Measure of bullwhip effect in supply chains with autoregressive demand process

In supply chain management, one of the most critical problems which require a lot of effort to deal with is how to quantify and alleviate the impact of bullwhip effect – the phenomenon in which information on demand is distorted while moving upstream. Although it is well established that demand forecast, lead time, order batching, shortage gaming and price fluctuation are the main sources that lead to the bullwhip effect, the problem of quantifying bullwhip effect still remain unsolved in many situations due to the complex nature of the problem. In this research, a measure of bullwhip effect will be developed for a simple two-stage supply chain that includes only one retailer and one supplier in the environment where the retailer employs base stock policy for their inventory and demand forecast is performed through the first-order autoregressive model, AR(1). The effect of autoregressive coefficient and lead time on this measure will then be investigated.     

Modeling the neurodynamic complexity of submarine navigation teams

Our objective was to apply ideas from complexity theory to derive neurophysiologic models of Submarine Piloting and Navigation showing how teams cognitively organize around changes in the task and how this organization is altered with experience. The cognitive metric highlighted was an electroencephalography (EEG)-derived measure of engagement (termed NS_E) which was modeled into a collective team variable showing the engagement of each of 6 team members as well as the engagement of the team as a whole. We show that during a navigation task the NS_E data stream contains historical information about the cognitive organization of the team and that this organization can be quantified by fluctuations in the Shannon entropy of the data stream. The fluctuations in the NS_E entropy were complex, showing both rapid changes over a period of seconds and longer fluctuations that occurred over periods of minutes. The periods of low NS_E entropy represented moments when the team’s cognition had undergone significant re-organization, i.e. when fewer NS_E symbols were being expressed. Decreases in NS_E entropy were associated with periods of poorer team performance as indicated by delays/omissions in the regular determination of the submarine’s position; parallel communication data suggested that these were also periods of increased stress. Experienced submarine navigation teams performed better than Junior Officer teams, had higher overall levels of NS_E entropy and appeared more cognitively flexible as indicated by the use of a larger repertoire of available NS_E patterns. The quantitative information in the NS_E entropy may provide a framework for designing future adaptive team training systems as it can be modeled and reported in near real time.     

Measure-valued solutions and the phenomenon of blow-down in logarithmic diffusion

The existence of solutions of elliptic and parabolic equations with data a measure has always been quite important for the general theory, a prominent example being the fundamental solutions of the linear theory. In nonlinear equations the existence of such solutions may find special obstacles, that can be either essential, or otherwise they may lead to more general concepts of solution. We give a particular review of results in the field of nonlinear diffusion.As a new contribution, we study in detail the case of logarithmic diffusion, associated with Ricci flow in the plane, where we can prove existence of measure-valued solutions. The surprising thing is that these solutions become classical after a finite time. In that general setting, the standard concept of weak solution is not adequate, but we can solve the initial-value problem for the logarithmic diffusion equation in the plane with bounded nonnegative measures as initial data in a suitable class of measure solutions. We prove that the problem is well-posed. The phenomenon of blow-down in finite time is precisely described: initial point masses diffuse into the medium and eventually disappear after a finite time Ti=Mi/4π.     

A measure based approach to the fusion of possibilistic and probabilistic uncertainty

We are interested in the problem of multi-source information fusion in the case when the information provided has some uncertainty. We note that sensor provided information generally has a probabilistic type of uncertainty whereas linguistic information typically introduces a possibilistic type of uncertainty. More generally, we are faced with a problem in which we must fuse information with different types of uncertainty. In order to provide a unified framework for the representation of these different types of uncertain information we use a set measure approach for the representation of uncertain information. We discuss a set measure representation of uncertain information. In the multi-source fusion problem, in addition to having a collection of pieces of information that must be fused, we need to have some expert provided instructions on how to fuse these pieces of information. Generally these instructions can involve a combination of linguistically and mathematically expressed directions. In the course of this work we begin to consider the fundamental task of how to translate these instructions into formal operations that can be applied to our information. This requires us to investigate the important problem of the aggregation of set measures.     

On the specificity of a possibility distribution

The specificity of a possibility distribution measures the degree to which the distribution allows one and only one element as its manifestation. As such it is a measure of amount of uncertainty or information. We investigate a number of issues related to specificity measures. We discuss the connection between the specificity of a possibility distribution and the entropy of a probability distribution. We describe unifying view for constructing specificity measures. We look at the relationship of the specificity of a distribution and its negation. We consider the case where the base set is continuous.     

Upwind finite volume schemes for weakly coupled hyperbolic systems of conservation laws in 2D

Summary. Systems of nonlinear hyperbolic conservation laws in two space dimensions are considered which are characterized by the fact that the coupling of the equations is only due to source terms. To solve these weakly coupled systems numerically a class of explicit and implicit upwind finite volume methods on unstructured grids is presented. Provided an unique entropy solution of the system of conservation laws exists we prove that the approximations obtained by these schemes converge for vanishing discretization parameter to this entropy solution. These results are applied to examples from combustion theory and hydrology where the existence of entropy solutions can be shown. The proofs rely on an extension of a result due to DiPerna concerning measure valued solutions to the case of weakly coupled hyperbolic systems. Received April 29, 1997     

On the entropy of a function

A common statement made when discussing the efficiency of compression programs like JPEG is that the transformations used, the discrete cosine or wavelet transform, decorrelate the data. The standard measure used for the information content of the data is the probabilistic entropy. The data can, in this case, be considered as the sampled values of a function. However no sampling independent definition of the entropy of a function has been proposed. Such a definition is given and it is shown that the entropy so defined is the same as the entropy of the sampled data in the limit as the sample spacing goes to zero.     

Obtaining the Thermodynamic Relations for the Gibbs Ensemble Using the Maximum Entropy Method

As a generating functional of the Gibbs ensemble, we use the Laplace transform of the complex (or generalized) Poisson measure. We use the maximum entropy principle to determine the form of the generating function of this distribution. We consider the cases where only the mathematical expectation is known and where the mathematical expectation and the second moment are known. In the latter case, the equation of state has a transcendental form. In the both cases, if there is no interaction, then the obtained relations lead to expressions for an ideal gas.     

Finite entropy actions of free groups,rigidity of stabilizers,and a Howe-Moore type phenomenon

We study a notion of entropy, called f-invariant entropy, introduced by Lewis Bowen for probability measure preserving actions of finitely generated free groups. In the degenerate case, the f-invariant entropy is -∞. In this paper, we investigate the qualitative consequences of an action having finite f-invariant entropy. We find three main properties of such actions. First, the stabilizers occurring in factors of such actions are highly restricted. Specifically, the stabilizer of almost every point must be either trivial or of finite index. Second, such actions are very chaotic in the sense that when the space is not essentially countable, every non-identity group element acts with infinite Kolmogorov-Sinai entropy. Finally, we show that such actions display behavior reminiscent of the Howe-Moore property. Specifically, if the action is ergodic, there exists an integer n such that for every non-trivial normal subgroup K, the number of K-ergodic components is at most n. Our results are based on a new formula for f-invariant entropy.     

Statistical morphisms and related invariance properties

Our aim is to investigate a way to characterize the elements of a statistical manifold (the metric and the family of connections) using invariance properties suggested by Le Cam's theory of experiments. We distinguish the case where the statistical manifold is flat. Then, there naturally exists an entropy and it is proven that experiment invariance is equivalent to entropy invariance. If the statistical manifold is not flat, we introduce a notion of local invariance of selected order associated to the asymptotic (on n observations, n tending to infinity) expansion of the power of the Neymann Pearson test in a contiguous neighborough of some point. This invariance provides a substantial number of morphisms. This was not always true for the entropy invariance: particularly, the case of Gaussian experiments is investigated where it can be proven that entropy invariance does not characterize a metric or a family of connections.     

Open-loop policies in Bayesian dynamic pricing: Some counter-intuitive observations and insights

In this paper, we show some counter-intuitive observations regarding the open-loop policies in a Bayesian dynamic pricing problem. Specifically, while the common intuition that a policy incorporating more information performs better continues to hold under ample inventory for sale, it breaks down in the case where inventory is limited. This can be explained by the unique feature of selling a limited amount of inventory: information updating may stop prematurely when inventory is depleted, rendering certain demand information being inconsequential.     

A lemma in open sequential voting by veto

The paper is devoted to the investigation of intuitively rational choice in a hierarchical game that is a model of election by open sequential veto-voting. Casting a veto against voter’s least preferred alternative (among remaining ones) may not lead to a sophisticated equilibrium. It means that sincere choice (being intuitive) is not rational. There arises the problem of finding conditions under which a sophisticated optimal sequence of actions is intuitively rational. We prove that in the case of strict preference ordering of alternatives, there exists an intuitively rational sophisticated optimal sequence. In the sequence, each voter vetoes an alternative less preferred than the sophisticated equilibrium outcome. Thus, only intuitively rational strategies are to be considered, although complete information about voters’ preferences is still needed.     

On the mean square of the remainder for the euclidean lattice point counting problem

We study an invariant of dynamical systems called naive entropy, which is defined for both measurable and topological actions of any countable group. We focus on nonamenable groups, in which case the invariant is two-valued, with every system having naive entropy either zero or infinity. Bowen has conjectured that when the acting group is sofic, zero naive entropy implies sofic entropy at most zero for both types of systems. We prove the topological version of this conjecture by showing that for every action of a sofic group by homeomorphisms of a compact metric space, zero naive entropy implies sofic entropy at most zero. This result and the simple definition of naive entropy allow us to show that the generic action of a free group on the Cantor set has sofic entropy at most zero. We observe that a distal Γ-system has zero naive entropy in both senses, if Γ has an element of infinite order. We also show that the naive entropy of a topological system is greater than or equal to the naive measure entropy of the same system with respect to any invariant measure.     

变分不等式的极大熵函数方法

利用极大熵函数方法将不等式组及变分不等式的求解问题转化为近似可微优化问题,给出了不等式组及变分不等式问题近似解的可微优化方法,得到了不等式组和变分不等式问题的解集合的示性函数.     

不等式组与变分不等式的极大熵函数方法

利用极大熵函数方法将不等式组及变分不等式的求解问题转化为近似可微优化问题，给出了不等式组及变分不等式问题近似解的可微优化方法，得到了不等式组和变分不等式问题的解集合的示性函数．     

Elliptic equations with vertical asymptotes in the nonlinear term

We study the existence of solutions of the nonlinear problem {fx349-1} where μ is a bounded measure andg is a continuous nondecreasing function such thatg(0)=0. In this paper, we assume that the nonlinearityg satisfies {fx349-2} Problem (0.1) need not have a solution for every measure μ. We prove that, given μ, there exists a “closest” measure μ^* for which (0.1) can be solved. We also explain how assumption (0.2) makes problem (0.1) different from the case whereg(t) is defined for everyt ∈ ℝ.     

On the existence and uniqueness of a generalized solution of the mixed problem for the wave equation with the second and third boundary conditions

We prove the uniqueness of a generalized solution of an initial-boundary value problem for the wave equation with boundary conditions of the third and second kind. In addition, we find a closed-form expression for the analytic solution of that problem with zero initial data. The result plays an important role in the investigation of the boundary control problem. We show how to use the obtained solution for the investigation of the boundary control problem in the case of subcritical time intervals for which the solution of the boundary control problem, if it exists at all, is unique. We obtain necessary and sufficient conditions for the existence of a unique solution in a class admitting the existence of finite energy.     

On the failure of maximum entropy reconstruction for Fredholm equations and other infinite systems

We analyse several examples where the maximum entropy solution to a system of equations exists but fails to satisfy the natural (dual) formula. These examples highlight the role that finiteness of the number of constraints has in the efficacy of maximum entropy type estimation and reconstruction. We also provide two regularization processes which repair the problem.Research partially supported by NSERC grant OGP005116.     

区域分工水平评价的新方法——区位结构熵法

根据区域产业分工理论,运用区位商测定区域专业化程度.然后,基于复杂系统结构熵理论,从产业在区际和区内聚集分布信息出发,融合行业路径和地区路径分析法于一体,提出并证明了可以用区位结构熵全面衡量产业在空间上的分布状况.在此基础上,构建一维区域分工指数,综合测定区域分工水平.最后,以我国工业空间分布为例,例证了该方法是合理的、可行的,具有一定的推广和应用价值.     

An inventory model: What is the influence of the shape of the lead time demand distribution?

In this paper the influence of the shape of the lead time demand distribution is studied for a specific inventory model which is described in a preceding paper by Heuts and van Lieshout [4]. This continuous review inventory model uses as lead time demand distribution a Schmeiser-Deutsch distribution (S-D distribution) [9]. In a previous paper [4] an algorithm was given to solve the decision problem.In the literature attention is given to the following problem: what information on the demand during the lead time is necessary and sufficient to obtain good decisions. Using a (s, S) policy; Naddor [8] concluded that thespecific form of the lead time demand distribution is negligible, and that only its first two moments are essential. For a simple (s, q) control system Fortuin [3] comes to the same conclusion. Both authors analysed the case with known lead times and with given demand distributions from the class of two parameter distributions. So in fact their results are obvious, as the lead time demand distributions resulting from their suppositions are all nearly symmetric. We shall demonstrate that the skewness of the lead time demand distribution in our inventory model is also an important measure, which should be taken into account, as the cost differences with regard to the case where this skewness measure is not used, can be considerable.