随机产出下考虑小微供应商成本利润率的供应链决策研究

小微型供应商由于产能、资金等限制,其目标可能是实现成本利润率最优,从而提高企业生存能力。基于该观察,区别于多数文献采用利润最优决策准则,本文研究由小微供应商和零售商组成的单周期供应链决策问题。小微供应商面临产出随机风险,以成本利润率最大为目标进行产能决策,零售商以利润最大为目标确定最优订购量。研究发现小微供应商的成本利润率受到自身成本偏重系数以及零售商盈利能力的共同影响,将出现亏损、合理盈利、超额盈利三种情况。并且,零售商采取不同订货策略也会对小微供应商盈利情况产生差异影响。保守(积极)订货策略下,零售商是否盈利取决于自身单位净利润能否弥补单位缺货损失(自身可盈利空间)。本文研究融合现实普遍存在的产出随机问题,为小微供应商和其他供应链成员的产能/订购决策问题提供有益的管理启示。     

Risk measuring under liquidity risk

We present a general framework for measuring the liquidity risk. The theoretical framework defines risk measures that incorporate the liquidity risk into the standard risk measures. We consider a one-period risk measurement model. The liquidity risk is defined as the risk that a security or a portfolio of securities cannot be sold or bought without causing changes in prices. The risk measures are decomposed into two terms, one measuring the risk of the future value of a given position in a security or a portfolio of securities and the other the initial cost of this position. Within the framework of coherent risk measures, the risk measures applied to the random part of the future value of a position in a determinate security are increasing monotonic and convex cash sub-additive on long positions. The contrary, in certain situations, holds for the sell positions. By using convex risk measures, we apply our framework to the situation in which large trades are broken into many small ones. Dual representation results are obtained for both positions in securities and portfolios. We give many examples of risk measures and derive for each of them the respective capital requirement. In particular, we discuss the VaR measure.     

The propargylic route as efficient entry to monofluoro and gem-difluoro compounds: mechanistic considerations

The dehydroxy-fluorination of propargylic alcohols occurs with a complete regiocontrol and a good to complete stereocontrol, in contrast to the reactions performed on allylic alcohols. The gem-difluorination of propargylic ketones occurs smoothly in contrast to enones which have a very low reactivity towards DAST or Deoxo-fluor™. It is proposed that the large differences in the stabilization energies of the key carbonium ion intermediates (either propargylic or allylic) could explain these strong differences in reactivity during nucleophilic fluorination. The calculations of isodesmic reactions are in full agreement with this proposal.     

Estimates of the horizon in mathematical models of marketing

The economical concept of an horizon is redefined in stricter mathematical terms. This implies an approximation procedure, formulated in a semidefinite function space, which may be applied to many time-dependent social processes, resembling a real expontential-like growth ‘on the horizon’.     

基于中国公司对东道国的R&D投资模式选择

通过建立一组数学模型,用来分析中国公司在发展中国家的R&D投资模式选择,剖析公司对外投资优势和东道国区位优势,运用模型分析法对指标体系进行经济评价,为中国公司对外投资应用提供依据.     

Minimal homogeneous latin trades

A latin trade is a subset of a latin square which may be replaced with a disjoint mate to obtain a new latin square. A d-homogeneous latin trade is one which intersects each row, each column and each entry of the latin square either 0 or d times. In this paper we give a construction for minimal d-homogeneous latin trades of size dm, for every integer d?3, and m?1.75d²+3. We also improve this bound for small values of d. Our proof relies on the construction of cyclic sequences whose adjacent sums are distinct.     

Application of Fuzzy Linear Programming in Production Planning

In this paper, a new fuzzy linear programming based methodology using a specific membership function, named as modified logistic membership function is proposed. The modified logistic membership function is first formulated and its flexibility in taking up vagueness in parameters is established by an analytical approach. This membership function is tested for its useful performance through an illustrative example by employing fuzzy linear programming. The developed methodology of FLP has provided a confidence in applying to real life industrial production planning problem. This approach of solving industrial production planning problem can have feed back within the decision maker, the implementer and the analyst. In such case this approach can be called as IFLP (Interactive Fuzzy Linear Programming). There is a possibility to design the self organizing of fuzzy system for the mix products selection problem in order to find the satisfactory solution. The decision maker, the analyst and the implementer can incorporate their knowledge and experience to obtain the best outcome.     

An inventory model under two levels of trade credit and limited storage space derived without derivatives

This paper tries to incorporate both Huang’s model [Y.F. Huang, Optimal retailer’s ordering policies in the EOQ model under trade credit financing, J. Oper. Res. Soc. 54 (2003) 1011–1015] and Teng’s model [J.T. Teng, On the economic order quantity under conditions of permissible delay in payments, J. Oper. Res. Soc. 53 (2002) 915–918] by considering the retailer’s storage space limited to reflect the real-life situations. That is, we want to investigate the retailer’s inventory policy under two levels of trade credit and limited storage space. Furthermore, we adopt Teng’s viewpoint [J.T. Teng, On the economic order quantity under conditions of permissible delay in payments, J. Oper. Res. Soc. 53 (2002) 915–918] that the retailer’s unit selling price and the purchasing price per unit are not necessarily equal. Then, an algebraic approach is provided and three easy-to-use theorems are developed to efficiently determine the optimal cycle time. Some previously published results of other researchers can be deduced as special cases. Finally, a numerical example is given to illustrate these theorems and managerial insights are drawn.     

The EU regulation on cross-border trade of electricity: A two-stage equilibrium model

The regulation on cross-border exchanges of electricity in the European Union is meant to enhance the trade of electricity between Member States, by facilitating access to the network and improving the management of congestion at the interconnections. This paper presents a computational model that embeds these two features. The problem is cast in the form of a two-stage equilibrium between regional Regulators. In the first stage, they decide on the allocation of their regional network costs between generators and customers. Either they maximise their regional welfare non-cooperatively (Nash equilibrium), or they centralise the decision as a super-regulator (leading to a cooperative equilibrium). In the second-stage equilibrium, the consequences of first-stage’s decisions are assessed by modelling the energy market as the result of imperfect competition equilibrium on competitive market, coupled with regulated pricing on the domestic less competitive markets. The “rules” that come out of the first-stage game largely influence the final equilibrium. We illustrate this on an extensive numerical example, showing that the model behaves properly and identifying policy issues worth of further investigations.     

供应商管理库存的渠道利润优化分析

本文研究了供应链管理的渠道利润问题。对有确定需求、有初始库存和库存短缺的一种畅销商品,建立了供应商管理库存的渠道利润模型。通过对此模型的进一步分析,证明了在短期激励下供应商管理库存的渠道利润优于一般库存的渠道利润;也证明了在长期激励下,供应商管理库存可以产生比短期激励下更优的渠道利润,也优于一般库存的渠道利润。这一结果对于供应链环境下的库存管理在理论和工程上具有实际意义。