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141.
142.
Least absolute value (LAV) regression has become a widely accepted alternative to least squares regression. This has come about as the result of advancements in statistical theory and computational procedures to obtain LAV estimates. Computer codes are currently available to solve a wide range of LAV problems including the best subset regression. The purpose of this article is to study the use of penalty calculations and other branching rules in developing the solution tree for the best subset LAV regression. 相似文献
143.
We discuss a time dependent optimal ordering policy for a finite horizon inventory system for which the provision of service is essential and thus no stockout is allowed. It is assumed that the system can place an order at any point in time during the horizon when it cannot meet the customer's demand and that lead time is negligible. The demand is considered to be distributed as a compound Poisson process with known parameters and the functional equation approach of dynamic programming is used to formulate the objective function. An algorithm has been developed to obtain the solution for all the cases. In addition, analytical solutions of the basic equation under two limiting conditions are presented. 相似文献
144.
145.
The shortest path problem between two specified nodes in a general network possesses the unimodularity property and, therefore, can be solved by efficient labelling algorithms. However, the introduction of an additional linear constraint would, in general, destroy this property and the existing algorithms are not applicable in this case. This paper presents a parametric approach for solving this problem. The algorithm presented would require, on the average, a number of iterations which is polynomially bounded. The similarity of this approach to that of the generalized Lagrange multiplier technique is demonstrated and a numerical example is presented. 相似文献
146.
John P. Bonin 《海军后勤学研究》1978,25(2):357-364
In a static environment, J. Hirschleifer's marginal cost solution to the transfer pricing problem is commonly accepted as analytically correct. However, actual pricing practice within Western corporations and socialist-planned economies generally deviates from marginal cost pricing. Some form of average cost pricing is more commonly chosen. Recently in this journal, H. Enzer has claimed to show that some form of average cost pricing is indeed the analytically correct solution to the transfer pricing problem when choice of technique and manipulation are allowed. Enzer claims that optimal decisions made by each of two divisions according to their individual self-interests are made compatible with overall firm optimization when the transfer price assigned to the internally-transferred commodity is any form of average cost. We show that the marginal cost solution is correct for Enzer's problem in the absence of manipulation by either division. Indeed, this was all that Hirschleifer claimed. In the process, we uncover a fundamental mathematical error in Enzer's argument. When manipulation of the transfer price by divisions is allowed, we demonstrate the faults with Enzer's average cost solution and conclude Hirschleifer's original statements on manipulation to be correct even in Enzer's environment. A final section briefly indicates the importance to the transfer pricing problem of a growing body of economic literature on incentive structures. 相似文献
147.
Recurrence relations for the product moments of order statistics from a doubly truncated exponential distribution are obtained. These relations allow us to evaluate the product moments for all sample sizes. 相似文献
148.
This paper presents a method for modeling cyclic inputs to a congested system in a discrete event digital simulation. Specifically, we express the mean of the interarrival time conditional on the last arrival as a linear combination of harmonic components whose coefficients can be determined by stepwise regression. We also assume that the conditional interarrival time normalized by its corresponding mean follows a distribution that is independent of time. The result can, in turn, be used to generate the desired input for a simulation, An example based on a set of actual data is used to illustrate the process of parameter estimation for the model. 相似文献
149.
David P. Baron 《海军后勤学研究》1971,18(2):169-176
The random variables in two-stage programming under uncertainty are generally treated in a passive manner in that no information regarding the random variables or the process generating the random variables may be obtained. This paper develops the economics of information for the case in which the probability distributions are discrete. A multinomial process is assumed to generate the random variables, and the parameter vector of that process is assumed to be unknown. A Dirichlet prior distribution on the parameter vector is used, and the computation of the value of information thus involves a Dirichlet-multinomial distribution on the random variables. An example involving producing to meet uncertain demands is presented. 相似文献
150.
David P. Herron 《海军后勤学研究》1966,13(2):167-176
The iteration usually necessary for simultaneous determination of minimum-cost order quantity and reorder point in (Q, r) inventory systems may be eliminated by a graphical technique employing dimensionless ratios. This technique is illustrated for three different types of stock-out penalty. 相似文献