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1.
In this paper, we study the problem of a variety of p, onlinear time series model Xn+ 1= TZn+1(X(n), … ,X(n - Zn+l), en+1(Zn+1)) in which {Zn} is a Markov chain with finite state space, and for every state i of the Markov chain, {en(i)} is a sequence of independent and identically distributed random variables. Also, the limit behavior of the sequence {Xn} defined by the above model is investigated. Some new novel results on the underlying models are presented.  相似文献   

2.
F-test is the most popular test in the general linear model. However, there is few discussions on the robustness of F-test under the singular linear model. In this paper, the necessary and sufficient conditions of robust F-test statistic are given under the general linear models or their partition models, which allows that the design matrix has deficient rank and the covariance matrix of error is a nonnegative definite matrix with parameters. The main results obtained in this paper include the existing findings of the general linear model under the definite covariance matrix. The usage of the theorems is illustrated by an example.  相似文献   

3.
The coordination problem of a supply chain comprising one supplier and one retailer under market demand disruption is studied in this article. A novel exponential demand function is adopted, and the penalty cost is introduced explicitly to capture the deviation production cost caused by the market demand disruption. The optimal strategies are obtained for different disruption scale under the centralized mode. For the decentralized mode, it is proved that the supply chain can be fully coordinated by adjusting the price discount policy appropriately when disruption occurs. Furthermore, the authors point out that similar results can be established for more general demand functions that represent different market circumstances if certain assumptions are satisfied.  相似文献   

4.
In this article, the problem of estimating the covariance matrix in general linear mixed models is considered. Two new classes of estimators obtained by shrinking the eigenvalues towards the origin and the arithmetic mean, respectively, are proposed. It is shown that these new estimators dominate the unbiased estimator under the squared error loss function. Finally, some simulation results to compare the performance of the proposed estimators with that of the unbiased estimator are reported. The simulation results indicate that these new shrinkage estimators provide a substantial improvement in risk under most situations.  相似文献   

5.
Abstract The main purpose of this article is to prove a collection of new nxea point theorems for (ws)-compact and so-called 1-set weakly contractive operators under Leray- Schauder boundary condition. We also introduce the concept of semi-closed operator at the origin and obtain a series of new fixed point theorems for such class of operators. As consequences, we get new fixed point existence for (ws)-compact (in particular nonexpansive) self mappings unbounded closed convex subset of Banach spaces. The main condition in our results is formulated in terms of axiomatic measures of weak noncompactness. Later on, we give an application to generalized Hammerstein type integral equations.  相似文献   

6.
We discuss the relationship between the marginal tail risk probability and theinnovation's tail risk probability for some stationary financial time series models. We firstgive the main results on the tail behavior of a class of infinite weighted sums of randomvariables with heavy-tailed probabilities. And then, the main results are applied to threeimportant types of time series models; infinite order moving averages, the simple bilineartime series and the solutions of stochastic difference equations. The explicit formulasare given to describe how the marginal tail probabilities come from the innovation's tailprobabilities for these time series. Our results can be applied to the tail estimation of timeseries and are useful for risk analysis in finance.  相似文献   

7.
徐宝  王德辉  王瑞庭 《东北数学》2008,24(5):447-457
In this paper we investigate the estimator for the rth power of the scale parameter in a class of exponential family under symmetric entropy loss L(θ, δ) = v(θ/δ + δ/θ - 2). An exact form of the minimum risk equivariant estimator under symmetric entropy loss is given, and the minimaxity of the minimum risk equivariant estimator is proved. The results with regard to admissibility and inadmissibility of a class of linear estimators of the form cT(X) + d are given, where T(X) Gamma(v, θ).  相似文献   

8.
One of the main goals of machine learning is to study the generalization performance of learning algorithms. The previous main results describing the generalization ability of learning algorithms are usually based on independent and identically distributed (i.i.d.) samples. However, independence is a very restrictive concept for both theory and real-world applications. In this paper we go far beyond this classical framework by establishing the bounds on the rate of relative uniform convergence for the Empirical Risk Minimization (ERM) algorithm with uniformly ergodic Markov chain samples. We not only obtain generalization bounds of ERM algorithm, but also show that the ERM algorithm with uniformly ergodic Markov chain samples is consistent. The established theory underlies application of ERM type of learning algorithms.  相似文献   

9.
The main purpose of this paper is to establish some new sufficient conditions under which shift-invariant systems become frames in L2(Rn). As applications, we obtain new results for Gabor frames.  相似文献   

10.
In this paper,we consider a risk model in which each main claim may induce a delayed claim,called a by-claim.We assume that the time for the occurrence of a by-claim is random.We investigate the expected discounted penalty function,and derive the defective renewal equation satisfied by it.We obtain some explicit results when the main claim and the by-claim are both exponentially distributed,respectively.We also present some numerical illustrations.  相似文献   

11.
Traditionally, in the fashion industry, purchasing decisions for retailers are made based on various factors such as budget, profit target, and interest rate. Since the market demand is highly volatile, risk is inherently present and it is critically important to incorporate risk consideration into the decision making framework. Motivated by the observed industrial practice, we explore via a mean-variance approach the multi-period risk minimization inventory models for fashion product purchasing. We first construct a basic multi-period risk optimization model for the fashion retailer and illustrate how its optimal solution can be determined by solving a simpler problem. Then, we analytically find that the optimal ordering quantity is increasing in the expected profit target, decreasing in the number of periods of the season, and increasing in the market interest rate. After that, we propose and solve several extended models which consider realistic and timely industrial measures such as minimum ordering quantity, carbon emission tax, and carbon quota. We analytically derive the necessary and sufficient condition(s) for the existence of the optimal solution for each model and show how the purchasing budget, the profit target, and the market interest rate affect the optimal solution. Finally, we investigate the supply chain coordination challenge and analytically illustrate how an upstream manufacturer can offer implementable supply contracts to optimize the supply chain.  相似文献   

12.
需求信息泄露条件下供应链零售商订货策略研究   总被引:1,自引:0,他引:1  
针对供应链订货过程中的需求信息泄露现象,通过对比供应商在泄露信息和不泄露信息情况下的收益,研究了供应链需求信息泄露的产生机理。建立了需求信息泄露条件下订货过程中零售商之间的信号博弈模型,通过模型求解得到了分离均衡和混同均衡的存在条件,并对不同均衡状态下零售商的最优订货策略和最优收益进行了分析。在此基础上,进一步讨论了零售商的订货策略选择问题。最后,通过一个数值算例说明了有关结论的有效性。  相似文献   

13.
Quality investment and price decision in a risk-averse supply chain   总被引:2,自引:0,他引:2  
In this paper, we investigate quality investment and price decision of a make-to-order (MTO) supply chain with uncertain demand in international trade. Due to volatility of orders from buyers, the supplier and the manufacturer in the supply chain are subject to financial risk. In contrast to the general assumption that players in a supply chain are risk neutral in quality investment and price decision, we consider the risk-averse behavior of the players in three different supply chain strategies: Vertical Integration (VI), Manufacturer’s Stackelberg (MS) and Supplier’s Stackelberg (SS). The study shows that both supply chain strategy and risk-averse behavior have significant impacts on quality investment and pricing. Compared to a risk-neutral supply chain, a risk-averse supply chain has lower, same and higher quality of products in VI, MS and SS, respectively. Also, we derive the conditions under which the supply chain strategy is implemented in a decentralized setting. A numerical study is used to illustrate some related issues.  相似文献   

14.
为了有效降低生鲜农产品损耗,保障流通与销售过程中生鲜农产品的品质及安全,解决消费者对生鲜农产品品质及其新鲜度的高追求与生鲜农产品冷链物流成本过高导致保鲜投入不足之间的矛盾,文中以价格和新鲜度为市场需求的主要影响因素,分别在产销地均不分级、销地分级和产地分级三种质量分级模式下,构建了供应商和零售商的利润函数,采用stackelberg博弈求解得到各自的最优定价策略和最优保鲜策略.对不同质量分级模式下的定价策略和保鲜策略进行对比分析显示,产地分级模式下的定价策略有利于增加市场需求及市场主体的利润;产地分级模式下的保鲜策略在控制损耗的效果和控制保鲜的成本上都优于其他模式.  相似文献   

15.
协调供应链系统使其具有抗突发事件性的研究是供应链管理的核心议题之一。为了分析突发事件下需求信息不对称时的供应链协调问题,考虑由一个制造商和一个零售商组成的供应链,在随机市场需求下,首先分析了数量折扣契约对供应链的协调作用;然后探讨了突发事件导致市场需求发生变化且变化后的需求信息是不对称信息时数量折扣契约对供应链的协调作用,研究表明:基准的数量折扣契约对突发事件下的供应链不再发挥协调作用,为此,给出了供应链应对突发事件的最优应对策略,并调整了原来的数量折扣契约使其具有抗突发事件性。最后,应用一个算例对比加以说明。  相似文献   

16.
Quantity discounts provide a practical foundation for inventory coordination in supply chains. However, typical supply chain participants may encounter difficulties in implementing the coordination policy simply because (1) specified lot size adjustments may deviate from the economic lot sizes and (2) the buying firm may face amplified overstocking risks related to increased order quantities. The main objective of this study is to develop a quantity discount model that resolves the practical challenges associated with implementing quantity discount policies for supply chain coordination between a supplier and a buyer. The proposed Buyer’s Risk Adjustment (B-RA) model allows the supplier to offer discounts that capitalize on the original economic lot sizes and share the buyer’s risk of temporary overstocking under uncertain demand. The analytical results suggest that the proposed B-RA discount approach is a feasible alternative for supply chain coordination under uncertain demand conditions.  相似文献   

17.
本文的目的就是要研究当突发事件造成需求的市场分布发生变化时,供应链如何运用目标回扣契约进行协调应对.通过设置目标回扣契约参数,分别获得了需求突发下,集权供应链和分权供应链协调的条件.并且,研究结果表明,当突发事件造成需求的市场规模变化不是很大时,分权供应链仅通过调整目标回扣契约就能实现供应链的协调应对;当突发事件造成市场规模变化很大时,则需要采取调整目标回扣契约和改变生产计划两种策略来协调应对.这些结论,为供应链应急管理提供了一种新的应对策略.  相似文献   

18.
针对存在预售且通过网络与传统渠道销售的现实状况,基于消费者剩余理论和博弈论,构建不同权力结构下的双渠道供应链博弈模型:制造商主导的Stackelberg、权力对等的Vertical Nash和零售商主导的Stackelberg。比较三种权力结构下各成员最优策略及绩效,分析关键因素的敏感性,检验模型的鲁棒性。研究发现:三种博弈下各权力主体的最优策略及绩效均受渠道替代程度、单位生产成本等关键因素影响。渠道替代程度越高,制定的双渠道价格越高;消费者对价格更敏感,预售市场需求呈现向现售市场转移的趋势。  相似文献   

19.
本文针对供应商面临生产资金约束的情况,在需求随机条件下研究了由一个风险中性零售商和一个具有风险偏好的供应商组成的二级供应链的协调问题。文章在零售商享有批发价折扣的提前支付和供应商银行信贷两种融资方式下,分别建立了零售商的最优决策模型以及基于M-CVaR测度工具的供应链整体订购决策模型,并给出了采用两种不同融资模式时零售商和供应链整体的最优订购量以及供应链的协调条件,分析了供应商的风险偏好对供应链整体最优决策及协调条件的影响。最后通过算例验证了文章的主要结论。研究表明,当提前支付价格折扣大于临界值时,零售商会选择提前支付货款;提前支付模式下供应链整体的最优订购量大于银行信贷模式;随着供应商的风险偏好由风险规避向风险喜好转变,供应链整体的最优订购量逐渐增大。  相似文献   

20.
Supply chain planning concepts from multi-echelon inventory theory are generally based on some form of centralised planning of supply chains. Those multi-echelon models that do consider decentralised planning, assume complete information and/or a specific single objective function. This paper investigates how multi-echelon inventory theory can accommodate a setting with decentralised decision makers (a supplier and a number of retail groups) without complete information. We present a coordination procedure that does not require the retail groups to exchange demand information, but does allow using opportunities for demand pooling between them. We illustrate our ideas by way of a quantitative analysis of a two-echelon divergent supply chain, with both cooperative and non cooperative retail groups. We conclude that coordination across a supply chain with decentralised control and limited centralised information is feasible by using available algorithms with satisfactory service level and cost performance.  相似文献   

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