排序方式: 共有64条查询结果,搜索用时 15 毫秒
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We consider a generalization of the classical MAX-CUT problem where two objective functions are simultaneously considered. We derive some theorems on the existence and the non-existence of feasible cuts that are at the same time near optimal for both criteria. Furthermore, two approximation algorithms with performance guarantee are presented. The first one is deterministic while the second one is randomized. A generalization of these results is given for the bi-criteria MAX-k-CUT problem. 相似文献
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考虑物流服务供应链中成员的公平关切行为,以Nash讨价还价均衡解作为公平收益参照点,构建Nash讨价还价公平关切下物流服务供应链质量缺陷承诺策略模型,分析和研究公平关切对最优策略、利润和效用的影响。研究结果表明,物流服务质量缺陷承诺水平随着物流服务集成商公平关切系数的增加而减少,却随着物流服务提供商公平关切系数的增加而增加;物流服务订购量随着物流服务集成商公平关切系数的增加而减少,也随着物流服务提供商公平关切系数的增加而减少;当物流服务提供商的公平关切系数增加时,物流服务供应链中各成员的利润和效用以及整体利润和效用都会不断减少;但当物流服务提供商的公平关切程度一定而物流服务集成商的公平关切系数增加时,物流服务供应链中各成员的利润和效用以及整体利润和效用不断提高。 相似文献
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Oberlain Nteukam T.Frédéric Planchet Pierre-E. Thérond 《Insurance: Mathematics and Economics》2011,48(2):161-175
In this paper, we are interested in hedging strategies which allow the insurer to reduce the risk to their portfolio of unit-linked life insurance contracts with minimum death guarantee. Hedging strategies are developed in the Black and Scholes model and in the Merton jump-diffusion model. According to the new frameworks (IFRS, Solvency II and MCEV), risk premium is integrated into our valuations. We will study the optimality of hedging strategies by comparing risk indicators (Expected loss, volatility, VaR and CTE) in relation to transaction costs and costs generated by the re-hedging error. We will analyze the robustness of hedging strategies by stress-testing the effect of a sharp rise in future mortality rates and a severe depreciation in the price of the underlying asset. 相似文献
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在考虑消费者退货下,构建由制造商和零售商组成的二级供应链模型,研究了双方的订货量决策问题,并分析不同策略以及决策顺序对均衡结果和制造商开通直销渠道的影响。研究发现:在单渠道中,提供退款保证可提高订货量、制造商和零售商利润。当直销成本较大时,制造商将不开通直销渠道;提供退款保证有利于制造商开通直销渠道。在双渠道中,提供退款保证能够提高直销量、总订货量和制造商利润;直销量、总订货量、制造商利润和总利润都随直销成本递减;在顺序决策下,制造商利润和总利润更高。 相似文献
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研究了一个两阶段物流排序问题,即第一阶段工件在自由作业机器上加工,第二阶段这些被加工过的工件以某种运输方式分批运送到预先指定的目的地.目标是极小化工件带权送到时间与运输费用总和.将动态规划与组合优化方法结合,在假设工件加工时间与权满足"一致性"条件下,利用动态规划算法,构造了性能比不超过2 m的多项式时间近似算法;对于一般情形,用传统排序问题的算法构造了多项式时间近似算法,并分析算法性能比. 相似文献