决策者具有(严格)凸性偏好结构下的一类交互式多目标决策方法

为了更好地解决决策者具有(严格)凸性偏好结构下的多目标决策问题,一般目标空间为有界凸域的情形常常可以转化为目标空间为有界闭凸区域的情形,首先分析了切割平面及该平面上偏好最优点与被切割平面分割成的为有界闭凸区域的目标空间或目标空间的子集的两个部分之间的关系;然后分析并指出了对于包含全局偏好最优目标方案点的为有界闭凸域的目标空间及其子集(准最优目标集),在确定了切割平面上的偏好最优点后,通过适当地选取供决策者与切割平面的偏好最优点进行比较判断的目标方案点,经过一次比较就可以确定一个新的范围更小的包含全局偏好最优目标方案点的目标空间的有界闭凸子区域(准最优目标集).为获取切割平面上的偏好最优点,提出了改进的坐标轮换法.在这些结论和方法的基础上,提出了决策者具有(严格)凸性偏好结构下的一类交互式多目标决策方法,要求决策者提供较易的偏好性息,决策效能较好.     

Volatility return intervals analysis of the Japanese market

We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold q for the Japanese stock market using daily and intraday data sets. We find that the distribution of return intervals can be approximated by a scaling function that depends only on the ratio between the return interval τ and its mean 〈τ〉. We also find memory effects such that a large (or small) return interval follows a large (or small) interval by investigating the conditional distribution and mean return interval. The results are similar to previous studies of other markets and indicate that similar statistical features appear in different financial markets. We also compare our results between the period before and after the big crash at the end of 1989. We find that scaling and memory effects of the return intervals show similar features although the statistical properties of the returns are different.     

Workshop on "Quality Management in Analytical Chemical Research and Development"

 Maintaining a high quality of research and development (R&D) is fundamental for the competitiveness of European industry. The development of new technologies and the improvement of existing technologies, products, production processes, measurement instrumentation and methods as well as basic research is essential. The objective of the workshop on "Quality Management in Analytical Chemical Research and Development" was to bring together experts from the academic world, industrial and institutional laboratories and also accreditation bodies to discuss the actual state of the art in the field of quality management in R&D, and to set up milestones for further activities. Furthermore, an important objective was to present the EURACHEM/CITAC Guide 2. The paper outlines the programme of the workshop and summarises the round-table discussions and expert recommendations. Most of the contributions to the round-table discussions will be published as full papers in a forthcoming issue of Accreditation and Quality Assurance. The workshop was organised by the Institut für Chemo- und Biosensorik (ICB), Münster, with the financial support of the SMT-Programme of the European Commission (Contract No.: SMT4-CT98-6534).     

A combination of accreditation and certification in an evolving process at EMPA: A management system to meet ISO 9001, ISO 14001 and EN 45001

 The Swiss Federal Laboratories for Materials Testing and Research (EMPA) have established a quality assurance system based on EN 45001 which meets the requirements for accreditation of all EMPA's testing activities. As testing is only a part of EMPA's range of activities, and is performed in decentralised departments, the system does not satisfy the management needs. The fundamental reorganisation of EMPA's St. Gallen site was used as an opportunity to implement an overall process-oriented management system which also included quality and the needs for accreditation. Later, an environmental management system was added and then certified for ISO 9001 and 14001. The system consists of a "Management Manual" for the St. Gallen site and a customised "Quality Manual" for each department. One of the key elements is a comprehensive review and planning procedure covering all business aspects.     

论经理人员工作效益的滞后性

效益滞后是经理人员工作的基本性质，文章以信息经济学为理论基础，并采用信息论的方法对经理人员工作效益滞后性的内在原因和机制进行了深入的探讨，然后用控制论的方法对决策滞后系统建模，并作进一步分析。     

A multi-objective optimization model for aquifer management under transient and steady-state conditions

A multiple objective waste-disposal model is developed and analysed. The model is a modification of the single objective waste-disposal model of Alley, Aguado and Remson. The solution structure is obtained using the method of constraints so that dual variables (shadow prices) are available with the solutions.     

A Crop Planning Problem with Fuzzy Random Profit Coefficients

The main purpose of this paper is to present a crop planning problem for agricultural management under uncertainty. It is significant that agricultural managers assign their limited farmlands to cultivation of which crops in a season. This planning is called the crop planning problem and influences their incomes for the season. Usually, the crop planning problem is formulated as a linear programming problem. But there are many uncertain factors in agricultural problems, so future profits for crops are not certain values. A linear programming model with constant profit coefficients may not reflect the environment of decision making properly. Therefore, we propose a model of crop planning with fuzzy profit coefficients, and an effective solution procedure for the model. Furthermore, we extend this fuzzy model, setting the profit coefficients as discrete randomized fuzzy numbers. We show concrete optimal solutions for each models.     

瓶罐玻璃行业企业绩效评价

笔者依据所能获得的资料———《瓶罐玻璃行业企业经济信息汇编》[6],建立了一套经济实用的瓶罐玻璃行业企业绩效评价指标体系;提供了一种科学评价方法和计算机化的评价技术;能适时地对该行业内各企业绩效进行评价和比较分析;及时获得各企业在全行业内竞争位次;及时发现影响企业绩效的主要因素;为高层管理者制定和调整企业管理决策提供了参考依据。     

“调配问题”的动态规划模型与计算

本给出了调配问题的动态规划模型与计算,该表征更具一般化,且便于计算机计算。     

Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty

A dynamic (multi-stage) stochastic programming model for the weekly cost-optimal generation of electric power in a hydro-thermal generation system under uncertain demand (or load) is developed. The model involves a large number of mixed-integer (stochastic) decision variables and constraints linking time periods and operating power units. A stochastic Lagrangian relaxation scheme is designed by assigning (stochastic) multipliers to all constraints coupling power units. It is assumed that the stochastic load process is given (or approximated) by a finite number of realizations (scenarios) in scenario tree form. Solving the dual by a bundle subgradient method leads to a successive decomposition into stochastic single (thermal or hydro) unit subproblems. The stochastic thermal and hydro subproblems are solved by a stochastic dynamic programming technique and by a specific descent algorithm, respectively. A Lagrangian heuristics that provides approximate solutions for the first stage (primal) decisions starting from the optimal (stochastic) multipliers is developed. Numerical results are presented for realistic data from a German power utility and for numbers of scenarios ranging from 5 to 100 and a time horizon of 168 hours. The sizes of the corresponding optimization problems go up to 200000 binary and 350000 continuous variables, and more than 500000 constraints.