Constructing and Applying Objective Functions : Proceedings of the Fourth International Conference on Econometric Decision Models, Constructing and Applying Objective Functions, University of Hagen, Held in Haus Nordhelle, August 28-31, 2000

by International Conference on Econometric; Gruber, Josef

• ISBN13: 9783540426691
• ISBN10: 3540426698
• Format: Paperback
• Copyright: 2001-10-01
• Publisher: Springer Verlag

Summary

For some seven decades, econometrics has been almost exclusiveley dealing with constructing and applying econometric equation systems, which constitute constraints in econometric optimization models. The second major component, the scalarvalued objective function, has only in recent years attracted more attention and some progress has been made. This book is devoted to theories, models and methods for constructing scalarvalued objective functions for econometric optimization models, to their applications, and to some related topics like historical issues about pioneering contributions by Ragnar Frisch and Jan Tinbergen.

Table of Contents

I Opening Speech
Opening Remarks: A Retrospection over 35 Years of Work	3	(14)
Josef Gruber
II Keynote Addresses
Decision Models and Preferences: The Pioneering Contributions of Ragnar Frisch	17	(20)
Olav Bjerkholt
Steinar Strom
Experiments with Preference Functions	37	(26)
A.H.Q.M. Merkies
III Representation of Preferences by Objective Functions
On the Extension of Utility Functions	63	(12)
Pavel Chebotarev
Numerical Representation of Binary Relations with Multiplicative Error Function: A General Case	75	(14)
Erkut Yusuf Ozbay
IV Form of Objective Functions and Choice Operators
Utility Functions, Prices, and Cost Functions on a Lattice of Information Commodities	89	(15)
Alexandre I. Sotskov
A Structure of Joint Irreducible Sets for Classically Rationalizable Choice Operators	104	(13)
Emel Filiz
V Constructing Objective Functions from Interviews
A Unified Model for Cardinally and Ordinally Constructing Quadratic Objective Functions	117	(53)
Andranik Tangian
Constructing Separable Objective Functions	170	(45)
Andranik Tangian
VI Optimization Issues of Objective Functions
Constructing Utility Functions by Methods of Nondifferentiable Optimization	215	(18)
Naum Z. Shor
Petro I. Stetsyuk
Adjusting an Objective Function to a Given Optimal Solution in Linear and Linear-fractional Programming	233	(14)
Erik Bajalinov
VII Applications of Objective Functions
An Objective Function of Artificial Psychology for a Computer System of Fashion Fitting	247	(13)
ZhiLiang Wang
Yanling Zhao
Lele Zou
Masaeake Nagai
Ranking of Second-hand Policies	260	(20)
Robert Teibach
Experience in Using Recursive Utility Theory	280	(17)
Igor G. Pospelov
A Model for Management of a Gas-field	297	(12)
Mikhail G. Sukharev
Sergei Yu. Jolkov
Constructing Quadratic Objective Functions by Linear Programming with an Application to Pure Exchange	309	(22)
Claus Schwarm
Choice of Customer Products on the Basis of a Decision Model	331	(18)
Gudrun Hilles
Andranik Tangian
VIII Objective Functions of Economic Policy
Decision Support Multifunctional System ``Ukrainian Budget''	349	(17)
Ludmilla B. Koshlai
Mikhail V. Mikhalevich
Towards an Objective Function for Slovenian Fiscal Policy-making: A Heuristic Approach	366	(27)
Klaus Weyerstrass
Reinhard Neck
IX Resource Allocation with Objective Functions
On Distributed Resource Allocation in a Communication System	393	(15)
Tiina Heikkinen
Social Equilibria for Competitive Resource Allocation Models	408	(12)
Victor Domansky
Victoria Kreps
Reallocation of Budgets with an Objective Function	420	(23)
Andranik Tangian
X Consumer Behavior and Equilibrium Applications
A Generalization of the Nonparametric Method in Case of Trade Statistics not Satisfying the Hypothesis of Rational Behavior	443	(10)
Ludmila Ya. Pospelova
Alexandre A. Shananin
Variation Principles in Models of Economic Equilibrium	453	(10)
Alexandre A. Shananin
Uniformly Most Powerful Tests for Optimum Equilibrium	463	(10)
Hsih-chia Hsieh
XI Objective Functions in Game Theory
A Family of the Least Power Values for Cooperative TU Games	473	(22)
Elena Yanovskaya
Goal Programming Solutions Generated by Utility Functions	495	(20)
Lev M. Bregman
Natalia I. Naumova
Social Welfare Functions for Different Subgroup Utility Scales	515	(18)
Anna B. Khmelnitskaya
XII Decision Support Systems
Statistical Games for Discrete Distributions	533	(16)
Michael M. Lutsenko
A Computer Program for Constructing Quadratic Objective Functions	549	(32)
Andranik Tangian
Conference Participants
Conference Participants	581
Andranik Tangian