Operations Research '91: Extended Abstracts of the 16th Symposium on Operations Research Held at the University of Trier at September 9-11, 199

ISBN-13: 9783790806083 / Angielski / Miękka / 1992 / 636 str.

Rainer Hettich; Reiner Horst; Peter Gritzmann

Opis

The volume comprises a collection of 172 extented abstracts of talks presented at the 16th Symposium on Operations Rese- arch held at the University of Trier in September 1991. It is designated to serve as a quickly published documentation of the scientific activities of the conference. Subjects and areas touched upon include theory, modelling and computational methods in optimization, combinatorial op- timization and discrete mathematics, combinatorial problems in VLSI, scientific computing, stochastic and dynamic opti- mization, queuing, scheduling, stochastics and econometrics, mathematical economics and game theory, utility, risk, insu- rance, financial engineering, computer science in business and economics, knowledge engineering and production and ma- nufacturing.

Spis treści

GMOOR-Award Winner.- The role of convexity in discrete optimization.- Plenary Lectures.- Direct search methods on parallel machines.- A probabilistic look at options and at the underlying randomness.- Pseudorandom number generators.- Learning, inferences and iterations.- Section 1: Optimization: Theory and Modelling.- Bayesian methods in global optimization.- Optimization of discrete manufacturing processes — branch and bound method.- Model estimation of air traffic control sectors capacity for solving the air traffic flow management problem.- Models for analysis of air traffic control systems in FIR Warsaw performed in view of its modernisation.- Second order analysis in semi-infinite programming.- Extremal spheres and semi-infinite duality theory.- Finding largest simplices.- Optimal well placement and management.- The optimal value function in quasidifferentiable programming.- Dynamization of the Promethee type problems.- First-order characterizations of generalized monotone maps.- Extended domination sets in vector optimization.- On some open problems in convex analysis.- Section 2: Optimization: Computational Methods.- Fuzzy choice in design of complicated systems.- A subgradient projection method in linear programming.- Copositivity and nonconvex optimization.- An algorithm for finding the global extremum of a multivariate Lipschitz function.- Quasi — Newton descent methods with inexact gradients.- Iterative methods for quadratic programming.- On the number of homotopy-invariant solutions for systems of polynomial equations.- An outer approximation method for solving canonical d.c. problems.- Using exact additive and multiplicative parts in quasi-Newton methods.- An interval method for global unconstrained optimization.- Fast algorithms for compact fixed point problems.- Parametric nonlinear optimization: stability of stationary solutions and some applications.- Method of solving alternative linear semi-infinite programming problem.- Multicriterial optimal control of dynamic multiconnected system.- A new method for solving general d.c. programs and application to system of quadratic equations.- Parallel direct search methods applied to seismic inverse problems.- Exploiting monotonicity in certain global optimization problems.- Estimating the complexity of path-following methods for linear programming by curvature integrals.- Section 3: Combinatorial Optimization and Discrete Mathematics.- The group theoretic approach and decomposition for integer linear programming.- The cone of nondecreasing set functions.- Theoretical and empirical relations between the duality-gap of the combinatorial p-median problem and the simple plant location problem.- “Monge”-property and efficient algorithms.- Universal conditions for algebraic traveling salesman problems to be efficiently solvable.- On the multi-depot vehicle routing problem.- Combinatorial minimization with multiplicative objective functions.- Contributions to two graph-theoretical conjectures.- Heuristics for several routing problems.- Combinatorial optimization problems in PCB assembly.- The absolute multi-factor evaluation process.- Optimal scheduling for linear dynamic processes.- Packing polyominoes.- Discrete optimization problem with branch structure in forest planning.- Section 4: Combinatorial Problems in VLSI, Scientific Computing.- Maximum folding, a generalization of maximum matching.- Implementation of interior point methods on parallel and vector machines.- Section 5: Systems and Control Theory.- Degrees of controllability.- On modeling and stabilization of flexible beams.- Stabilization of a class of discrete-time linear uncertain systems.- Dynamics of pollution, defined by fluid modeling.- Optimal abatement policies within a stochastic dynamic model of the firm.- Fluid modelling: a step toward more adequate modelling.- Topics on dynamics in infinite horizon concave problems.- Constitutive distributed parameter modelling of moving coordinate systems (Part 1).- Constitutive distributed parameter modelling of moving coordinate systems (Part 2).- Controllability and observability in a new perspective.- Section 6: Stochastic and Dynamic Optimization, Queueing, Scheduling.- Conical approach to linear dynamic optimization.- Optimal control of the M/G/1 queue with repeated vacations.- On discrete time queues involving batches and N-policy.- Analysis of a communication network with bursty traffic streams.- Minimizing total tardiness with unequal release dates.- Simulated annealing and scheduling in manufacturing systems.- On the variance of measurable extremal functions.- Perturbation analysis: basics for deriving higher order propagation rules.- Recent developments in partially observed control.- Average optimality of Markov decision processes with unbounded costs.- Optimal detection of a change in the failure rate of a repairable system.- Scheduling unit-length multiprocessor tasks on dedicated processors.- Time series forecasting by imitation of preceding patterns.- Limit theorems of probability theory and optimality in linear stochastic evolution systems.- The full-information best choice problem with two choices.- Some new concepts in the control of queueing systems.- Some remarks on forecasting of stock dynamics.- Simulated annealing — absorption & recurrent behaviour in time-inhomogeneous Markov chains.- Section 7: Stochastics, Econometrics.- An allocation problem in statistical process control.- Length tests for goodness-of-fit.- Methods for semiparametric regression analysis of multivariate correlated event-history data.- Natural growth population projections.- PC-TSA 2.0 Time series analysis on PC.- Determination of admissible values of parameters from the estimated accuracy of data.- LFC-results for tests in k-variate location models.- Making use of the Weidlich-Haag-model in the case of reduced data sets.- Economic defects inspection.- Generalized EWMA-charts.- Gamma-minimax estimators with respect to unimodal priors.- A Bayesian approach for estimating infant mortality in developing countries.- Recurrence relations for moments of order statistics and record values.- Statistical quality control of data.- The urban macro-economic model system.- Improvement of stability in cluster analysis and principal components analysis by special weighting the variables.- Bayes optimal design of monitoring networks.- An asymptotic relation between elementary conditional and purely finitely additive probabilities with application to characterizations of atomless measures.- When should generalized Shewhart-charts be used?.- Classification of type I and II outliers.- On collecting and using incomplete prior information in acceptance sampling.- A solution to the scheduling problem taking into account quality.- Section 8: Mathematical Economics and Game Theory.- Non-zero-sum Dresher inspection games.- Characterizing the solution of an average cost minimization problem with returns to scale measures and a decomposition technique.- The distribution of consumers’ tastes and the existence of Bertrand equilibria.- How to play a game when utilities change while playing.- On the evaluation of budget situations.- The Shapley-entrance game.- Household production economies: a dual approach.- Distributive effects implied by the path dependence of the Nash bargaining solution.- New versions of the minimax theorem.- Short-term and long-term interest rates in a monetary model of a closed economy.- Economies with land: a game theoretic approach.- Regression analysis of cooperative payoff divisions — a contribution to experimental conomics.- An estimate and discussion about the improvement of labour force quality for industry output contribution in Qingdao.- On the role of financial factors in the business cycle — a comparative dynamic analysis.- Impatience, risk aversion and the optimal relationship between consumption and wealth.- Implementation of effectivity functions by game correspondences.- Strategy-proofness for general domains of alternatives and restricted domains of preferences.- Fair division games.- Macroeconomics as viewed through the looking glass of the new institutional economics.- Auction bidding and evolutionary stable strategies.- The Copeland decision mechanism.- Some bilateral approach to the generalized secretary problem.- On the existence of structural saddle-points in variational closed models of capital formation.- Section 9: Utility, Risk, Insurance.- Prediction models and trend analysis for time-nonhomogeneous stochastic processes.- Preference reversal and the symmetric Choquet integral.- Stochastic process models for insurance.- Decomposition of multivariate utility functions in non-additive expected utility theory.- Modelling questions in security valuation.- A bootstrap procedure for estimating the Lundberg coefficient.- SWAP policy and utility theory.- Intertemporal portfolio selection and risk business.- On the uniqueness of subjective probabilities.- The effects of skewness for insurance ratemaking.- On a family of counting distributions and recursions for related compound distributions.- On the distribution of discounted sums.- Section 10: Financial Engineering.- Stock market prediction with neural networks.- Risk management in banks.- On the uniqueness of discount factors.- The information content in official german term structure data — some new evidence on the expectations theory of the term structure of interest rates.- Section 11: Computer Science in Business and Economics.- Flexible optimization: operation research models and applications.- Performance modelling of a business software system.- Theoretical and empirical evaluation of some inductive based methods in artificial intelligence and statistics.- Simulating chaotic dynamics in a macroeconomic trade-off-model.- Executive information systems research: status and future directions.- From business models to automatic software production.- Completing a KBS-shell with a module for uncertain reasoning.- Section 12: Knowledge Engineering.- On the bayesian approach to learning.- Some results on the automatic construction of bayesian networks.- Estimation of error-rates in classification rules.- A logical formalism for knowledge-based control.- Application of artificial intelligence methods to prediction of financial time series.- Application of machine learning to solving industrial problems.- Bounded perception and learning how to decide.- Combining adaptive learning techniques in solving economic prediction problems.- Machine learning and its application to process control.- Section 13: Production and Manufacturing.- Multi-level inventory systems with stochastic demand.- De Novo programming in MCDM.- Operations research and service quality.- Capacity oriented scheduling — a method to control FMS.- A simulation-based investigation of some recent developments in priority rule-research.- An integrated system for quality function deployment.- Due date assignment and scheduling to minimize tardiness criteria.- Towards a generalization of production theory “Soft” production functions using fuzzy set theory.- A software for multicriteria selection problems in production scheduling.- Fractional piecewise linear optimization.- A decomposition method for the approximate evaluation of an unreliable Kanban production system.- Monitoring face milling using fuzzy logic.- The influence of service quality on the customers’ behaviour.- Multiattribute decision analysis: the analytic hierarchy process.- How to deal with uncertainty in inventory control?.- Author Index.

O autorze

Professor Peter Gritzmann lehrt und forscht am Mathematischen Institut der TU München.