热电联产中热、电分摊比的合理确定

符号表D蒸汽量HF燃料热值W电量下角标h供热比拥m煤耗。分摊比e环境，电n乏汽h比烙q比热量f给水0新汽在热电联产的成本分摊中，如何确定热、电分摊比，一直是一个很有争议的问题［‘－‘］。采用不同分摊方法，其热、电所得的经济效益相差甚大。因此，它直接关系到热力价格的合理制定，影响着供热企业的经济效益和热用户的利益，对热电联产事业的发展有着重要影响。本文在分析现有各种分摊方法的基础上，提出一个新的更为合理的分摊方法。1现有的分摊方法及其缺陷和应用范围1．1热量法将总热耗量按热、电两种能量数量的比例来分配［‘－‘…     

Statistical Multiplexing of Homogeneous Fractional Brownian Streams

In this paper, the statistical multiplexing of independent fractional Brownian traffic streams with the same Hurst value 0.5<H<1 is studied. The buffer overflow probabilities based on steady-state and transient queue length tail distributions are used respectively as the common performance criterion. Under general conditions, the minimal buffer allocation to the merged traffic is identified in either case so that strictly positive bandwidth savings are realized. Impact of the common H value on multiplexing gains is investigated. The analytical results are applicable in data network engineering problems, where ATM is deployed as the transport network carrying long-range dependent data traffic.     

敏捷供应链管理中最优激励方案的实现问题研究

合理的利益分配策略可以稳定敏捷供应链的运营过程,加速敏捷供应链目标的实现.基于委托-代理理论,研究了敏捷供应链利益分配中最优激励方案的设计问题,得出在信息对称条件下由于合作伙伴企业的努力水平可以为主导企业所观测,因而容易制定最优激励方案并实现利益分配.而在更多的信息不对称条件下,需要对合作伙伴企业的产出结果进行监督和评估,通过不同努力水平下的分布概率间接地获得努力水平信息.该结论对于敏捷供应链利益分配系统的设计与实现具有重要指导意义.对最优激励方案在敏捷供应链利益分配中的实现过程进行了说明,通过适当的评价指标体系和评价方法,实现了利益分配中考虑努力水平等因素的激励策略.     

Capital allocation for portfolios with non-linear risk aggregation

Existing risk capital allocation methods, such as the Euler rule, work under the explicit assumption that portfolios are formed as linear combinations of random loss/profit variables, with the firm being able to choose the portfolio weights. This assumption is unrealistic in an insurance context, where arbitrary scaling of risks is generally not possible. Here, we model risks as being partially generated by Lévy processes, capturing the non-linear aggregation of risk. The model leads to non-homogeneous fuzzy games, for which the Euler rule is not applicable. For such games, we seek capital allocations that are in the core, that is, do not provide incentives for splitting portfolios. We show that the Euler rule of an auxiliary linearised fuzzy game (non-uniquely) satisfies the core property and, thus, provides a plausible and easily implemented capital allocation. In contrast, the Aumann–Shapley allocation does not generally belong to the core. For the non-homogeneous fuzzy games studied, Tasche’s (1999) criterion of suitability for performance measurement is adapted and it is shown that the proposed allocation method gives appropriate signals for improving the portfolio underwriting profit.     

Analysis of the mean squared derivative cost function

In this paper, we investigate the mean squared derivative cost functions that arise in various applications such as in motor control, biometrics and optimal transport theory. We provide qualitative properties, explicit analytical formulas and computational algorithms for the cost functions. We also perform numerical simulations to illustrate the analytical results. In addition, as a by‐product of our analysis, we obtain an explicit formula for the inverse of a Wronskian matrix that is of independent interest in linear algebra and differential equations theory. Copyright © 2017 John Wiley & Sons, Ltd.     

数量折扣契约下基于成本分担的供应链突发事件协调应对

突发事件会增加供应链成本,如何进行成本分担是决定供应链能否协调应对突发事件的重要因素.用参数分别描述市场需求剧增时增加的生产成本和市场需求剧减时发生的多余产品处理成本,在数量折扣契约基础上,研究突发事件发生后制造商的最优批发价格和零售商的最优订货量,分析其影响因素比较突发事件发生前后包括市场剧增与市场剧减两种情况下的差异,并给出了数值算例.结果表明,成本分担系数和市场需求分布及其变化都会影响最优批发价格和最优订货量,只要根据市场需求变化相应调整契约参数并合理分担由突发事件增加的成本,通过数量折扣契约供应链就能够协调应对突发事件.     

THE THEORETICAL COST OF SEQUENTIAL AND PARALLEL ALGORITHMS FOR SOLVING LINEAR SYSTEMS OF EQUATIONS

ＴＨＥ　ＴＨＥＯＲＥＴＩＣＡＬ　ＣＯＳＴ　ＯＦ　ＳＥＱＵＥＮＴＩＡＬ　ＡＮＤ　ＰＡＲＡＬＬＥＬ　ＡＬＧＯＲＩＴＨＭＳ　ＦＯＲ　ＳＯＬＶＩＮＧ　ＬＩＮＥＡＲ　ＳＹＳＴＥＭＳ　ＯＦ　ＥＱＵＡＴＩＯＮＳＳａｌｍａｎＨ．Ａｂｂａｓ（ＲｅｃｅｉｖｅｄＭａｙ２４...     

基于生命期模型的无线传感器网络信道分配博弈算法

针对无线传感器网络中节点因干扰过大导致重传能耗增加, 进而节点过早失效、网络生命期缩短的问题, 根据网络拓扑信息和路由信息设计节点的负载模型, 从而构建了节点的生命期模型. 然后利用博弈论将路径增益、交叉干扰和节点生命期等性能参数融入到效益函数中, 构建信道分配博弈模型. 理论分析证明该博弈模型存在纳什均衡. 进而运用最佳回应策略, 在所构建的信道分配博弈模型的基础上, 设计了一种优化网络生命期的抗干扰信道分配算法. 该算法使节点在选择信道时避免与网络中交叉干扰较大的节点和生命期较小的节点使用相同信道, 实现干扰小、能耗低且均衡的信道选择. 理论分析与仿真结果证明该算法最终能够快速地收敛到纳什均衡, 且具有较小的信息复杂度, 从而减小算法本身的通信能耗. 同时, 该算法具有良好的抗干扰性和信道均衡性, 能够有效地延长网络生命期.     

Dye and its removal from aqueous solution by adsorption: A review

In this review article the authors presented up to-date development on the application of adsorption in the removal of dyes from aqueous solution. This review article provides extensive literature information about dyes, its classification and toxicity, various treatment methods, and dye adsorption characteristics by various adsorbents. One of the objectives of this review article is to organise the scattered available information on various aspects on a wide range of potentially effective adsorbents in the removal of dyes. Therefore, an extensive list of various adsorbents such as natural materials, waste materials from industry, agricultural by-products, and biomass based activated carbon in the removal of various dyes has been compiled here. Dye bearing waste treatment by adsorption using low cost alternative adsorbent is a demanding area as it has double benefits i.e. water treatment and waste management. Further, activated carbon from biomass has the advantage of offering an effected low cost replacement for non-renewable coal based granular activated carbon provided that they have similar or better adsorption on efficiency. The effectiveness of various adsorbents under different physico-chemical process parameters and their comparative adsorption capacity towards dye adsorption has also been presented. This review paper also includes the affective adsorption factors of dye such as solution pH, initial dye concentration, adsorbent dosage, and temperature. The applicability of various adsorption kinetic models and isotherm models for dye removal by wide range of adsorbents is also reported here. Conclusions have been drawn from the literature reviewed and few suggestions for future research are proposed.     

Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims

In this paper, we study optimal asset allocation and benefit outgo policies of DC (defined contribution) pension plan. We extend He and Liang model (2013a,b) to describe dynamics of individual fund scale during distribution period. The fund scale is affected by investment return, benefit outgo and mortality credit. The management of the pension plan controls the asset allocation and benefit outgo policies to achieve the objective of pension members. The goal of the management is to minimize accumulated deviations between the actual benefit outgo and a pre-set target during the whole distribution period. The performance function (criterion) is the weighted average of the square and linear deviations to express more penalty on negative deviation than positive deviation. Using HJB (Hamilton–Jacobi–Bellman) equations and variational inequality methods, the closed-forms of the optimal policies are derived. The counterintuitive effect of the optimal proportion allocated in the risky asset with respect to the fund scale is also derived, and the optimal benefit outgo has the form of the spread method. Moreover, we use Monte Carlo Methods (MCM) to analyze economic behaviors of the optimal asset allocation and benefit outgo policies.