Macro Economic Planning With Conflicting Goals

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Macro Economic Planning With Conflicting Goals

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Author : M. Despontin
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Macro Economic Planning With Conflicting Goals written by M. Despontin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

Macro Economic Planning With Conflicting Goals

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language : en
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Macro Economic Planning With Conflicting Goals written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.

Parallel Computing And Mathematical Optimization

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Author : Manfred Grauer
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Parallel Computing And Mathematical Optimization written by Manfred Grauer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Computers categories.

This special volume contains the Proceedings of a Workshop on "Parallel Algorithms and Transputers for Optimization" which was held at the University of Siegen, on November 9, 1990. The purpose of the Workshop was to bring together those doing research on 2.lgorithms for parallel and distributed optimization and those representatives from industry and business who have an increasing demand for computing power and who may be the potential users of nonsequential approaches. In contrast to many other conferences, especially North-American, on parallel processing and supercomputers the main focus of the contributions and discussion was "problem oriented". This view reflects the following philosophy: How can the existing computing infrastructure (PC's, workstations, local area networks) of an institution or a company be used for parallel and/or distributed problem solution in optimization. This volume of the LECfURE NOTES ON ECONOMICS AND MA THEMA TICAL SYSTEMS contains most of the papers presented at the workshop, plus some additional invited papers covering other important topics related to this workshop. The papers appear here grouped according to four general areas. (1) Solution of optimization problems using massive parallel systems (data parallelism). The authors of these papers are: Lootsma; Gehne. (II) Solution of optimization problems using coarse-grained parallel approaches on multiprocessor systems (control parallelism). The authors of these papers are: Bierwirth, Mattfeld, and Stoppler; Schwartz; Boden, Gehne, and Grauer; and Taudes and Netousek.

Balanced Silverman Games On General Discrete Sets

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Author : Gerald A. Heuer
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Balanced Silverman Games On General Discrete Sets written by Gerald A. Heuer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

A Silverman game is a two-person zero-sum game defined in terms of two sets S I and S II of positive numbers, and two parameters, the threshold T > 1 and the penalty v > 0. Players I and II independently choose numbers from S I and S II, respectively. The higher number wins 1, unless it is at least T times as large as the other, in which case it loses v. Equal numbers tie. Such a game might be used to model various bidding or spending situations in which within some bounds the higher bidder or bigger spender wins, but loses if it is overdone. Such situations may include spending on armaments, advertising spending or sealed bids in an auction. Previous work has dealt mainly with special cases. In this work recent progress for arbitrary discrete sets S I and S II is presented. Under quite general conditions, these games reduce to finite matrix games. A large class of games are completely determined by the diagonal of the matrix, and it is shown how the great majority of these appear to have unique optimal strategies. The work is accessible to all who are familiar with basic noncooperative game theory.

Empirical Vector Autoregressive Modeling

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Author : Marius Ooms
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Empirical Vector Autoregressive Modeling written by Marius Ooms and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that these issues are so interrelated that it does not seem sensible to address them one at a time. As soon as one sets about the making of a model of macroeconomic time series one has to choose which problems one will try to tackle oneself and which problems one will leave unresolved or to be solved by others. From a theoretic point of view it can be fruitful to concentrate oneself on only one problem. If one follows this strategy in empirical application one runs a serious risk of making a seemingly interesting model, that is just a corollary of some important mistake in the handling of other problems. Two well known examples of statistical artifacts are the finding of Kuznets "pseudo-waves" of about 20 years in economic activity (Sargent (1979, p. 248)) and the "spurious regression" of macroeconomic time series described in Granger and Newbold (1986, §6. 4). The easiest way to get away with possible mistakes is to admit they may be there in the first place, but that time constraints and unfamiliarity with the solution do not allow the researcher to do something about them. This can be a viable argument.

Theory Of Vector Optimization

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Author : Dinh The Luc
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Theory Of Vector Optimization written by Dinh The Luc and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

These notes grew out of a series of lectures given by the author at the Univer sity of Budapest during 1985-1986. Additional results have been included which were obtained while the author was at the University of Erlangen-Niirnberg under a grant of the Alexander von Humboldt Foundation. Vector optimization has two main sources coming from economic equilibrium and welfare theories of Edgeworth (1881) and Pareto (1906) and from mathemat ical backgrounds of ordered spaces of Cantor (1897) and Hausdorff (1906). Later, game theory of Borel (1921) and von Neumann (1926) and production theory of Koopmans (1951) have also contributed to this area. However, only in the fifties, after the publication of Kuhn-Tucker's paper (1951) on the necessary and sufficient conditions for efficiency, and of Deubreu's paper (1954) on valuation equilibrium and Pareto optimum, has vector optimization been recognized as a mathematical discipline. The stretching development of this field began later in the seventies and eighties. Today there are a number of books on vector optimization. Most of them are concerned with the methodology and the applications. Few of them offer a systematic study of the theoretical aspects. The aim of these notes is to pro vide a unified background of vector optimization,with the emphasis on nonconvex problems in infinite dimensional spaces ordered by convex cones. The notes are arranged into six chapters. The first chapter presents prelim inary material.

Simplicial Algorithms On The Simplotope

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Author : Timothy M. Doup
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Simplicial Algorithms On The Simplotope written by Timothy M. Doup and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

1.1. Introduction Solving systems of nonlinear equations has since long been of great interest to researchers in the field of economics, mathematics, en gineering, and many other professions. Many problems such as finding an equilibrium, a zero point, or a fixed point, can be formulated as the problem of finding a solution to a system of nonlinear equations. There are many methods to solve the nonlinear system such as Newton's method, the homotopy method, and the simplicial method. In this monograph we mainly consider the simplicial method. Traditionally, the zero point and fixed point problem have been solved by iterative methods such as Newton's method and modifications thereof. Among the difficulties which may cause an iterative method to perform inefficiently or even fail are: the lack of good starting points, slow convergence, and the lack of smoothness of the underlying function. These difficulties have been partly overcome by the introduction of homo topy methods.

Sequential Binary Investment Decisions

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Author : Werner Jammernegg
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Sequential Binary Investment Decisions written by Werner Jammernegg and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

This book describes some models from the theory of investment which are mainly characterized by three features. Firstly, the decision-maker acts in a dynamic environment. Secondly, the distributions of the random variables are only incompletely known at the beginning of the planning process. This is termed as decision-making under conditions of uncer tainty. Thirdly, in large parts of the work we restrict the analysis to binary decision models. In a binary model, the decision-maker must choose one of two actions. For example, one decision means to undertake the invest ·ment project in a planning period, whereas the other decision prescribes to postpone the project for at least one more period. The analysis of dynamic decision models under conditions of uncertainty is not a very common approach in economics. In this framework the op timal decisions are only obtained by the extensive use of methods from operations research and from statistics. It is the intention to narrow some of the existing gaps in the fields of investment and portfolio analysis in this respect. This is done by combining techniques that have been devel oped in investment theory and portfolio selection, in stochastic dynamic programming, and in Bayesian statistics. The latter field indicates the use of Bayes' theorem for the revision of the probability distributions of the random variables over time.

Integral Global Optimization

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Author : Soo H. Chew
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Integral Global Optimization written by Soo H. Chew and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

This book treats the subject of global optimization with minimal restrictions on the behavior on the objective functions. In particular, optimal conditions were developed for a class of noncontinuous functions characterized by their having level sets that are robust. The integration-based approach contrasts with existing approaches which require some degree of convexity or differentiability of the objective function. Some computational results on a personal computer are presented.

Descent Directions And Efficient Solutions In Discretely Distributed Stochastic Programs

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Author : Kurt Marti
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11

Descent Directions And Efficient Solutions In Discretely Distributed Stochastic Programs written by Kurt Marti and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Business & Economics categories.

In engineering and economics a certain vector of inputs or decisions must often be chosen, subject to some constraints, such that the expected costs arising from the deviation between the output of a stochastic linear system and a desired stochastic target vector are minimal. In many cases the loss function u is convex and the occuring random variables have, at least approximately, a joint discrete distribution. Concrete problems of this type are stochastic linear programs with recourse, portfolio optimization problems, error minimization and optimal design problems. In solving stochastic optimization problems of this type by standard optimization software, the main difficulty is that the objective function F and its derivatives are defined by multiple integrals. Hence, one wants to omit, as much as possible, the time-consuming computation of derivatives of F. Using the special structure of the problem, the mathematical foundations and several concrete methods for the computation of feasible descent directions, in a certain part of the feasible domain, are presented first, without any derivatives of the objective function F. It can also be used to support other methods for solving discretely distributed stochastic programs, especially large scale linear programming and stochastic approximation methods.