考虑预付定金和退货的SMPEs产品定价与优化策略

借鉴中小制造型企业(SMPEs)在线渠道预售模式,考虑市场中存在预付订金和不预付订金的顾客,并将其退货情况引入到生产商利润表达式中,构建确定性和随机性市场需求下的SMPEs产品销售利润最大化模型,推导生产商产品最优定价的解析解;对比两种销售模式的利润,得到了生产商选择不同销售策略的条件。进一步考虑预付定金的产品数量、预交定金比例、退货数量是关于价格折扣敏感的情况,采用拉格朗日乘子法对生产商产品定价及优化问题进行研究,分析求得生产商销售策略(产品定价和价格折扣)的近似最优解。最后,通过数值算例对研究结论进行了验证并给出经济学解释。     

On fail‐safe systems under random shocks

In practical situations, systems often suffer shocks from external stressing environments, stressing the system at random. These random shocks may have non‐ignorable effects on the system's reliability. In this paper, we provide sufficient (and necessary) conditions on components' lifetimes and their surviving probabilities from random shocks for comparing the lifetimes of two fail‐safe systems by means of the usual stochastic, hazard rate, and likelihood ratio orderings. Numerical examples are presented to highlight these theoretical results as well.     

专业零售商与厂家直售商的多渠道供应价格博弈的混沌动力学研究

在零售市场,专业零售商与厂家直售商的价格竞争日益突起,再次背景下构建了专业零售商和厂家直售商组成的多渠道供应链价格博弈模型。利用管理学、经济学以及混沌动力学有关理论,对多渠道供应链中各渠道间长期价格博弈的动态演化过程进行理论验证和数据仿真,研究了专业零售商和厂家直售商的价格决策变量的变化给市场带来的影响。研究表明,双方价格决策变量的不断增加,市场从稳定进入混沌无序状态。采用调整参数可以对混沌进行有效的控制,研究结果具有较好的理论和实际应用价值。     

An EOQ model for perishable products with discounted selling price and stock dependent demand

A single item economic order quantity model is considered in which the demand is stock dependent. After a certain time the product starts to deteriorate and due to visualization effect and other aspects of deterioration the demand becomes constant. In that situation a discount on selling price provides significant increment in demand rate. In this paper we investigate how much discount on selling price may be given during deterioration to maximize the profit per unit time and whether a pre-deterioration discount affects the unit profit or not. A mathematical model is developed incorporating both pre- and post deterioration discounts on unit selling price, where analytical results reveal some important characteristics of discount structure. A numerical example is presented and sensitivity analysis of the model is carried out.     

Heavy-tails and regime-switching in electricity prices

In this paper we first analyze the stylized facts of electricity prices, in particular, the extreme volatility and price spikes which lead to heavy-tailed distributions of price changes. Then we calibrate Markov regime-switching (MRS) models with heavy-tailed components and show that they adequately address the aforementioned characteristics. Contrary to the common belief that electricity price models ‘should be built on log-prices’, we find evidence that modeling the prices themselves is more beneficial and methodologically sound, at least in case of MRS models.     

The traveling purchaser problem with stochastic prices: Exact and approximate algorithms

The paper formulates an extension of the traveling purchaser problem where multiple types of commodities are sold at spatially distributed locations with stochastic prices (each following a known probability distribution). A purchaser’s goal is to find the optimal routing and purchasing strategies that minimize the expected total travel and purchasing costs needed to purchase one unit of each commodity. The purchaser reveals the actual commodity price at a seller upon arrival, and then either purchases the commodity at the offered price, or rejects the price and visits a next seller. In this paper, we propose an exact solution algorithm based on dynamic programming, an iterative approximate algorithm that yields bounds for the minimum total expected cost, and a greedy heuristic for fast solutions to large-scale applications. We analyze the characteristics of the problem and test the computational performance of the proposed algorithms. The numerical results show that the approximate and heuristic algorithms yield near-optimum strategies and very good estimates of the minimum total cost.     

The pricing and optimal strategies of callable warrants

In this paper, we introduce a valuation model of callable warrants under a setting of the optimal stopping problem between the holder (investor) and the issuer (firm). A warrant is the right to purchase new shares at a predetermined price. When the new stocks are issued, the value of the stock is diluted. We consider the model taking the dilution into account. After identifying optimal policies for the issuer and the investor, we explore the analytical properties of the optimal exercise and call boundaries for the holder and the issuer, respectively. Furthermore, the value of such a callable warrant and the optimal critical prices are examined numerically using the binomial method.     

物价、利率与收入对居民消费需求影响研究——基于时变参数状态空间模型

运用时变参数状态空间模型对我国改革开放三十年来物价、利率与收入对农村和城镇居民消费需求影响的动态特征进行了研究。发现物价、收入对农村和城镇居民的消费需求弹性不同,农村消费需求受收入影响较大,而城市居民消费需求受物价影响较大;利率对农村和城镇居民消费需求影响不显著,利率机制目前还不是调解中国消费需求的理想工具。在此基础上给出了相应的政策建议。     

制冷装置增加夜间运行时间的性能分析

介绍了福建省目前的分时电价政策.基于冷库实例,模拟计算了制冷装置增加夜间运行时间,采用不同蓄冷运行方案的运行费用.结果显示,理想条件下冷库的运行电费可节省47.3%以上,现场调研的某冷库运行电费可减少约31%.根据气象台的逐时气象数据统计,厦门市夜间湿球温度下降1.2～1.8℃.计算表明,制冷装置夜间运行的COP因此比...     

面向时间敏感型顾客的服务系统速率-成本决策模型

针对一类客户资源集中、时间敏感性强、质量要求高的服务系统决策问题,建立M/M/1排队模型,分析稳定状态下顾客参与服务系统的均衡到达率、服务价格之间的关系以及服务商最优速率.结果表明:服务速率与顾客单位时间等待成本无关,而均衡到达率和服务价格均与顾客单位等待成本呈负相关;当基准服务质量达到一定水平时,企业要提高利润就要追加投资,降低顾客等待效用,提高顾客满意度.