Integrated inventory models considering permissible delay in payment and variant pricing strategy

The allocation of cost savings is very important for the success of the joint relationship between the buyer and vendor in supply chain management. This paper develops integrated models with permissible delay in payments for determining the optimal replenishment time interval and replenishment frequency. In addition, the variant pricing strategy is employed to obtain both sides’ cost savings in order to entice buyers to join long-term cooperative relationships. A simple solution algorithm is presented to allocate the cost savings in the integration model, and a numerical example is used to demonstrate the feasibility of the proposed integration models.     

关于拓扑对策中的I2(κ)(∈)I(κ)问题

证明了如果空间类K为D-空间类或闭遗传不可约空间类,则I（K）包含K.这一结果对于K为D空间类和闭遗传不可约空间类,肯定地回答了I（K）是否包含I^2（K）问题.     

Complex adaptive systems and game theory: An unlikely union

A Complex Adaptive System is a collection of autonomous, heterogeneous agents, whose behavior is defined with a limited number of rules. A Game Theory is a mathematical construct that assumes a small number of rational players who have a limited number of actions or strategies available to them. The CAS method has the potential to alleviate some of the shortcomings of GT. On the other hand, CAS researchers are always looking for a realistic way to define interactions among agents. GT offers an attractive option for defining the rules of such interactions in a way that is both potentially consistent with observed real‐world behavior and subject to mathematical interpretation. This article reports on the results of an effort to build a CAS system that utilizes GT for determining the actions of individual agents. © 2009 Wiley Periodicals, Inc. Complexity, 16,24–42, 2010     

Feature-driven Cartesian adaptive mesh refinement for vortex-dominated flows

We develop locally normalized feature-detection methods to guide the adaptive mesh refinement (AMR) process for Cartesian grid systems to improve the resolution of vortical features in aerodynamic wakes. The methods include: the Q-criterion [1], the λ₂ method [2], the λ_ci method [3], and the λ₊ method [4]. Specific attention is given to automate the feature identification process by applying a local normalization based upon the shear-strain rate so that they can be applied to a wide range of flow-fields without the need for user intervention. To validate the methods, we assess tagging efficiency and accuracy using a series of static vortex-dominated flow-fields, and use the methods to drive the AMR process for several theoretical and practical simulations. We demonstrate that the adaptive solutions provide comparable accuracy to solutions obtained on uniformly refined meshes at a fraction of the computational cost. Overall, the normalized feature detection methods are shown to be effective in driving the AMR process in an automated and efficient manner.     

激光剥蚀-电感耦合等离子体质谱:双外标结合基体归一定量校准策略

定量校准策略是激光剥蚀电感耦合等离子体质谱(AICP-MS)分析技术的重要组成部分,直接影响分析数据的质量.本研究评估了现有玻璃标准物质定值不确定度的相对大小,并探究了NIST、MPI-DING和USGS系列玻璃标准物质之间的基体效应.结果表明,NIST610的定值不确定度优于其它玻璃标准物质,在本实验条件下,NIST、MPI-DING和USGS系列玻璃标准物质之间的基体效应可忽略不计.在此基础上提出了双外标结合基体归一定量校准策略,外标分别为NIST610和StHs6/80-G.此策略克服了由于NIST610主量成分与地质样品差别大而造成的主量元素准确度差以及StHs6/80-G中某些微量元素含量低、定值不确定度较大等缺点.对比采用3种定量校准策略(单外标NSIT610基体归一法、单外标StHs6/80G基体归一法和双外标基体归一法)校准的ML3B-G数据可知,双外标基体归一法有效避免了单外标基体归一法的不足,并提高了分析数据的准确度.采用双外标结合基体归一定量校准策略校准了BCR-2G、CGSG-2和KL-2G中的主量元素和微量元素.结果表明,绝大多数分析数据在定值不确定度范围内,验证了此校准策略的实用性.同时,本研究得到的主量微量元素数据进一步补充了BCR-2G、CGSG-2和KL-2G的定值数据库.     

关于拓扑对策中的I~2(K)I(K)问题

证明了如果空间类κ为D-空间类或闭遗传不可约空间类,则I(κ)(∈)κ.这一结果对于κ为D空间类和闭遗传不可约空间类,肯定地回答了I(κ)是否包含I2(κ)问题.     

Obtaining the dividends-penalty identities by interpretation

The dividends-penalty identity is a relation between three functions: the discounted penalty function without dividends, the discounted penalty function if a barrier dividend strategy is applied, and the expected discounted dividends until ruin. The classical model of risk theory is modified in that the deterministic premiums are replaced by a compound Poisson process with exponential jumps. In this model, the dividends-penalty identity is new and can be derived by interpretation. Then the dividends-penalty identity in the classical model is obtained as a limit.     

Initial guess by improved population-based intelligent algorithms for large inter-frame deformation measurement using digital image correlation

Digital image correlation (DIC) has received a widespread research and application in experimental mechanics. In DIC, the performance of subpixel registration algorithm (e.g., Newton-Raphson method, quasi-Newton method) relies heavily on the initial guess of deformation. In the case of small inter-frame deformation, the initial guess could be found by simple search scheme, the coarse-fine search for instance. While for large inter-frame deformation, it is difficult for simple search scheme to robustly estimate displacement parameters and deformation parameters simultaneously with low computational cost. In this paper, we proposed three improving strategies, i.e. Q-stage evolutionary strategy (T), parameter control strategy (C) and space expanding strategy (E), and then combined them into three population-based intelligent algorithms (PIAs), i.e. genetic algorithm (GA), differential evolution (DE) and particle swarm optimization (PSO), and finally derived eighteen different algorithms to calculate the initial guess for qN. The eighteen algorithms were compared in three sets of experiments including large rigid body translation, finite uniaxial strain and large rigid body rotation, and the results showed the effectiveness of proposed improving strategies. Among all compared algorithms, DE-TCE is the best which is robust, convenient and efficient for large inter-frame deformation measurement.     

Exponential utility maximization for an insurer with time-inconsistent preferences

This paper studies the optimal consumption–investment–reinsurance problem for an insurer with a general discount function and exponential utility function in a non-Markovian model. The appreciation rate and volatility of the stock, the premium rate and volatility of the risk process of the insurer are assumed to be adapted stochastic processes, while the interest rate is assumed to be deterministic. The object is to maximize the utility of intertemporal consumption and terminal wealth. By the method of multi-person differential game, we show that the time-consistent equilibrium strategy and the corresponding equilibrium value function can be characterized by the unique solutions of a BSDE and an integral equation. Under appropriate conditions, we show that this integral equation admits a unique solution. Furthermore, we compare the time-consistent equilibrium strategies with the optimal strategy for exponential discount function, and with the strategies for naive insurers in two special cases.