联邦滤波器理论研究

应用矩阵理论和信息分配原理导出集中卡尔曼滤波、分散化滤波和联邦滤波之间的等价关系，证明联邦滤波器的全局滤波精度和集中卡尔曼滤波的滤波精度相同，并用信号流程图直观清晰地说明联邦滤波比分散化滤波结构更简单，计算量小。提出一种动态最优信息分配系数确定的方法，该方法使联邦滤波局部滤波器的设计也成为最优，并从理论上证明其具有最高的软故障检测灵敏度。     

下承式梁拱组合桥梁的梁拱协作机理研究

文章将外部静定、内部高次超静定的梁拱组合桥梁分解成梁拱闭合体和吊杆两种构件,并且将吊杆力假定为膜张力,求解出了梁拱组合桥梁在均布荷载作用下拱肋分担的荷载大小及其修正系数,明确了其传力途径,定量地求出了梁拱分担的荷载比例,拱梁的拉压力偶矩大小以及梁拱截面的弯矩,并讨论了拱梁荷载比、弯矩比的影响因素及其关系,完整地揭示了下承式梁拱组合桥梁的梁拱协作机理.     

The impact of sharing customer returns information in a supply chain with and without a buyback policy

In this paper, we examine a single period problem in a supply chain in which a Stackelberg manufacturer supplies a product to a retailer who faces customer returns and demand uncertainty. We show that the manufacturer incurs a significant profit loss with and without a buyback policy if it fails to account for customer returns in the wholesale price decision. Under the assumption that the retailer is better informed than the manufacturer on customer returns information, we show that without a buyback policy, the retailer prefers not to share if the manufacturer overestimates while it prefers to share customer returns information if the manufacturer underestimates this information. If the manufacturer offers a buyback policy, we have the opposite results. We also discuss incentives to share the customer returns information and some of the issues that are raised in sharing this information.     

Marketing-driven channel coordination with revenue-sharing contracts under price promotion to end-customers

This paper explores the equilibrium behavior of a basic supplier-retailer distribution channel with and without revenue-sharing contracts under price promotion to end-customers. Three types of promotional demand patterns characterized by different features of dynamic price sensitivity are considered to rationalize price promotional effects on end-customer demands. Under such a retail price promotion scheme, this work develops a basic model to investigate decentralized channel members’ equilibrium decisions in pricing and logistics operations using a two-stage Stackelberg game approach. Extending from the basic model, this work further derives the equilibrium solutions of the dyadic members under channel coordination with revenue-sharing contracts. Analytical results show that under certain conditions both the supplier and retailer can gain more profits through revenue-sharing contracts by means of appropriate promotional pricing strategies. Moreover, the supplier should provide additional economic incentives to the retailer. Furthermore, a counter-profit revenue-sharing chain effect is found in the illustrative examples. Such a phenomenon infers that the more the retailer requests to share from a unit of sale the more it may lose under the revenue-sharing supply chain coordination scheme.     

Forensic examination of ink by high-performance thin layer chromatography--the United States Secret Service Digital Ink Library

Forensic examinations of ink have been performed since the beginning of the 20th century. Since the 1960s, the International Ink Library, maintained by the United States Secret Service, has supported those analyses. Until 2009, the search and identification of inks were essentially performed manually. This paper describes the results of a project designed to improve ink samples' analytical and search processes. The project focused on the development of improved standardization procedures to ensure the best possible reproducibility between analyses run on different HPTLC plates. The successful implementation of this new calibration method enabled the development of mathematical algorithms and of a software package to complement the existing ink library.     

第三方负责回收的Dowrside-Risk闭环供应链协调性研究

以风险中性制造商、第三方物流服务商和具有下行风险特性的销售商组成的闭环供应链系统为背景,证明了在Downside-Risk约束下收益费用共享契约不能使闭环供应链协调.通过将补偿策略附加到该契约,设计了风险共享契约,既能满足下行风险约束,又保证供应链参与方利润均有增量,实现了Downside-Risk约束下闭环供应链的协调.最后通过应用算例说明了风险共享契约的有效性和可行性.     

Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan

A continuous time stochastic model is used to study a hybrid pension plan, where both the contribution and benefit levels are adjusted depending on the performance of the plan, with risk sharing between different generations. The pension fund is invested in a risk-free asset and multiple risky assets. The objective is to seek an optimal investment strategy and optimal risk-sharing arrangements for plan trustees and participants so that this proposed hybrid pension system provides adequate and stable income to retirees while adjusting contributions effectively, as well as keeping its sustainability in the long run. These goals are achieved by minimizing the expected discount disutility of intermediate adjustment for both benefits and contributions and that of terminal wealth in finite time horizon. Using the stochastic optimal control approach, closed-form solutions are derived under quadratic loss function and exponential loss function. Numerical analysis is presented to illustrate the sensitivity of the optimal strategies to parameters of the financial market and how the optimal benefit changes with respect to different risk aversions. Through numerical analysis, we find that the optimal strategies do adjust the contributions and retirement benefits according to fund performance and model objectives so the intergenerational risk sharing seem effectively achieved for this collective hybrid pension plan.     

考虑RFID应用的资金约束供应链订购决策研究

RFID技术的应用在有效降低商品库存损耗率的同时,也增加了供应链企业的运营成本,尤其是具有资金压力的供应链中小企业。在零售商具有资金约束的二级供应链下分析RFID技术的应用对资金约束供应链绩效的影响,通过构建贸易信贷下基于批发价合同的Stackelberg博弈模型,对比采用RFID前后资金约束供应链成员的均衡决策及期望收益,探讨了该供应链采用RFID的必要条件。结果显示当RFID标签成本低于某个阈值,或RFID库存损耗恢复率高于某个阈值时,供应链成员会选择采用RFID。此外,当RFID单位标签成本或零售商标签成本分摊系数较低,或RFID库存损耗恢复率较高时,制造商会提供比不采用RFID时更高的批发价;在采用RFID的条件下,零售商订购数量低于不采用RFID时的数量。通过设计收益分享契约实现了采用RFID时资金约束供应链的协调。     

基于收益共享机制的干支线衔接运输联合定价模型

在班轮运输网络中,支线运输与干线运输具有互补性,干线承运人与支线承运人之间的合作能够为托运人提供更高的便利度和更完善的运输服务。本文在考虑可替代运输路径之间竞争关系的基础上,研究干支线衔接路径的定价问题,在运输链纵向一体化和分散化两种结构下,构建Bertrand博弈模型研究上下游承运人的均衡运价。同时,设计合理的收益共享机制,使承运人在分散结构的运输系统中仍能实现运输链的协调。     

基于降低失效停放区比率的共享单车系统稳定性研究

共享单车失效停放区使得用户无法取车或还车,影响共享单车系统运营稳定性。本文基于排队论与马尔科夫链构建了共享单车系统稳定状态平均场方程组并求解稳态解,发现停放区交互作用使得失效停放区对相邻停放区产生需求溢出效应,增加系统失效停放区比率,影响系统运营稳定性。本文以降低系统失效停放区比率目标,引入(M,S)交互策略,调节失效停放区对相邻停放区的交互作用程度。进一步,以算例分析比较相同类型与不同类型停放区交互作用、(M,S)交互策略下共享单车系统的失效停放区比率。结果表明(M,S)交互策略能够有效降低失效停放区比率,提高系统运营稳定性。本研究为共享单车企业运营稳定性决策提供了有价值的参考。