Regelungstechnische Stochastische Optimierungsverfahren in Unternehmensforschung Und Wirtschaftstheorie

Name: Regelungstechnische Stochastische Optimierungsverfahren in Unternehmensforschung Und Wirtschaftstheorie
Brand: Springer
SKU: 9783540054740
Price: 3776.0 INR
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by C. a. Schneeweiß

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ISBN13: 9783540054740
Binding: Paperback
Subject: N/A
Publisher: Springer
Publisher Imprint: Springer
Publication Date: January 1, 1971
Pages: 258
Original Price: EUR 51.39
Language: German
Edition: N/A
Item Weight: 477 grams
BISAC Subject(s): Economics / General

About The Book

Regelungstechnische stochastische Optimierungsverfahren markieren ein weites Feld in der allgemeinen Theorie der stochastischen Ent- scheidungsprozesse. Sie sind wesentlich durch drei Faktoren bestimmt. Einmal haugen sie von der statistischen Struktur der auftretenden stochastischen Prozesse ab, zum anderen sind sie bestimmt durch den Typ des gewahlten Optimierungskriteriums und schlie lich ist die Natur der dynamischen Nebenbedingungen ma gebend fur die Wahl eines speziellen Optimierungsverfahrens. Wir werden uns hier auf die Darstellung und Anwendung eines Optimierungsverfahrens konzentrierep, das bisher nur sporadisch Eingang in die Literatur der Unternehmensforschung und mathematischen Wirtschaftstheorie gefunden hat. Dieses Verfahren baut auf der Wiener'schen Filter- und Pradiktionstheorie auf. Die Verwendung analytischer filtertheoretischer Methoden impliziert allerdings, da wir zunachst die Menge der untersuchbaren Modelle stark einschranken mussen, denn die Wiener/sche Filtertheorie ist auf stationare Prozesse, quadratische Optimierungskriterien und Nebenbedingungen zugeschnitten, die sich als lineare Differential- bzw. Differenzengleichungen darstellen lassen. Eine solche Spezialisierung erscheint im Hinblick auf die in der Realitat tatsachlich auftretenden Probleme auf den ersten Blick au erst einschrankend. Besonders die Voraussetzung der Stationaritat und die Beschrallkung auf quadratische Kriterien sind hinderlich. Aber gerade hier werden wir zeigen konnen, da sich auch gewisse in der Praxis haufig auftretende instationare Prozesse und nichtquadratische Kriterien erfassen lassen. Dadurch wird es gelingen, uoer abnliche Ansatze von H. Simon und H. Theil, die unter Verwendung quadratischer Kriterien mit dynamischen Sicherheitsaquivalenten arbeiten, einen bedeutenden Schritt hinauszugehen.

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