碳交易机制下考虑竞争和信息非对称的供应链协调研究

本文在碳交易机制下,考虑制造商之间存在竞争且减排成本系数为低碳制造商私有信息的情况,分别构建信息完全对称和信息非对称情形下的供应链模型,对低碳制造商减排率和产品销售价格进行决策。通过引入由批发价和成本共担组成的联合契约,促使低碳制造商传递真实的减排成本信息,并通过算例对碳交易价格和减排成本系数等进行灵敏度分析。研究发现:引入联合契约能够使得信息非对称下的供应链利润基本达到集中决策水平;碳交易价格的增加会激励制造商积极减排、降低碳排放总量、提高供应链利润;低碳制造商减排成本系数的降低有助于减少碳排放量、增加产品市场需求、实现供应链利润增长。     

考虑联盟结构的联合采购合作剩余分配博弈分析

联合采购合作剩余分配本质是在最大联盟剩余值与最小期望分配值之间的谈判协商过程。当前联合采购合作剩余分配研究主要基于参与企业地位无差别假设,忽略了联盟结构对剩余分配具有明显影响。基于联盟形成的层次结构,研究论证了采购企业通过组建小联盟形式参与更大联盟的联合采购,可提升其在分配谈判中的话语权。通过算例分析表明,考虑联盟结构的联合采购合作剩余分配相对于不考虑联盟结构得到的分配方案更具公平性和合理性。     

基于联合估计法的债券信用利差期限结构拟合及应用

基于2016~2018年月度数据,通过独立估计的单曲线样条模型和SV 模型、联合估计的多曲线样条模型和SV模型拟合公司债信用利差期限结构,进而对模型拟合效果进行比较,讨论模型在宏观经济预测中的应用,得到以下结论:(1)拟合模型的函数形式是导致理论信用利差期限结构曲线翻折的原因。样条模型和SV模型拟合的信用利差曲线形状完全不同,且模型函数变动引起的误差变动大于曲线变动引起的误差变动。(2)联合估计模型可以修正独立估计模型的人为扭曲形式。多曲线模型的结果更接近实际信用利差,误差波动性明显减小,曲线更为平滑,且联合估计的多曲线样条模型优于独立估计的单曲线样条模型、独立估计的SV 模型和联合估计的SV模型。(3)公司债信用利差期限结构在一定程度上蕴含了市场对未来宏观经济的预期信息,且在短期内预测结果随先行期限延长而改善。因此,宏观经济政策制定者需关注信用利差和期限结构模型拟合研究,重视对信用利差期限结构的深度信息挖掘,从而提高中国宏观政策制定者调控手段的前瞻性和有效性。     

Down/up crossing properties of weighted Markov collision processes

This paper concentrates on considering the down/up crossing property of weighted Markov collision processes. The joint probability generating function of down crossing and up crossing numbers of weighted Markov collision processes until its extinction are obtained by constructing and studying a related multi-dimensional Markov chain. Hence, the joint probability distribution of down crossing and up crossing numbers and the mean numbers are obtained.     

动态联合库存的决策模型及算法

考虑生产商、销售商联合库存的动态优化问题,建立的随机需求下生产-销售运作系统的排队模型,得到了系统的稳态概率分布和队长分布.以成本最小化为目标,模型算法找到了最优的运作策略和机器使用数量.数值模拟的结果表明,依赖于指定机器数量的动态调整策略明显优于静态系统.     

Fe-B-Si非晶钎焊W/CLF-1接头组织和性能研究

通过电弧熔炼制备了Fe75B16.67Si8.33非晶合金,通过真空钎焊获得了钨/低活化钢接头.通过对钎焊接头表面形貌、微观组织、成分和力学性能的表征,发现在1250℃保温10min下所获得的钎焊接头界面无孔洞、裂纹等宏观缺陷,接头组织中生成了Fe固溶体、Fe3B和FeWB金属间化合物,拉伸强度高达450MPa.     

Using a pseudo-functionally graded interlayer in order to improve the static and dynamic behavior of wind turbine blade T-bolt root joints

The large wind turbines blades with multi-ton composite structures are mostly connected to the peach-bearings flanges using T-bolt joints which induce shear and bearing stress fields around the cross bolts. The significant differences between the modulus of elasticity of metallic bolts and composite surrounding materials cause stress concentration around interfaced zones and, also, limit the load capacity of the joints. In the present research, a pseudo functionally graded material (PFGM) as an interlayer is used around the cross bolts to examine the reduction of the stress concentration. Some radial variation of the mechanical properties would be considered for this interlayer. The finite element method is used to analyze the structures. Loadings are applied to the center of the cross bolts analogous to the real cases. Both the static and dynamic loadings are studied. For the finite element of the functionally graded material interlayer, a multilayer alternative material with constant properties in each layer is used. The results show that using an isotropic single layer with an average modulus of elasticity and specific thickness decreases the stress concentration of the composite part up to 47%. The various property models for the interlayer also show that an appropriated model can decrease the stress concentration up to 55%. Dynamic transient analyses would be implemented over the joint structure and improved considering to the practical cases. Using the PFGM interlayer decreases the constant and variable parts of the stresses up to 55% and also causes significant increasing of the joint fatigue life.     

基于符号分析的极大联合熵延迟时间求取方法

本文通过符号分析法求取联合熵的极大值点, 进而得到相空间重构的最佳延迟时间, 通过对几个典型的混沌系统进行数值仿真试验, 结果表明, 该方法简化了计算, 提高了效率, 能够准确快速地获得最佳延迟时间, 从而有效地重构原系统的相空间, 为混沌信号识别提供一种快速有效的途径. 关键词： 相空间重构 延迟时间 联合熵 符号分析     

Some Finite Time Ruin Problems in Markov-Modulated Risk Model

This paper studies the distribution of finite-time ruin quantities. It gives the probability mass function of finite time number of claims, and find the distribution function of aggregate claims by using discretise method and compared with exact distribution function, which shows that the approximation works very well. In addition, by applying decomposition for density function, it gives the explicit expression for joint density of ruin time and deficit at ruin.