erweist sich die Zahl der Gesellschafter als irrelevant. Sie ist jedoch relevant bezüglich der nichthedgebaren Risiken. Eine Zunahme der Gesellschafter bewirkt eine Verteilung des nicht-hedgebaren Risikos auf mehrere Personen. Trifft ein Manager die Investitionsentscheidungen, dann hängt sein Entscheidungsverhalten auch von seiner Entlohnung ab. An einem betrieblichen Hedging kann er insbesondere dann interessiert sein, wenn Unternehmensverluste seinen Arbeitsplatz gefährden. Ob er Optionen oder Termingeschäfte für Hedgingzwecke vorzieht, hängt davon ab, ob er neben der Vermeidung von Verlusten auch die Chance hoher Gewinne wahren will. Wenn ja, dann zieht er Optionen vor. Der folgende Beitrag wendet das Instrumentarium der Risikotheorie auf die betriebliche Investitionsentscheidung an. Zweck ist dabei nicht die Ableitung von in der Praxis unmittelbar verwendbaren Entscheidungsregeln, sondern die einheitliche Anwendung eines Entscheidungskonzeptes in ganz unterschiedlichen Situationen.
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    OR spectrum 11 (1989), S. 97-100 
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    Description / Table of Contents: Zusammenfassung Es wird gezeigt, daß der Durchsatz eines geschlossenen exponentiellen Warteschlangen-Netzwerks hinsichtlich der Anzahl der Aufträge im System nicht fällt, wenn die Bedienungsrate in jeder Station hinsichtlich der Anzahl der Aufträge in dieser Warteschlange nicht fällt. Die Beweisführung scheint erweiterbar auf eine Vielzahl von Netzwerken ohne Produktionsgleichgewicht.
    Notes: Summary It is shown that the throughput of a closed exponential queueing network is nondecreasing in the number of jobs in the system if the service rate in each station is nondecreasing in the number of jobs in that queue. The line of proof seems to be extendable to a variety of networks without a product form equilibrium.
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    Empirical economics 14 (1989), S. 1-19 
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    Keywords: Input-output-model ; “make”- and “use”-matrices ; disaggregated econometric model
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    Topics: Economics
    Notes: Abstract The author presents a neoclassical input-output-model for the Federal Republic of Germany, which is based on “make”- and “use”-tables instead of input-output-tables. The advantage of this approach is, that the model is able to discriminate volumes and prices for industries and commodities. The analytical frame-work gives economic hypotheses to explain the coefficients of “make”- and “use”-matrices. So a blended functional/institutional input-output-model can be constructed, which offers the opportunity to use different schemes for the disaggregation of final demand and primary inputs. The article describes the theoretical model and the numerical specification of an econometric model, which is based on it. At the end the results of an ex-post-projection with this econometric model are discussed.
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    Empirical economics 14 (1989), S. 21-42 
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    Notes: Abstract The paper analyzes the commodity structure of exports and imports of nine industrialized countries, using a dynamic version of the Linear Expenditure System. The hypothesis implied by this approach is that the structure of commodity trade can be explained by a combination of habit persistence and constant marginal expenditure shares. Application of the model to the trade composition of nine countries shows that there are considerable differences in the strength of habit persistence across countries and across commodity groups as well as between exports and imports. These are crucial for the explanation of the associated expenditure and price elasticities.
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    Empirical economics 14 (1989), S. 77-92 
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    Notes: Summary It is remarkably easy to test for structural change, of the type that the classicFor “Chow” test is designed to detect, in a manner that is robust to heteroskedasticity of possibly unknown form. This paper first discusses how to test for structural change in nonlinear regression models by using a variant of the Gauss-Newton regression. It then shows how to make these tests robust to heteroskedasticity of unknown form, and discusses several related procedures for doing so. Finally, it presents the results of a number of Monte Carlo experiments designed to see how well the new tests perform in finite samples.
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    Empirical economics 14 (1989), S. 105-112 
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    Keywords: Brownian Motion ; Brownian Bridge ; Invariance ; Locally Best Invariant Test ; Mixing ; Random Walk ; Weak Convergence
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    Topics: Economics
    Notes: Summary This article is concerned with Locally Best Invariant tests for coefficient stability in a univariate random walk coefficient regression model. In particular, we explore the effects that different assumptions about the initial value of the random walk process have on the form and asymptotic distribution of the resulting test statistics. When this initial value is allowed to be random, it is shown that the test statistics are either exactly the same, or possess the same asymptotic distributions, as when the initial value is fixed.
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    Empirical economics 14 (1989), S. 139-150 
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    Notes: Abstract This note argues that structural stability is an important condition for tests of Grangercausality. Despite this fact the standard causality tests are sometimes applied to data for which structural stability cannot be assumed a priori. Therefore the stability of GNP/M1 systems of the U.S., Canada, and West Germany in the aftermath of the 1973/74 oil crisis is analyzed using formal statistical tests. Prediction tests are particularly useful for that purpose. The stability of the model for Canadian data is rejected whereas stability is not rejected for the U.S. and West Germany.
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    Empirical economics 14 (1989), S. 151-165 
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    Notes: Summary The paper shows that the sequential approach to testing econometric models, particularly testing for structural change, is both feasible and potentially very useful. In fact, this paper makes clear the possibility of using the sequential approach as suggested by Dhrymes et al. (1972) and shows that the statistical dependence between successive tests can be overcome in some cases.
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    Empirical economics 14 (1989), S. 215-227 
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    Notes: Summary The paper formulates and estimates for India for the period 1950–1980 an aggregate production function wherein the supply of real money balances in the economy appears as a limitational factor of production. The rationale for the formulation is argued from the importance of working capital funds in organising production, and how the supply of money, or the lack thereof, may constrain its availability in a financially underdeveloped economy characterized by imperfect capital markets.
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    Empirical economics 14 (1989), S. 257-271 
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    Notes: Abstract The necessary and sufficient conditions for determining Granger causality with a bivariate ARMA model have been presented by Granger (1969), Haugh and Pierce (1977) and Eberts and Steece (1984). However the literature fails to address the question as to which classical test criterion likelihood ratio, Lagrange multiplier, Rao efficient scoring or Wald should be employed. This study addresses this question via a simulation study.
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    Empirical economics 14 (1989), S. 291-305 
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    Notes: Abstract A structural model of demand and supply of money for the U.S. economy is estimated by the relatively new Simultaneous Transfer Function Method. This approach is motivated by (1) a need to impose valid identifying restrictions on the model and (ii) to facilitate a systematic specification search process. The endogeneity of monetary stock is effectively dealt with at two levels. Policy-wise endogeneity is handled by defining the money supply variable as a ratio of observed and exogenous monetary stock (based on reserves supplied by the Fed). Statistical endogeneity is captured in a Simultaneous Equations System. Empirical results show that commercial banks are able to alter observed monetary stock behavior when the profitability of creating new loans (deposits) increases. This accommodation is, expectedly, fairly small and instantaneous.
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    Empirical economics 14 (1989), S. 123-137 
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    Topics: Economics
    Notes: Summary Robust Bayesian analyses in a conjugate normal framework have been developed by Learner (1978) and Polasek and Pötzelberger (1987). Fixing the prior mean and varying the prior covariance Matrix yields a so-called feasible ellipsoid for the posterior mean and robust HPD regions, also called HiFi-regions. This paper considers the application of this approach to gain robust Bayesian inference in case of a parameter change in regression models.
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    Empirical economics 14 (1989), S. 167-192 
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    Empirical economics 14 (1989), S. 193-213 
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    Topics: Economics
    Notes: Summary This paper describes a theoretical and empirical study of the Japanese macroeconomy that focuses on the role of predetermined nominal wages in the relation between monetary policy and aggregate output. The main features of the model are that nominal wage rates set at Shunto are equal to rational expectations of the nominal wage rates that would be consistent with target levels of real output and that firms determine employment and output by equating marginal productivities to real wage rates. The essential implication of the model is that the current deviation of aggregate output from its target level depends only on innovations in inflation and productivity since the last Shunto. The equation derived to implement the model empirically relates current aggregate output growth in a precise way to Past values of output growth and inflation since the last Shunto and includes an explicit specification of a white noise error term. The results of econometric analysis of this restricted model equation are consistent with the hypothesis that nominal wages, predetermined according to Shunto with rational expectations, are important for the determination of real aggregates.
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    Empirical economics 14 (1989), S. 241-256 
    ISSN: 1435-8921
    Keywords: Testing Calendar Effects ; Structural Models ; Generalized Regression Model ; Kalman Filter ; Minimum Mean Square Estimator
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    Topics: Economics
    Notes: Abstract Calendar effects are analysed in the class of structural time series models one of the two main model based approaches in time series decomposition. While Bell and Hillmer (1983) modeled calendar variation in the ARIMA model based approach, we represent structural models in the generalized regression form which allows to apply classical estimation and test procedures. It turns out that the expected high computaional complexity 0(T 3) in the generalized regression model can be reduced to 0(T). As all parameters are estimated by maximizing the likelihood the Likelihood Ratio statistics can be used to test effects of the calendar composition.
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    Empirical economics 14 (1989), S. 273-289 
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    Topics: Economics
    Notes: Abstract This paper makes use of the fact that the stock of medical manpower in Canada is institutionally and exogenously determined in order to develop a model predicting physician average net income. An econometric evaluation of this model on a sample involving Canada's ten provinces during 1968–1982 suggests that a one per cent increase in physician fees increases physician average net income by 0.70 per cent, and a one per cent increase in the physician to population ratio reduces average net income by 0.62 per cent. In both cases, the elasticities are less than unity because the supply function for an individual physician is backward bending — on average, a Canadian physician reduces his hours worked by an amount between 0.17 and 0.50 per cent (95 per cent confidence interval) if his real wage rate is increased by one per cent.
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    Empirical economics 14 (1989), S. 307-328 
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    Topics: Economics
    Notes: Summary A four-variable, a five-variable and a six-variable vector autoregression (VAR) is used in the study to test empirically the linkages among changes in money, outstanding public bonds, interest rates, output, real asset prices, and real investment expenditures in West Germany. After estimating Sims-type and Hsiao-type vector autoregressions the VAR models are the converted to their moving-average representations and the innovation accounting technique is used to examine the impact of changes in asset prices and output on investment behaviour.
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    Empirical economics 14 (1989), S. 329-342 
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    Topics: Economics
    Notes: Abstract The wellknown Wallace-Hussain estimator is applied in pooled models with random individual effects, and the magnitude of the bias caused by the estimator is estimated by bootstrap methods. Furthermore, the significance of the bias is tested using an asymptotic test based on the bootstrap results.
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    Annals of operations research 17 (1989), S. 1-11 
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    Topics: Mathematics , Economics
    Notes: Abstract The problems arising in the automation of multiproduct small batch production in mechanical engineering due to necessity to ensure its high flexibility are indicated. It is shown that the automation level of such a production can be effectively increased by the organization of a group production and the part orientation of equipment. In so doing it is useful to group parts on the basis of their standard images and enrichment elements. The use of standard image concept promotes the integration of design and manufacturing and creates the prerequisites for the automation of design. The planning of group production organized on the basis of standard images and enrichment elements realizes by regrouping the “parts-setting-ups” matrix. The method of matrix regrouping facilitating the group production planning is proposed. The described principles of organizing the computer-aided design and manufacturing on the basis of standard images and enrichment elements have been used in constructing the integrated system KAPRI intended for pilot production with a variable range of parts.
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    Annals of operations research 17 (1989), S. 69-103 
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    Notes: Abstract We present in this work a hierarchical approach for generating alternatives for production planning in a generic floor shop problem within the environment of Flexible Manufacturing Systems (hereafter, FMS). Briefly, the problem can be stated as follows: Given the resources of a FMS and the characteristics of the parts to be produced along a planning horizon, obtain the loading ordering of the parts in the FMS, the execution ordering of the operations and the processing route of each part (i.e., the working stations where each operation is to be executed), such that the production and transport costs are minimized and the modules workload is levelized. The problem is decomposed into three subproblems which are arranged in a hierarchy; a variety of models is presented, as well as the input/output relations that allow to integrate them; we also propose some algorithmic ideas to exploit the special structure of the problem. Computational experience is reported.
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    Annals of operations research 17 (1989), S. 217-232 
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    Notes: Abstract A dispatching rule is proposed for job shop operations where the performance criteria are due date related. The dispatching rule is constructed by combining the characteristics of the shortest process time rule and a dynamically determined earliest due date rule. The performance of the proposed rule is compared to currently well known rules across various shop environments using discrete simulation.
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    Annals of operations research 18 (1989), S. 141-154 
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    Notes: Abstract The maximal covering location problem has been shown to be a useful tool in siting emergency services. In this paper we expand the model along two dimensions — workload capacities on facilities and the allocation of multiple levels of backup or prioritized service for all demand points. In emergency service facility location decisions such as ambulance sitting, when all of a facility's resources are needed to meet each call for service and the demand cannot be queued, the need for a backup unit may be required. This need is especially significant in areas of high demand. These areas also will often result in excessive workload for some facilities. Effective siting decisions, therefore, must address both the need for a backup response facility for each demand point and a reasonable limit on each facility's workload. In this paper, we develop a model which captures these concerns as well as present an efficient solution procedure using Lagrangian relaxation. Results of extensive computational experiments are presented to demonstrate the viability of the approach.
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    Annals of operations research 18 (1989), S. 17-23 
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    Notes: Abstract In practical problem situations data are usually inherently unreliable. A mathematical representation of uncertainty leads to stochastic optimization problems. In this paper the complexity of stochastic combinatorial optimization problems is discussed. Surprisingly, certain stochastic versions of NP-hard determinstic combinatorial problems appear to be solvable in polynomial time.
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    Annals of operations research 18 (1989), S. 103-112 
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    Notes: Abstract This paper develops a new lower bound for single facility location problems withl p distances. We prove that the method produces superior results to other known procedures. The new bound is also computationally efficient. Numerical results are given for a range of examples with varying numbers of existing facilities andp values.
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    Annals of operations research 19 (1989), S. 219-228 
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    Notes: Abstract It is shown that assumptions about risk aversion, usually studied under the pre-supposition of expected utility maximization, have a surprising extra merit at an earlier stage of the measurement work: together with the sure-thing principle, these assumptions imply subjective expected utility maximization for monotonic continuous weak orders.
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    Annals of operations research 19 (1989), S. 273-298 
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    Notes: Abstract This paper focuses on the betweenness property of expected utility theory. We provide an axiomatization of the class of betweenness-conforming utility theories. Subclasses of betweenness-conforming preferences are axiomatized with ‘substitution’ axioms of intermediate generality. The latter axioms incorporate specifically the effects of replacing a certain outcome with a lottery that is indifferent to it. Our representation is applied to the second-price auction mechanism where we show that its demand-revelation property under expected utility is not robust with respect to the class of betweenness-conforming preferences.
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    Annals of operations research 19 (1989), S. 335-357 
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    Notes: Abstract The primary purpose of this paper is to show that differences between models of choice under uncertainty may be derived primarily from different assumptions about the “appropriate” ways in which states of the world may be compared and combined. It considers different concepts of stochastic dominance arising from different permitted transformations on the ordering of prizes during a comparison of two lotteries. These concepts imply various forms of the Independence axiom and correspond to various non-expected utility theories.
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    Annals of operations research 19 (1989), S. 415-433 
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    Notes: Abstract The Subjectively Weighted Linear Utility (SWLU) model for decision making under uncertainty can accommodate non-neutral attitudes toward ambiguity. We first characterize ambiguity aversion in terms of the SWLU model parameters. In addition, we show that ambiguity content may reasonably be regarded as residing in the decision maker's subjective probability distribution of induced utility. In particular, (a) a special kind of mean preserving spread of the induced utility distribution will always increase ambiguity content, and (b) utility distributions which are more shiftable by new information have higher ambiguity content.
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    Annals of operations research 19 (1989), S. 465-483 
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    Notes: Abstract Descriptive decision science says how peopledo make up their minds (e.g. as psychological and organizational theory). Normative decision science says howideal peoplewould make up their minds (e.g. as statistical decision theory). Prescriptive decision science (PDS) says how peopleshould make up their minds (including a distinctive fusion of the descriptive and normative). PDS supports the development and validation of decision-aiding technology, to make it appropriate for specific circumstances, balancing considerations of feasible input, useful output, logical coherence, and cost of implementation. The author argues for a major redirection of effort toward PDS by the decision science community, and suggests promising directions for its development with illustrations from his company's work.
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    Annals of operations research 19 (1989), S. 447-463 
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    Notes: Abstract Construing acts as functions on a set of states to the set of lotteries on ultimate outcomes, this partly expository paper cautions that, in non-Savage choice theories, the popular technique of replacing multiattributed ultimate outcomes by equally desirable and crisper proxies may misguide the choice of act, in that preferences between the induced proxy acts may not mirror preferences between their original counterparts. When this pathology cannot occur, preferences and the associated choice theory are said to beneutral as regards proxy substitution. Sufficient conditions for neutrality include Monotone Dominance, Transitivity, and a restricted form of Linearity. The Linearity property can be circumvented by direct assignment of proxy “certainty equivalents” to outcome lotteries rather than to ultimate outcomes; then preferences are said to besemineutral if the corresponding proxy acts mirror preferences between their original counterparts. Relationships of these problem transformations are noted and certain normative choice theories are examined as to neutrality of preference with respect to use of arbitrary proxies.
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    Annals of operations research 19 (1989), S. 485-487 
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    Annals of operations research 19 (1989), S. 499-502 
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    Annals of operations research 19 (1989), S. 489-497 
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    Annals of operations research 18 (1989), S. 25-42 
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    Notes: Abstract The degree to which locational complexity and geographical complexity is represented in a location model is a critical decision that influences the quality of the application. Criteria which can be used to guide these decisions are presented and research that would better inform these decisions is described.
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    Annals of operations research 18 (1989), S. 113-139 
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    Notes: Abstract The level of aggregation is critical in discrete location analyses as it affects the level of data collection required, computation times and the usefulness of the analyses. We examine the effects of three alternative nodal aggregation schemes on (i) the model's solution times, (ii) the locational decisions indicated by the maximum covering model, (iii) the coverage provided by the “aggregate” solutions compared with the optimal solutions, and (iv) the coverage predicted by the aggregate model compared with the coverage that results from using the aggregate model's facility sites and the disaggregate demands. The results suggest that considerable aggregation can be tolerated without incurring large errors in total coverage, but that location errors are introduced at moderate levels of aggregation. The magnitude of these errors is significantly affected by the aggregation scheme employed.
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    Annals of operations research 18 (1989), S. 187-211 
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    Notes: Abstract Dynamic facility location is concerned with developing a location decision plan over a given planning horizon during which changes in the market and in costs are expected to occur. The objective is to select from a list of predetermined possible facility sites the locations of the facilities to use in each period of the planning horizon to minimise the total costs of operating the system. The costs considered here include not only transport and operation/maintenance charges but also relocation costs arising from the opening and closing of facilities as required by the plan. The problem is formulated in terms of dynamic programming but for simplicity with restrictions on the numbers of facilities that can be opened in a given period. The problem was solved using both dynamic programming and a branch and bound approach using state space relaxation. These two approaches are contrasted with different data and with different assumptions to compare the influence of alternative factors on the computational efficiency of both solution methods.
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    Annals of operations research 20 (1989), S. 233-248 
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    Notes: Abstract The Basis Suppression algorithm is a simplex-based procedure which allows the efficient extension of current special structure algorithms to problems of special structure except for a single complicating side variable. A basis free of the complicating variable is maintained in this algorithm. Various properties of the algorithm are presented, including a proof of convergence. Computational effectiveness is discussed and has been verified by using the procedure to solve the maximal concurrent flow problem.
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    Annals of operations research 21 (1989), S. ix 
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    Notes: Abstract This paper describes serial and parallel implementations of two different search techniques applied to the traveling salesman problem. A novel approach has been taken to parallelize simulated annealing and the results are compared with the traditional annealing algorithm. This approach uses abbreviated cooling schedule and achieves a superlinear speedup. Also a new search technique, called tabu search, has been adapted to execute in a parallel computing environment. Comparison between simulated annealing and tabu search indicate that tabu search consistently outperforms simulated annealing with respect to computation time while giving comparable solutions. Examples include 25, 33, 42, 50, 57, 75 and 100 city problems.
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    Annals of operations research 19 (1989), S. 299-309 
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    Notes: Abstract This paper provides an axiomatization for the implicit rank-dependent mean value, which class includes a number of mean values that have appeared in statistics, in utility theory and in the theory of income inequality measurement.
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    Annals of operations research 19 (1989), S. 375-403 
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    Notes: Abstract This paper presents a new method of modeling indeterminate and incoherent probability judgments in decision analysis problems. The decision maker's degree of beliefs in the occurrence of an event is represented by a unimodal (in fact, concave) function on the unit interval, whose parameters are elicited in terms of lower and upper probabilities with attached confidence weights. This is shown to provide a unified framework for performing sensitivity analysis, reconciling incoherence, and combining expert judgments.
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    Annals of operations research 17 (1989), S. 13-30 
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    Notes: Abstract The problem of interest is to partition a collection of machines into production cells so that a given set of part-manufacturing requirements may be carried out optimally. In the present case transitions of parts between different cells is the only measure of machine partition goodness. The present formulation and approximate solution of this optimization problem is best described as one of successive approximations or as a one-at-a-time method. An initial cellular structure is taken and an easy part assignment optimization routine executed. With the part assignment fixed, a heuristic is employed to find an improved cell structure. These bipartite iterations continue until a convergence criterion is satisfied. Several small computer examples are provided and the straightforward requirements for large problem adaptation.
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    Annals of operations research 17 (1989), S. 137-161 
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    Notes: Abstract Scheduling methods are proposed for a class of flexible manufacturing systems consisting of machine centers served by a cyclic conveyor. The minimization of finish time is considered as the optimization criterion. An optimal algorithm is proposed for the minimum conveyor speed (S=1) for a particular system in the class under consideration. Scheduling algorithms based on a job matching principle, that are developed for the general systems, yield good results particularly for low conveyor speeds.
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    Annals of operations research 17 (1989), S. 181-198 
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    Notes: Abstract We propose a heuristic procedure that constructs a schedule forN jobs with stochastic processing times and a common due date onM parallel, identical machines. The criterion is the minimization of the total expected incompletion cost. A worst-case analysis for the ratio of the heuristic and optimal solutions is presented and a bound on the ratio is derived. The experimental results presented indicate that the heuristic procedure generates almost optimal solutions.
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    Annals of operations research 17 (1989), S. 291-303 
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    Notes: Abstract Production managers employ numerous aggregate planning models to smooth work loads and minimize labor and inventory costs. Some of the more recently developed models incorporate the learning that occurs during repetitive work. This article discusses the history of both aggregate planning and learning models, the various combined models, and their appropriateness to a given environment.
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    Annals of operations research 17 (1989), S. 323-345 
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    Notes: Abstract This paper describes an FMS scheduling method that treats an FMS as a group of problem-solving agents cooperating to perform manufacturing jobs. The main thrusts of such a method include the ability to handle the dynamically changing production conditions, its taking into account the communication method, the improved reliability, and the use of distributed control. The paper emphasizes research issues associated with various aspects of the cooperative problem-solving method, including: (1) dynamic task assignments, (2) the coordination mechanism, and (3) knowledge-based scheduling as problem solving. A simulation study which compares the performance of the cooperative problem solving approach with that of the more traditional scheduling approaches is also reported.
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    Annals of operations research 18 (1989), S. 1-15 
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    Annals of operations research 18 (1989), S. 43-70 
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    Notes: Abstract Market area models determine the optimal size of market for a facility. These models are grounded in classical location theory, and express the fundamental tradeoff between economies-of-scale from larger facilities and the higher costs of transport to more distant markets. The simpler market area models have been discovered and rediscovered, and applied and reapplied, in a number of different settings. We review the development and use of market area models, and formulate a General Optimal Market Area model that accommodates both economies-of-scale in facilities costs and economies-of-distance in transport costs as well as different market shapes and distance norms. Simple expressions are derived for both optimal market size and optimal average cost, and also the sensitivity of average cost to a non-optimal choice of size. The market area model is used to explore the implications of some recently proposed distance measures and to approximate a large discrete location model, and an extension to price-sensitive demands is provided.
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