考虑货架存放期的经济批量排产问题的求解

在化工、造纸、制药、钢铁等工业生产中，一台设备或一条生产线可以生产多种产品的情况很常见。在生产中，如何安排各类产品的生产顺序以及生产数量显得十分重要。这类问题通常称作经济批量排产问题，这类问题是生产库存中的经典问题。本文研究的经济批量排产问题考虑了产品货架存放期因素，针对以往研究的不足，本文提出用批量变动方法求解该类问题，由计算结果显示，按照这种排产方法花费的成本要低于其他两种经济批量排产问题常用的方法。     

考虑货架存放期的经济批量排产问题的改良算法

经济批量排产问题是关于在单一设备上协调地、周期性地生产多种产品的问题.其解要求在生产准备与库存总成本最小的条件下,决定 I 种产品的生产序列.本文研究的经济批量排产问题考虑了产品货架存放期因素.指出了Dobson算法的不足,并提出了求解该问题的新算法(改进的装箱算法),新算法不仅以生产次数最大的产品为基础进行装箱,而且进一步以生产次数略低的产品为基础进行装箱.排产时,先按生产次数降序进行装箱,再按单次生产时间与生产准备时间之和降序装箱.计算结果显示,本算法结果更优.     

On the Optimality of an Equal Life Policy for Equipment Subject to Technological Improvement

The equipment replacement model with equal replacement intervals has been studied by a number of authors. When new equipment is identical to old equipment, it has been proved that an optimum policy involves replacement at equal intervals (the equal life assumption). However, when equipment is subject to technological change, no such proof exists.Since almost all equipment is subject to technological improvement over time, and since the assumption of equal lives vastly simplifies the analysis, such a proof is highly desirable. In the absence of a proof, authors have attempted to justify the equal life assumption as a good approximation to a correct solution. For example, Smith argues that the process of discounting makes future replacements less important and with gradual technological improvement an equal life policy is close to optimum. This paper shows that under the definition of technological change employed by most authors working on equipment replacement problems, it is unnecessary to assume that an equal life policy is optimum, rather the optimality of such a policy can be proven.     

时变Copula下我国寿险公司投资市场风险经济资本测度

随着保险资金投资渠道的放宽,保险公司对于自身资金运用方面的管理显得日益重要,基于此,选取了国债和政府机构债券、企业债、证券投资基金以及股票这四种资产作为研究对象,将收益率低于同期银行存款利率的情形视为损失,结合样本数据进行了经济资本的测度分析.通过对比以往学者的研究,选定了用GARCH-偏正态分布进行收益率的拟合,并运用时变Copula函数进行风险相关性的测量,计算出了不同置信度下,寿险公司投资市场风险的经济资本.结果显示,时变Copula比常数Copula在风险相关性度量方面表现更好.     

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本文讨论了相互独立且寿命服从单参数 指数分布的两产品在定时截尾寿命试验中的平均寿命比估计, 并给出了该估计量的渐近正态性和置信区间. 如果某一种(或某一类)产品与另一种(或某一类)产品平均寿命比率显著大于1, 那么该种产品就具有耐用优势, 这在投资决策中有重大意义. 通过数值模拟还进一步验证了该比估计量和估计方法的有效性.     

地区经济发展的不平衡与经济增长

本文用两部门内生增长模型分析了在地区经济发展不平衡的情况下 ,经济发展的长期趋势 .在这个模型中 ,假定物质资本和人力资本可以不受限制的自由流动 ,技术是外生给定的 .研究发现 ,地区差别使发达地区的经济发展更快 ,落后地区的经济发展更慢 ;发达地区将有更高的均衡利率 .最后 ,文章给出了具体的政策建议 ,并对某些政策给予了评价 .     

Equipment reliability and maintenance

The review paper addresses two main topics; (i) identifying procedures presently in use or being developed for assessing or predicting the reliability of equipment, and (ii) identifying OR practices that can improve equipment reliability through objectively determined maintenance practices.As background to these topics, basic statistical concepts are identified and the importance of the Weibull distribution in reliability and maintenance studies is justified.     

关于2000-2003新生命表出台对寿险业的影响分析

随着2000-2003新生命表的出台, 寿险业对生命表的关注程度日益加强, 本文第一部分介绍了研究背景, 第二部分对死亡效力(mortality force)进行模拟, 并进行了可靠性检验. 第三部分结合中国人寿保险业1990-1993生命表、2000-2003生命表, 给出了时间推移下同年龄死亡效力之间的关系. 基于此, 引入了布朗运动的随机变量, 将死亡效力随机化, 并进行模拟, 优化了可靠性检验结果.第四部分预测了生命表改善对年金保险(annuity)净费率的影响, 分析了延期承保的费率影响趋势, 指出了长寿风险. 最后给出了相关评价及未来预测思路.     

An Equipment Replacement Problem

This paper describes a study undertaken to develop a model for the replacement of a particular type of machine. The dominant operating costs are identified, and existing replacement models reviewed. One of the most important factors is the cost of production stoppages which can sometimes result from the breakdown of these machines. In order to predict the effects of this in terms of the machines' age, a simulation model is developed.The results from the replacement model are investigated in terms of their sensitivity to the variability in the estimates of the parameters required by the model. In particular some interesting results relating the method used for calculating the resale values and the optimal replacement interval are presented.     

Phasing out Capital Equipment

A new formulation is proposed for the problem of the optimal phasing out over some time period of a group of similar items of capital equipment. The possibility of hiring items from an external source is explicitly considered, as are policy constraints which restrict the minimum number of items which may be held at any time. Initially formulated as an integer program, the problem is transformed to the familiar transportation form of linear programming.     

Life and Decay

The high cost of maintenance encourages managers to ‘optimize’their maintenance schemes. A facet of the ‘optimizing’performance is being able to predict more precisely the timeto failure of components and equipment. In many cases, failureresults from degradation. Modelling the degradation processis likely to give rise to better prediction of failure times.There has been a variety of approaches to the modelling, andmore recent authors have considered the issues of estimationThis paper reviews some of the models used, and the criteriafor selecting models, and considers some of the practical issues.The maintenance context of the modelling is also considered.     

Erratum: Quality of Life

Journal of the Operational Research Society -     

Economic dynamics

A literature survey focusing on the dynamic aspects of von Neumann and Ramsey deterministic many-commodity models. The main emphasis is on topics related to the existence, characterization, and asymptotics of various classes of paths.Translated from Itogi Nauki i Tekhniki, Seriya Sovremennye Problemy Matematiki, Vol. 19, pp. 59–110, 1982.