Author : A. Bensoussan
Publisher : Springer Science & Business Media
Page : 766 pages
File Size : 33,83 MB
Release : 2013-03-08
Category : Computers
ISBN : 3642463177
Author : Alain Bensoussan
Publisher :
Page : 757 pages
File Size : 31,79 MB
Release : 1975
Category : Computer simulation
ISBN :
Author : Patricia Melin
Publisher : CRC Press
Page : 262 pages
File Size : 24,42 MB
Release : 2001-10-25
Category : Mathematics
ISBN : 1420024523
These authors use soft computing techniques and fractal theory in this new approach to mathematical modeling, simulation and control of complexion-linear dynamical systems. First, a new fuzzy-fractal approach to automated mathematical modeling of non-linear dynamical systems is presented. It is illustrated with examples on the PROLOG programming la
Author : W. Hock
Publisher : Springer Science & Business Media
Page : 188 pages
File Size : 25,51 MB
Release : 2012-12-06
Category : Business & Economics
ISBN : 3642483208
................................................................. The performance of a nonlinear programming algorithm can only be ascertained by numerical experiments requiring the collection and implementation of test examples in dependence upon the desired performance criterium. This book should be considered as an assis tance for a test designer since it presents an extensive collec tion of nonlinear programming problems which have been used in the past to test or compare optimization programs. He will be in formed about the optimal solution, about the structure of the problem in the neighbourhood of the solution, and, in addition, about the usage of the corresp,onding FORTRAN subroutines if he is interested in obtaining them -ofi a magnetic tape. Chapter I shows how the test examples are documented. In par ticular, the evaluation of computable information about the solu tion of a problem is outlined. It is explained how the optimal solution, the optimal Lagrange-multipliers, and the condition number of the projected Hessian of the Lagrangian are obtained. Furthermore, a classification number is defined allowing a formal description of a test problem, and the documentation scheme is described which is used in Chapter IV to present the problems.
Author : H.D. Sherali
Publisher : Springer Science & Business Media
Page : 168 pages
File Size : 28,2 MB
Release : 2012-12-06
Category : Business & Economics
ISBN : 3642487947
The disjunctive cut principle of Balas and Jeroslow, and the related polyhedral annexation principle of Glover, provide new insights into cutting plane theory. This has resulted in its ability to not only subsume many known valid cuts but also improve upon them. Originally a set of notes were written for the purpose of putting together in a common terminology and framework significant results of Glover and others using a geometric approach, referred to in the literature as convexity cuts, and the algebraic approach of Balas and Jeroslow known as Disjunctive cuts. As it turned out subsequently the polyhedral annexation approach of Glover is also closely connected with the basic disjunctive principle of Balas and Jeroslow. In this monograph we have included these results and have also added several published results which seem to be of strong interest to researchers in the area of developing strong cuts for disjunctive programs. In particular, several results due to Balas [4,5,6,7], Glover [18,19] and Jeroslow [23,25,26] have been used in this monograph. The appropriate theorems are given without proof. The notes also include several results yet to be published [32,34,35] obtained under a research contract with the National Science Foundation to investigate solution methods for disjunctive programs. The monograph is self-contained and complete in the sense that it attempts to pool together existing results which the authors viewed as important to future research on optimization using the disjunctive cut approach.
Author : J.K. Sengupta
Publisher : Springer Science & Business Media
Page : 166 pages
File Size : 50,25 MB
Release : 2012-12-06
Category : Business & Economics
ISBN : 3642877206
The theory of optimal decisions in a stochastic environment has seen many new developments in recent years. The implications of such theory for empirical and policy applications are several. This book attempts to analyze some of the impor tant applied aspects of this theory and its recent developments. The stochastic environment is considered here in specific form, e.g., (a) linear programs (LP) with parameters subject to a probabilistic mechanism, (b) decision models with risk aversion, (c) resource allocation in a team, and (d) national economic planning. The book attempts to provide new research insights into several areas, e.g., (a) mixed strategy solutions and econometric tests of hypotheses of LP models, (b) the dual problems of efficient estimation and optimal regulation, (c) input-output planning under imperfect competition, and (d) linear programs viewed as constrained statistical games. Methods of optimal decision rules developed here for quadratic and linear decision problems are applicable in three broad areas: (a) applied economic models in resource allocation, planning and team decision, (b) operations research models in management decisions involving portfolio analysis and stochastic programming, and (c) systems science models in stochastic control and adaptive behavior. Some results reported here have been published in professional journals be-. fore, and I would like to thank the following journals in particular: Inter national Journal of Systems Science, Journal of Optimization Theory and Applica tions and Journal of Mathematical Analysis and Applications.
Author : M.A. Florian
Publisher : Springer Science & Business Media
Page : 457 pages
File Size : 42,92 MB
Release : 2012-12-06
Category : Business & Economics
ISBN : 364248123X
The interest in the mathematical modeling of transportation systems stems from the need to predict how people might make use of new or improved transport infrastruc ture in order to evaluate the benefit of the required investments. To this end it is necessary to build models of the demand for transportation and models that de termine the way in which people who travel use the transportation network. If such models may be constructed and their validity reasonably assured, then the predic tion of the traffic flows on future and present transportation links may be carried out by simulating future situations and then evaluating the potential benefits of alternative improvement projects. In the attempts that were made to construct mathematical models of transportation networks, the notion of equilibrium plays a central role. Suppose that the demand for transportation, that is, the number of trips that occur between the - rious origins and destinations is known. Then it is necessary to determine how these trips are attracted to the alternative routes available between origins and destinations. Knight (1924), gave a simple and intuitively clear description of the behaviour of road traffic under conditions of congestion.
Author : B. Näslund
Publisher : Springer Science & Business Media
Page : 118 pages
File Size : 13,54 MB
Release : 2012-12-06
Category : Business & Economics
ISBN : 3642952968
The basic idea behind this book is that in a market economy there is endless variety, people die and are born, new products and processes emerge and old ones disappear etc. Some firms grow others decline. Some people get high salaries others get unemployed. Opportunities, disasters and capabilities are to a large extent random. An economy has a certain amount of resources to divide among its members. These resources may vary over time but the rate of change is fairly small. The number of persons in society may also vary but the rate of change is limited. For a society such as the one described above I was interested in deriving equilibrium distributions of various kinds and make some tests of the distributions found against data for different countries. I have studied the following types of distributions a) Income distribution b) Functional distribution of income c) Size distributions of firms. Since the above mentioned distributions are related; another main purpose of the book has been to develop a similar method for the analysis of all three distributions in order to simplify the understanding of their relations.
Author : A. Auslender
Publisher : Springer Science & Business Media
Page : 226 pages
File Size : 21,2 MB
Release : 2012-12-06
Category : Business & Economics
ISBN : 3642482988
Author : K. Miyazawa
Publisher : Springer Science & Business Media
Page : 147 pages
File Size : 12,7 MB
Release : 2012-12-06
Category : Business & Economics
ISBN : 3642481469
The purpose of this study is in keeping with the shift in concern over the eco nomic problems of growth to those of income distribution in recent years. Income distribution problems may be analyzed by not only the traditional procedures, but also by some extensions of the input-output technique as I shall demonstrate in this volume of the Lecture Notes. Some fruitful results are obtained by applying the extended input-output technique to income analysis as well as to output analysis. This volume consists of three parts. These parts may be viewed along two veins, with some overlapping unavoidable: (1) Parts One and Two contain extensions of the input-output analysis and (2) Parts One and Three contain studies of the effects of the structure of income distribution on some other economic relationships. First, as an extension of the input-output analysis, we present a synthesis of the Leontief interindustry matrix multiplier and the Keynesian income multiplier in disaggregated form, and introduce a new concept which may be called the "Interrela tional Income Multiplier" as a matrix. It is designed to analyze the interrelation ships among various income-groups in the process of income formation through the medium of industrial production activity. Although this multi-sector multiplier follows from Leontief's interindustry matrix multiplier, it is formulated by the inclusion of the income generation process, which is omitted in the usual input output open model, and by projecting the multiplier process into not only the output determination side, but also into the income-determination side.
