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  • Articles  (8,316)
  • Springer  (6,394)
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  • 1980-1984  (7,631)
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  • Articles  (8,316)
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  • 101
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    OR spectrum 4 (1982), S. 47-51 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Für das WartemodellE k /D/r wird über die „steady state Gleichungen“ die erzeugende Funktion der Verteilung der Warte Schlangenlänge hergeleitet. Die mittlere Zahl der Einheiten im System und verwandte Größen werden in geschlossener Form mit Hilfe der Wurzeln einer transzendenten Gleichung dargestellt. Diese Wurzeln können leicht mit numerischen Standard-verfahren bestimmt werden. Ein Algorithmus zur Bestimmung der stationären Verteilung der Zahl der Einheiten im System wird entwickelt. Numerische Ergebnisse für die mittleren Wartezeiten werden fürk=2,r=1, 2, ..., 10, und variable Verkehrsintensität angegeben.
    Notes: Summary In this paper we study theE k /D/r queueing system. The steady state equations are derived and the queue lenth probability generating function is determined. The average number of customers in the system and other related quantities are determined in closed form in terms of the roots of an equation, which can be easily obtained by standard numerical techniques. Also a computational procedure for evaluating the steady state probability distribution of the number of customers in the system is developed. Numerical results of the average queueing times are given fork=2,r=1, 2, ..., 10 and the whole range of utilization factors.
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  • 102
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    OR spectrum 4 (1982), S. 79-89 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Wir betrachten ein periodisch kontrolliertes dynamisches Mehrprodukt-Lagerhaltungsmodell mit stochastischem Bedarf, bei dem sich die Bestellkosten aus einem linearen und einem nichtlinearen Anteil zusammensetzen. Der nichtlineare Anteil kann z. B. davon abhängen, welche Produkte bestellt werden. Es wird die Existenz einer optimalen Bestellpolitik gezeigt. Außerdem werden Eigenschaften einer solchen Politik nachgewiesen. Wir zeigen, daß bei Spezialisierung der nichtlinearen Bestellkosten eine optimale Politik eine (σ, S)-Politik ist. Die Ergebnisse beziehen sich auf den endlichen Planungshorizont.
    Notes: Summary We consider a period review, dynamic multiproduct inventory model with stochastic demand, in which the cost of ordering consists of linear portions for each product as well as a nonlinear term. This nonlinear term depends for example, on the products we order. We prove the existence of an optimal policy and characterize such a policy. We show that an optimal policy reduces to the well-known (σ, S)-policy, if we spezialise the nonlinear ordering cost in a proper way. Finite horizon results are given.
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  • 103
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    OR spectrum 4 (1982), S. 105-112 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Summary The paper has two purposes. First, it is shown that for many cases of practical interest the optimal selection of the depreciation method can be made independently from the selection of the financing-mix. Second, a mixed-integer linear programming for a simplified dynamic version of the problem is developed for the determination of the optimal financing-mix and — if necessary — the simultaneous selection of the depreciation method.
    Notes: Zusammenfassung Dieser Artikel verfolgt zwei Absichten: zum einen wird gezeigt, daß in bestimmten Fällen die Wahl der optimalen Abschreibungsmethode für Ein- und Zweifamilienhäuser unabhängig von der Festlegung des Finanzierungsmixes erfolgen kann, zum zweiten wird ein dynamisches gemischt-ganzzahliges lineares Programm vorgestellt, welches den Finanzierungsmix optimiert unter gleichzeitiger Festlegung der Abschreibungsmethode.
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  • 104
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    OR spectrum 4 (1982), S. 129-134 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Minimale Kostenflußprobleme mit nichtlinearen parametrischen Bewertungsfunktionenc(t) T x mitt aus dem Intervall [t min,t max] werden untersucht. Es wird eine endliche Folge zuläs siger Basen (B k ¦k =1, 2,...,r) bestimmt, die inI k := [t k , tk+1] optimal sind (k=1, 2, ...,r;t min=t 1 〈t 2 〈 ... 〈t r+1=t max). Die Teilintervalle Ik werden durch die Berechnung von Nullstellen bestimmter nichtlinearer Funktionen ermittelt. Numerische Ergebnisse werden für den Spezialfall polynomialer parametrischer Kostenfunktionen diskutiert.
    Notes: Summary Minimal cost network flow problems with nonlinear parametric objective functionsc(t) T x fortε[t min,t max] are studied. A finite sequence of feasible bases (B k ¦k =1, 2, ...,r) optimal in [t k , tk+1] fork=1, 2,...,r witht min=t 1〈t 2〈...〈t r+1=t max is determined using the zeroes of a set of nonlinear functions. Computional experience is discussed in the special case of polynomial parametric objective functions.
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  • 105
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    OR spectrum 6 (1984), S. 52-52 
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    Topics: Mathematics , Economics
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  • 106
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    OR spectrum 6 (1984), S. 53-57 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Der Zustand eines Systems werde bis zu seinem Ausfall durch einen Markov Prozeß beschrieben. Eine vorsorgliche Wartungserneuerung kann zu einer Stoppzeit durchgeführt werden. Ist die Ausfallrate nicht monoton, so wird die optimale Erneuerungsstrategie nach dem Durchschnittskostenprinzip i. a. keine “control limit rule” sein. Es werden Bedingungen angegeben, unter denen eine optimale Politik bestimmt werden kann.
    Notes: Summary The state of a system, which is subject to random failure, is described by a Markov process. Preventive replacements are possible at any stopping time. If the failure rate is not a monotone function, the optimal replacement policy that minimizes long run cost per unit time is in general no control limit rule. Conditions are given, under which the optimal policy can be determined.
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  • 107
    ISSN: 1436-6304
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  • 108
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    OR spectrum 6 (1984), S. 85-91 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Summary Most of the raw material feed for a lead smelter is purchased from outside. These raw materials have a wide bracket of both kind and composition and are used in the various stages of the production process. Owing to the many material circuits, raw material evaluation, aiming at an optimized operating result, is only possible by means of operations research methods. A linear programming model has been developed, comprising both the conditions for costs and proceeds and all technical relations. Besides the calculation of optimum supply and mixing schedules, the model also permits to take decisions regarding any improvements of process engineering.
    Notes: Zusammenfassung Eine Bleihütte wird vorwiegend mit gekauften Vorstoffen versorgt, die sich erheblich nach Art und Zusammensetzung unterscheiden und in verschiedenen Produktionsstufen eingesetzt werden. Die Vorstoffbewertung mit dem Ziel eines optimalen Betriebsergebnisses ist wegen der umfangreichen Materialkreisläufe nur durch Anwendung von OR-Verfahren möglich. Es wurde ein Linear-Programming-Modell entwickelt, das die Bedingungen zur Ermittlung von Kosten und Erlösen sowie alle technischen Zusammenhänge umfaßt. Das Modell ermöglicht neben der Berechnung optimaler Beschaffungs- und Mischungspläne auch Entscheidungen über Verbesserungen der Verfahrenstechnik.
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  • 109
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    OR spectrum 6 (1984), S. 118-118 
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  • 110
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    OR spectrum 6 (1984), S. 125-130 
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  • 111
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    OR spectrum 6 (1984), S. 133-140 
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  • 112
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    OR spectrum 6 (1984), S. 161-165 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Ein allgemeiner Rahmen wird gegeben, in dem man Kriterien zur Modellauswahl herleiten kann. Zuerst werden Bedingungen angeführt, unter denen man die asymptotische Verteilung von Minimum-Diskrepanz-Schätzern angeben kann. Mit den Resultaten wird dann eine Annäherung an die erwartete Gesamtdiskrepanz berechnet. Schätzer dieser Erwartung, also Kriterien zur Modellauswahl, werden vorgeschlagen.
    Notes: Summary A general frame is given in which model selection criteria can be derived. At first conditions are stated under which the asymptotic distribution of minimum discrepancy estimators can be given. The results are used to derive an approximation to the expected discrepancy. Estimators of this expectation, i.e. model selection criteria, are proposed.
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  • 113
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    OR spectrum 6 (1984), S. 187-190 
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  • 114
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    OR spectrum 6 (1984), S. 191-191 
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  • 115
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    OR spectrum 6 (1984), S. 193-194 
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  • 116
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    OR spectrum 6 (1984), S. 93-107 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Summary The paper studies the optimal intertemporal price and employment policy for a profit-maximizing firm. In addition to production costs, the firm has to bear inventory costs and labour adjustment costs (recruitment and firing costs). The framework is a nonlinear optimal control model with two state variables (inventory stock and employment level) and a pure state constraint (nonnegativity of the inventory). By using the computer program COLSYS, a numerical phase portrait analysis is carried out providing insight in the structure of the optimal recruitment, firing and price strategies in dependence of the firm's initial endowment.
    Notes: Zusammenfassung Der Beitrag untersucht die optimale intertemporale Preis- und Beschäftigungspolitik einer profitmaximierenden Firma, die zusätzlich zu den Produktionskosten Lagerhaltungskosten und Anpassungskosten für die Arbeitskräfte (Rekrutierungs- und Entlassungskosten) zu tragen hat. Unterstellt wird dabei ein nichtlineares Kontrollmodell mit zwei Zustandsvariablen (Lagerbestand und Arbeitskräfte) und einer reinen Zustandsnebenbedingung (Nichtnegativität des Lagers). Eine numerische Ermittlung der Phasenporträts mittels des Programmpaketes COLSYS liefert Einsichten in die Struktur der optimalen Rekrutierungs-, Entlassuns- und Preisstrategien in Abhängigkeit von der Anfangsausstattung der Firma.
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  • 117
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    OR spectrum 3 (1981), S. 21-28 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Summary In this paper by the means of duality-correspondences it is proved that the optimal value of the linear and linear-convex program is a lower semi-continuous function of the data (i.e. the matrix, the right side and the objective function), if the rank of certain matrices is constant. No conditions about boundedness or compactness of the constrained set and the set of optimal solutions are needed. It follows for a wide class of linear programs easily, that the set of optimal solutions depends continuously on the data.
    Notes: Zusammenfassung In dieser Arbeit wird für das lineare und linear-konvexe Optimierungsproblem mit Hilfe von Dualitätsbeziehungen nachgewiesen, daß der Minimalwert eine unterhalbstetige Funktion der Anfangsdaten (der Matrix, der „rechten Seite“ und der Zielfunktion) ist, sofern der Rang gewisser Matrizen konstant bleibt. Dabei sind Voraussetzungen über die Beschränktheit bzw. Kompaktheit der Restriktions- oder Optimalmengen nicht nötig. Aus diesem Ergebnis folgt für eine große Klasse von linearen Problemen leicht die stetige Abhängigkeit der Minimalmenge von den Anfangsdaten.
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  • 118
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    OR spectrum 3 (1981), S. 37-47 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In dieser Arbeit werden die Möglichkeiten untersucht, den Energiebedarf der westlichen Welt auf der Basis der heute eingesetzten Primärenergieformen Öl-, Gas-, Kohle-, Kern-, Hydro- und geothermische Energien zu decken. Hierzu wird die Nachfrageseite in 4, die Angebotsseite in 5 Regionen aufgeteilt. Als Planungszeitraum wird die Zeitspanne von 1973–2000, unterteilt in 16 Perioden, gewählt. In jeder Periode werden auf der Basis der aktuellen Kapazitätsausstattung der Produzenten und Verbraucher mit Hilfe eines LP-Modells für jede Region Preisgleichgewichte für Primärenergien und Endprodukte zusammen mit den optimalen Angebots- und Nachfragemengen ermittelt. Diese Ergebnisse bestimmen zusammen mit mehreren exogenen Variablen die Kapazitätsausstattungen der Produzenten und Konsumenten für die folgende Periode und die Eingabedaten für den nächsten Optimierungsschritt.
    Notes: Summary This paper describes the competition between oil, gas, coal, nuclear, hydro and geothermal energy, using today's technologies to satisfy Western world demand. This world is divided into 4 regions. The 1973–2000 time interval is broken down into 16 periods. At each period, producer and consumer equipments serve as constraints of a LP model which optimizes supply and demand in each region. The resulting equilibrium prices of primary resources and end-products induce modifications in the producer and consumer equipments of the following periods and the optimization process begins again.
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  • 119
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    OR spectrum 3 (1981), S. 61-61 
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  • 120
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    OR spectrum 3 (1981), S. 65-90 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Summary The paper describes the application of numerical methods and OR models in the design, implementation and control of hardware configurations, computer networks and software projects for the use of data processing managers. Besides well known models like queuing network models of computer systems or the round robin model for time sharing systems models for actual questions like accounting and price policy, program and file allocation, software reliability or data security budgeting are discussed.
    Notes: Zusammenfassung Der Aufsatz gibt eine Übersicht über quantitative Verfahren und OR-Modelle, die dem DV-Management für den Entwurf, die Entwicklung, die Einführung sowie die Steuerung und Kontrolle von Hardware-Konfigurationen, Computer-Verbundsystemen und Software-Projekten zur Verfügung stehen. Neben den seit langem bekannten Warteschlangen-Modellen für den Betrieb der Hardware, beispielsweise dem Round Robin Modell für Time Sharing-Systeme, werden Modelle für aktuelle Fragen des DV-Managements wie Kostenverrechnung und Preispolitik für DV-Leistungen, optimale Programm- und Datenorganisation, Software-Zuverlässigkeit oder Wirtschaftlichkeit von Datensicherungsmaßnahmen zur Diskussion gestellt.
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  • 121
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    OR spectrum 3 (1981), S. 116-116 
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  • 122
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    OR spectrum 3 (1981), S. 116-117 
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  • 123
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    OR spectrum 3 (1981), S. 145-152 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In dieser Arbeit betrachten wir mehrere Varianten der Methode der sukzessiven Approximation bei (semi-) Markoffschen Enscheidungsprozessen mit unbeschränkten Erträgen. Wessels und van Nunen haben gezeigt, daß man eine Klasse von Verfahren mit Hilfe von randomisierten Stoppzeiten erzeugen kann, wobei die Wahrscheinlichkeit, den Prozeß zur Zeitn zu stoppen, unabhängig von den Aktionen bis zur Zeitn ist. In der vorliegenden Arbeit dürfen die Stoppzeiten von den Aktionen und den Zuständen abhängen. Dadurch ist es möglich, die Klasse der Lösungsverfahren so zu erweitern, daß Eigenschaften der Erträge und der Übergangsstruktur, die von den Aktionen abhängen, bei der Entwicklung von Verfahren der sukzessiven Approximation berücksichtigt werden können. Für eine spezielle aktions-abhängige Stoppzeit besitzt der zugehörige Algorithmus die sogenannte “equal-row-sum” Eigenschaft, die beispielsweise Anwendung findet bei der Transformation eines semi-markoffschen Entscheidungsprozesses in einen gewöhnlichen Markoffschen Entscheidungsprozeß. Darüberhinaus gestattet die equal-row-sum Eigenschaft die Konstruktion guter unterer und oberer Schranken der Wertfunktion, sowie die Elimination nicht optimaler Aktionen.
    Notes: Summary In this paper we consider several variants of the standard successive-approximation method for (semi) Markov decision processes with unbounded rewards. Wessels and van Nunen have shown that a class of variants can be generated by randomized stopping times, where the probability of “stopping” the process at timen is independent of the actions taken up to timen. In this paper we allow the stopping time to depend on the actions as well as the states. This makes it possible to extend the class of solution techniques in such a way that properties of the reward and transition structure depending on the actions can be exploited in the development of appropriate successive-approximation methods. For a special actions-dependent stopping time the corresponding algorithm possesses the so-called “equal-row-sum” property, which can be used, for example, to transform semi-Markov decision processes into ordinary Markov decision processes. Moreover, the equal-row-sum transformation allows for good extrapolation to upper and lower bounds and elimination of non-optimal actions.
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  • 124
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    OR spectrum 3 (1981), S. 175-186 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Summary Calculating the net interest of bonds with fixed rate of interest is usually done by approximation. With the definition of “net interest” in mind, a method of determining the exact value by iteration with proven good convergence is described in this paper. Beginning with the simple case of a bond with a single date of maturity, payment of interest once a year and a running period of an integer number of years, the examination is extended to cover more than one payments of interest a year, non integer number of years until maturity and the particulars of serial bonds. The commonly used approximations are used because of their simple application, but it is shown that these sometimes cause markable errors. Therefore it is recommended to use the described alternative approximation with much less deviation.
    Notes: Zusammenfassung Die Effektivverzinsung festverzinslicher Wertpapiere wird üblicherweise über Näherungsformeln ermittelt. Ausgehend von der Definition der Effektivverzinsung werden hier exakte Iterationsbeziehungen abgeleitet unter dem Aspekt guten Konvergenzverhaltens, das nachgewiesen wird. Aufbauend auf dem einfachen Fall einer gesamtfälligen Anleihe mit ganzjähriger Laufzeit und einmaliger Zinszahlung pro Jahr werden auch mehrere Zinszahlungen pro Jahr, in Zinsperioden nicht ganzzahlige Laufzeiten und Besonderheiten bei Serien-Anleihen einbezogen. Für die wegen der einfachen Handhabung sehr verbreiteten Näherungsformeln werden die Fehler betrachtet mit dem Ergebnis, daß diese einen nennenswerten Umfang annehmen können. Daraus resultiert der Vorschlag einer anderen Näherungsformel mit erheblich geringeren Fehlern.
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    OR spectrum 3 (1981), S. 190-192 
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    OR spectrum 3 (1982), S. 205-219 
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    Topics: Mathematics , Economics
    Description / Table of Contents: Summary In this article a mode of inventory taking is presented, which connects the system of perpetual inventory taking with sampling methods. Details of this mode are analyzed and a precise and economic procedure is developed. For special mathematical problems occurring with modifications of the sample solutions are presented.
    Notes: Zusammenfassung Es wird eine Inventurform behandelt, die das System der permanenten Inventur mit dem Verfahren der stichprobenartigen Erfassung verbindet. Details dieser Inventurform werden analysiert und ein korrektes und wirtschaftliches Vorgehen wird entwickelt. Für spezielle bei einer Stichprobenmodifikation auftretende mathematische Probleme werden Lösungen vorgestellt.
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    OR spectrum 3 (1982), S. 244-244 
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    OR spectrum 3 (1982), S. 233-237 
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    Topics: Mathematics , Economics
    Description / Table of Contents: Summary Subject of this paper is the determination of a distance function defined on the set of observed characteristics of objects (individuals, goods, enterprises etc.). In contrast to the usual approach, where a dissimilarity coefficient exhibiting some more or less desirable properties is chosen, at first conditions to be met by the dissimilarity coefficient are set. Then the class of dissimilarity coefficients that meets these conditions is determined. It is shown, that four such conditions imply the weighted Lr-metric.
    Notes: Zusammenfassung Gegenstand dieses Beitrages ist die Ermittlung von Distanzindizes, die als Maß für die Ähnlichkeit von durch quantitative Merkmalsausprägungen charakterisierbaren Objekten verwandt werden können. Im Gegensatz zu dem üblichen Vorgehen, bei dem ein Distanzindex gewählt wird, der mehr oder weniger wünschenswerte Eigenschaften besitzt, werden zunächst Bedingungen formuliert, die als sinnvoll für den gesuchten Distanzindex angesehen werden. Anschließend wird die Klasse derjenigen Distanzindizes ermittelt, die diesen Bedingungen genügt. Es wird gezeigt, daß die Forderung von vier derartigen Bedingungen die gewichtete Lr-Distanz impliziert.
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    OR spectrum 3 (1982), S. 246-246 
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  • 130
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    OR spectrum 4 (1982), S. 1-14 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Dieses Manuskript gibt einen Über-blick über den Stand der Forschung zur Anwendung der Kontrolltheorie bei der Analyse der Unternehmens-dynamik. Drei Modellarten werden betrachtet: ein Unternehmen in einer gewissen Umwelt, ein Unternehmen in einer stochastischen Umwelt mit der Möglichkeit des Bankrotts und Modelle, bei denen das Unternehmen in Konkurrenz zu einem anderen steht. Trotz der Grenzen dieser kontrolltheoretischen Modelle sind sie nützlich bei der Verbesserung des Verständnisses von bedeutenden mikroökonomischen Phänomena und wenn man Studenten oder Jungmanagern erklären will, wie man Politiken im Verlauf der Zeit kombiniert um eine wirksame Strategie zu entwickeln.
    Notes: Summary This paper gives an overview to the state-of-art of applying control theory to the analysis of the dynamics of the firm. Three types of models are considered: one firm facing a certain environment, one firm facing a stochastic environment and with a risk of bankruptcy, and models of duopolies. In spite of the limits of these control theory models, they are useful to improve the understanding of important microeconomic phenomena and to explain to students or to junior managers how to combine policies through time to define an efficient strategy. An extended bibliography is given.
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    OR spectrum 4 (1982), S. 27-33 
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    Description / Table of Contents: Summary The author's thesis is that strategic decisions are usually madeoutside the formal strategic planning process, and that the latter largely consolidates at the corporate level the strategic decisions already made at lower levels. Hence there is little scope for quantitative decision models in this process, but considerable scope at the actual strategic decision making level. However, if the corporate process is changed to go beyond consolidation so that explicit choices from alternate corporate strategies are considered, an important new potential for quantitative modelling is opened up.
    Notes: Zusammenfassung Quantitative Modellierung möchte zur Entscheidungsfindung beitragen. Bevor untersucht wird, ob sie dies im strategischen Bereich tut, wird die Frage gestellt, ob die tatsächlichen strategischen Entscheidungen, die die Zukunft einer Unternehmung gestalten, innerhalb des formalen Prozesses der strategischen Unternehmensplanung fallen. Die Frage wird überwiegend verneint. Solange die Dinge so stehen, ist es nicht verwunderlich, daß quantitative Entscheidungsmodelle nichts beitragen können. Dagegen ist die modellgestützte Planung dort kräftig im Vordringen und hat in den letzten Jahren erheblich an Terrain gewonnen, wo derzeit die meisten strategischen Optionen getroffen werden, nämlich bei den fallweisen strategischen Entscheidungen in Teilbereichen, die später in den strategischen Plan der Unternehmung integriert werden. Doch finden sich auch erste fruchtbare Ansätze innerhalb der formalen strategischen Planung auf Unternehmensebene, nämlich dort, wo diese sich explizit mit Alternativstrategien beschäftigt. In dem Maße, in dem sich der formale Prozeß der strategischen Unternehmensplanung zu einem Entscheidungs-prozeß zwischen explizit zur Wahl gestellten Unternehmensstrategien entwickelt — eine Entwicklung, die bereits begonnen hat — wird sich der modellgestützten Planung auch auf der Unternehmensebene ein weites Feld eröffnen.
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    OR spectrum 4 (1982), S. 53-54 
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    OR spectrum 4 (1982), S. 63-77 
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    Description / Table of Contents: Summary The paper gives a survey of stock holding models being employed in practice. In particular it stresses the whole process which leads to a selection of a special model. Main attention is given to a discussion of the value of cost parameters and safety stocks.
    Notes: Zusammenfassung Die Arbeit gibt einen Überblick über die in der Praxis verwandten Lagerhaltungsmodelle und arbeitet besonders den gesamten Prozeß heraus, der zum Einsatz eines bestimmten Modells führt. Besonderer Wert wird dabei auf die Diskussion der zu verwendenden Kostenparameter und Sicherheitsbestände gelegt.
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    OR spectrum 4 (1982), S. 91-104 
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    Topics: Mathematics , Economics
    Description / Table of Contents: Summary In this paper a 0/1 linear programming model is proposed to solve the following problem: Given a certain budget, which diagnostic strategies should be applied to which groups of a population in order to maximize the effectiveness of early detection of hypertension. The ideas underlying the LP-model originated in the critique of a method described in the literature. A simplified example of the model is solved and some remarks are made concerning data collection and computing time requirements. Also the problem of individual vs. collective effectiveness is briefly dealt with.
    Notes: Zusammenfassung Die vorliegende Arbeit entwickelt ein auf der linearen 0/1 Programmierung basierendes Verfahren zur gruppenspezifischen Auswahl von Diagnosestrategien bei beschränkten Ressourcen im Bereich der Hypertoniefrüherkennung. Ausgangspunkt ist dabei die Kritik an einer in der Literatur zu diesem Thema angegebenen Methode. Ein vereinfachtes Beispiel verdeutlicht die Ideen, die zur Entwicklung des LP-Modells geführt haben. Anschließend wird der Einfluß des zugrundeliegenden Kollektivnutzenkonzepts und des Gleichheitsprinzips auf das Modell diskutiert. Die Arbeit geht ferner auf Fragen bezüglich der benötigten Daten und des zu erwartenden Rechenaufwands ein.
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    OR spectrum 4 (1982), S. 117-117 
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    OR spectrum 4 (1982), S. 149-160 
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    Description / Table of Contents: Summary The main point of Personal Finance is the financing of proprietor's own used single-unit or doubleunit dwellings respectively owner-occupied apartments. In the following examination a mixed-integer programme for the determination of the optimum financing-mix for home construction is being developed shortly. By means of numeruous simulation tests the influence of varying capital resources of the home owner and the surplus resulting out of private life insurances upon the optimum financing structure is being analysed.
    Notes: Zusammenfassung Ein Schwerpunkt privater Finanzierungsprobleme ist die Finanzierung von Wohnungseigentum. In der folgenden Untersuchung wird zunächst ein gemischt-ganzzahliges Modell zur Ermittlung der optimalen Finanzierung von Ein- und Zweifamilienhäusern bzw. Eigentumswohnungen kurz beschrieben. Anhand zahlreicher Simulationsläufe wird der Einfluß der Variation des Eigenkapitaleinsatzes und der Überschußbeteiligung auf die optimale Finanzierungsstruktur analysiert.
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    OR spectrum 4 (1982), S. 191-191 
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    OR spectrum 4 (1982), S. 171-190 
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    Description / Table of Contents: Summary Optimal control theory treats the steering ofdynamical systems with the aim to reach a desired target. The problem of dynamic system optimization is to find the functions which will optimize a given objective functional subject to certain constraints. The purpose of the present paper is to provide an elementary approch to themaximum principle as well as to its economic interpretation. The calculation of optimal control trajectories is illustrated by some simple examples in cash management, production and investment planning, advertising and pricing, and science policy. Moreover, without claiming completeness some further applications of thedeterministic maximum principle in operations research are reviewed. The use of the maximum principle provides a significant advantage compared with dynamic programming, namely the possibility to gainqualitative insights into the structure of solution paths and thus to draw interesting economic conclusions without performing a complete analysis of the control problem.
    Notes: Zusammenfassung Die Kontrolltheorie beschäftigt sich mit der Steuerungdynamischer Systeme im Hinblick auf die Erreichung gewünschter Ziele. Das Problem der Optimierung dynamischer Systeme besteht darin, Funktionen zu finden, welche ein gegebenes Zielfunktional unter gewissen Nebenbedingungen optimieren. Zweck des vorliegenden Beitrages ist es, einen elementaren Zugang zumMaximumprinzip sowie dessen ökonomischer Interpretation zu bieten. Die Ermittlung optimaler Kontrolltrajektorien wird anhand einiger einfacher Beispiele illustriert (Kassenhaltung, Produktionsund Investitionsplanung, Werbe- und Preispolitik, Wissenschafts-Management). Ohne Vollständigkeit anzustreben, wird daneben eine Reihe weiterer Anwendungen desdeterministischen Maximumprinzips im Operations Research skizziert. Einen wesentlichen Vorteil, den das Maximumprinzip etwa im Vergleich zur dynamischen Programmierung aufweist, stellt die Möglichkeitqualitativer Einsichten in die Struktur der Lösungspfade dar, die häufig schon ohne komplette Lösung des Kontrollproblems zur Aufdeckung interessanter ökonomischer Zusammenhänge führen.
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    OR spectrum 4 (1982), S. 195-212 
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    OR spectrum 4 (1982), S. 245-245 
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    OR spectrum 4 (1982), S. 247-247 
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    OR spectrum 4 (1982), S. 246-246 
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    OR spectrum 5 (1983), S. 44-44 
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    OR spectrum 5 (1983), S. 58-59 
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    OR spectrum 5 (1983), S. 59-60 
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    OR spectrum 5 (1983), S. 76-76 
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    OR spectrum 5 (1983), S. 77-85 
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    Description / Table of Contents: Zusammenfassung Diese Arbeit befaßt sich mit einer Variante des Fahrzeugroutenproblems, bei der jeder zu besuchenden Stadt ein nichtnegatives Gewicht zugeordnet ist und bei der alle Fahrzeuge gleich sind und die gleiche KapazitätD haben. Das Problem wird als ganzzahliges lineares Programm formuliert: Ganzzahligkeit wird über ein Branch und Bound-Verfahren erreicht. Dabei werden die Kapazitätsbeschränkungen zunächst relaxiert und nur dann wieder einbezogen, wenn sie verletzt werden. Drei Varianten dieses Basisverfahrens werden untersucht. Exakte Lösungen werden für Probleme mit 15 bis 50 Städten erhalten.
    Notes: Summary This paper considers a version of the vehicle routing problem in which a non-negative weight is assigned to each city to be visited and where all vehicles are identical and have the same capacityD. The weight assigned to a vehicle on a given route may not exceed this capacity. The problem is formulated as an integer program: integrality is obtained by means of a branch and bound procedure; capacity constraints are first relaxed, and introduced only when they are found to be violated. Three variants of this basic algorithm are examined. Exact solutions are obtained for problems ranging from 15 to 50 cities.
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    Empirical economics 5 (1980), S. 31-37 
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    Notes: Summary Previous studies of the price equation have generally used past values of variables to proxy expectations. In this note expected wage change, import price change and output change are formulated in both an extrapolative and unbiased manner. Empirical evidence on the efficacy of various alternative specifications is presented for the UK for 1961–1978 and the rational approach is found to work well.
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    Empirical economics 5 (1980), S. 129-142 
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    Notes: Abstract This paper presents results of parameter estimations of a small system of demand equations for Austria. The functional form of the equations follows the log-linear specification well known as the “Rotterdam”-System. Using annual data from 1954 to 1977 we estimate the absolute price version for a rather aggregated system consisting of four sectors of consumption expenditures. Aitken estimation with and without linear restrictions is the adopted estimation method. Tests for the validity of the general linear restrictions axe performed employing the usual criteria. Relations among the test statistics are discussed. Taking into accountBeaton's [1972] argument of the appropriate use of likelihood ratio tests we present results also after iterating on the restricted error-covariance matrix. The question of negative semidefiniteness of the matrix of price coefficients is examined by inspection of its characteristic roots and the calculation of their approximated asymptotic covariance matrix. Finally, our results are confronted with such of other comparable studies.
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    Empirical economics 5 (1980), S. 193-203 
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    Notes: Summary This paper looks at the issue of factor substitutability versus complementarity from the point of view of directional causality. That is, prior to estimating a production function, is there any empirical support for the belief that capital, labor, energy and materials are substitutes or complements for one another in the production process? The results suggest that capital is a substitute for the other factors of production but when the other factors are compared pairwise, such a conclusion does not follow.
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    Empirical economics 5 (1980), S. 219-232 
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    Notes: Summary In this paper we consider a general class of weak parametric specifications in the poly-nomial distributed lag model. The classical and Bayesian estimations of the means of polynomial lags are derived without smoothness priors, with deterministic smoothness priors, and with probabilistic priors. Finally, using Almon's data, an illustrative application of the alternative estimators under various specifications about smoothness priors is provided.
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    Empirical economics 5 (1980), S. 245-253 
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    Notes: Abstract The primary purpose of this paper is to re-examine the compatibility of the factor endowment theorem with the foreign trade of both the United States and Taiwan. The study presents evidence that the so-called Leontief paradox may be attributable to technological gaps and factor intensity reversals between the two trading countries. In addition, the conditions for existence of the paradox are generalized. A distinctive feature of this study is that the technologies of both countries are taken into account. The findings reveal that if one-sided technical coefficients, of either the United States or Taiwan, are used for the empirical tests, the Leontief paradox tends to result. The paradox is likely to disappear when the Leontief index is derived from the technical coefficients of both trading countries.
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    Empirical economics 5 (1980), S. 233-244 
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    Notes: Summary The purpose of this study is to examine the effect of monetary indexation on the built-in stability of the economic system. The study is based on simulation results from a medium size (28 equation) econometric model of the U.S. economy. The model is close in nature to the Wharton Model, and its equations are summarized in the appendix. (A detailed description of the model is provided inZilberfarb [1976].) This approach enables us to analyze the dynamic properties of the economic system, in a model which is far more detailed than the usual form of theoretical models. It also provides quantitative (as well as qualitative) results of the various effects of indexation. The First section contains a brief review of the pros and cons of monetary indexation. It is followed by a description of the model's monetary sector with and without indexation. Section three outlines the methodology employed in this study. Section four reports on and analyzes the simulation results. Summary and conclusions are provided in the final section.
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    Empirical economics 8 (1983), S. 1-8 
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    Notes: Abstract The purpose of this paper is to propose an extension of the conventional input-output forecasting technique to allow projection of gross output of product-specific sectors. A single sector of particular interest in the United States national table is disaggregated into a number of smaller, product-specific sectors. These sectors, along with several other sectors engaged in significant trade with the product-specific sectors, form a compact input-output model. The model is employed in a conventional manner to project gross output of the modeled sectors.
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    Empirical economics 8 (1983), S. 9-13 
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    Notes: Abstract Data on the income distribution in the Netherlands since the introduction of the income tax in 1914 are used to calculate the extent of income redistribution through the progressive rate structure. Seven indexes of income equality are used, and their values after-tax are divided by the value before-tax. The extent of inequality reduction differs substantially between inequality indexes. Pearson and Kendall correlation coefficients of the time series are presented and again, the information diverges so widely that one may doubt the usefulness of the conventional summary statistics of income inequality.
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    Notes: Abstract In this paper we compaia the predictive power of two types of model of nominal income: one based on a simple single equation aggregate framework; the second disaggregated into price level and output components. The source of the decomposition of nominal income of the type of model that is considered here are the twin hypotheses of rational expectations and structural neutrality. The model chosen as being representative of this approach to macroeconomic model building and against which some single equation models are compared isBarro's [1978] model of the price level and output in the U.S.
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    Empirical economics 8 (1983), S. 59-62 
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    Notes: Abstract This note tests the joint hypothesis of rational expectations and perfect substitutability between assets denominated in US dollars, deutsche marks and pound sterling. The hypothesis implies that the forecast errors from the uncovered interest rate parity condition follow a white noise process. Using a test based on the frequency domain properties of white noise processes, the hypothesis is not rejected on a sample of monthly observations from January 1974 to December 1981.
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    Empirical economics 8 (1983), S. 71-85 
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    Notes: Abstract The purpose of this paper is to highlight the superiority of the Kalman filter over Ordinary Least Squares for estimating the unknown coefficients of the classical linear regression model. Both methods are analyzed with respect to their optimality properties and their usefulness in dealing with multicollinearity. Theoretical results are applied to two economic models.
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    Empirical economics 8 (1983), S. 93-109 
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    Notes: Abstract This paper attempts to analyze the implications of the organizational structure of the firms on economic growth and income distribution. The approach used byBeckmann [1977] is generalized and used explicitly as the starting point. The impact of the administrative structure on output growth is then studied using an extension of the Growth-Accounting-Method incorporating the quality of the labor force. Regarding income distribution it is shown that the coefficients of Pareto distributions can be obtained from the characteristics of the administrative structure. Their contribution to growth is evaluated.
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    Empirical economics 8 (1983), S. 125-138 
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    Notes: Abstract This paper examines the relationship between competitive shares and relative prices for the exports of Japan, Korea and India over the past fifteen years. For Japan the results are consistent with neotechnological theories, and may be explained by a recently explicated model which applies the logic of Hicks' induced innovation mechanism to trade analysis. For the developing countries the results are found to be systematically associated with foreign trade regimes pursued as a part of overall development strategies. Thus the applicability of typical results derivable from standard static trade theories are found to be bound or restricted to special cases defined by stages of economic development, and by policy choices.
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    Empirical economics 8 (1983), S. 169-175 
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    Notes: Abstract This papei examines the dynamic responses of prices to wage and productivity changes and distinguishes between short-run and long-run effects. The long-run solution of the dynamic specification is consistent with the hypothesis of markup pricing over unit labour costs. The restrictions implied by this long-run behaviour are not rejected.by U.S. data. In addition, the evidence supports the view that the short-run wage effects are significantly stronger than productivity effects.
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    Empirical economics 8 (1983), S. 187-202 
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    Notes: Abstract Empirical assessment of rationality of inflationary expectations has attracted considerable interest. However no conclusive evidence has emerged in favour nor against the hypothesis of rationality. In this paper a new set of data is used to test the weak-form rationality of survey based expectations for a fairly large group of countries with very different inflationary experiences. The empirical tests carried out in the paper show that two necessary conditions of weak-form, linear rationality are met for four of the seven countries in the sample: France, Germany, Netherlands and Belgium, which happen to be the countries with relatively stable and low rates of inflation. This conditions are not, however, met in the case of Italy and Denmark, with the U.K. being a marginal case. The interpretation of these results is left open in the paper.
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    Empirical economics 8 (1983), S. 215-227 
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    Notes: Abstract A unified structure for recommended families of prior distributions for the coefficients of a distributed lag model is discussed. It enables us to highlight the essential similarities and differences between these families. We also examine theextent to which the families are adequate approximations to the opinions of a potential user.
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    Empirical economics 8 (1983), S. 15-45 
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    Notes: Abstract The objective of this paper is to analyze the causes of inflation projected for Canada through out the 1980s, using CANDIDE Model 2.0 as reported in the 18th Annual Review base case. Our analysis suggests that, in the medium-run inflation is not only a monetary phenomenon but also caused by a host of other factors: external inflation, foreign interest rates, low productivity growth, labour market tightness, domestic energy pricing and indexation of wages to CPI, a measure of inflation that reflects both domestic and foreign price pressures. Our results indicate that the restrictive aggregate damand policies alone will not make a significant dent in inflation without incurring substantial loss in output and employment. Our analysis suggests that we might better fight inflation using a balanced mix of aggregate demand and supply management policies and incentive based income policies.
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    Empirical economics 8 (1983), S. 63-69 
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    Notes: Abstract Econometric theory has provided several rival tests of functional form specifications in economic relations, but there is little empirical experience in using many of them. This note reports some practical applications, and compares the performance of various tests, in specifying dynamic econometric models.
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    Empirical economics 8 (1983), S. 87-92 
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    Notes: Abstract In a recent paper Deaton formulated a novel disequilibrium theory of saving behaviour. The essence of his hypothesis is that individual consumers have no possible means of distinguishing relative from absolute price changes. This hypothesises subject to further empirical testing in our note. Using data for Canada, Japan, the United Kingdom and the United States we re-examine the hypothesis assuming either static, adaptive, extrapolative or rational price and output expectations.
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    Empirical economics 8 (1983), S. 119-123 
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    Notes: Abstract According toWolters [1976], there are 7 non-zero eigenvalues for each of four alternatively estimated versions of an Econometric Model of the Federal Republic of Germany. In a comment,Uebe [1977] asserts that the number of non-zero eigenvalues of each of these four versions is 11. However, we shall argue on theoretical grounds that there cannot be more than 10 non-zero eigenvalues. Stating the exact number is a delicate matter.
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    Empirical economics 8 (1983), S. 111-117 
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    Topics: Economics
    Notes: Abstract Betancourt/Kelejian [1981] have recently warned against using the Cochrane-Orcutt procedure in models which include a lagged endogenous variable because this procedure can have more than onefixed point even asymptotically. FollowingSargan [1964], we argue instead that fixed points are not necessarily minima and that the question of practical importance is whether the residual sum of squares can have multipleminima. Within this formulation of the problem, we provide the firstreal example of multiple minima obtainable by the Cochrane-Orcutt procedure — with or without a lagged endogenous variable — and use it to caution against routine use of this procedure.
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    Empirical economics 8 (1983), S. 139-168 
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    Topics: Economics
    Notes: Abstract This paper presents a simple macroeconomic model that includes all of the main channels of transmission for fiscal policy and that can generate either Keynesian or monetarist results for the impact of fiscal policy depending on the values assumed for particular parameters. The structure of this model, called KEMO for KEynesian-MOnetarist, was kept very simple and schematic. The objective of this paper is to examine through simulations of the model the degree of sensitivity of the fiscal multiplier to certain hypotheses concerning the way the economy functions and the value of certain parameters, as well as the dynamic process of adjustment of the economy to a fiscal shock.
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    Empirical economics 8 (1983), S. 177-186 
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    Topics: Economics
    Notes: Abstract A model is developed and tested to relate capital formation, sales and capacity utilization in manufacturing to expected inflation and expected interest rates through anticipated real wealth effects. Expected future inflation causes purchases of storeable manufactured goods in advance and accumulations of physical capital. The former increases capacity utilization, while the latter decreases it. Expected increases in interest rates have an impact on sales and capital formation opposite to that of expected increases in prices. Finally, if expected inflation is accompanied by a propertionate increase in expected interest rates, sales decline more than capital formation, and hence capacity utilization contracts.
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    Empirical economics 8 (1983), S. 203-214 
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    Topics: Economics
    Notes: Abstract This paper provides empirical evidence in favor of the Schumpeterian hypothesis using single equation models. A simultaneous equation model is then developed which examines the interaction of R & D, growth and profitability.
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    Empirical economics 8 (1983), S. 229-245 
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    Topics: Economics
    Notes: Abstract The paper addresses the dynamic interaction between strikes and wage increases in aggregate labor markets. Attention is drawn to the fact that pertinent empirical studies typically suffer from an ignorance of the simultaneous-equations character of this topic and, hence, of the involved problems of parameter identification and of the proper choice of estimation technique. Tests of statistical causality are employed and provide answers as to (i) the appropriateness of exogenity assumptions made by and (ii) the identification status of the model, (iii) the correct choice of estimation technique, and (iv) the proper selections of time series among alternative empirical representations of a theoretical variable.
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    Empirical economics 9 (1984), S. 15-26 
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    Topics: Economics
    Notes: Abstract Based on a consumer expenditure function estimated with Belgian time series data, this paper analyses the impact of social security on personal saving. It shows that social security has a depressive effect, mainly by affecting the saving behavior of the aged.
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    Empirical economics 9 (1984), S. 51-58 
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    Topics: Economics
    Notes: Abstract The objective of this paper is to present a parametric test of Granger causality in a multivariate ARMA model. We derive the necessary and sufficient condition for Granger causality. We then relate our method to previous studies by examining Sims' nominal income and money data.
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    Empirical economics 9 (1984), S. 75-85 
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    Topics: Economics
    Notes: Abstract The paper models the dual role of money balances as a short-run buffer stock and an asset with a well-specified long-run demand function. The analysis is carried out in an open economy framework. Consequently, there will be an offset to monetary policy in the form of induced capital movements, but in our model, it will be distributed over time even under perfect substitutability of financial claims. Estimates for the parameters of the demand for money function are obtained from a capital flow equation using both unrestricted (OLS) and restricted (nonlinear) estimation methods. The results provide strong evidence in favour of the shock-absorption theory for the adjustment of money demand under money supply changes.
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    Empirical economics 9 (1984), S. 131-138 
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    Topics: Economics
    Notes: Abstract This study revises estimates of real Canadian potential output and the real GNP gap by applying a method of directly estimating the actual and potential factor utilization rates to quarterly Canadian data. The empirical results indicate that capital utilization varies just under twice as much as labour use over the cycle. The results also suggest that labour productivity will vary procyclically, with the elasticity of productivity with respect to the employment rate estimated to be 1.42.
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    Empirical economics 9 (1984), S. 139-150 
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    Notes: Abstract This study provides a tentative explanation of the spatial distribution of economic activity in Canada, with a focus upon the role of inter-industry linkages. Location of economic activity for each of one hundred and nine three-digit S.I.C. manufacturing industries is explained by use of a “tobit” model incorporating backward and forward linkage variables. The two sets of linkage variables in each tobit equation were reduced by extraction of one principal component from each set, using the matrix of cosines of the variables. A set of control variables completes the set of explanatory variables. The overall explanatory power of our equations was remarkably high and the role of inter-industry linkages is unmistakable.
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    Empirical economics 9 (1984), S. 183-197 
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    Topics: Economics
    Notes: Abstract This article contains tests for the direct effects of inflation on household saving. Empirical results with cross-country data from five OECD countries indicate that both unanticipated and anticipated inflation affect the household savings ratio. This latter result, which furthermore turns out to be robust in terms of aggregation and additional variables, is clearly at variance with some previous analyses, particularly those of Deaton.
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    Empirical economics 9 (1984), S. 199-216 
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    Topics: Economics
    Notes: Abstract A number of new tests for heteroskedasticity have recently become available. Using Monte Carlo methods this paper explores the small sample properties of some of these tests in the context of additive heteroskedasticity. Lagrange multiplier and Wald tests (and variants thereof) are found to be inferior to the likelihood ratio and Goldfeld and QuandtF tests. This is a reconfirmation of the conclusions obtained byGoldfeld/Quandt [1972] in their study of additive heteroskedasticity. The paper also contains some new results onAmemiya's GLS estimator of the additive heteroskedastic structure.
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    Annals of operations research 1 (1984), S. 171-182 
    ISSN: 1572-9338
    Keywords: Random graphs ; graph coloring ; tails of the binomial and the hypergeometric distributions
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    Topics: Mathematics , Economics
    Notes: Abstract One of the lessons Paul Erdös taught us is that probabilistic counting arguments often yield surprisingly strong existence results in combinatorics. This paper illustrates the paradigm on four examples drawn from Erdös's own work. The examples concern the chromatic number of a graph.
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    Annals of operations research 1 (1984), S. 273-289 
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    Keywords: Average complexity ; satisfiability ; pure literal ; heuristic ; Davis-Putnam procedure
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    Topics: Mathematics , Economics
    Notes: Abstract An algorithm for the SATISFIABILITY problem is presented and a probabilistic analysis is performed. The analysis is based on an instance distribution which is parametrized to simulate a variety of sample characteristics. The algorithm either correctly determines whether a given instance of SATISFIABILITY has a solution or gives up. It is shown that the algorithm runs in polynomial time and gives up with probability approaching zero as input size approaches infinity for a range of parameter values. This result is an improvement over the results in [3] and [4].
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    Annals of operations research 1 (1984), S. 43-58 
    ISSN: 1572-9338
    Keywords: Hierarchical planning models ; identical machine scheduling
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    Topics: Mathematics , Economics
    Notes: Abstract In the hierarchical scheduling model to be considered, the decision at the aggregate level to acquire a number of identical machines has to be based on probabilistic information about the jobs that have to be scheduled on these machines at the detailed level. The objective is to minimize the sum of the acquisition costs and the expected average completion time of the jobs. In contrast to previous models of this type, the second part of this objective function corresponds to a well-solvable scheduling problem that can be solved to optimality by a simple priority rule. A heuristic method to solve the entire problem is described, for which strong asymptotic optimality results can be established.
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    Annals of operations research 1 (1984), S. 23-42 
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    Keywords: Hierarchical planning problem ; stochastic programming ; heuristic ; performance measure ; probabilistic analysis ; asymptotic optimality ; machine scheduling
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    Topics: Mathematics , Economics
    Notes: Abstract As we have argued in previous papers, multi-level decision problems can often be modeled as multi-stage stochastic programs, and hierarchical planning systems designed for their solution, when viewed as stochastic programming heuristics, can be subjected to analytical performance evaluation. The present paper gives a general formulation of such stochastic programs and provides a framework for the design and analysis of heuristics for their solution. The various ways to measure the performance of such heuristics are reviewed, and some relations between these measures are derived. Our concepts are illustrated on a simple two-level planning problem of a general nature and on a more complicated two-level scheduling problem.
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    Annals of operations research 1 (1984), S. 59-65 
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    Keywords: Pert ; cpm ; network flows ; reliability ; stochastic majorisation ; convex majorisation ; antithetic random variables
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    Topics: Mathematics , Economics
    Notes: Abstract In various network models the quantities of interest are optimal value functions of the form max ΣX i , min ΣX i , min maxX i , max minX i , where the inner operation is on the nodes of a path/cut and the outer operation on all paths/cuts, e.g. shortest path of a project network, maximal flow of a flow network or lifetime of a reliability system. ForX i random with given marginal distributions, we obtain bounds for the optimal value functions, based on common and on antithetic joint distributions.
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    Annals of operations research 1 (1984), S. 67-78 
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    Keywords: Integer linear programming ; stochastic programming ; probabilistic analysis ; computational complexity ; order statistics
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    Topics: Mathematics , Economics
    Notes: Abstract A method is proposed to estimate confidence intervals for the solution of integer linear programming (ILP) problems where the technological coefficients matrix and the resource vector are made up of random variables whose distribution laws are unknown and only a sample of their values is available. This method, based on the theory of order statistics, only requires knowledge of the solution of the relaxed integer linear programming (RILP) problems which correspond to the sampled random parameters. The confidence intervals obtained in this way have proved to be more accurate than those estimated by the current methods which use the integer solutions of the sampled ILP problems.
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    Annals of operations research 1 (1984), S. 79-83 
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    Keywords: Linear programming ; stochastic analysis
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    Topics: Mathematics , Economics
    Notes: Abstract Linear programming is applied to assess the optimal capacity of the Norwegian industrial fishing fleet when quotas are random. A great potential for profit is identified and the significance of resource uncertainty for practical management is de-emphasized.
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    Annals of operations research 1 (1984), S. 129-134 
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    Keywords: Statistical models ; multimodal optimization ; stochastic programming ; decision theory ; Bayesian problems
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    Topics: Mathematics , Economics
    Notes: Abstract A model of a complicated function under uncertainty is constructed axiomatically, formalizing suppositions on rationality of information on a considered function.
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    Annals of operations research 1 (1984), S. 165-167 
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    Topics: Mathematics , Economics
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    Annals of operations research 1 (1984), S. 239-254 
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    Keywords: Random graphs ; expectation of greedy matchings
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    Topics: Mathematics , Economics
    Notes: Abstract This paper deals with the expected cardinality of greedy matchings in random graphs. Different versions of the greedy heuristic for the cardinality matching problem are considered. Experimental data and some theoretical results are reported.
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    Annals of operations research 1 (1984), S. 331-345 
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    Annals of operations research 2 (1984), S. 1-9 
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    Annals of operations research 2 (1984), S. 59-94 
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    Keywords: Efficiency ; Pareto optimality ; production functions ; returns to scale ; nondiscretionary inputs ; linear programming ; fractional programming
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    Topics: Mathematics , Economics
    Notes: Abstract This paper serves as an introduction to a series of three papers which are directed to different aspects of DEA (Data Envelopment Analysis) as follows: (1) uses and extensions of window analyses' to study DEA efficiency measures with an illustrative applications to maintenance activities for U.S. Air Force fighter wings, (2) a comparison of DEA and regression approaches to identifying and estimating, sources of inefficiency by means of artificially generated data, and (3) an extension of ordinary (linear programming) sensitivity analyses to deal with special features that require attention in DEA. Background is supplied in this introductory paper with accompanying proofs and explanations to facilitate understanding of what DEA provides in the way of underpinning for the papers that follow. An attempt is made to bring readers abreast of recent progress in DEA research and uses. A synoptic history is presented along with brief references to related work, and problems requiring attention are also indicated and possible research approaches also suggested.
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    Annals of operations research 2 (1984), S. 29-37 
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    Keywords: Business ; forecasts ; economics ; alternatives ; executives
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    Topics: Mathematics , Economics
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    Annals of operations research 2 (1984), S. 23-27 
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    Keywords: Taxonomy ; classes ; decisions ; criteria ; decision makers
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    Topics: Mathematics , Economics
    Notes: Abstract Decision models can be classified according to the number of decision makers (x 1), of decision criteria (x 2), and of decisions called for (x 3). If we allow eachx j to take one of the values ‘1’ or ‘m’ (many), we have 8 possible triples (x 1,x 2,x 3) each of which defines or describes a class of decision models. The simplest and by far the most prevalent in textbooks and journals are the two (1, 1,m) and (1, 1, 1). The two classes (m, 1,x 3) include most of game theory and models for fair allocation; the importance of these classes is widely comprehended. The classes (1,m,x 3) are somewhat less well understood although increasingly recognized in the literature of decision models. The class (m, m, 1) has not achieved broad attention even though it relates to highly important national and worldwide problems. Finally, despite its potential importance, the class (m, m, m) has received almost no attention from modelers.
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    Annals of operations research 2 (1984), S. 253-270 
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    Topics: Mathematics , Economics
    Notes: Summary The Mineral Resources Institute of the Colorado School of Mines is completing a project sponsored jointly by the Gas Research Institute and the Electric Power Research Institute to assess the cost of development of natural gas resources in the United States. The project has as its objective the development of a method and subsequent calculation of costs which might be anticipated in the discovery and development of the undiscovered natural gas resources of the nation. Costs are expressed in constant dollars and are intended to provide a measure of the relative costs which would be encountered in various, regions and at various depths. The project work was supported by the development of a model for calculation of full marginal costs of resource discovery and development by Operational Economics, Inc. This paper summarizes the data sources, methodology, and results of the analyses performed, as well as some interpretations of those results. Additionally, the paper includes some possible applications of the procedures and the models to the estimation of the costs of development of the oil resources of the United States and of the oil and gas resources of the world.
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    Annals of operations research 2 (1984), S. 285-316 
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    Keywords: Regulation ; shadow price ; economics ; markets ; natural gas
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    Topics: Mathematics , Economics
    Notes: Abstract Inclusion of the shadow prices for natural gas in a dynamic fuels model for the United States shows that the primary reason for the relatively large, fly-up in new marginal gas prices in the early 1980's was the release of the pent-up price effects of the U.S. government's price regulations. In accordance with principles, the shadow price of natural gas fell siginificantly following de-regulation of the highcost gas (section 107) in 1980, which represented the precursor for downward adjustments in marginal wellhead prices of new high-cost gas and drilling activity. The modeling results show that no significant fly-up in new marginal gas prices for lower-cost gas (section 102) is likely to occur in 1985, when its phased de-regulation ends and it is finally de-regulated, because no shadow price precursor currently exists for this gas. Shadow price principles clear up the primary misconceptions with regard to natural gas pricing. This application indicates the significance of shadow price principles for regulated pricing in general.
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    Annals of operations research 1 (1984), S. 3-22 
    ISSN: 1572-9338
    Keywords: Stochastic optimization ; subgradient ; stochastic programming
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    Topics: Mathematics , Economics
    Notes: Abstract We review some modeling alternatives for handling risk in decision-making processes for unconstrained stochastic optimization problems. Solution strategies are discussed and compared.
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    Annals of operations research 2 (1984), S. 239-252 
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    Keywords: Technology ; plants ; tradeoffs ; cost ; policy ; sulfur oxide
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    Topics: Mathematics , Economics
    Notes: Abstract The model estimates, subject to restrictions, the functional relationship between national sulfur dioxide discharges and investment in control technology development. Estimates may be made for different product demands, allowed cost increases, and clean fuel availabilities. Control technology development may be accelerated by increased investment. Both optimal and sub-optimal solutions are calculated for an example problem. A general computing method is provided.
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    Annals of operations research 2 (1984), S. 317-327 
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    Keywords: Information ; value ; data ; methods
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    Topics: Mathematics , Economics
    Notes: Abstract Operational measurement methods may be developed to measure the value of information in the data reported by the U.S. Government. Illustrative measures for cost of cotton production statistics indicate that the benefits from these data in certain important uses may far exceed their costs. If similar measures could be provided for major Government data programmes, it would facilitate the development of a national data policy that is oriented toward decision making and improvements in economic growth, national well-being, and quality of life. Making these estimates would begin to provide the dollar values in important uses of information in the nation's data bases. These values are needed for allocating resources to maintain, refine, and develop fundamental data series. Cutting data expenditure in the absence of these value measures may be false economy indeed; because, reducing data series with very high benefit/cost ratios might well limit, if not reduce, living standards for many generations to come.
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