We study a family of unbounded polyhedra arising in the study of uncapacitated lot-sizing problems with Wagner-Whitin costs. With n the number of periods, we completely characterize the bounded faces of maximal dimension, and derice an O(n^2) alogorithm to express within the polyhedron as a...

A robust principal component analysis can be easily performed by computing the eigenvalues and eigenvectors of a robust estimator of the covariance or correlation matrix. In this paper the authors derive the influence functions and the corresponding asumptotic variances for these robust...

The well-known Meixner class (Meixner, 1934) of probabilities on R has been recently extended to R^d (Pommeret, 1996). This generalized Meixner class corresponds to the simple quadratic natural exponential families charaterized by Casalis (1996). Following Lancaster (1975), we offer a...

This paper discusses the intellectual origins of the so-called 'new economic geography' and provides its basic insights by means of a streamlined framework which stresses the generality of their implications.

I develop a framework for thinking about some aspects of sustainability. The framework is one for modeling the dynamic interactions of economic and biological systems, studying the time paths that can emerge from these, and then selecting one of these as optimal. I investigate alternative...

The Envelope Theorem is showm to involve comparisons between the performance of the optimal policy and that of alternative policies, which satisfy the constraints of the problem and may also have other features. The theorem is activated whenever parameter values are such that the extreme value...

The Envelope Theorem is showm to involve comparisons between the performance of the optimal policy and that of alternative policies, which satisfy the constraints of the problem and may also have other features. The theorem is activated whenever parameter values are such that the extreme value...

This paper formalizes the relation between comparative statics and the out-of-equilibrium explanation for how a system evolves after a change in parameters.

This survey presents cutting planes that are useful or potentially useful in solving mixed integer programs. Valid inequalities for i) general integer programs, ii) problems with local structure such as knapsack constraints, and iii) problems with 0-1 coefficient matrices, such as set packing,...