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971.
In this paper we introduce some Kantorovich inequalities for the Euclidean norm of a matrix, that is, the upper bounds to (X'B
–1
X)
–1
X'B
–1
AB
–1
X(X'B
–1X)–1
X' BX(X'AX)
–1
X'CX2 are given, where A2=trace (A'A). In terms of these inequalities the upper bounds to the three measures of inefficiency of the generalized least squares estimator (GLSE) in general Gauss-Markov models are also established.Project supported partially by the Third World Academy of Sciences under contract TWASRG 87-46 and by the National Natural Science Foundation. 相似文献
972.
Junping Wang 《Numerische Mathematik》1989,55(4):401-430
Summary Asymptotic expansions for mixed finite element approximations of the second order elliptic problem are derived and Richardson extrapolation can be applied to increase the accuracy of the approximations. A new procedure, which is called the error corrected method, is presented as a further application of the asymptotic error expansion for the first order BDM approximation of the scalar field. The key point in deriving the asymptotic expansions for the error is an establishment ofL
1-error estimates for mixed finite element approximations for the regularized Green's functions. As another application of theL
1-error estimates for the regularized Green's functions, we shall present maximum norm error estimates for mixed finite element methods for second order elliptic problems. 相似文献
973.
Marvin D. Troutt M. Diane Pettypool 《The Journal of the Operational Research Society》1989,40(6):571-579
We first demonstrate that mixed strategies are relevant in decision analysis for a maximin decision-maker quite apart from any game-theory considerations. This rectifies the apparent misconception that results from MS/OR textbooks which discuss mixed strategies only in the game-theory setting. Next we show an example of an implementable mixed strategy, by which we mean a mixed decision strategy which does not require randomization for its implementation. This application is to portfolio construction. 相似文献
974.
Nicholas A. ZainoJr. John D'Errico 《The Journal of the Operational Research Society》1989,40(4):379-388
In decision and risk analysis, it is common to use discrete probability distributions to approximate uncertain events with continuous outcomes. This paper discusses how these approximations may be selected. A class of approximations based on a modification to Taguchi's work on tolerance analysis is shown to be optimal under assumptions of independent uncertainties with normally distributed outcomes. The approximation procedure is shown to be robust in many other situations and is extremely easy to use in practice. We also show how the approximation may be integrated into the process of subjective probability estimation by a ‘subject-matter expert’. 相似文献
975.
Karen Aardal Örjan Jonsson Henrik Jönsson 《The Journal of the Operational Research Society》1989,40(1):65-73
In a practical situation it is often difficult to determine the value of the shortage costs for use in in ventory-control systems. However, in cost-minimization problems including service-level constraints, shortage costs are implicitly prevailing. With the purpose of exploring these relations, a continuous review (Q, r) stock-control system is considered, where the order points and lot sizes are computed simultaneously. Instead of explicitly expressing the shortage cost in the objective function, it is taken into consideration through a service-level constraint. The shadow price of this constraint can in some sense be interpreted as the shortage cost corresponding to the requested service level. By changing the value of the service level, interesting relations between shortage costs and service levels can be viewed for different sets of other inventory parameters. In order to investigate the sensitivity for probabilistic variations in the input data, two different probability distributions are used to describe the lead-time demand. 相似文献
976.
Wei-Ping Wang 《纯数学与应用数学通讯》1988,41(1):71-103
McKean's caricature of the nerve equation: is considered. The H in (1) is the Heaviside function. We prove the existence of multiple impulse solutions consisting of any finite number of pulses. These solutions are referred to as n-ple impulse solutions, where n is an arbitrary positive integer. 相似文献
977.
978.
979.
Superstring theories provide an appropriate framework for studying the time variation of fundamental coupling constants. The present time variation of coupling constants in Superstring theories with currently favorable internal backgrounds critically depends on the shape of the potential for the size of internal space. If the potential is almost flat, as in perturbation theory to all orders, the present value of ¦/G¦ for Newton's gravitational constant is calculable and estimated to be 1×10–11±1yr–1, which is just at the edge of the present observational bound for/G. If the potential has a minimum with finite curvature due to unknown nonperturbative effects,/G will become unobservably small. The improvement of the measurement of/G of 1 or 2 orders of magnitude would discriminate between the two situations. Problems with the time variation of other coupling constants are also discussed.This essay received the fourth award from the Gravity Research Foundation for the year 1987-Ed. 相似文献
980.