An envelope theorem and some applications to discounted Markov decision processes

In this paper, an Envelope Theorem (ET) will be established for optimization problems on Euclidean spaces. In general, the Envelope Theorems permit analyzing an optimization problem and giving the solution by means of differentiability techniques. The ET will be presented in two versions. One of them uses concavity assumptions, whereas the other one does not require such kind of assumptions. Thereafter, the ET established will be applied to the Markov Decision Processes (MDPs) on Euclidean spaces, discounted and with infinite horizon. As the first application, several examples (including some economic models) of discounted MDPs for which the et allows to determine the value iteration functions will be presented. This will permit to obtain the corresponding optimal value functions and the optimal policies. As the second application of the ET, it will be proved that under differentiability conditions in the transition law, in the reward function, and the noise of the system, the value function and the optimal policy of the problem are differentiable with respect to the state of the system. Besides, various examples to illustrate these differentiability conditions will be provided. This work was partially supported by Benemérita Universidad Aut ónoma de Puebla (BUAP) under grant VIEP-BUAP 38/EXC/06-G, by Consejo Nacional de Ciencia y Tecnología (CONACYT), and by Evaluation-orientation de la COopération Scientifique (ECOS) under grant CONACyT-ECOS M06-M01.     

An instantaneous replenishment model under the effect of a sampling policy for defective items

We propose to study a EOQ-type inventory model with unreliable supply, with each order containing a random proportion of defective items. Every time an order is received, an acceptance sampling plan is applied to the lot, according to which only a sample is inspected instead of the whole lot. If the sample conforms to the standards, i.e. if the number of imperfect items is below an “acceptance number”, no further screening is performed. Otherwise, the lot is subject to 100% screening. We formulate an integer non-linear mathematical program that integrates inventory and quality decisions into a unified profit model, to jointly determine the optimal lot size and optimal sampling plan, characterized by a sample size, and an acceptance number. The optimal decisions are determined in a way to achieve a certain average outgoing quality limit (AOQL), which is the highest proportion of defective items in the outgoing material sold to customers. We provide a counter-example demonstrating that the expected profit function, objective of the mathematical program, is not jointly concave in the lot and sample size. However, we show that for a given sampling plan, the expected profit function is concave in the lot size. A solution procedure is presented to compute the optimal solution. Numerical analysis is provided to gain managerial insights by analyzing the impact of changing various model parameters on the optimal solution. We also show numerically that the optimal profit determined using this model is significantly higher when compared to the optimal profit obtained using Salameh and Jaber (2000)’s [1] model, indicating much higher profits when acceptance sampling is used.     

一个新的经济增长因素贡献率测算模型

在经济增长因素贡献率测算中 ,常用的方法有时存在比较大的误差 .本文利用柯布 -道格拉斯生产函数 ,导出经济增长因素贡献率测算新的模型 ,从理论上给出了其精确的表达形式 ,并对我国实际情况进行了测算 .     

城市工业企业经济效益的综合评判

本文采用多元统计分析中的主成分分析方法改进型，对城市工业企业的经济效益给予综合评判，然后又对综合评判系数采用系统聚类分析方法对其作了分类，用以找出各类城市的优势和差距，便于针对性地制定提高经济效益的对策．     

Economic design of integrated model of control chart and maintenance management

There are two key tools for the control of production processes — Statistical Process Control (SPC) and Maintenance Management (MM), which are traditionally separated (both in science and in business practice), even though their goals overlap a great deal. Their common goal is to achieve optimal product quality, little downtime and cost reduction by controlling variances in the process. Since single or separated parallel applications may not be fully effective, this paper discusses the integration of statistical process control and maintenance, and provides an integrated model of Control Chart (CC) and MM. A mathematical model is given to analyze the cost of the integrated model and the grid-search approach is used to find the optimal values of policy variables (n,h,L,k) that minimize hourly cost. Finally, a numerical experiment is conducted to investigate the effects of cost parameters on the solution of the design.     

Measuring the joint impact of governance form and economic regulation on airport efficiency

This paper examines the joint impact that governance structure and economic regulation has on airport efficiency. The previous literature has focused on one or the other of these factors but not both. The empirical investigation uses a semi-parametric Bayesian distance stochastic frontier model, as well as a Data Envelopment Analysis (DEA) model. Based on a panel of airports in several countries we find that the form of economic regulation is relatively more important than the type of governance in affecting efficiency. The article provides measures of changes in expected efficiency when either or both the governance form and price regulation changes.     

库车县经济发展、人口增长与耕地资源弹性关系的动态分析

人均耕地资源占有量较低，一直是库车县经济发展中不可忽视的主要问题之一，随着经济的发展和投资的增加，人均耕地资源将进一步减少，根据库车县建国以来的统计资料，系统分析库车县从20世纪70年代以来的发展、增加投资、人口增长与耕地资源之间的动态变化弹性关系，利用SPSS软件建立动态回归模型，提出了促进库车县耕地资源可持续利用的对策与措施。     

基于海峡两岸经济合作框架协议的两岸渔业经济合作

归纳总结了《海峡两岸经济合作框架协议》(ECFA)和几个附件的内容,分析了ECFA生效之后,货物贸易早期收获产品清单对渔业动物产品进口的影响。研究认为,从台湾进口水产动物产品税率的降低和趋于零,无疑将大大提升台湾水产动物产品在大陆的竞争力;早期收获计划实施后,台湾出口到大陆的水产动物产品数量将会大幅度提高。这种状况无疑是对大陆水产企业的一种挑战和冲击。只有在不断提高产品质量和安全、不断降低生产成本的情况下,大陆的水产企业才能应对这种挑战,承受这种冲击。在服务贸易方面,如果台湾能够在大陆设立这些方面的企业,提供有关远洋渔业、水产养殖和水产品加工方面的科学研究和开发服务,必将推动我国大陆渔业技术的快速提升,促进渔业经济的健康、快速发展。在投资与经济合作方面,如果在ECFA的框架下,逐步减小双方投资的限制,从目前的侧重第一、第二产业的投资扩展到全方位的投资,涵盖水产苗种繁育、水产品加工、水产饲料、远洋渔业、休闲渔业、科技合作等领域,则必定促进大陆水产产业的整体提升,提高渔业经济的效益。作者对在ECFA框架下的渔业经济合作,从渔业资源养护与管理、休闲渔业等几个方面提出了建议。