Unternehmensforschung
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Der gegenwärtige Stand der stochastischen Programmierung
Unternehmensforschung - Tập 12 - Trang 81-95 - 1968
Wenn in einem linearen Programm einige oder alle Koeffizienten Zufallsvariable sind, verliert die Zielsetzung dieses linearen Programmes offenbar ihren Sinn. Die dann auftretenden neuen Problemstellungen, die bisher in der Literatur behandelt wurden, sollen in dieser Arbeit diskutiert werden: Das Verteilungsproblem, das Programm mit Wahrscheinlichkeitsrestriktionen und das zweistufige Problem.
Optimal control of processes governed by partial differential equations part II: Vibrations
Unternehmensforschung - Tập 26 - Trang 63-86 - 1982
This paper is concerned with damping of vibrations of one-dimensional media by distributed or boundary control. Given an initial state of vibration at the timet=0, the problem is considered to find a control along the medium or on its boundary by which the initial state is transferred to the position of rest at some given timeT>0. At first the problem of null-controllability is studied where the c......
Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures
Unternehmensforschung - Tập 74 Số 2 - Trang 191-215 - 2011
A review of multi-component maintenance models with economic dependence
Unternehmensforschung - Tập 45 - Trang 411-435 - 1997
In this paper we review the literature on multi-component maintenance models with economic dependence. The emphasis is on papers that appeared after 1991, but there is an overlap with Section 2 of the most recent review paper by Cho and Parlar (1991). We distinguish between stationary models, where a long-term stable situation is assumed, and dynamic models, which can take information into account......
A numerical approach to solve consumption-portfolio problems with predictability in income, stock prices, and house prices
Unternehmensforschung - Tập 93 - Trang 33-81 - 2020
In this paper, I establish a numerical method to solve a generic consumption-portfolio choice problem with predictability in stock prices, house prices, and labor income. I generalize the SAMS method introduced by Bick et al. (Manag Sci 59:485–503, 2013) to state-dependent modifiers. I set up artificial markets to derive closed-form solutions for my life-cycle problem and transform the resulting c......
Estimates of approximate solutions and well-posedness for variational inequalities
Unternehmensforschung - Tập 65 - Trang 281-291 - 2006
The purpose of this paper is to estimate the approximate solutions for variational inequalities. In terms of estimate functions, we establish some estimates of the sizes of the approximate solutions from outside and inside respectively. By considering the behaviors of estimate functions, we give some characterizations of the well-posedness for variational inequalities.
A note on fractional interval programming
Unternehmensforschung - - 1975
A linear fractional program of the form max (cx+r)/(dx+s) subject toa≤Ax≤b (FIP) is considered, whereA is am ×n matrix with rank(A)=m. By replacing (FIP) by a parametric linear program, in the first part of this paper the existence of an optimal solution of (FIP) is discussed. In the second part an algorithm is presented which is based upon an algorithm ofDinkelbach and takes into account the spec......
A model of a 2-player stopping game with priority and asynchronous observation
Unternehmensforschung - Tập 66 - Trang 149-164 - 2007
Various models of 2-player stopping games have been considered which assume that players simultaneously observe a sequence of objects. Nash equilibria for such games can be found by first solving the optimal stopping problems arising when one player remains and then defining by recursion the normal form of the game played at each stage when both players are still searching (a 2 × 2 matrix game). T......
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