纵向研发合作中的敲竹杠问题与合同设计研究

考虑纵向研发合作中合同的不完全性,分析了里程碑支付合同中开发单位的敲竹杠行为,建立了防敲竹杠问题的投资激励模型,给出了不同信息结构下研究单位的投资决策和开发单位的合同设计。研究结果表明:均衡解存在的情况下,信息对称时,研究单位获得的预付款和里程碑支付分别为零和其外部选择收益;信息不对称时,开发单位为研究单位提供了一个高低两种质量类型下预付款和里程碑支付相互平衡的信息甄别合同。比较分析发现:信息不对称时研究单位的投资水平更高,且研究单位拥有信息优势时的投资激励作用随着创新的关系专用性程度和高质量创新出现的概率递减,但随着两种类型创新的质量的比值递增。     

全支付拍卖模型的信息结构及其对均衡的影响分析——纪念李国平院士吴新谋教授诞辰100周年

研究全支付拍卖模型中参与人的参与结构以及均衡问题.首先给出了非对称信息下参与人的参与选择问题,分析了异质参与人的参与选择. 尔后给出了参与人参与均衡策略,给出当参与人估价分布函数在对称和非对称情形时, 竞赛中的对称均衡策略.最后给出了当均衡存在时, 竞争对手对均衡分布函数的估计.     

全支付拍卖模型的信息结构及其对均衡的影响分析

研究全支付拍卖模型中参与人的参与结构以及均衡问题.首先给出了非对称信息下参与人的参与选择问题,分析了异质参与人的参与选择.尔后给出了参与人参与均衡策略,给出当参与人估价分布函数在对称和非对称情形时,竞赛中的对称均衡策略.最后给出了当均衡存在时,竞争对手对均衡分布函数的估计.     

2002年《运筹与管理》总目次

(括号内数字依次为卷数、期数、页数 )多风险因素的投标报价决策方法黎建强　詹文杰　张金隆　汪寿阳 ( 11,1,1)…………………………………虚拟企业收益分配问题博弈研究陈菊红　汪应洛　孙林岩 ( 11,1,11)…………………………………………求解课程表问题的分支定界算法吴金荣 ( 11,1,17)………………………………………………………………关于资源影子价格问题的讨论夏少刚　申树斌　潘　权 ( 11,1,2 3)……………………………………………财政转移支付纵向均衡问题的研究刘黎明 ( 11,1,2 8)…………………………………………………………     

考虑边流量有限的网络路径博弈问题研究

考虑每条边有流量约束的网络路径博弈问题, 根据收益函数单调递增的特点分析其内在零和性质, 并建模为存在公共边的路径博弈模型。在寻找均衡解的过程中, 首先考虑非合作的情形, 在局中人风险中性的假设下, 给出了求Nash均衡流量分配的标号法并证明该均衡分配的唯一性。接着进一步考虑局中人合作的可能性, 给出模型求得所有局中人的整体最大收益, 并基于纳什谈判模型给出目标函数为凸函数的数学模型确定唯一收益分配方案。事实上, 该方案是对剩余价值的平均分配。最后给出一个算例, 验证本文理论和方法的可行性。关键词:流量约束; 均衡流量; 网络路径博弈; 收益分配     

转移支付与地方政府公共支出偏向——基于面板门槛效应的分析

本文利用1994~2007年县级数据,以财政自给率作为门槛变量,基于双重面板门槛模型,分析了我国转移支付与地方公共支出的非线性关系。研究结果表明:转移支付对地方公共支出的影响存在显著的门槛效应;转移支付对基本建设支出和行政管理支出的促进作用都更为显著,在某种程度上强化了地方政府行为选择和公共支出结构的扭曲;我国转移支付对公共支出的影响存在地区差异,转移支付不能有效激励经济欠发达地区提供基本公共服务,因而转移支付制度在一定程度上与基本公共服务均等化目标激励不相容。     

第三方支付平台交易的粗糙博弈模型及算法研究

鉴于第三方支付平台交易的参与者在策略选择时存在着不可分辨现象和博弈,而目前粗糙博弈论的研究仍缺少系统化的理论成果。本文首先对照经典博弈论的概念,给出了粗糙博弈论的定义,然后创立了求解n人非合作完全信息静态粗糙博弈论的混合策略均衡解的算法,最后建立了第三方支付平台交易的粗糙博弈模型,并给出模型的均衡解。应用实例表明模型和算法是有效可行的,比较符合当前第三方支付平台交易的实际状况和参与人的关系现状,模型的求解结果能够指导博弈各方更好地确定自己的策略。粗糙博弈论及非合作完全信息静态粗糙博弈论的混合策略均衡解的算法研究,给第三方支付平台交易的管理者提供了科学有益的借鉴。     

考虑全局投标者后悔心理行为的组合拍卖的投标均衡策略

许多实验研究表明投标者在拍卖过程中往往表现出预期后悔心理行为,并且投标者的预期后悔心理行为将会对投标策略产生影响,但以往大多是针对单物品拍卖研究考虑投标者后悔心理行为的投标均衡策略,而针对多物品拍卖情形的研究较少关注。本文着重研究了考虑投标者后悔心理行为的组合拍卖的投标均衡策略问题,在全局投标者存在预期后悔心理行为的假设下,依据Engelbrecht-Wiggans和Katok提出的后悔函数刻画了投标者的后悔心理行为,在此基础上,构建了组合拍卖模型,通过分析给出了全局投标者投标均衡策略需要满足的充分和必要条件。进一步地,依据构建的模型,通过数值实验分析了局部投标者人数、组合效应系数和全局投标者后悔参数对全局投标者投标策略的影响。最后,通过一个关于无线电频谱组合拍卖的算例说明了本文给出的模型及投标均衡策略确定方法的潜在应用和优越性。     

连续区间策略下二人零和对策问题研究

考虑连续区间策略下的二人零和对策问题,研究其均衡策略的存在性。首先分析了完全信息下的二人零和对策问题,证明了该问题均衡策略的存在性并给出求解方法。然后进一步研究了收益函数不确定的不完全信息二人零和对策问题,在各局中人都认为对方是风险厌恶型的假设下,分析该类对策纯策略均衡的存在性,并通过研究纯策略均衡存在的充要条件给出判断并寻找纯策略均衡解的方法。最后给出一个数值算例,验证本文所提出方法的可行性。     

一类新广义博弈的均衡存在性

假定博弈参与人策略选择影响着博弈参与人的情绪,从而影响到参与人的支付函数.在这样的假定下,引入一类新的广义博弈问题,并且给出相应均衡的定义.进一步,在一定条件下,证明了这些均衡的存在性,并给出这些均衡之间的关系.最后给出一个简单算例,验证了其可行性.     

A two-phase heuristic approach to the bike repositioning problem

An approach to overcome the bike imbalance problem is to transfer excess bikes to branches with bike shortages. This study develops a constrained mathematical model to deal with a multi-vehicle bike-repositioning problem, and aims to minimize the sum of transportation and unmet demand costs over a planning horizon through bike-transfer strategies under a minimum service requirement. A two-phase heuristic based on linear programming was proposed to solve the problem and produce compromising solutions. In the first phase, the paper developed a linear programming model to quickly develop decisions related to bike inventory, unloading, and loading for all stations for each time slot. In the second phase, this paper proposed an iterative approach through two parameter sensitive mathematical models to sequentially reduce the problem scale to develop decisions related to bike transfers. Computational results show that the proposed approach is superior to a CPLEX optimizer and a hybrid heuristic based on a genetic algorithm. The proposed approach was used to analyze the bicycle system in Taiwan. The impacts of various system parameters on the system were also investigated.     

Stability analysis of the Kaldor model with time delays: monetary policy and government budget constraint

We analyze the model with monetary policy based on the Kaldor's business cycle theory. We introduce the government sector, which conducts the fiscal policy and monetary policy to stabilize the economy. The execution of such a policy needs legislation, and generally, the legislative process is time consuming. We investigate in this paper how the fiscal policy with a time delay affects stability of the economy.We assume that the monetary policy is conducted as a countermeasure of the fiscal deficit by the government, and we consider two extreme cases, namely money finance and bond finance case. In each case, when no time delay exists for the fiscal policy, Keynesian fiscal policy is the preferred method for preventing the economic fluctuations. However, it is not so simple when the time delay exists in the fiscal policy. There exists the policy, which stabilizes the economy under any time delay in the money finance case. On the other hand, in the bond finance case, such a policy does not exist and as the time delay increases the economy becomes unstable. However in both cases, contrary to the expectations of the government, the stronger the fiscal policy, the more unstable the economy becomes for the short time delay.     

随机需求应急物流多阶段定位-路径鲁棒优化研究

为提高应急物流系统的应急反应能力,论文针对需求随机变化的应急物流定位-路径问题,利用鲁棒优化的思想将灾区物资需求量表示为区间型数据,将应急救援过程划分为多个阶段,以总救援时间和系统总成本最小为目标,构建了多物资多运输车辆应急物流定位-路径优化模型,设计了改进的遗传算法对其进行求解。实例计算结果表明,该模型和算法可以有效地解决应急物流系统中需求随机变化的定位-路径问题,为政府机构应对重大突发事件提供科学的决策参考。     

Pricing and equity in cross-regional green supply chains

This paper addresses the problem of the firms operating on cross-border or inter-regional platforms that are subject to the enforcement of each local government's carbon emissions regulatory policy, thus causing an imbalance in the sharing of the burden of the greening of the total supply chain. We introduce the concept of equity as the incentive mechanism to coordinate this green supply chain which is a function of the carbon emission permits and the revenue generated by the firms. Due to the complexity and imbalance in the original incentive mechanism to this problem, we provide a new equivalent supply chain network equilibrium model under elastic demand based on user equilibrium theory. We state the user equilibrium conditions and provide the equivalent formulation. We show the trade-offs under various carbon emissions regulatory policies. A product with higher price elasticity and carbon emission intensity not only hampers the firm from gaining a higher revenue, but it also reduces the equity of the system under an invariant emission regulatory policy.     

基于期权契约的应急药品储备模型研究

突发灾害发生后,应急药品需求数量呈现爆发式增长,充足的应急药品对减少和控制人员伤亡、保障救灾效果及减少经济损失具有重要作用。由于应急药品的需求特性和自然属性,我国现行的应急药品储备模式很容易造成应急药品短缺或过期,也无法保证政府与医药企业长久的合作关系,因此如何科学合理地储备应急药品成为政府亟待解决的关键难题。为此,本文引入期权契约到政府与医药企业组成的两级供应链系统,构建了期权契约机制下应急药品储备模型,得出政企最优决策策略及双方成本收益,给出了实现供应链协调与政企双赢的条件。研究表明,应急药品储备模型提高了应急药品储备水平,降低了政府库存风险,有利于保障供应商合理收益及控制政府成本,为政企建立长久的合作关系提供了依据,为应急药品储备提供了可行的操作策略。     

Supply rationing in multi-echelon divergent systems

In this paper we determine a simple inventory control rule for multi-echelon distribution systems under periodic review without lot sizing. The primary focus is the two-echelon model with a stockless central depot, but several extensions (>2 echelons, central stock allowed) are discussed as well. The, control rule consists of two parameter sets: a set of rationing fractions at the central depot with the purpose to minimize inventory imbalance, and a set of order-up-to levels for the local stockpoints with the purpose to achieve a target service level (fill rate) per local stockpoint. The problem to calculate these control parameters is solved by decomposition in two subproblems. First the rationing fractions are determined such that the (approximate) expected system imbalance is minimized. Next the order-up-to levels are calculated such that the target fill rates are achieved. Numerical results show that this control rule, called Balanced Stock (BS) rationing, is accurate and more robust than the Consistent Appropriate Share (CAS) rationing polocy.     

Pavement rehabilitation scheduling and toll pricing under different regulatory regimes

This paper addresses the highway pavement rehabilitation scheduling and toll pricing issues over a planning horizon. In the highway system concerned, two types of agents are considered, namely highway operator and road users. Two models, which account for different highway regulatory regimes (i.e. public and private), are proposed. In the public regulatory model, the government aims to maximize total discounted social welfare of the transportation system over the planning horizon by determining the optimal pavement rehabilitation schedule and toll level. In the private regulatory regime, a profit-driven private operator seeks to optimize the pavement rehabilitation schedule and toll level to maximize its own discounted net profit over the planning horizon. The proposed models treat the interactions between the highway operator and the road users in the system as a bi-level hierarchical problem in which the upper level is a multi-period pavement rehabilitation scheduling and toll pricing problem, while the lower level is a multi-period route choice equilibrium problem. A heuristic solution algorithm that combines a greedy approach and a sensitivity analysis based approach is developed to solve the proposed bi-level multi-period optimization models. An illustrative example is used to show the applications of the proposed models. The findings show that the highway regulatory regime, pavement deterioration parameter and the roughness-induced vehicle operating cost can significantly affect the pavement rehabilitation schedules and the toll level as well as the performance of transportation system in terms of total life-cycle travel demand, net profit and social welfare.     

基于迁移学习的客户信用评估模型研究

客户信用评估是银行等金融企业日常经营活动中的重要组成部分。一般违约样本在客户总体中只占少数,而能按时还款客户样本占多数,这就是客户信用评估中常见的类别不平衡问题。目前,用于客户信用评估的方法尚不能有效解决少数类样本稀缺带来的类别不平衡。本研究引入迁移学习技术整合系统内外部信息,以解决少数类样本稀缺带来的类别不平衡问题。为了提高对来自系统外部少数类样本信息的使用效率,构建了一种新的迁移学习模型:以基于集成技术的迁移装袋模型为基础,使用两阶段抽样和数据分组处理技术分别对其基模型生成和集成策略进行改进。运用重庆某商业银行信用卡客户数据进行的实证研究结果表明:与目前客户信用评估的常用方法相比,新模型能更好地处理绝对稀缺条件下类别不平衡对客户信用评估的影响,特别对占少数的违约客户有更好的预测精度。     

基于总承包商的水电工程EPC项目利益相关方协调度测评研究

在水电工程EPC项目大规模发展的背景下提出提高总承包商协调管理能力的问题,识别水利水电工程EPC项目管理协调度的影响因素,构建协调度评价指标体系并基于欧氏距离构建协调度模型,通过四川JL水电站建设项目研究总承包商与各利益相关方之间的协调发展度.结果表明,总承包商与上游相关方(业主、咨询单位、监理单位)为优质协调;与项目实施主体(设计方、供应商、分包方)为较好协调;与政治相关方(政府、当地居民)的协调程度最差,与政府为一般协调,与当地居民为轻度失调.据此,从总承包商的视角提出同各利益相关方的协调发展策略,能更好地促进总承包商协调管理能力的提升以及提高水利水电EPC工程项目的完成质量.     

基于图论的列检工作安排模型

针对目前列检工作安排中存在的一些问题：危险性高，强度大，工作量分配不均衡，工作时间安排不合理等，采用图论中的Hamilton圈方法将列检工作的安排转化为在一个赋权有向图中寻找最优路径的问题，并建立相应的0—1规划模型进行求解。结果保证所有列检工作队跨股道总数最少，各工作队繁忙程度相近，同时为每个工作队安排合理的休息及午饭时间，从而使列检工作的安排更加科学和人性化，提高列检的质量和效率，并实现突发情况下人员的实时调度。