We introduce a general framework that guides the management scientist's formulation of deterministic models of production processes. Using the framework, we reformulate the constraints of familiar linear programming-based planning models to specifically treat components of production lead time,...

This article presents an algebraic approach to formulating and solving large models for sequential decisions under uncertainty. With this approach, decision analysis optimization methods can be applied to complex decision problems which are generally analyzed in management science practice using...

We show that the use of prior information derived from former empirical findings and/or subject matter theory regarding the lag structure of the observable variables together with an AR process for the error terms can produce univariate and single equation models that are intuitively appealing,...

We show that the use of prior information derived from former empirical findings and/or subject matter theory regarding the lag structure of the observable variables together with an AR process for the error terms can produce univariate and single equation models that are intuitively appealing,...

Assumptions about the dynamic and distributional behavior of risk factors are crucial for the construction of optimal portfolios and for risk assessment. Although asset returns are generally characterized by conditionally varying volatilities and fat tails, the normal distribution with constant...

Article it is devoted development of integrovanogoof methodical approach to determination of economic strength of enterprises security on the basis of analysis and estimation of their financial constituent which can be used guidance of enterprises of a transport engineer within the framework of...

The Weibull proportional hazards model is commonly used for analysing survival data. However, formal tests of model adequacy are still lacking. It is well known that residual-based goodness-of-fit measures are inappropriate for censored data. In this paper, a graphical diagnostic plot of...

The aim is to investigate the consistency or variability of catchment response over time and space and evaluate the predictive error caused by the impacts of climate variability on streamflow. For this purpose, both data- and top-down model-based analyses of the dynamic relation between rainfall...

Assumptions about the dynamic and distributional behavior of risk factors are crucial for the construction of optimal portfolios and for risk assessment. Although asset returns are generally characterized by conditionally varying volatilities and fat tails, the normal distribution with constant...

Assumptions about the dynamic and distributional behavior of risk factors are crucial for the construction of optimal portfolios and for risk assessment. Although asset returns are generally characterized by conditionally varying volatilities and fat tails, the normal distribution with constant...