技术进步效率测度模型的构建及应用

技术进步是影响经济增长的决定性因素,因此,技术进步的测度成为一个重要的研究问题。然而,技术进步的测度到目前为止还没有统一和令人信服的方法。本文使用DEA方法,基于理想生产前沿面构建了技术进步效率测度模型。技术进步效率测度模型是技术进步度量的一种新方法,是一个相对量的测量,规避了技术进步总量测算模型的一些缺陷。将模型用于测算我国1999～2008年的技术进步效率,测算结果表明我国大多数地区技术进步效率呈逐年上升的趋势,经济产出较高而同时消耗了较低资源投入的省份具有较高的技术进步效率。这说明低消耗的技术进步才是有效的,能够有效支撑经济的可持续发展。     

基于Stackelberg模型下边际成本变化对技术创新的影响

基于零售商Stackelberg博弈,采用逆序归纳法,分析了技术创新后边际成本变化率与企业利润的关系,从而探讨了企业如何根据边际成本变化率选择技术创新策略的问题。从技术创新导致产品边际成本变化角度出发,建立了三阶段博弈模型。博弈第1阶段是企业判断技术创新后边际成本增加的可行范围;第2阶段是企业技术创新后对产品分销价格的决策;第3阶段是零售商在产品市场上进行竞争决定产量。结果显示,没有任何产能约束时,企业更愿意选择低成本创新,当边际成本增加超过30%时,由于成本过高得不到更大利润,企业宁愿选择不创新。     

The average shadow price for MILPs with integral resource availability and its relationship to the marginal unit shadow price

The economic significance of the average shadow price for integer and mixed integer linear programming (MILP) problems has been established by researchers [Kim and Cho, Eur. J. Operat. Res. 37 (1988) 328; Crema Eur. J. Operat. Res. 85 (1995) 625]. In this paper we introduce a valid shadow price (ASPIRA) for integer programs where the right-hand side resource availability can only be varied in discrete steps. We also introduce the concept of marginal unit shadow price (MUSP). We show that for integer programs, a sufficient condition for the marginal unit shadow price to equal the average shadow price is that the Law of Diminishing Returns should hold. The polyhedral structures that will guarantee this equivalence have been explored. Identification of the problem classes for which the equivalence holds complements the existing procedure for determining shadow price for such integer programs. The concepts of ASPIRA and MUSP introduced in this paper can play a vital role in resource acquisition plans and in defining efficient market clearing prices in the presence of indivisibilities.     

DEPLETION COST EFFECTS,USER COSTS AND INTERTEMPORAL SUPPLIES OF A NONRENEWABLE RESOURCE

Most resource economists would likely agree that the price-cost circumstances of a nonrenewable resource are critical for determining efficient allocations and that constrained resource availability is largely a convenient artifice. In this paper a resource-unconstrained optimizing model exhibiting rising marginal costs is formulated and solved to elucidate concepts of allocational efficiency. User costs are highlighted, and the results employed to probe several interpretations of user cost by the National Energy Board of Canada. One of these, long employed in the cost-benefit analysis of many billions of dollars of prospective gas exports, is shown to be conceptually flawed.     

THE COSTATE VARIABLE IN NATURAL RESOURCE OPTIMAL CONTROL PROBLEMS

ABSTRACT. In this paper we discuss the role of the costate variable (shadow value) for the resource stock in both nonrenewable and renewable resource problems. We separate the information in this variable into a scarcity and a cost effect. The scarcity effect is the portion of the shadow value that is due just to the scarcity of the resource relative to its demand, while the cost effect is a measure of the impact of the marginal unit upon future extraction costs. It is shown that in the nonrenewable resource, mining, problem both can exist simultaneously, but in the renewable resource, fisheries, model the two effects are mutually exclusive. In our analysis of the fisheries model we develop an expression for the time path of the marginal unit of fish stock. We do this using the theorem of Continuous Dependence on Initial Conditions. This result is then used to generate the conclusion that g(x) is the biological own rate of interest, where g(x) is the growth function for the resource stock, x.     

循环效应及其在能源消耗与经济增长关系中的实证分析

一些变量相互影响,在相互作用过程中可能形成循环效应,已有研究表明能源消耗与经济增长呈正相关或存在双向因果关系;现做进一步深入研究,目的是研究能源消耗与经济增长之间的相互作用路径,即循环效应.包括技术进步在此循环过程中的中介效应,固定资产投资在此循环过程中的调节作用;采用二阶最小二乘(2LS)算法进行模型估计.采集1990-2012年数据,进行循环过程中的中介效应检验和有中介的调节效应检验.实证表明能源消耗和经济增长之间存在循环效应,技术进步在能源消耗和经济增长之间起循环的中介作用;固定资产投资在能源消耗引起经济增长过程中的调节作用部分地通过技术进步发挥作用,在经济增长引起能源消耗过程中的调节作用完全地通过技术进步发挥作用.     

Solving the capacitated lot-sizing problem with backorder consideration

In this research, we formulate and solve a type of the capacitated lot-sizing problem. We present a general model for the lot-sizing problem with backorder options, that can take into consideration various types of production capacities such as regular time, overtime and subcontracting. The objective is to determine lot sizes that will minimize the sum of setup costs, holding cost, backorder cost, regular time production costs, and overtime production costs, subject to resource constraints. Most existing formulations for the problem consider the special case of the problem where a single source of production capacity is considered. However, allowing for the use of alternate capacities such as overtime is quite common in many manufacturing settings. Hence, we provide a formulation that includes consideration of multiple sources of production capacity. We develop a heuristic based on the special structure of fixed charge transportation problem. The performance of our algorithm is evaluated by comparing the heuristic solution value to lower bound value. Extensive computational results are presented.     

DROUGHT RESILIENCE IN AGRICULTURE: THE ROLE OF TECHNOLOGICAL OPTIONS,LAND USE DYNAMICS,AND RISK PERCEPTION

Abstract Sustained droughts coupled with increasing pressure from urbanization severely test the ability of farmers to continue in agriculture. Understanding farmers' resilience to such pressures is increasingly becoming a significant policy concern. In this paper, a new measure of resilience to severe and sustained droughts in agriculture is derived as the ability to continue farming by saving and carrying forward water through the adoption of water efficient technology. In addition, the role of behavioral factors—such as subjective risk perception over the probability of droughts, of the probability of land getting urbanized, and of resistance to revising beliefs over water scarcity situation—in determining farmers' resilience to droughts is explored. Findings highlight the key role played by behavioral factors in influencing the decision to adopt when the economic factors, such as the price of water, do not capture the true opportunity costs of water. The range of available technological options is found to be crucial too, as marginal improvements in technology do not encourage adoption. An empirical application to the case of lettuce farming in Western Australia reveals that in the presence of speculative benefits from land rezoning, technological adoption is done only for enhancing profits in agriculture and not for improving resilience to droughts. Land rezoning possibilities may further distort technology adoption decisions, thereby, reducing resilience to droughts.     

THE DIFFUSION OF RESOURCE-QUALITY-AUGMENTING TECHNOLOGIES: OUTPUT SUPPLY AND INPUT DEMAND EFFECTS

This paper develops a model that shows that the adoption of a modern conservation technology is a gradual process in which dynamic patterns are determined by variation in resource quality among producers, improvements in equipment, and learning. The dynamics of technological changes are reflected in the cyclical patterns of production and resource use. A numerical example simulates adoption rates of modern irrigation technologies using California data and shows that rate of adoption is an S-shaped function of time and that water use and output are cyclical.     

The elastic generalized assignment problem

The generalized assignment problem (GAP) has been studied by numerous researchers over the past 30 years or so. Simply stated, one must find a minimum-cost assignment of tasks to agents such that each task is assigned to exactly one agent and such that each agent's resource capacity is honoured. The problem is known to be NP-hard. In this paper, we study the elastic generalized assignment problem (EGAP). The elastic version of GAP allows agent resource capacity to be violated at additional cost. Another version allows undertime costs to be assessed as well if an agent's resource capacity is not used to its full extent. The EGAP is also NP-hard. We describe a special-purpose branch-and-bound algorithm that utilizes linear programming cuts, feasible solution generators, Lagrangean relaxation and subgradient optimization. We present computational results on a large collection of randomly generated ‘hard’ problems with up to 4000 binary variables.     

基于熵权-集对分析的矿业城市土地资源承载力评价

针对矿产资源日益枯竭以及开采行为逐渐无序的现状,矿业城市土地资源承载力正在面临严峻挑战.研究以安徽省矿业城市铜陵市为例,从水土资源系统,社会经济系统和环境资源系统三个维度中选取15个指标构建评价指标体系.借助熵权法赋权,并利用集对分析法测度土地资源承载力状况,并用障碍度模型进行障碍因子诊断,结果表明:铜陵市土地资源承载...     

Product innovation with lumpy investment

The paper provides a framework that enables us to analyze the important topic of capital accumulation under technological progress. We describe an algorithm to solve Impulse Control problems, based on a (multipoint) boundary value problem approach. Investment takes place in lumps and we determine the optimal timing of technology adoptions as well as the size of the corresponding investments. Our numerical approach led to some guidelines for new technology investments. First, we find that investments are larger and occur in a later stadium when more of the old capital stock needs to be scrapped. Moreover, we obtain that the size of the firm’s investments increase when the technology produces more profitable products. We see that the firm in the beginning of the planning period adopts new technologies faster as time proceeds, but later on the opposite happens. Furthermore, we find that the firm does not invest such that marginal profit is zero, but instead marginal profit is negative.     

EXHAUSTIBLE RESOURCES,LEARNING, AND THE THEORY OF THE SECOND BEST

We formulate and characterize the solutions to optimal control models of social welfare maximization in a resource industry composed of two parts — conventional, with unit cost that increases with cumulative production, and backstop, whose unit cost decreases with cumulative production, due to learning. Since marginal cost pricing leads to losses in backstop operations, we consider three “second best” constraints that ensure non-negative profits. These constraints introduce distortions away from marginal cost pricing. Two constraints cause a discontinuous upward jump in price at the time of transition from conventional to backstop, and a supply side distortion-violation of cost minimization to meet demand.     

Cost minimization and the stochastic discount factor

It is shown that a cost function subject to internal costs of adjustment induces a stochastic discount factor (pricing kernel) that is a function of random output, input and output prices, existing capital stock, and investment. The only assumption on firm preferences is that they are increasing in current period consumption and future stochastic consumption. This ensures that the firm will always act to minimize current period cost of providing future consumption, and it is the first-order conditions for this cost minimization problem that generate the stochastic discount factor, which itself can be interpreted as the marginal variable cost of varying stochastic output. A cost-based pricing kernel is estimated using annual time-series data on macroeconomic variables and returns data for the S&P 500 and commercial paper.     

Paths to constrained Nash equilibria

We propose and analyze a primal-dual, infinitesimal method for locating Nash equilibria of constrained, non-cooperative games. The main object is a family of nonstandard Lagrangian functions, one for each player. With respect to these functions the algorithm yields separately, in differential form, directions of steepest-descent in all decision variables and steepest-ascent in all multipliers. For convergence we need marginal costs to be monotone and constraints to be convex inequalities. The method is largely decomposed and amenable for parallel computing. Other noteworthy features are: non-smooth data can be accommodated; no projection or optimization is needed as subroutines; multipliers converge monotonically upward; and, finally, the implementation amounts, in essence, only to numerical integration.     

WILDLIFE LOSSES IN KENYA: AN ANALYSIS OF CONSERVATION POLICY

ABSTRACT. Despite massive conservation efforts backed bysignificant international support, Kenya has lost some 44% of its large mammal fauna over the last 17 years. This catastrophic example of resource degradation stems from a mixture of policy, institutional and market failures. Policy failures include an over‐reliance on Command and Control (prohibition on consumptive use of wildlife, prohibition on use of resources within Protected Areas) without the ability to enforce compliance; subsidies to agricultural and livestock production which, by reducing marginal production costs to below social opportunitycosts, has caused the over‐conversion of rangelands to livestock and agricultural production at the expense of conservation objectives and values; and the establishment of tourism cartels which divert wildlife generated benefits awayfrom landowners. The fundamental institutional failure is the lack of property rights and use rights of landowners over wildlife. Fundamental market failures reflect the absence of financial incentives to landowners to conserve their wildlife resource, thus setting marginal depletion costs to zero, and competing production incentives. The Kenya Wildlife Service (KWS) is reintroducing financial incentives to landowners by permitting some consumptive use of wildlife, bymaking substantial direct grants to landowners and communities who support wildlife and bysidelining the tourism cartels and encouraging private sector tourism on private land. However, investment in conservation is still being hampered by the continuing prohibition of high value activities such as sport hunting, and by over regulation and vacillation. Furthermore, positive net benefits to landowners from wildlife operations are not in themselves adequate to guarantee economic incentives to conserve the resource. First, significant negative externalities are associated with wildlife in that they add greatly to the production costs of livestock and agriculture; second, opportunity costs (in terms of foregone benefits of development) of leaving land undeveloped for conservation are gradually increasing in response to growing populations, expanding markets and new agricultural technology; and third, some policies are having the perverse impacts of creating poverty traps. Wildlife conservation policy must accordingly be much wider in scope and use a much broader range of economic, financial and market instruments, possibly including differential land use taxes, conservation subsidies and easements, and lease back agreements. Simply creating positive net benefits from wildlife is not enough.     

Bounds on stochastic convex allocation problems

We consider a stochastic convex program arising in a certain resource allocation problem. The uncertainty is in the demand for a resource which is to be allocated among several competing activities under convex inventory holding and shortage costs. The problem is cast as a two–period stochastic convex program and we derive tight upper and lower bounds to the problem using marginal distributions of the demands, which may be stochastically dependent. It turns out that these bounds are tighter than the usual bounds in the literature which are based on limited moment information of the underlying random variables. Numerical examples illustrate the bounds.     

Non-parametric estimation of the cost of adequacy in education: the case of Dutch schools

Adequacy is defined in education as a minimum set of outcome standards. Schools that are unable to achieve these goals are not providing an adequate education. This failure could arise from insufficient spending on productive resources and/or inefficient use of existing resources. The purpose of this paper is to build on previous research to provide estimates of the cost of adequacy. We introduce a non-parametric measure of the cost of adequacy that controls for the socio-economic environment and resource prices. For illustrative purposes, we apply this model to analyse Dutch schools. Our results show that the costs of achieving the minimum standard of performance are very different for schools with different levels of environmental harshness. Furthermore, the additional costs of achieving a higher standard are much higher for schools with a harsh environment than for schools with a favourable environment.     

Marginal costs of undiscovered natural gas resources in the United States with possible application to world oil and gas resources

Summary The Mineral Resources Institute of the Colorado School of Mines is completing a project sponsored jointly by the Gas Research Institute and the Electric Power Research Institute to assess the cost of development of natural gas resources in the United States. The project has as its objective the development of a method and subsequent calculation of costs which might be anticipated in the discovery and development of the undiscovered natural gas resources of the nation. Costs are expressed in constant dollars and are intended to provide a measure of the relative costs which would be encountered in various, regions and at various depths. The project work was supported by the development of a model for calculation of full marginal costs of resource discovery and development by Operational Economics, Inc. This paper summarizes the data sources, methodology, and results of the analyses performed, as well as some interpretations of those results. Additionally, the paper includes some possible applications of the procedures and the models to the estimation of the costs of development of the oil resources of the United States and of the oil and gas resources of the world.     

带学习效应和资源依赖的单机排序模型

在工业生产中,随着员工操作技能的熟练程度的增加,对于相同的任务越往后加工,所花的时间将会减少。 同时,为了尽早完工,管理者也会考虑给加工工件分配一定量的额外资源来缩短工件加工时间。 本文基于以上实例,讨论了工件的实际加工时间既具有学习效应又依赖所分配资源的单机排序问题。 在问题中,假设工件的学习效应是之前已加工工件正常加工时间和的指数函数。 同时随着分配给工件资源量的增加,工件的实际加工时间呈线性减少,所需费用呈线性增加。对这一排序模型,主要探讨以下五个目标函数:最小化最大完工时间与资源消耗量总费用的和;最小化总完工时间与资源消耗量总费用的和;最小化加权总完工时间与资源消耗量总费用的和;最小化总提前、总延误、总共同交货期与资源消耗量总费用的和以及最小化总提前、总延误、总松弛交货期与资源消耗量总费用的和。 本文对前三个目标函数相应的排序问题给出了多项式时间可求解的算法。 对后两个目标函数所涉及的排序问题借助于指派问题分别给出了时间复杂性为O(n³)的算法。