Problèmes fractionnaires : tour d'horizon sur les applications et méthodes de résolution
Problèmes fractionnaires : tour d'horizon sur les applications et méthodes de résolution
Fractional programming consists in optimizing a ratio of two functions subject to some constraints. Different versions of this model, linear or nonlinear, have applications in various fields like combinatorial optimization, stochastic programming, data bases, and economy. Three resolution methods are presented: direct solution, parametric approach and solution of an equivalent problem.
Problemi di localizzazione di cammini e alberi su reti
Problemi di ottimizzazione nella teoria delle code
Problemi di taglio minimo con vincoli di cardinalità
Problemi strutturati a blocchi con variabili intere: casi teorici e applicazione ad un problema reale
Problems of economic system optimization with quadratic criteria and monotone controls. Some algorithms for its numerical solution
Proč řešit graficky úlohy lineárního programování
At universities focused on economy, Operation Research topics are usually included in the study plan, including solving of Linear Programming problems. A universal tool for their algebraic solution is (numerically difficult) Simplex Algorithm, for which it is necessary to know at least the fundamental of Matrix Algebra. To illustrate this method of solving LP problems and to discuss all types of results, it seems to be very convenient to include a chapter about graphic solutions to LP problems....
Procédure automatique d'examen de dossiers fondée sur une segmentation trichotomique en présence de critères multiples
Procédure de répartition optimale, pour le métro, à un horizon fixé, de l'énergie électrique
Procédure d'exploration par séparation et évaluation
Process parameter prediction via markov models of sub-activities
This work aims to fill a lacunae in the project-oriented production systems literature providing a formal analytic description of the rework effects formulae and the determination of the extended design time due to a certain degree of overlapping in a pair of activities. It is made through the utilization of concepts of workflow construction with hidden (semi) Markov models theory and establishing a way to disaggregate activities into sub-activities, in order to determine the activity parameters...
Processus de décision et cinétique logique
Producing the tangency portfolio as a corner portfolio
One-fund theorem states that an efficient portfolio in a Mean-Variance (M-V) portfolio selection problem for a set of some risky assets and a riskless asset can be represented by a combination of a unique risky fund (tangency portfolio) and the riskless asset. In this paper, we introduce a method for which the tangency portfolio can be produced as a corner portfolio. So, the tangency portfolio can be computed easily and fast by any algorithm designed for tracing out the M-V efficient frontier via...
Product form parametric representation of the solutions to a quadratic boolean equation
Product form solution for g-networks with dependent service
We consider a G-network with Poisson flow of positive customers. Each positive customer entering the network is characterized by a set of stochastic parameters: customer route, the length of customer route, customer volume and his service length at each route stage as well. The following node types are considered: (0) an exponential node with servers, infinite buffer and FIFO discipline; (1) an infinite-server node; (2) a single-server node with infinite buffer and LIFO PR discipline; (3) a single-server...
Product form solution for g-networks with dependent service
We consider a G-network with Poisson flow of positive customers. Each positive customer entering the network is characterized by a set of stochastic parameters: customer route, the length of customer route, customer volume and his service length at each route stage as well. The following node types are considered: Negative customers arriving at each node also form a Poisson flow. A negative customer entering a node with k customers in service, with probability 1/k chooses one of served positive customer...
Production functions having the CES property.
Production games, core deficit, duality and shadow prices
Considered here are production (or market) games with transferable utility. Prime objects are explicitly computable core solutions, or somewhat "deficit" versions of such, fully defined by shadow prices. Main arguments revolve around standard Lagrangian duality. A chief concern is to relax, or avoid, the commonplace assumption that all preferences and production possibilities be convex. Doing so, novel results are obtained about non-emptiness of the core, and about specific imputations therein.
Production Inventory Policy Under a Discounted Cash Flow