摘要:

In the Bass diffusion model of new consumer durables, it is assumed that the potential adopter population remains constant over time. Quite often, however, the potential market does in fact depend on the selling price, which is itself affected by learning-curve cost declines. In this paper, we incorporate these two factors in the Bass model, and we look at the implications of learning phenomenon for the diffusion process when a full-cost pricing strategy is adopted by a monopolist.

ISSN:0020-7721    

DOI:10.1080/00207728708964027

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

Conley (1985) presented a multi-stage simulation algorithm for non-linear systems of equations that could be enhanced by the use of more sophisticated combination transformations in conjunction with his basic simulation sampling scheme. This allows the solution of larger non-linear systems and makes practical the modelling of processes with more variables and constraints. A production scheduling problem with 25 variables and constraints is presented in this paper.

ISSN:0020-7721    

DOI:10.1080/00207728708964028

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

In this paper, we discuss from a qualitative and unified viewpoint the change of system behaviour produced by output feedback primarily to clarify mutual relationships between systems under feedback transformation. We first define the class of all linear functional time systems that are characterized by four system-theoretic properties. Next we define feedback as an operation on a class of systems and discuss the change of system behaviour produced by feedback as a system transformation eitherbetweentwo classes of system orwithinone class of system. Finally we clarify the structure of a class under feedback transformation in terms of system-theoretic concepts. We obtain three major results which provide a theoretical basis for systems science: (1) we specified the subclass of linear systems on which the feedback transformation can be well defined; (2) we characterize a relation between the system transformation under dynamic output feedback and that under static output feedback; (3) we show that the subclass consisting of all symmetric systems is closed under dynamic output feedback transformation.

ISSN:0020-7721    

DOI:10.1080/00207728708964029

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

An on-line recursive prediction algorithm for peak hourly flow rates of municipal water demands is presented. A simple state space model, which can be identified by using only the past hourly water flow rates time series, is proposed. Prediction accuracies are enhanced by means of sequential changes, detection/acceptance decision rules and an adaptive filter, which revises the gain of the prediction algorithm to respond to the most recent process changes. A simulation test of the algorithm, using real historical water demand data from the city of Columbus, demonstrates the validity of the proposed algorithm.

ISSN:0020-7721    

DOI:10.1080/00207728708964030

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

In recent years, the application of the finite element method to the identification and control problem has become more and more interesting, especially for systems with irregular boundaries. The present work proposes a combined mathematical model utilizing finite element discretization in terms of space elements and orthogonal function expansions of nodal time responses, instead of the conventional finite difference approximation for time derivatives. The present approach directly reduces partial differential equations to a set of recursive algebraic equations and thus saves analysis computation time. Based on this mathematical model, the identification of system parameters in distributed systems has been carried out utilizing the least-squares method. The identification procedure is straightforward, and—as shown by illustrative examples—the results of the present approach are excellent.

ISSN:0020-7721    

DOI:10.1080/00207728708964031

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

Stochastic gradient (SG) algorithms are commonly used mainly because of their simplicity and ease of implementation. However, their performance, both in terms of convergence rate and steady-state performance, is often unsatisfactory. While maintaining the basic simplicity of the gradient methods, the smoothed stochastic gradient (SSG) algorithm includes some additional processing of the data. There are strong indications that the additional processing results in many cases in improved performance. However, the convergence of this algorithm remained an open problem. In this paper we present a rigorous analysis which concludes, under very mild assumptions on the data, that the algorithm converges almost everywhere. The main tool of our analysis is the so-called ‘associated differential equation’ and we make use of a related theorem introduced by Kushner and Clark.

ISSN:0020-7721    

DOI:10.1080/00207728708964032

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

Up to a decade ago, most research in queueing was concerned with descriptive aspects, i.e. mathematical characteristics and structure such as steady-state queue length probability distributions, waiting time distributions, average queue length, and busy and idle periods analysis. However, in real life the operator of a queueing system is also concerned with design and control. The operator wants to maximize his profit or minimize his costs. For this reason, optimization problems in queueing have received much attention during the past few years. In this paper, a queueing system with two service stations is considered. Arrivals to each station from outside follow a Poisson process. The service time at each station is an exponentially distributed random variable with mean depending on the state of the system, defined as the number of customers at each station at time t. A customer served at either of the stations leaves the system or goes to the other station with specified probabilities. A linear programming model is constructed to find a policy or a decision rule that specifies the service rate to be used at each station as a function of the state of the system to minimize a given objective cost function. The solution has applications in maintenance, business and lime-shared computer systems.

ISSN:0020-7721    

DOI:10.1080/00207728708964033

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

In planning electric power systems, it is always necessary to assess whether small-disturbance (SD) instability phenomena occur at prefixed system operating conditions. This analysis can become very difficult when the problem data are uncertain. In such cases the use of deterministic approaches is inadequate and the application of probabilistic analysis techniques is the most feasible alternative. This paper presents a new and practical probabilistic approach for the assessment of SD stability in multimachine power systems taking into account the uncertainties associated with bus load forecasting and treating loads as random uncorrelated variables with normal distributions. This approach proves suitable for determining the risk of SD instability for each expected system operating condition and for systematically individualizing all factors that can affect the probability of SD instability in large power systems. A numerical example illustrates the capability of the proposed technique.

ISSN:0020-7721    

DOI:10.1080/00207728708964034

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

In this paper, a regulator problem is investigated regarding a continuous-time parabolic distributed parameter system with constant disturbances. The regulator problem is to determine a feedback control law which stabilizes and regulates the system. A new feedback control law is presented which stabilizes the continuous-time system and regulates the output, using only discrete-time controls. The design procedure of a regulator can be realized in finite-dimensional theories and techniques.

ISSN:0020-7721    

DOI:10.1080/00207728708964035

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

Despite the theoretical appeal of the rational expectations hypothesis, practical problems arising in the estimation and testing of models that incorporate it have yet to be resolved. Many alternatives have been proposed, but even though these approaches have been extensively examined and compared on a theoretical level, little is known about their estimation properties. This paper attempts to provide preliminary Monte-Carlo evidence on the empirical properties of the ‘reduced-torm’ and ‘structural-form’ estimators proposed as alternatives in the implementation of the substitution approach. When applied to the basic models, the two solution methods yield similar results. However, under autocorrelated errors, the structural form estimator performs much better. An alternative adaptive estimator is also examined and found to be far superior to the off-line estimation method when the parameters vary over time.

ISSN:0020-7721    

DOI:10.1080/00207728708964036

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor