Lecture Notes in Operations Research and Mathematical Economics PDF Download
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Languages : en
Pages : 188
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Author: P.A.V.B. Swamy
Publisher: Springer
ISBN: 9783540056034
Category : Business & Economics
Languages : en
Pages : 574
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This short monograph which presents a unified treatment of the theory of estimating an economic relationship from a time series of cross-sections, is based on my Ph. D. dissertation submitted to the University of Wisconsin, Madison. To the material developed for that purpose, I have added the substance of two subsequent papers: "Efficient methods of estimating a regression equation with equi-correlated disturbances", and "The exact finite sample properties of estimators of coefficients in error components regression models" (with Arora) which form the basis for Chapters 11 and III respectively. One way of increasing the amount of statistical information is to assemble the cross-sections of successive years. To analyze such a body of data the traditional linear regression model is not appropriate and we have to introduce some additional complications and assumptions due to the hetero geneity of behavior among individuals. These complications have been discussed in this monograph. Limitations of economic data, particularly their non-experimental nature, do not permit us to know a priori the correct specification of a model. I have considered several different sets of assumptionR about the stability of coeffi cients and error variances across individuals and developed appropriate inference procedures. I have considered only those sets of assumptions which lead to opera tional procedures. Following the suggestions of Kuh, Klein and Zellner, I have adopted the linear regression models with some or all of their coefficients varying randomly across individuals.
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Category :
Languages : en
Pages : 182
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Author: G. Hammer
Publisher: Springer Science & Business Media
ISBN: 3642455670
Category : Business & Economics
Languages : en
Pages : 479
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Let eRN be the usual vector-space of real N-uples with the usual inner product denoted by (. ,. ). In this paper P is a nonempty compact polyhedral set of mN, f is a real-valued function defined on (RN continuously differentiable and fP is the line- ly constrained minimization problem stated as : min (f(x) I x € P) • For computing stationary points of problemtj) we propose a method which attempts to operate within the linear-simplex method structure. This method then appears as a same type of method as the convex-simplex method of Zangwill [6]. It is however, different and has the advantage of being less technical with regards to the Zangwill method. It has also a simple geometrical interpretation which makes it more under standable and more open to other improvements. Also in the case where f is convex an implementable line-search is proposed which is not the case in the Zangwill method. Moreover, if f(x) = (c,x) this method will coincide with the simplex method (this is also true in the case of the convex simplex method) i if f(x) = I Ixl 12 it will be almost the same as the algorithm given by Bazaraa, Goode, Rardin [2].
Author: Michael Khachay
Publisher: Springer
ISBN: 3030226298
Category : Computers
Languages : en
Pages : 742
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This book constitutes the proceedings of the 18th International Conference on Mathematical Optimization Theory and Operations Research, MOTOR 2019, held in Ekaterinburg, Russia, in July 2019. The 48 full papers presented in this volume were carefully reviewed and selected from 170 submissions. MOTOR 2019 is a successor of the well-known International and All-Russian conference series, which were organized in Ural, Siberia, and the Far East for a long time. The selected papers are organized in the following topical sections: mathematical programming; bi-level optimization; integer programming; combinatorial optimization; optimal control and approximation; data mining and computational geometry; games and mathematical economics.
Author: R. v. Randow
Publisher: Springer Science & Business Media
ISBN: 3642482929
Category : Business & Economics
Languages : en
Pages : 114
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Matroid theory has its origin in a paper by H. Whitney entitled "On the abstract properties of linear dependence" [35], which appeared in 1935. The main objective of the paper was to establish the essential (abstract) properties of the concepts of linear dependence and independence in vector spaces, and to use these for the axiomatic definition of a new algebraic object, namely the matroid. Furthermore, Whitney showed that these axioms are also abstractions of certain graph-theoretic concepts. This is very much in evidence when one considers the basic concepts making up the structure of a matroid: some reflect their linear algebraic origin, while others reflect their graph-theoretic origin. Whitney also studied a number of important examples of matroids. The next major development was brought about in the forties by R. Rado's matroid generalisation of P. Hall's famous "marriage" theorem. This provided new impulses for transversal theory, in which matroids today play an essential role under the name of "independence structures", cf. the treatise on transversal theory by L. Mirsky [26J. At roughly the same time R.P. Dilworth estab lished the connection between matroids and lattice theory. Thus matroids became an essential part of combinatorial mathematics. About ten years later W.T. Tutte [30] developed the funda mentals of matroids in detail from a graph-theoretic point of view, and characterised graphic matroids as well as the larger class of those matroids that are representable over any field.
Author: S. Ashour
Publisher: Springer Science & Business Media
ISBN: 3642806937
Category : Business & Economics
Languages : en
Pages : 141
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The intent of these notes is to provide an appreciation of sequencing theory, and to develop an awareness of the combinatorial aspects of sequencing problems. An under standing of the ideas and concepts presented in these notes will provide the necessary background to enable further study in this rapidly growing subject. These notes have been used as a part of one-semester C0urses in Operations Research for both senior and first-year graduate students. Following the introductory chapter, several classes of scheduling models are discussed in Chapter 2. Chapter 3 is devoted to discussing the characteristics of several types of criteria that have been proposed in the literature. Because of the importance of the combinatorial properties in the analysis of scheduling models, various combinatorial aspects are treated in Chapter 4. The primary objective of such a treatment is to provide the reader with an insight into the nature of the problem. Due to the tremendous number of sequences involved, and the fact that many sequences have the same schedule time, statistical sampling has elicited a great deal of theoretical studies. Two such studies, one of which has evolved from my research, are reported in Chapter 5. Many references to basic sources are cited at the end of each chapter to provide a guide for further readings. I am indebted to Professor Santa Arora of the University of Minnesota who intro duced me to the subject during my graduate career.
Author: W.H. Strigel
Publisher: Springer Science & Business Media
ISBN: 3642474659
Category : Business & Economics
Languages : en
Pages : 433
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Every two years the members of GIRET (= Centre for International Re search on Economic Tendency Surveys) meet at conferences in order to promote the scientific discussion and to encourage the exchange of ideas. CIRET is an international study group for research in the field of business cycle surveys. CIRET was founded in 1960 and has at present about 350 full and corresponding members in 35 different coun tries. The members either carry out business, investment or consumer 1 surveys or are working on a practical or methodological level with the results of such surveys. The most important topics of the GIRET conferences are the predictive value of survey data as trade cycle indicators, the utilization of qualitative data in econometric models, forecasts of capital expenditures based on plans of private companies, the usefulness of consumer surveys for trade cycle analyses. In September 1977 the 13th CIRET Conference took place in Munich. On the occasion of the three-day conference 27 papers were presented.
Author: B. J. Kirby
Publisher: Springer Science & Business Media
ISBN: 3642482902
Category : Mathematics
Languages : en
Pages : 413
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This work (in two parts), Lecture Notes in Economics and Mathe matical Systems, Volume 105 and 106, constitutes the Proceedings of the Fourteenth Biennual Seminar of the Canadian Mathematical Congress, which was held from August 12 to August 25, 1973 at the University of Western Ontario, London, Ontario. The Canadian Mathematical Congress has held Biennual Seminars since 19~7, and these have covered a wide range of topics. The Seminar reported in this publication was concerned with "Optimal Control Theory and its Applications", a subject chosen for its active ~rowth and its wide implications for other fields. Both these aspects are exemplified in these Proceedings. Some lectures provided excellent surveys of particular fields whereas others concentrated on the presentation of new results. There were six distinguished Principal Lecturers: H.T. Banks, A.R. Dobell, H. Halkin, J.L. Lions, R.M. Thrall and W.M. Wonham, all of whom gave five to ten lectures during the two weeks of the Seminar. Except for Dr. Dobell's, these will all be found in Volume 105. Besides the Principal Lecturers there were three Guest Lecturers: M.C. Delfour, V. Jurdjevic and S.P. Sethi, who presented substantial bodies of material in two or three lectures and which are included in Volume 106. Many of the participants also spoke and reports of ~0st of these have also been included (Volume 106).
Author: P.J. Kalman
Publisher: Springer Science & Business Media
ISBN: 364295331X
Category : Business & Economics
Languages : en
Pages : 174
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In a wide number of economic problems the equilibrium values of the variables can be regarded as solutions of a parametrized constrained maximization problem. This occurs in static as well as dynamic models; in the latter case the choice variables are often paths in certain function spaces and thus can be regarded as points in infinite dimensional spaces. It is sometimes possible to determine qualitative properties of the solutions with respect to changes in the parameters of the model. The study of such properties is often called comparative statics; [15], [2], and [10]. Certain comparative static properties of the maxima have proven to be of particular importance for economic theory, since the works of Slutsky, Hicks, and Samuelson [15]: they have been for- lated in terms of synunetry and negative semidefiniteness of a matrix, called the Slutsky-Hicks-Samuelson matrix. A discussion of this matrix and its applications is given in Section 1. The study of these properties in economic theory, however, has so far been restricted to static models where the choice variable and the parameters are elements in Euclidean spaces, and where there is only one constraint.
Author: C. Striebel
Publisher: Springer
ISBN: 3642454704
Category : Business & Economics
Languages : en
Pages : 215
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