Eine parameterfreie Theorie der ungünstigsten Verteilungen für das Testen von Hypothesen

Summary The paper concerns sufficient conditions for the existence of least favorable distributions. In sections 2 and 3 some partially known results will be noted about the weak topology and convex hulls in the space of bounded additive set functions (contents). By a suitable dualization of the linear program for maximin tests it is shown in section 5 that for positive level the convex hull of the hypothesis (alternative) contains a content which is least favorable. This result is used in section 6 for deriving e.g. the following theorem: If there are tests of arbitrarily high power and of arbitrarily small level on a part of the hypothesis such that the complementary part of the hypothesis is uniformly dominated by a finite measure, then the least favorable hypothesis is not even a content but a measure.     

Minimax and maximin efficient designs for estimating the location-shift parameter of parallel models with dual responses

Minimax designs and maximin efficient designs for estimating the location-shift parameter of a parallel linear model with correlated dual responses over a symmetric compact design region are derived. A comparison of the behavior of efficiencies between the minimax and maximin efficient designs relative to locally optimal designs is also provided. Both minimax or maximin efficient designs have advantage in terms of estimating efficiencies in different situations.     

ON THE SUSTAINABLE GROWTH IN AN ECONOMY WITH PERFECTLY SUBSTITUTABLE EXHAUSTIBLE RESOURCES

Abstract A model of sustainable economic growth in an economy with two types of exhaustible resources is analyzed. The resources are assumed to be perfect substitutes with marginal rate of substitution varying over time. The optimal control framework is used to characterize the optimal paths under the maximin criterion. It is shown that the resource with increasing productivity is not used before the constant productivity resource is depleted. Afterwards the resource with an increasing productivity is asymptotically depleted as well. The results are based on an assumption that transversality conditions hold. A new sufficient condition for the transversality conditions is derived. Finally, an analogue of Hartwick’s rule for this non‐autonomous case is established.     

On a pair of nonlinear mixed integer programming problems

We consider maximin and minimax nonlinear mixed integer programming problems which are nonsymmetric in duality sense. Under weaker (pseudo-convex/pseudo-concave) assumptions, we show that the supremum infimum of the maximin problem is greater than or equal to the infimum supremum of the minimax problem. As a particular case, this result reduces to the weak duality theorem for minimax and symmetric dual nonlinear mixed integer programming problems. Further, this is used to generalize available results on minimax and symmetric duality in nonlinear mixed integer programming.     

Interior penalty functions and duality in linear programming

Logarithmic additive terms of barrier type with a penalty parameter are included in the Lagrange function of a linear programming problem. As a result, the problem of searching for saddle points of the modified Lagrangian becomes unconstrained (the saddle point is sought with respect to the whole space of primal and dual variables). Theorems on the asymptotic convergence to the desired solution and analogs of the duality theorems for the arising optimization minimax and maximin problems are formulated.     

An achievement rate approach to linear programming problems with an interval objective function

In this paper, we focus on a treatment of a linear programming problem with an interval objective function. From the viewpoint of the achievement rate, a new solution concept, the maximin achievement rate solution, is proposed. Nice properties of this solution are shown: a maximin achievement rate solution is necessarily optimal when a necessarily optimal solution exists, and if not, then it is still a possibly optimal solution. An algorithm for a maximin achievement rate solution is proposed based on a relaxation procedure together with a simplex method. A numerical example is given to demonstrate the proposed solution algorithm.     

DEA models for the explicit maximisation of relative efficiency

It has recently been demonstrated that incorporating weight bounds and other non-homogeneous restrictions in DEA models may lead to underestimation of the maximum relative efficiency of decision making units. This paper suggests a way of avoiding this by replacing the objective function in DEA models by the relative efficiency of the assessed unit and converting the resulting models to linear forms. An alternative approach based on incorporating weight restrictions in the recently introduced maximin DEA model is also considered. It is shown that imposing weight bounds in the maximin model is equivalent to imposing bounds on ratios of individual weights.     

A calculus for set-valued maps and set-valued evolution equations

A definition of differentiability of a set-valued map is offered. As derivatives, which are called directives in the set-valued setting, unions of affine maps are used; these are called multiaffines. A multiaffine is a directive if it is a first-order approximation of the set-valued map. One application is a necessary condition for maximin optimality of constrained decisions. A distance among multiaffines permits the development of set-valued evolution equations along the lines of ordinary differential equations in a vector space. The theory is displayed along with some comments on applications.Incumbent of the Hettie H. Heineman Professorial Chair in Mathematics.     

Efficient Location for a Semi-Obnoxious Facility

This paper deals with a location model for the placement of a semi-obnoxious facility in a continuous plane with the twin objectives of maximizing the distance to the nearest inhabitant and minimizing the sum of distances to all the users (or the distance to the farthest user) in a unified manner. For special cases, this formulation includes (1) elliptic maximin and rectangular minisum criteria problem, and (2) rectangular maximin and minimax criteria problem. Polynomial-time algorithms for finding the efficient set and the tradeoff curve are presented.     

基于洛伦兹曲线几何特征的中等收入优化模型

中等收入人口的确定对于分析一个社会的经济发展,稳定性具有重要的意义.洛伦兹曲线是一种分析中等收入的经典工具.本文提出一种具有更高拟合精度的洛伦兹曲线模型.并基于其几何特征,考虑社会的贫富程度与贫富分化因素,建立了收入空间法与人口空间法的优化模型.     

Maximin Approach to the Ship Collision Avoidance Problem via Multiple-Subarc Sequential Gradient-Restoration Algorithm

The ideal strategy for ship collision avoidance under emergency conditions is to maximize wrt the controls the timewise minimum distance between a host ship and an intruder ship. This is a maximin problem or Chebyshev problem of optimal control in which the performance index being maximinimized is the distance between the two ships. Based on the multiple-subarc sequential gradient-restoration algorithm, a new method for solving the maximin problem is developed.Key to the new method is the observation that, at the maximin point, the time derivative of the performance index must vanish. With the zero derivative condition being treated as an inner boundary condition, the maximin problem can be converted into a Bolza problem in which the performance index, evaluated at the inner boundary, is being maximized wrt the controls. In turn, the Bolza problem with an added inner boundary condition can be solved via the multiple-subarc sequential gradient-restoration algorithm (SGRA).The new method is applied to two cases of the collision avoidance problem: collision avoidance between two ships moving along the same rectilinear course and collision avoidance between two ships moving along orthogonal courses. For both cases, we are basically in the presence of a two-subarc problem, the first subarc corresponding to the avoidance phase of the maneuver and the second subarc corresponding to the recovery phase. For stiff systems, the robustness of the multiple-subarc SGRA can be enhanced via increase in the number of subarcs. For the ship collision avoidance problem, a modest increase in the number of subarcs from two to three (one subarc in the avoidance phase, two subarcs in the recovery phase) helps containing error propagation and achieving better convergence results.     

The continuity of two functions associated with a maximin problem with connected variables

A function being the sum of two bilinear functions with one and the same first vector argument belonging to a polyhedron and the other two vector arguments belonging to another polyhedron is considered. It is shown that a certain minimum function of this sum and the maximin function of the sum (on the second polyhedron of connected variables) are continuous on corresponding polyhedra, which can be used in solving a maximin problem that is considered in the article.     

Some minimax theorems in vector-valued functions

In this paper, we generalize the well-known notions of minimax, maximin, and saddle point to vector-valued functions. Conditions for a vector-valued function to have a generalized saddle point are given. An example is used to illustrate the generalized concepts of minimax, maximin, and saddle point.     

Location of a semi-obnoxious facility with elliptic maximin and network minisum objectives

This paper considers the problem of locating a single semi-obnoxious facility on a general network, so as to minimize the total transportation cost between the new facility and the demand points (minisum), and at the same time to minimize the undesirable effects of the new facility by maximizing its distance from the closest population center (maximin). The two objectives employ different distance metrics to reflect reality. Since vehicles move on the transportation network, the shortest path distance is suitable for the minisum objective. For the maximin objective, however, the elliptic distance metric is used to reflect the impact of wind in the distribution of pollution. An efficient algorithm is developed to find the nondominated set of the bi-objective model and is implemented on a numerical example. A simulation experiment is provided to find the average computational complexity of the algorithm.     

A multistage pursuit-evasion game that admits a gaussian random process as a maximin control policy

In this paper we consider the existence and structure of both minimax and maximin policies for the special class of LQG pursuit-evasion games which is characterized by (i) a blind evader; and (ii) a pursuer who can make use of noise corrupted state measurements. The particular class of games which we consider has been studied previously by other investigators who have shown that pure strategies exist for both players. The major contribution of our paper is the delineation of the existence and structure of a mixed strategy for the evader in this class of games. This new maximin strategy is defined by a gaussian measure, which can be determined explicitly by the method of least favorable prior distributions. We show that the validity of the pure solutions determined previously is limited by the duration of the game, due to the existence of a ‘pure solution conjugate point’; further, we prove that our new strategies are valid solutions which extend the possible duration of the game beyond the limit imposed by the pure solution conjugate point. We believe that our paper constitutes the first report on the existence of a mixed strategy for an LQG game, and the first report on the role conjugate points play in the transition between pure strategies and mixed strategies.     

中等收入定位与人口度量模型研究

我国正处于经济转型期和收入分配格局的重要调整期,监控收入分配格局的变化具有重大意义.首先,针对中等收入定位与人口度量模型研究,构建新的洛伦兹模型L(p)=[1-(1-p)~αe~(-βp)][1-(1-p)~γe~(ηp)],与现有的经典洛伦兹模型做比较,拟合精度最优.其次,针对收入空间法和入口空间法的缺陷,给出相应解决对策.最后,提出中等收入人群的新定义,在此基础上构建了中等人口收入效用指数模型.     

Stochastic guide for a time-delay object in a positional differential game

A positional differential time-optimal game is considered for a conflict-controlled time-delay object. Minimax and maximin feedback controls are constructed within a scheme that includes an intermediate model object described by an ordinary differential equation and a stochastic guide described by the Ito differential equation. The motion of the guide is based on the real-time solution of a sequence of auxiliary boundary value problems for a parabolic equation with a degenerate diffusion term.     

A model of the direct interaction of elements of a tightly coupled system

A maximin mathematical model describing the process of changing the quality indicators of products manufactured by facilities of a complex production system interconnected by multiple feedbacks is considered. Necessary and sufficient conditions for the monotone growth of these indicators are found. For the proposed new technologies utilized on some of these facilities, consistency conditions with the technologies used on other facilities are determined. For finding the optimal control of this process, it is recommended to use parallel computations.     

Optimal portfolios using linear programming models

The classical quadratic programming (QP) formulation of the well-known portfolio selection problem has traditionally been regarded as cumbersome and time consuming. This paper formulates two additional models: (i) maximin, and (ii) minimization of mean absolute deviation. Data from 67 securities over 48 months are used to examine to what extent all three formulations provide similar portfolios. As expected, the maximin formulation yields the highest return and risk, while the QP formulation provides the lowest risk and return, which also creates the efficient frontier. The minimization of mean absolute deviation is close to the QP formulation. When the expected returns are confronted with the true ones at the end of a 6-month period, the maximin portfolios seem to be the most robust of all.     

Finding the exact lower estimate of the maximin of a minimum function on a polyhedron of connected variables

The maximin of a function being the minimum function of a sum of two bilinear functions with one and the same first vector argument belonging to a polyhedron is considered on a polyhedron of connected variables forming two second vector arguments of the bilinear functions. It is shown that finding the exact lower estimate of this maximin is reducible to solving a quadratic programming problem.