The volume comprises a collection of 172 extended abstracts of talks presented at the 16th Symposium on Operations Research 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 optimization and discrete mathematics, combinatorial problems in VLSI, scientific computing, stochastic and dynamic optimation, queuing, scheduling, stochastics and econometrics, mathematical economics and game theory, utility, risk, insurance, financial engineering, computer science in business and economics, knowledge engineering and production and manufacturing.
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.
Number Of Pages: 636
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Country of Publication: DE
Dimensions (cm): 23.39 x 15.6
Weight (kg): 0.92