零售商信息分享对双渠道绿色供应链绩效影响研究

研究了零售商市场需求预测信息分享对双渠道绿色供应链绩效的影响。运用不完全信息动态博弈方法建立并求解零售商信息分享和信息不分享下的绿色供应链决策模型,得到贝叶斯均衡解和各方最优期望利润。研究发现:在双渠道绿色供应链中,若零售商对市场需求预测较为乐观,信息分享使得制造商更有动机提高产品绿色度;此外零售商信息分享总是有利于制造商利润增加,但并非总是使得零售商利润损失。当制造商绿色投资效率较高时,信息分享使得零售商利润增加,反之,信息分享使得零售商利润降低。对整个绿色供应链利润的影响取决于渠道间竞争强度、直销渠道市场份额及制造商绿色投资效率。最后用数值仿真验证了模型和结论的有效性。     

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The discriminatory processor sharing queues with multiple classes of customers (abbreviated as DPS queues) are an important but difficult research direction in queueing theory, and it has many important practical applications in the fields of, such as, computer networks, manufacturing systems, transportation networks, and so forth. Recently, researchers have carried out some key work for the DPS queues. They gave the generating function of the steady-state joint queue lengths, which leads to the first two moments of the steady-state joint queue lengths. However, using the generating function to provide explicit expressions for the steady-state joint queue lengths has been a difficult and challenging problem for many years. Based on this, this paper applies the maximum entropy principle in the information theory to providing an approximate expression with high precision, and this approximate expression can have the same first three moments as those of its exact expression. On the other hand, this paper gives efficiently numerical computation by means of this approximate expression, and analyzes how the key variables of this approximate expression depend on the original parameters of this queueing system in terms of some numerical experiments. Therefore, this approximate expression has important theoretical significance to promote practical applications of the DPS queues. At the same time, not only do the methodology and results given in this paper provide a new line in the study of DPS queues, but they also provide the theoretical basis and technical support for how to apply the information theory to the study of queueing systems, queueing networks and more generally, stochastic models.     

内部交易者会进行信息共享吗？

在Kyle模型中引入两个异质的内部交易者,利用理论模型推导的方式探讨他们是否会进行信息共享.研究发现在均衡状态下,内部交易者的期望利润是关于信息共享数量的减函数.当两个内部交易者不分享任何信息时,他们的期望利润能达到最大值;内部交易者没有动机进行信息共享.     

Reliability modelling incorporating load share and frailty

The stochastic behaviour of lifetimes of a two component system is often primarily influenced by the system structure and by the covariates shared by the components. Any meaningful attempt to model the lifetimes must take into consideration the factors affecting their stochastic behaviour. In particular, for a load share system, we describe a reliability model incorporating both the load share dependence and the effect of observed and unobserved covariates. The model includes a bivariate Weibull to characterize load share, a positive stable distribution to describe frailty, and also incorporates effects of observed covariates. We investigate various interesting reliability properties of this model using cross ratio functions and conditional survivor functions. We implement maximum likelihood estimation of the model parameters and discuss model adequacy and selection. We illustrate our approach using a simulation study. For a real data situation, we demonstrate the superiority of the proposed model that incorporates both load share and frailty effects over competing models that incorporate just one of these effects. An attractive and computationally simple cross‐validation technique is introduced to reconfirm the claim. We conclude with a summary and discussion.     

Repeated newsvendor game with transshipments under dual allocations

We study a repeated newsvendor game with transshipments. In every period n retailers face a stochastic demand for an identical product and independently place their inventory orders before demand realization. After observing the actual demand, each retailer decides how much of her leftover inventory or unsatisfied demand she wants to share with the other retailers. Residual inventories are then transshipped in order to meet residual demands, and dual allocations are used to distribute residual profit. Unsold inventories are salvaged at the end of the period. While in a single-shot game retailers in an equilibrium withhold their residuals, we show that it is a subgame-perfect Nash equilibrium for the retailers to share all of the residuals when the discount factor is large enough and the game is repeated infinitely many times. We also study asymptotic behavior of the retailers’ order quantities and discount factors when n is large. Finally, we provide conditions under which a system-optimal solution can be achieved in a game with n retailers, and develop a contract for achieving a system-optimal outcome when these conditions are not satisfied.     

Effects of knowledge spillover on inter-organizational resource sharing decision in collaborative knowledge creation

Collaborative knowledge creation is important for firms to gain new competitive advantages, but knowledge outgoing spillover harms their existing competitive advantages, which puts them into a dilemma when investing R&D resources. This study formalizes and investigates this dilemma using the Stackelberg leader–follower framework. Through our analyses, we find that, (1) current knowledge creation efforts and prior knowledge are substitutable in collaborative knowledge creation, and through controlling the ratio of current knowledge creation efforts to prior knowledge invested, the leader and the follower can gain benefits from collaboration and restrict knowledge outgoing spillover simultaneously; (2) because the leader invests resources first and faces moral hazards, it has the incentives to participate in collaborative knowledge creation only when its benefits from collaborative knowledge creation fruits and knowledge incoming spillover are bigger than those of the follower, and the more moral hazards it confronts, the more it demands; (3) the leader and the follower invest resources at ratios consistent with the benefits and costs the resources bring to them if they can determine the amount, or the collaboration is unstable.     

基于需求和生产成本偏差的Cournot竞争供应链协调

分析一个供应商和两个Cournot竞争零售商组成的供应链系统的协调问题.首先证明收益共享合约在稳定条件下能实现该供应链协调;当突发事件导致零售商面临的需求规模和供应商的生产成本同时与其预测值发生偏差时,为使供应链收益最大,提出了调整生产计划和零售价格的协调策略,进一步证明了改进的收益共享合约可协调需求和成本偏差的分权供应链;最后进行了数值实验.     

Duopoly information sharing with differentiated products

Consider a model where firms own the same technology in linear Cournot duopolies with differentiated products and the slope of the demand curve facing the firm is unknown, containing an own-price effect and a cross-effect. We discuss as follows: whether there is an incentive to share information when firms are symmetrically informed about the random demand. In a two-stage game, for independent goods and complements, it is a Nash equilibrium for firms to put their private information in a common pool.     

Optimal risk transfer for agents with germs

We introduce a new class of risk measures called generalized entropic risk measures (GERMS) that allow economic agents to have different attitudes towards different sources of risk. We formulate the problem of optimal risk transfer in terms of these risk measures and characterize the optimal transfer contract. The optimal contract involves what we call intertemporal source-dependent quotient sharing, where agents linearly share changes in the aggregate risk reserve that occur in response to shocks to the system over time, with scaling coefficients that depend on the attitudes of each agent towards the source of risk causing the shock. Generalized entropic risk measures are not dilations of a common base risk measure, so our results extend the class of risk measures for which explicit characterizations of the optimal transfer contract can be found.