Die Theoreme von Everett und die Lösung ganzzahliger Investitionsprogramme

Abstract

The derivation of optimal Investment policies through mathematical programming frequently Involves computational difficulties. Therefore usually one tries to find a solution by applying the classical investment criteria. In this paper it is shown, that two theorems originally proved by Everett are a suitable basis for the comparison of these methods. Conditions are developed, under which the classical methods provide a correct solution. An upper bound for the deviation from the exact optimum is given in cases, where the classical methods lead to a nonoptimal solution of the problem.