The problem of determining a vector that places a system in a state of equilibrium is studied with the aid of mathematical programming. The approach derives from the logical equivalence between the general equilibrium problem and the complementarity problem, the latter being explicitly concerned with finding a point in the set S = {x: < x, g(x)> = 0, g(x) ≦ 0, x ≧ 0}. An associated nonconvex program, min{? < x, g(x) > : g(x) ≦ 0, x ≧ 0}, is proposed whose solution set coincides with S. When the excess demand function g(x) meets certain separability conditions, equilibrium solutions are obtained by using an established branch and bound algorithm. Because the best upper bound is known at the outset, an independent check for convergence can be made at each iteration of the algorithm, thereby greatly increasing its efficiency. A number of examples drawn from economic and network theory are presented in order to demonstrate the computational aspects of the approach. The results appear promising for a wide range of problem sizes and types, with solutions occurring in a relatively small number of iterations. 相似文献
This article proposes a practical, data-based statistical procedure which can be used to reduce or remove bias owing to artificial startup conditions in simulations aimed at estimating steady-state means. We discuss results of experiments designed to choose good parameter values for this procedure, and present results of extensive testing of the procedure on a variety of stochastic models for which partial analytical results are available. The article closes with two illustrations of the application of the procedure to more complex statistical problems which are more representative of the kinds of purposes for which real-world steady-state simulation studies might be undertaken. 相似文献
Winston S. Churchill, The World Crisis 1911-1918, 4 Vols, The Unknown War, The Aftermath. Charles Scribner's Sons, New York (1923-1931) and Marlborough, His Life and Times, 6 Vols. Charles Scribner's Sons, New York (1933-1938). 相似文献
America's Secret Power: the CIA in a Democratic Society. By Loch K. Johnson. Oxford University Press, New York (1989), ISBN 0–19–505490–3, $24.95
The Bundeswehr and Western Security. Edited by Stephen F. Szabo. Houndmills, Basingstoke, and Macmillan, London (1990), ISBN 0–333–49880–1, £45.00
Symbolic Defense: the Cultural Significance of the Strategic Defense Initiative. By Edward Tabor Linenthal. University of Illinois Press, Chicago, IL (1989), ISBN 0–252–01619‐X, $19.95
Rethinking European Security. Edited by Furio Cerutti and Rodolfo Ragionieri. Crane Russak, New York (1990), £29.00
Alternative Conventional Defense Postures in the European Theater, Vol. 1: The Military Balance and Domestic Constraints. Edited by Hans Günter Brauch and Robert Kennedy, Crane Russak, New York (1990), £32.00
The Gulf War. Edited by Hanns Maull and Otto Pick. Pinter, London (1989), ISBN 0–86187–763–2, £36.00 相似文献
This paper examines right-hand side sensitivity analysis in linear programming as a problem in optimal sampling. Specifically, the insensitivity point of a solution is defined as the point at which the expected gain from increased accuracy in the prediction of a resource level is equal to the expected cost of procuring the information. The problem is structured using the rudiments of optimal statistical decision theory. 相似文献
With constant firing, metal fatigue produces cracks in a gun barrel. The useful life of the barrel comes to an end when a crack develops to a critical size. The theory of Fracture Mechanics suggests a formula for crack size growth rate. This formula can be used to determine the life of a barrel, depending on the initial and critical crack sizes and other factors. The initial crack size turns out to be a dominant factor. Unfortunately, accurate measurements are not generally available on the initial crack size. In this paper, we propose a simple probability model for the initial crack size and this, in turn, leads to a probability distribution of the life of the barrel. This last distribution is the well-known exponential distribution with a location shift. The simplicity of this final result is one of the factors that make the model appealing. 相似文献