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  • Articles  (27,167)
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  • Articles  (27,167)
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  • 1
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    Springer
    Stochastic environmental research and risk assessment 1 (1987), S. 1-2 
    ISSN: 1436-3259
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
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  • 2
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    Stochastic environmental research and risk assessment 1 (1987), S. 3-16 
    ISSN: 1436-3259
    Keywords: Annual maximum ; partial duration series ; T-year estimate ; marshall-Olkin bivariate distribution ; Morgenstern bivariate distribution
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract As a basis for development of the annual maximum distribution the so-called partial duration series with Poissonian occurrence times and exponentially distributed peak exceedance values has been selected. The model is generalized by allowing for a Markov dependence between succeeding peak values. Correlation values from p=0 to p=1 can be accounted for by introducing the Marshall-Olkin bivariate exponential distribution, which is presented in detail. The developed distribution function for the annual maximum is throughly analysed and a variety of distribution forms depending on the value of the correlation coefficient and the intensity in the Poisson process is hereby recognized. To a certain extent this might be considered as parallel to the scattering of hydrological regions with different generating mechanisms for the annual maxima.
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  • 3
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    Stochastic environmental research and risk assessment 1 (1987), S. 37-52 
    ISSN: 1436-3259
    Keywords: Cyclonic precipitation ; mathematical modeling ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A stochastic description is developed for extratropical cyclonic precipitation fields at synoptic and meso scales as they are typically observed by radars over the Earth. This description attempts to account I) for the synoptic scale behavior of a cyclonic storm (its birth, its synoptic scale motion trajectory, and its dissipation) II) for the synoptic-scale organizational structure of subsynoptic precipitation areas (rainbands, precipitation cores and raincells) within a cyclonic storm; and III) for the behavior of subsynoptic precipitation areas, in terms of their births, their spatial configuration evolutions, their motions, and their deaths (dissipation). The precipitation cores and the raincells are taken as the building blocks of the subsynoptic precipitation, areas within a cyclonic rainfield.
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  • 4
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    Stochastic environmental research and risk assessment 1 (1987), S. 81-100 
    ISSN: 1436-3259
    Keywords: Stochastic differential equations ; Itô calculus ; Stratovovich integrals ; Jump integrals
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract Fundamentals of the theory of stochastic calculus and stochastic differential equations (SDE's) which are finding increasing application in water resources engineering are reviewed. The basics of probability theory, mean square calculus and the Wiener, white Gaussian and compound Poisson processes are given in preparation for a discussion of the general Itô SDE with drift, diffusion and jump discontinuity terms driven by Gaussian white noise and compound Poissionian impulses. Also discussed are stochastic integration and the derivation of moment equations via the Itô differential rule. The lierature of SDE's is reviewed with an emphasis on the more accessible sources.
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  • 5
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    Stochastic environmental research and risk assessment 1 (1987), S. 53-66 
    ISSN: 1436-3259
    Keywords: Hurst range ; conditioned exchangeable, variables
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A new theoretical interpretation is proposed for Hurst's empirical law which is applicable to discrete-valued inflows and is consistent with the existing interpretation for continuous-valued inflows. This is applied to independent net inflows {X r} having values +1 and −1 with unequal probabilities. With the aid of a new result on the exchangeability of symmetrically conditioned exchangeable variables, values of the resulting range are obtained and tabulated. It is found that the effect of skewness is very slight for skewness values between (about) 3 and −3, and that Hurst's own approximation, the “conditioned range”, is remarkably accurate.
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  • 6
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    Stochastic environmental research and risk assessment 1 (1987), S. 67-80 
    ISSN: 1436-3259
    Keywords: pattern analysis ; mixed-mode data ; event-covering ; discretization ; hydrometric data
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract This paper presents a pattern analysis technique that has been successfully applied to a set of hydrometric network data collected in British Columbia, Canada. This technique can extract information from a set of observed heterogeneous multivariate data. The data are represented as n-tuples of mixed discrete and continuous values. The technique is capable of screening out statistically irrelevant information. It is also able to detect inherent subgroups in the data through adopting an event-covering approach. The subgroup characteristics represent important empirical understanding even though there may be considerable probabilistic variation within each individual subgroup.
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  • 7
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    Stochastic environmental research and risk assessment 1 (1987), S. 17-36 
    ISSN: 1436-3259
    Keywords: Stochastic hydrology ; multivariate analysis ; information extraction ; information transfer ; structure of time series ; time series analysis ; spatial characteristics ; simulation of processes
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A stochastic approach to the analysis of hydrologic processes is defined along with a discussion of causes of tendency, periodicity and stochasticity in hydrologic series. Sources of temporal non-stationarity are described along with objectives and methods of analysis of processes and, in general, of information extraction from data. Transferred information as measured by correlation coefficients is compared with the transferable information as measured by entropy coefficients. Various multivariate approaches to hydrologic stochastic modeling are classified in light of complexities of spatial/temporal hydrologic processes. Alternatives of time series structural decomposition and modeling are compared. A special approach to modeling of space properties further contributes to approximate simulations of spatial/temporal processes over large areas. Several aspects of stochastic models in hydrology are concisely reviewed.
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  • 8
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    Stochastic environmental research and risk assessment 1 (1987), S. 101-116 
    ISSN: 1436-3259
    Keywords: Soil moisture ; stochastic processes ; stochastic differential equations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The dynamics of water within the unsaturated root zone of the soil are represented by a pair of stochastic differential equations (SDE's), one representing the so-called “surplus” state of the moisture and the other the “deficit” condition. The inputs to the model are the climatically controlled random infiltration events and evapotranspiration which are modeled as a compound Poisson process and a Wiener (Brownian motion) process, respectively. The solutions to these SDE's are not in “close-form” but sample functions are obtained by numerical integration. The moment properties of the soil moisture evolution process have also been derived analytically including the mean, variance, covariance and autocorrelation functions. To illustrate the model, climatic parameters representing the “surplus” and “deficit” cases and properties of clay loam soil have been used to numerically derived the corresponding sample functions. With proper selection of all the parameters, physically realistic sample trajectories can be obtained for the model.
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  • 9
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    Stochastic environmental research and risk assessment 1 (1987), S. 127-134 
    ISSN: 1436-3259
    Keywords: Upland erosion ; annual erosion losses
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract Point rainfall triggers the complex processes of overland flow and surface erosion. The probability density functions of rainfall duration and intensity are coupled with a physically based dynamic formulation of rainfall-runoff-sediment transport relationships for upland areas. When considering a single storm, rainfall depth alone is a poor predictor of sediment transport because of the dispersion introduced by the effect of rainfall intensity. On a long terms basis, however, the total amount of rainfall can be used to predict total erosion losses.
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  • 10
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    Stochastic environmental research and risk assessment 1 (1987), S. 117-126 
    ISSN: 1436-3259
    Keywords: equi-risk line ; detention pond ; urban runoff ; frequency analysis ; flood risk
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The expression of equi-risk line derived by the authors represents the relationship between discharge capacityy 0 u and storage capacityz 0 u to keep flood frequency under a certain risk level represented by the return periodT, i.e.,z 0/z 0 u ={(y 0 u −y 0 u )/y 0 u } S , wherey 0 u andz 0 u areT-year probability peak discharge and total volume of a hydrograph. The shape parametersS is evaluated in this paper for various release rules of the storage facilities and correlations of durations and peaks of hydrographs. The expression forS is: $$S = S_\infty + (S_0 - S_\infty )\exp ( - \sqrt p )$$ , whereS 0 andS ∞ are the values ofS forp=0 and ∞, andp is the exponent of a general storage-release relation,q=az' p, wherea is the storage constant, andz' andq are the volume of stored water and the corresponding release. The values ofS 0 andS ∞ are expressed in terms of the correlation coefficient ρ of durations and peaks of inflow hydrographs.
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  • 11
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    Stochastic environmental research and risk assessment 1 (1987), S. 135-140 
    ISSN: 1436-3259
    Keywords: Upland erosion ; annual soil losses
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract Annual erosion losses from 135 experimental plots under a variety of soil types, vegetation cover densities and conservation practices in Iraq have been measured over a period of four years. The first three years of this data set demonstrate that annual erosion losses can be predicted from annual rainfall depths. The results obtained from regression analysis were then validated with the fourth year of soil erosion data. These results corroborate the theoretical findings of the companion paper in that long term erosion losses can be predicted from the total amount of rainfall.
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  • 12
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    Stochastic environmental research and risk assessment 1 (1987), S. 141-154 
    ISSN: 1436-3259
    Keywords: Contemporaneous ARMA models ; maximum likelihood estimation ; multivariate modelling ; stochastic hydrology ; time series analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract In order to allow contemporaneous autoregressive moving average (CARMA) models to be properly applied to hydrological time series, important statistical properties of the CARMA family of models are developed. For calibrating the model parameters, efficient joint estimation procedures are investigated and compared to a set of uivariate estimation procedures. It is shown that joint estimation procedures improve the efficiency of the autoregressive and moving average parameter estimates, but no improvements are expected on the estimation of the mean vector and the variance covariance matrix of the model. The effects of the different estimation procedures on the asymptotic prediction error are also considered. Finally, hydrological applications demonstrate the usefulness of the CARMA models in the field of water resources.
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  • 13
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    Stochastic environmental research and risk assessment 1 (1987), S. 155-160 
    ISSN: 1436-3259
    Keywords: Gamma Markov ; estimation ; maximum likelihood estimates
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The linearly regressive Gamma Markov sequence is being increasingly used as a model for geophysical phenomena, one of the reasons being that it is possible to determine the distribution of (weighted or otherwise) cumulative sums of such a sequence. In this paper we show briefly how to simulate such a sequence and its seasonal extension; we also show how to estimate its parameters. It is shown that the estimates obtained by the method of moments do not have a high efficiency, whereas those obtained by a modified maximum likelihood method have an efficiency close to unity.
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  • 14
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    Stochastic environmental research and risk assessment 1 (1987), S. 161-168 
    ISSN: 1436-3259
    Keywords: Inverse problem ; groundwater management ; groundwater response function ; stochastic control ; consistent parameter estimation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The response of groundwater basins to natural and anthropogenic inputs depends on many interrelated factors such as the values of groundwater flow and mass transport parameters. This work presents a theoretical analysis of the impact of parameter uncertainty on groundwater management decisions. It is shown that under classical, Bayesian, and deterministic assumptions about the parameter structure, the resulting management decisions could be very different. This underscores the importance of adopting the proper parameter structure and the need for using consistent methods to solve the inverse problem.
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  • 15
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    Stochastic environmental research and risk assessment 1 (1987), S. 185-198 
    ISSN: 1436-3259
    Keywords: Pattern matching ; tracking ; rainfall ; mesoscale ; radar
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract This paper presents a new feature-based matching algorithm for tracking mesoscale precipitation phenomena in radar image sequences. Distinct rainfall areas are identified in each image and characterized by a feature vector of shape descriptors, which provide a mathematical representation of the spatial characteristics of each identified area. Rainfall areas observed in consecutive images are matched by comparing the relative values of the features. Two match scoring algorithms are developed to generate the initial estimates of correct matches, which are then updated by likelihood measures based on relative location. The method is applied to mesoscale rainfall areas observed in sequences of radar-derived images of rainfall activity over Southwestern Ontario during the summers of 1980 and 1981.
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  • 16
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    Stochastic environmental research and risk assessment 1 (1987), S. 199-208 
    ISSN: 1436-3259
    Keywords: Extreme value distribution ; two-component distribution ; maximum entropy principle ; parameter estimation ; regional estimation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The two component extreme value (TCEV) distribution has recently been shown to account for most of the characteristics of the real flood experience. A new method of parameter estimation for this distribution is derived using the principle of maximum entropy (POME). This method of parameter estimation is suitable for application in both the site-specific and regional cases and appears simpler than the maximum likelihood estimation method. Statistical properties of the regionalized estimation were evaluated using a Monte Carlo approach and compared with those of the maximum likelihood regional estimators.
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  • 17
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    Stochastic environmental research and risk assessment 1 (1987), S. 169-184 
    ISSN: 1436-3259
    Keywords: Stochastic control and programming ; real-time hydrologic forecasting ; reservoir theory
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A new approximate method of solution for stochastic optimal control problems with many state and control variables is introduced. The method is based on the expansion of the optimal control into the deterministic feedback control plus a caution term. The analytic, small-perturbation calculation of the caution term is at the heart of the new method. The developed approximation depends only on the first two statistical moments of the random inputs and up to the third derivatives of the cost functions. Its computational requirements do not exhibit the exponential growth exhibited by discrete stochastic DP and can be used as a suboptimal solution to problems for which application of stochastic DP is not feasible. The method is accurate when the cost-to-go functions are approximately cubic in a neighbourhood around the deterministic trajectory whose size depends on forecasting uncertainty. Furthermore, the method elucidates the stochastic optimization problem yielding insights which cannot be easily obtained from the numerical application of discrete DP.
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  • 18
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    Stochastic environmental research and risk assessment 1 (1987), S. 209-216 
    ISSN: 1436-3259
    Keywords: Transport ; sedimentation ; random walk ; Markov chain in continuous time ; distribution of maximum
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A simple two-dimensional random walk model is developed for the motion of a particle in a fluid flow. Some earlier results for the persistent injection of particles into the flow are extended, and the distribution of the maximum number of particles in suspension over the period (0,t) is derived.
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  • 19
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    Stochastic environmental research and risk assessment 1 (1987), S. 217-240 
    ISSN: 1436-3259
    Keywords: Transport of fluid ; random network ; macro-permeability ; micro-geometry ; statistical mechanics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract This paper presents a detailed statistical analysis of Hagen-Poiseuille flow in plane random isotropic networks of interconnected channels. The emphasis is on statistico-geometrical features of networks that affect macroscopic permeability. It is shown that permeability of a network depends on its average co-ordination number, the first two moments of the channel length distribution and other explicitly identifiable geometrical features. Distributions of flow rates in channels and average flow rates are established by minimization of the rate of energy dissipation. Theoretical developments are interpreted in the context of classical statistical mechanics. Analytical results are illustrated and verified using numerical analysis of flow in a simulated random network.
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  • 20
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    Stochastic environmental research and risk assessment 1 (1987), S. 280-280 
    ISSN: 1436-3259
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
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  • 21
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    Stochastic environmental research and risk assessment 1 (1987), S. 241-262 
    ISSN: 1436-3259
    Keywords: Martingale ; stochastic-convective ; stochastic-relativist ; spectral-integral ; perturbative ; statistical-mechanical
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The use of stochastic models in subsurface hydrology is growing at a logistic pace. To tie together a number of different stochastic methodologies for deriving subsurface transport equations, we have put together a brief review of some of the more common techniques. Our attention is confined to a few select methodologies so that we might delve in detail into assumptions required by the various approaches and their strengths and weaknesses. The methods reviewed include: Martingale, stochastic-convective, stochastic-relativist, spectral-integral, perturbative, statistical-mechanical, and generalized hydrodynamics. Within this list, we also have included a few stochastic methodologies which have been used solely to develop expressions for the dispersion tensor.
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  • 22
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    Stochastic environmental research and risk assessment 1 (1987), S. 297-302 
    ISSN: 1436-3259
    Keywords: Stochastic PDE ; Zakai equation ; nonlinear filtering ; distributed systems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract We shall consider in this article a general class of stochastic PDE which in particular covers the Zakai equation of nonlinear filtering and natural formulations of distributed systems involving control variables. We use only fixed point arguments, hence we get uniqueness results. In the case of the Zakai equation, Galerkin approximations have been considered by Pardoux (1979) to derive the existence of the solution
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  • 23
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    Stochastic environmental research and risk assessment 1 (1987), S. 281-296 
    ISSN: 1436-3259
    Keywords: Stochastic groundwater flow ; semigroups ; random in time Gaussian process ; random physical parameters ; stochastic partial differential equations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract Two methods for the solution of partial differential equations (PDE) for the general case of random in time physical parameters are presented and their application to the solution of unsteady regional groundwater flow equations are illustrated. The first method is the semigroup approach which directly offers a solution without resorting to “closure approximations” (hierarchy techniques), perturbation techniques, or Montecarlo simulation techniques. The semigroup approach can also handle the general stochastic problem when randomness also appears as initial conditions, boundary conditions or forcing terms. The second method is an approximation scheme to obtain the semigroup solution in complex cases and permits the solution of equations with more than one random coefficient.
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  • 24
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    Stochastic environmental research and risk assessment 1 (1987), S. 303-318 
    ISSN: 1436-3259
    Keywords: Rainfall-runoff models ; forecasting ; unit hydrograph
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract Here we review the main thrusts of rainfall-runoff modelling with an eye toward the advantageous use of the massive date sets being accumulated and the modern computers capable of dealing effectively with such sets. More than a tutorial, this study is aimed at providing a unifying structure for analyzing available techniques. The closing section draws attention to the existence of an alternative methodology.
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  • 25
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    Stochastic environmental research and risk assessment 1 (1987), S. 263-279 
    ISSN: 1436-3259
    Keywords: Porous media ; heterogeneity ; groundwater ; dispersion ; stochastic theory ; plume evolution
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The migration of contaminants in heterogeneous aquifers involves dispersive processes that act at different scales. The interaction of these processes as a plume evolves can be studied by micro-scale modelling whereby two scales, a local- or micro-scale and an aquifer- or macro-scale, are covered simultaneously. Local-scale dispersive processes are represented through the local dispersion coefficient in the transport equation, while large-scale dispersion due to heterogeneities is represented through the resolution of the flow field and the diffusive exchange between streamtubes. The micro-scale model provides both the high degree of resolution compatible with local-scale processes, and the extent required for the approach to asymptotic conditions, using grids of up to a million nodal points. The model is based on the dual potential-streamfunction formulation for flow, and the transport problem is formulated in a natural coordinate system provided by the flownet. Simulations can be used to verify stochastic theories of dispersion, without the restrictive assumptions inherent in the theory. For the two-dimensional case, results indicate convergence of the effective dispersivity to the theoretical macrodispersivity value. Convergence takes place within a travel distance of about 50 correlation lengths of the hydraulic conductivity field. However, the approach taken to asymptotic conditions, as well as the macrodispersivity value, may differ for different realizations of the same medium. The influence of early-time events such as plume splitting on the asymptotic convergence remains to be investigated.
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  • 26
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    Stochastic environmental research and risk assessment 2 (1988), S. 17-33 
    ISSN: 1436-3259
    Keywords: River flow forecasting ; discrete linear cascade model ; ARMAX ; coupled models ; Kalman filtering ; Danube
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The objective of the paper is to compare three recursive linear state space models used to forecast river flow. The three models are as follows: (i) Purely deterministic discrete linear cascade model (DLCM); (ii) Purely stochastic autoregressive moving average (ARMAX) time series model; and (iii) Coupled deterministic (DLCM) — stochastic (ARMA) model. Description of DLCM is given shortly. The state space formulation of the ARMAX model enables the recursive estimation of random walk parameters and the forecast of flows by linear Kalman filtering. The correlated error sequence of DLCM is described by an ARMA model. The DLCM and ARMA models are put together in a coupled deterministic-stochastic model. The recursive conditional forecasting of the augmented state vector is performed by the linear Kalman-filter. The conditional output forecast is given by linear projection of thea priori state vector. Numerical investigations on River Danube data lead to the conclusion that the coupled deterministic-stochastic model is the most efficient forecasting model of all the three recursive techniques compared.
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  • 27
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    Stochastic environmental research and risk assessment 2 (1988), S. 61-72 
    ISSN: 1436-3259
    Keywords: Binary data ; censored observations ; autocorrelations ; acid rain
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The properties of the well known estimator of the transition probabilities in a binary time series are investigated. A formula for the variance is obtained, which generally involves a double integral. However, in the case when the binary series is obtained by hard clipping of an AR(1) process, a good and fairly simple approximation is derived. In the MA(1) or MA(2) case exact formulae for the variance is given. In the appendix an excellent approximation to the fourth order cumulant of a clipped AR(1) process is derived, which may be of interest in other applications as well.
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  • 28
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    Stochastic environmental research and risk assessment 2 (1988), S. 175-188 
    ISSN: 1436-3259
    Keywords: Reservoir storage ; range ; adjusted range
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract It was remarked by Hurst in 1951 that the adjusted range gives the size of the smallest reservoir capable of providing a constant discharge equal to the mean inflow. Since that time this range and its rescaled modification, the Hurst range, have been widely discussed, not however primarily with a view to applying them to reservoir design problems, but rather on account of their possible relevance to the simulation of geophysical time series. Acknowledging the well-known conceptual weaknesses of adjusted ranges and the theoretical difficulties that inhibit their direct utilisation in the design and operation of real reservoirs, the authors argue that the interest displayed on ranges during the past few decades justifies the effort of eliminating one in particular of these weakness, namely their non-implementability as operating policies, a consequence of the fact that they can only be retrospectively evaluated. The paper proposes modifications in which the unknowable mean and standard deviation of future samples are replaced by the known mean and sample standard deviation of historical data, leading to the historically adjusted range and the historically rescaled and adjusted range. The latter is produced as an implementable approximation to Hurst's (1951) solution to the optimal reservoir problem. The expected values of the new ranges are evaluated and numerically tabulated.
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  • 29
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    Stochastic environmental research and risk assessment 2 (1988), S. 245-261 
    ISSN: 1436-3259
    Keywords: Geostatistics ; areal rainfall distribution ; areal reduction factor ; Gumbel distribution
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract Areal rainfall statistics are more relevant in flood hydrology and water resources management than point rainfall statistics when it comes to help designing dams or hydraulic structures. This paper presents a geostatistically based method to derive the areal statistics from point statistics. Assuming that the distribution models of point rainfall and areal belong to the same class of models and that the rainfall process is stationary, it is shown how the parameters of the areal distribution model can directly be computed from the parameters of the point distribution models in case of a non stationary process, an approximation is derived that yielded good results when applied to a mountainous region in Southern France. The method also allows the computation of the areal reduction factors in a very general form.
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    Stochastic environmental research and risk assessment 2 (1988), S. 303-315 
    ISSN: 1436-3259
    Keywords: Physically based stochastic models ; stochastic dynamic models ; statistical predictability ; internannual variability ; ARMA models ; water level variations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract Several physically based stochastic dynamic models (SDM) are described including year-to-year variations of water volume in terminal and non-terminal lakes, streamflow of lake-fed rivers, and salinity of an inland sea (the Sea of Azov). All of these models are based upon the SDM of water volume of terminal lakes developed by Kritzky and Menkel in 1946 in co-operation with Kolomogorov. Explicit formulae are derived for second order statistical moments of the output processes, including variance, correlation function, spectra, etc., under the assumption that the forcing functions from stationary random sequences. The least-squares prediction problem is solved for both stationary and non-stationary cases. Some of the processes are shown to possess high statistical predictability. Actual predictions are compared with independent observations. Problems for further study are stated.
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    Stochastic environmental research and risk assessment 3 (1989), S. 1-16 
    ISSN: 1436-3259
    Keywords: Width function ; instantaneous unit hydrograph ; peak ; regression ; birth-death process
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    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract We investigate optimal predictors of the peak (S) and distance to peak (T) of the width function of drainage networks under the assumption that the networks are topologically random with independent and exponentially distributed link lengths. Analytical results are derived using the fact that, under these assumptions, the width function is a homogeneous Markov birth-death process. In particular, exact expressions are derived for the asymptotic conditional expectations ofS andT given network magnitudeN and given mainstream lengthH. In addition, a simulation study is performed to examine various predictors ofS andT, includingN, H, and basin morphometric properties; non-asymptotic conditional expectations and variances are estimated. The best single predictor ofS isN, ofT isH, and of the scaled peak (S divided by the area under the width function) isH. Finally, expressions tested on a set of drainage basins from the state of Wyoming perform reasonably well in predictingS andT despite probable violations of the original assumptions.
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    Stochastic environmental research and risk assessment 3 (1989), S. 68-69 
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    Stochastic environmental research and risk assessment 3 (1989), S. 281-292 
    ISSN: 1436-3259
    Keywords: Generalised Pareto distribution ; Peaks over threshold ; Probability weighted moments ; Regionalisation
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    Notes: Abstract A peaks over threshold (POT) method of analysing daily rainfall values is developed using a Poisson process of occurrences and a generalised Pareto distribution (GPD) for the exceedances. The parameters of the GPD are estimated by the method of probability weighted moments (PWM) and a method of combining the individual estimates to define a regional curve is proposed.
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    Stochastic environmental research and risk assessment 2 (1988), S. 155-160 
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    Stochastic environmental research and risk assessment 2 (1988), S. 161-174 
    ISSN: 1436-3259
    Keywords: Floods ; estimation ; quantiles ; generalized gamma ; generalized moments ; standard error
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    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The generalized gamma (GG) distribution has a density function that can take on many possible forms commonly encountered in hydrologic applications. This fact has led many authors to study the properties of the distribution and to propose various estimation techniques (method of moments, mixed moments, maximum likelihood etc.). We discuss some of the most important properties of this flexible distribution and present a flexible method of parameter estimation, called the “generalized method of moments” (GMM) which combines any three moments of the GG distribution. The main advantage of this general method is that it has many of the previously proposed methods of estimation as special cases. We also give a general formula for the variance of theT-year eventX T obtained by the GMM along with a general formula for the parameter estimates and also for the covariances and correlation coefficients between any pair of such estimates. By applying the GMM and carefully choosing the order of the moments that are used in the estimation one can significantly reduce the variance ofT-year events for the range of return periods that are of interest.
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    Stochastic environmental research and risk assessment 2 (1988), S. 239-244 
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    Stochastic environmental research and risk assessment 2 (1988), S. 201-212 
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    Keywords: Flood risk ; flood frequency analysis ; generalised extreme value distributions
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    Notes: Abstract Conventional flood frequency analysis is concerned with providing an unbiased estimate of the magnitude of the design flow exceeded with the probabilityp, but sampling uncertainties imply that such estimates will, on average, be exceeded more frequently. An alternative approach is therefore, to derive an estimator which gives an unbiased estimate of flow risk: the difference between the two magnitudes reflects uncertainties in parameter estimation. An empirical procedure has been developed to estimate the mean true exceedance probabilities of conventional estimates made using a GEV distribution fitted by probability weighted moments, and adjustment factors have been determined to enable the estimation of flood magnitudes exceeded with, on average, the desired probability.
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    Stochastic environmental research and risk assessment 2 (1988), S. 263-279 
    ISSN: 1436-3259
    Keywords: Cyclonic rain fields ; cyclone center behavior ; stochastic model
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    Notes: Abstract Earlier the authors have developed a stochastic geometric model for extratropical cyclonic precipitation fields at synoptic and meso scales as they are typically observed by weather radars over the mainland U S A (see Kavvas and Puri 1983; Kavvas et al. 1987). Here the earlier mathematical development of the model is further extended by incorporating the stochastic description of cyclone center births and their evolutions over U S A into the model.
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    Stochastic environmental research and risk assessment 2 (1988), S. 315-316 
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    Stochastic environmental research and risk assessment 3 (1989), S. 31-49 
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    Keywords: Reservoir operation ; prediction ; Kalman filtering ; flood prevention ; fuzzy control
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    Notes: Abstract Japan has traditionally performed flood prevention through the construction and use of dikes, storage reservoirs, and basins which are costly and time consuming options. Another non-structural option is to operate the flood control system appropriately with a view to reducing flood damage. In this paper, a flood control system combining the runoff prediction model in the whole river basin with the reservoir operation is discussed. Different models of the runoff process are introduced in order to compare their accuracies and the computational time for the flood forecasting system. The reservoir operational rule is formulated in terms of fuzzy inference theory. Historical data are applied in a case study for verification of the proposed theories.
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    Stochastic environmental research and risk assessment 3 (1989), S. 69-69 
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    Stochastic environmental research and risk assessment 3 (1989), S. 154-154 
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    Stochastic environmental research and risk assessment 3 (1989), S. 155-178 
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    Keywords: Stochastic differential equations ; Stochastic Taylor formula ; Numerical methods ; Simulations ; Strong convergence ; Weak convergence
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    Notes: Abstract The development of numerical methods for stochastic differential equations has intensified over the past decade. The earliest methods were usually heuristic adaptations of deterministic methods, but were found to have limited accuracy regardless of the order of the original scheme. A stochastic counterpart of the Taylor formula now provides a framework for the systematic investigation of numerical methods for stochastic differential equations. It suggests numerical schemes, which involve multiple stochastic integrals, of higher order of convergence. We shall survey the literature on these and on the earlier schemes in this paper. Our discussion will focus on diffusion processes, but we shall also indicate the extensions needed to handle processes with jump components. In particular, we shall classify the schemes according to strong or weak convergence criteria, depending on whether the approximation of the sample paths or of the probability distribution is of main interest.
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    Stochastic environmental research and risk assessment 3 (1989), S. 217-226 
    ISSN: 1436-3259
    Keywords: Stochastic integral equation method ; rainfall-runoff models ; confidence interval
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    Notes: Abstract The stochastic integral equation method (S.I.E.M.) is used to evaluate the relative performance of a set of both calibrated and uncalibrated rainfall-runoff models with respect to prediction errors. The S.I.E.M. is also used to estimate confidence (prediction) interval values of a runoff criterion variable, given a prescribed rainfall-runoff model, and a similarity measure used to condition the storms that are utilized for model calibration purposes. Because of the increasing attention given to the issue of uncertainty in rainfall-runoff modeling estimates, the S.I.E.M. provides a promising tool for the hydrologist to consider in both research and design.
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    Stochastic environmental research and risk assessment 3 (1989), S. 241-260 
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    Keywords: Hat matrix ; Mahalanobis distance ; Additive outliers ; Innovation outliers ; Influential data ; Autoregressive models ; Threshold autoregression ; Lake Huron
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    Notes: Abstract A practical method is developed for outlier detection in autoregressive modelling. It has the interpretation of a Mahalanobis distance function and requires minimal additional computation once a model is fitted. It can be of use to detect both innovation outliers and additive outliers. Both simulated data and real data re used for illustration, including one data set from water resources.
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    Stochastic environmental research and risk assessment 3 (1989), S. 293-316 
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    Keywords: Confined aquifer ; Transmissivity identification ; Geostatistics ; Inverse problem ; Ill-posedness ; Ill-conditioning ; Stability analysis ; Regularization
    Source: Springer Online Journal Archives 1860-2000
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    Notes: Abstract In recent years, geostatistical concepts have been applied to the inverse problem of transmissivity estimation from piezometric head data. It has been claimed that such methods overcome various difficulties encountered in other approaches. However, the reconstruction of transmissivity from head measurements is ill-posed as it depends on derivatives of the head field. Consequently, any accurate method for its solution is likely to encounter numerically ill-conditioned systems. This paper reviews the geostatistical approach, and uses the stability analyses of linear algebra to show that, as the amount of available data increases and the discretization of the system is refined, both a numerically ill-conditioned parameter estimation problem and ill-conditioned cokriging equations may appear. Therefore, while the geostatistical approach does have conceptual appeal, it does not avoid the fundamental difficulties arising out of the ill-posed nature of transmissivity identification. Instead, the method is likely to be quite sensitive to these difficulties, so care must be taken in its formulation to minimize their effects. A means to stabilize the geostatistical method is suggested and numerical experiments that highlight key points of our analysis are given.
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    OR spectrum 10 (1988), S. 28-28 
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    Topics: Mathematics , Economics
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    OR spectrum 10 (1988), S. 1-12 
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    Topics: Mathematics , Economics
    Description / Table of Contents: Summary Often statistical data are available only in grouped form. In this paper we give a survey on estimation of parameters from grouped data using the Maximum-Likelihood-Method. First some notation is introduced and it is shown how the loss of information due to grouping may be quantified. The stochastic properties of Maximum-Likelihood-Estimates and various methods for their computation are discussed. Finally some empirical examples are given.
    Notes: Zusammenfassung Statistische Daten sind oft nur in gruppierter Form verfügbar. In dieser Arbeit wird ein Überblick über die Maximum-Likelihood-Methode zur Parameterschätzung aus gruppierten Daten gegeben. Nach Einführung der Notation wird gezeigt, wie der Informationsverlust, der durch die Gruppierung entsteht, quantifiziert werden kann. Die stochastischen Eigenschaften der Maximum-Likelihood-Schätzer werden behandelt. Ausführlich wird auf verschiedene Methoden zur Berechnung der Maximum-Likelihood-Schätzwerte eingegangen. Einige empirische Beispiele schließen die Arbeit ab.
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    OR spectrum 10 (1988), S. 13-22 
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Für unendlich-stufige diskontierte Markovsche Entscheidungsprozesse werden Bedingungen angegeben, unter denen sogenannte “diskont-isotone” optimale Politiken existieren. Eine diskont-isotone Familie von optimalen Politiken liegt vor, wenn die Zustands- und Aktionenräume halbgeordnet sind und für eine Menge von Diskontierungsfaktoren je eine optimale Politik existiert, so daß in jedem Zustand die optimalen Aktionen isoton vom Diskontierungsfaktor abhängen. Es kann günstiger sein, zunächst Probleme mit kleinem Diskontierungsfaktor zu lösen und dann die Isotonie-Eigenschaften zur Lösung für größere Diskontierungsfaktoren heranzuziehen.
    Notes: Summary This paper considers infinite horizon discounted Markov decision processes and conditions under which discount-isotone optimal policies exist. Given partial orders over the state and action spaces, a set of discount-isotone optimal policies is a set of optimal policies, one for each discount factor in a given set, such that, for each state, the optimal actions are partially ordered in such a manner as to match the ordering of the discount factors. It is easier to solve problems with small discount factors and the induced partial ordering facilitates the solutions for higher discount factor levels.
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    OR spectrum 10 (1988), S. 36-36 
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    Description / Table of Contents: Zusammenfassung Der vorliegende Artikel behandelt einen expliziten Kostenausdruck für eine stetige Überprüfung der (S, s) Bestellpolitik eines Lagerhaltungssystems verderblicher Güter im stationären Fall. Der Kostenausdruck ist eng verbunden mit der stationären Verteilung des stochastischen ProzessesL(t), der den Lagerbestand zu jeder beliebigen Zeitt darstellt. Das stochastische Verhalten des Prozesses {L(t),t≳-0} wird characterisiert durch die Identifikation eines eingebetteten MRP. Die Nachfragewerte des Systems werden durch einen Poisson-Prozeß bestimmt. Die gelagerten Güter haben eine nutzbare Lebensdauer, die durch eine Erlang-Verteilung beschrieben wird. Die Durchlaufzeit ist eine Zufallsvariable mit spezifierter Wahrscheinlichkeitsverteilung. Es wird zudem unterstellt, daß nicht befriedigte Nachfrage bei leerem Lager verloren geht.
    Notes: Summary This article obtains an explicit cost expression for a continuous review (S, s) ordering policy inventory system of perishable items, in the stationary case. The cost expression is closely related to the stationary distribution of the stochastic processL(t), representing the inventory at any timet. The stochastic behaviour of the process {L(t),t≳-0} is characterised by identifying an imbedded MRP. The demands of the system are governed by a Poisson process. The items in the inventory have a useful life time characterised by an Erlangian distribution. The lead time is a random variable with specified probability distribution. It is assumed that the demands that arrive when the inventory is zero are lost.
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    OR spectrum 10 (1988), S. 29-35 
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    Description / Table of Contents: Zusammenfassung Wir geben einen Überblick über verschiedene Methoden für nicht konvexe Minimisierungsaufgaben. Insbesondere diskutieren wir Aufzählungsmethoden für Extrempunkte. Wir betrachten konkave, quadratisch indefinite Probleme ebenso wie Probleme spezieller Struktur: konkave Netzwerk-Fluß-Probleme und lineare Komplementaritäts-Probleme. Wir schlagen neue Methoden vor, um lineare untere Schranken für Aufzählungstechnicken zu erhalten.
    Notes: Summary We give an overview on different methods for solving nonconvex minimization problems using techniques of enumeration of extreme points. The problems considered include concave, indefinite quadratic, and special structured problems such as the concave cost network flow problem and linear complementarity. For methods that enumerate the extreme points according to the ascending order of the value of a linear underestimating function we propose new techniques for obtaining such underestimators.
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    OR spectrum 10 (1988), S. 54-54 
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    OR spectrum 10 (1988), S. 54-54 
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    OR spectrum 10 (1988), S. 45-53 
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    Description / Table of Contents: Zusammenfassung Ein mathematisches Modell zur Berechnung der Entladezeit und Optimierung der Entlade-Strategie für mit Schüttgut beladene Schiffe ist zu entwickeln. Als erster Schritt wird in diesem Artikel der Entladevorgang einer einzigen Luke (Schiffs-Ladekammer) analysiert und durch ein mathematisches Modell beschrieben. Das Modell ermöglicht es dem Anwender, die Entladezeit einer Luke für beliebige Entlade-Dispositionen rechnerisch zu bestimmen und somit verschiedene Dispoitionen miteinander zu vergleichen.
    Notes: Summary A mathematical model for computation of unloading time and optimization of unloading strategy for ships transporting bulk goods is searched for. As the first step the unloading process of a single hatch (ship's freight room) is analysed and described by a mathematical model in this paper. The model essentially enables one to compute the unloading time of a hatch for any given unloading procedure and thus to compare and value different competing procedures.
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    OR spectrum 10 (1988), S. 37-44 
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    Description / Table of Contents: Zusammenfassung Der Zusammenhang zwischen den grundlegenden Bedienungscharakteristiken eines Schnellimbißkiosks und dem Verhalten seiner Kunden wird anhand eines Modells untersucht, welches den Lernprozeß der wartenden Kunden in bezug auf die Bedienungszeit in Rechnung stellt. Das Modell ist auf zwei Fälle ausgelegt. Im ersten Fall wird ein Kiosk in einem Einkaufskomplex betrachtet, dessen Kunden unsicher über die Bedienrate sind. Der zweite Fall behandelt einen Kiosk in einem Bürokomplex, wobei die Kunden Vorinformationen über die Bedienrate besitzen. Simulationsexperimente mit dem Modell offenbaren, wie die Unterschiede zwischen der erwarteten (oder versprochenen) und der beobachteten (oder geleisteten) Bediengeschwindigkeit und -qualität den Verlust von Kundschaft verursachen, bei zwei hypothetischen sowie zwei realen Schnellimbissen.
    Notes: Summary The relationship between a fast-food kiosk's basic operating characteristics and its customers' behavior is examined using a model which takes into account the learning process of the waiting customers with respect to the service time. The model is adapted to two cases. In the first case, a kiosk in a shopping complex is considered, whose customers are uncertain about the service rate. The second case deals with a kiosk in an office complex and its customers have prior information about the service rate. Simulation experiments with the model reveal how the discrepancies between the expected (or promised) and perceived (or delivered) service speed and quality cause lost patronage at two hypothetical and two real world fast-food operations.
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    OR spectrum 10 (1988), S. 64-64 
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    OR spectrum 10 (1988), S. 185-185 
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    OR spectrum 10 (1988), S. 173-183 
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    Description / Table of Contents: Summary The innovation problem of a single firm is described as a sequential decision problem under uncertainty. In each period the firm can improve its technology by R&D activities. It is shown that a “reservation technology” exists — the firm stops its efforts in R&D before reaching the technological limit. The reservation technology can be influenced by competition or basic research. Moreover, new insights into the innovation advantages of big corporations are given.
    Notes: Zusammenfassung Das Innovationsproblem einer Firma wird im Rahmen eines sequentiellen Entscheidungsproblems bei Unsicherheit behandelt. Dabei kann die Firma unter Aufwendung von F&E-Ausgaben in jeder Periode ihr bisheriges Technologieniveau/ihre bisherige Produktqualität verbessern. Unter plausiblen Annahmen kann gezeigt werden, daß ein „Reservationstechnologieniveau“ existiert, ab dem es für eine Firma nicht mehr lohnend ist, F&E zu betreiben. Innovationskonkurrenz bzw. Grundlagenforschung können diese kritische Grenze positiv beeinflussen. Ein neues, interessantes Ergebnis über den Zusammenhang zwischen Firmengröße und Innovationsaktivität wird demonstriert.
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    Description / Table of Contents: Zusammenfassung Eines der Probleme, die beim Gestaltungsprozeß elektromechanischer Vermittlungseinheiten auftreten, besteht darin, viele untereinander verbundene Objekte auf Positionen anzuordnen, die eine gegebene Struktur bilden. In diesem Papier wird beschrieben, wie dieses Problem mit Plazierungs- und Reihenfolgeheuristiken gelöst werden kann. Das reale Problem wird kurz angesprochen und die Optimierungs-probleme werden formal dargestellt. Zwei verschiedene Ansätze für ihre Lösung werden vorgestellt und unter Berücksichtigung ihres Rechenaufwands diskutiert. Zusätzlich werden einige erläuternde Beispiele von verbesserten Gestaltungen gegeben.
    Notes: Summary One problem in the design of electromechanical exchange units consists in arranging a large number of interconnected objects in positions forming a given structure. We describe in the present paper how this problem can be solved with placement and routing heuristics. The real-life problem is briefly reported and the optimization problems are stated formally. Two different approaches to their solution are presented and discussed with reference to the computational effort required for each. Some illustrative examples of improved designs are also given.
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    OR spectrum 10 (1988), S. 221-235 
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    Description / Table of Contents: Summary We consider a health programme from a policy perspective. This programme is specified for certain subgroups of a population, which can be treated in varying intensities. Its effectiveness depends on resources spent. We take into account that several resource categories may exist. The group-specific subproblems are modelled as stochastic decision chains with continuous action space, piecewise linear, monotone, convex cost functions and finite horizon. This paper develops a LP-model for efficient, simultaneous resource allocation.
    Notes: Zusammenfassung Im Rahmen strategischer Überlegungen kann ein Gesundheitsprogramm für verschiedene Untergruppen einer Population jeweils spezifisch ausgelegt und unterschiedlich intensiv betrieben werden. Programmintensität und -Wirksamkeit hängen vom Ressourceneinsatz ab. Hier werden mehrere Ressourcenkategorien zugelassen, und die untergruppenspezifischen Teilprogramme werden als stochastische Entscheidungsketten mit stetigem Aktionsraum, stückweise linearen, monotonen, konvexen Kostenfunktionen und endlichem Horizont modelliert. Wir entwickeln ein LP-Modell, das die effiziente Simultanallokation der Ressourcen zum Ziel hat.
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    OR spectrum 10 (1988), S. 236-236 
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    OR spectrum 10 (1988), S. 195-212 
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    Description / Table of Contents: Zusammenfassung „Extrapolative“ Zeitreihenprognoseverfahren sind in der betriebswirtschaftlichen Praxis weit verbreitet. Ihre große praktische Bedeutung hat nicht nur zur Entwicklung neuer Prognoseverfahren geführt, sondern auch zu vergleichenden Untersuchungen und Beurteilungen etablierter Methoden. Dieser Beitrag stellt eine Übersicht der wichtigsten „extrapolativen“ Prognoseverfahren dar. Darüberhinaus befaßt er sich mit neueren Untersuchungen zur relativen Genauigkeit dieser Verfahren und unterstreicht die teilweise unerwarteten Schlußfolgerungen dieser neuen Untersuchungen. Unternehmen sind daran interessiert, daß für sie am besten geeignete Prognoseverfahren zu wählen. Der Beitrag erörtert die Art des Wahlprozesses und bespricht die Frage, inwieweit Zeitreihenmethoden betriebswirtschaftliche Urteile ergänzen können. Zum Schluß befaßt sich der Beitrag kurz mit Prognoseverfahren Software und äußert eine persönliche Meinung über Zeitreihenprognoseverfahren.
    Notes: Summary Time series (extrapolative) forecasting procedures are widely used in business. Their importance has led to the development of new methods of forecasting and research into the evaluation of well-established methods. This paper presents an overview of the major methods of extrapolative forecasting. Secondly it considers the evidence on the relative accuracy of these methods, highlighting the unexpected conclusions arrived at by this new research. Organizations need to identify the forecasting method most appropriate to their particular circumstances. The paper discusses how such a selection should take place, commenting on how time series methods can complement managerial judgement. The paper concludes with some brief remarks on forecasting software, and a personal view of the future of time series forecasting.
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    OR spectrum 10 (1988), S. 248-248 
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    OR spectrum 10 (1988), S. 249-249 
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    OR spectrum 10 (1988), S. 250-250 
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    OR spectrum 10 (1988), S. 237-247 
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    Description / Table of Contents: Summary In order to make the German market for software on cutting stock problems more transparent suppliers of computer programs are assembled and asked on the basis of a detailed catalogue of criteria developed before. The paper documents this empirical investigation and presents the results for 28 programs of 14 different firms.
    Notes: Zusammenfassung Um auf dem unübersichtlichen Softwaremarkt das Angebot an Standardsoftware zur DV-mäßigen Unterstützung und Optimierung industrieller Zuschneideprozesse transparenter zu gestalten, wurden Anbieter entsprechender Programme erhoben und auf der Basis eines zuvor entwickelten Kriterienkatalogs befragt. Der Beitrag dokumentiert diese empirische Untersuchung und stellt als Ergebnis 28 Programme von 14 verschiedenen Anbietern vergleichend gegenüber.
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    OR spectrum 10 (1988), S. 251-252 
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    OR spectrum 10 (1988), S. 252-252 
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    OR spectrum 10 (1988), S. 253-254 
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    OR spectrum 11 (1989), S. 1-2 
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    OR spectrum 11 (1989), S. 42-42 
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    OR spectrum 11 (1989), S. 3-16 
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    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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    OR spectrum 11 (1989), S. 17-24 
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    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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    OR spectrum 11 (1989), S. 48-48 
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    OR spectrum 11 (1989), S. 25-41 
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    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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    OR spectrum 11 (1989), S. 43-47 
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    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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    OR spectrum 11 (1989), S. 63-63 
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    OR spectrum 11 (1989), S. 64-64 
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    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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    OR spectrum 11 (1989), S. 64-64 
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    OR spectrum 11 (1989), S. 65-66 
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    OR spectrum 11 (1989), S. 96-96 
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    OR spectrum 11 (1989), S. 83-88 
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    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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    OR spectrum 11 (1989), S. 89-95 
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    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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    OR spectrum 11 (1989), S. 101-110 
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    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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    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 
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    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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    OR spectrum 11 (1989), S. 131-141 
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    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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    OR spectrum 11 (1989), S. 143-149 
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    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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    Topics: Mathematics , Economics
    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.
    Type of Medium: Electronic Resource
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  • 99
    Electronic Resource
    Electronic Resource
    Springer
    OR spectrum 11 (1989), S. 168-168 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Type of Medium: Electronic Resource
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  • 100
    Electronic Resource
    Electronic Resource
    Springer
    OR spectrum 11 (1989), S. 171-171 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Type of Medium: Electronic Resource
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