摘要:

The well-known DANTZIG-WOLFE decomposition method is a little extended so that immediately follows the finiteness of a solution method, consisting in its repeated applicatiolns to the submitted satellit programs. The method is proposed to solve linear programming problems with staircase st,ruct,ure in t,he restrictions. Hereby a series of problems connected with each other is obtained. Their number is defined by the number of steps and the dimension is determined by the altitude of steps. The solution precess is effieicnt if the steps are weakely linked The paper is concluded with an esample.

ISSN:0047-6277    

DOI:10.1080/02331887108801037

出版商:Akademie-Verlag    

年代:1971

数据来源: Taylor

摘要:

In this paper we give a survey about the application of methods of simulation in operations research. By a variety of examples we illustrate several approaches and possibilities for numerical solutions.

ISSN:0047-6277    

DOI:10.1080/02331887108801038

出版商:Akademie-Verlag    

年代:1971

数据来源: Taylor

摘要:

The auhtor considers the random walkwhere are independeat random variabies with the common distributionKThe charact,eristic function (e.i.)is decomposed according to (1.7). If eitherx+orx-are rational simple expressiond for important characteristic and gencrstive functiens are derix.red which are use ful for the description of the behaviour of the random walk. The novel featme lies ill the fact that most results hold in cither direction. E. g. the generative functionwhich appears in the POLLACZEK SPITZIEN identity is rational if and only ifx+is rational. Moreover the e.f .w(s)ofis stucliecl; i t proves rational if and only ifx+is rational. I n the waiting model G/G/1 the c. f. of the idletime is rational if and only ifx-is rational. At last the author establishes the conditions under whichx+orx-are rational in the model G/G/l. For instance if the servjce time has a rational c. f. thenx+is rational; but the inverse conclusion holds only under additional assumptions. This is due to the fact that a rational c. f . may have meromorphic factors. From the methodological point of view this paper is a continuation of 1151; the main difference is that here we make use of the WIENEE-HOPF- factorisation (1 6) as an essedial tool while i t mw completely unnecessary in [15].

ISSN:0047-6277    

DOI:10.1080/02331887108801039

出版商:Akademie-Verlag    

年代:1971

数据来源: Taylor

摘要:

Having ciet,ermined in Part i the best linear honiogeneois predictisii pI. the bestlinear unbiased prediction p,, the best linear nonhomogeneous prediction we arestudying in this part the stability of these predictions with respect to the covarianceoperators ofE1andE3. Further we consider invariance properties ofp2P3Pstating she conditions uador which one may get these optimal uredierious using the sctri operatocs under the Assumption of having different taodels Leter or we show that the prediationp2may be improved in differnt ways if additioaa! informationaboutXβ is available. Finally, we give an example for the prediction problem antidiscliss the linear extrapolation prablem of any process, riot necessrrriiy ctationery.

ISSN:0047-6277    

DOI:10.1080/02331887108801040

出版商:Akademie-Verlag    

年代:1971

数据来源: Taylor

ISSN:0047-6277    

DOI:10.1080/02331887108801042

出版商:Akademie-Verlag    

年代:1971

数据来源: Taylor