Dynamic Nonlinear Modelization of Operational Supply Chain Systems

Supply Chain Management (SCM) is an important activity in all producing facilities and in many organizations to enable vendors, manufacturers and suppliers to interact gainfully and plan optimally their flow of goods and services. To realize this, a dynamic modelling approach for characterizing supply chain activities is opportune, so as to plan efficiently the set of activities over a distributed network in a formal and scientific way. The dynamical system will result so complex that it is not generally possible to specify the functional forms and the parameters of interest, relating outputs to inputs, states and stochastic terms by experiential specification methods. Thus the algorithm that will presented is Data Driven, determining simultaneously the functional forms, the parameters and the optimal control policy from the data available for the supply chain. The aim of this paper is to present this methodology, by considering dynamical aspects of the system, the presence of nonlinear relationships and unbiased estimation procedures to quantify these relations, leading to a nonlinear and stochastic dynamical system representation of the SCM problem. Moreover, the convergence of the algorithm will be proved and the satisfaction of the required statistical conditions demonstrated. Thus SCM problems may be formulated as formal scientific procedures, with well defined algorithms and a precise calculation sequence to determine the best alternative to enact. A “Certainty equivalent principle” will be indicated to ensure that the effects of the inevitable uncertainties will not lead to indeterminate results, allowing the formulation of demonstrably asymptotically optimal management plans.     

Optimal production and rationing decisions in supply chains with information sharing

This paper considers a two-echelon capacitated supply chain with two non-identical retailers and information sharing. We characterize the optimal inventory policies. We also study the benefits of the optimal stock rationing policy over the first come first served (FCFS) and the modified echelon-stock rationing (MESR) policies.     

Growth of Lévy trees

We construct random locally compact real trees called Lévy trees that are the genealogical trees associated with continuous-state branching processes. More precisely, we define a growing family of discrete Galton–Watson trees with i.i.d. exponential branch lengths that is consistent under Bernoulli percolation on leaves; we define the Lévy tree as the limit of this growing family with respect to the Gromov–Hausdorff topology on metric spaces. This elementary approach notably includes supercritical trees and does not make use of the height process introduced by Le Gall and Le Jan to code the genealogy of (sub)critical continuous-state branching processes. We construct the mass measure of Lévy trees and we give a decomposition along the ancestral subtree of a Poisson sampling directed by the mass measure. T. Duquesne is supported by NSF Grants DMS-0203066 and DMS-0405779. M. Winkel is supported by Aon and the Institute of Actuaries, EPSRC Grant GR/T26368/01, le département de mathématique de l’Université d’Orsay and NSF Grant DMS-0405779.     

Colliding stacks: A large deviations analysis

We analyze the performance of a prototypical scheme for shared storage allocation: two initially empty stacks evolving in a contiguous block of memory of size m. We treat the case in which the stacks are more likely to shrink than grow, but with the probabilities of insertion and deletion allowed to depend arbitrarily on stack height as a fraction of m. New results are obtained on the m → ∞ asymptotics of the stack collision time, and of the final stack heights. The results of Wentzell and Freidlin on the large deviations of Markov chains are used, and the relation of their formalism to the Hamiltonian formulation of classical mechanics is emphasized. Certain results on higher-order asymptotics follow from WKB expansions.     

火工品可靠性试验数据的综合分析方法

升降法试验数据和固定刺激量下的成败型试验数据,是两种最常见的火工品可靠性试验数据．我们应用Markov链,研究了升降法试验数据下,感度分布参数的极大似然估计的特性．在此基础上,应用Bootstrap方法和Bayes方法,给出了综合分析两种试验数据的方法．最后,将该方法应用于520底火的可靠性鉴定,得出了有益的结论．     

一种供应链中的知识管理绩效评价方法研究

作为知识管理的重要组成部分，知识管理绩效评价旨在帮助企业找出影响绩效提高的关键因素并及时采取有效措施，提高知识管理水平。本文从创造顾客价值、知识的获取能力、知识的共享与传播能力、知识的运用水平、知识的存量水平和知识管理平台等六个方面，分析了评价供应链的知识管理绩效应考虑的主要因素，建立了供应链的知识管理绩效评价指标体系，在此基础上，提出了运用D-S证据推理方法，对供应链知识管理绩效进行评价，并给出了证据推理的算法步骤，最后通过算例分析，说明该方法的有效性、实用性。     

Decomposition mechanism of triethylindium (TEI) on a GaP(0 0 1)-(2×1) surface studied by LEED, AES, TPD and HREELS

Adsorption and decomposition of triethylindium (TEI: (C₂H₅)₃In) on a GaP(0 0 1)-(2×1) surface have been studied by low-energy electron diffraction (LEED), Auger electron spectroscopy (AES), temperature-programmed desorption (TPD) and high-resolution electron energy loss spectroscopy (HREELS). It is found from the TPD result that ethyl radical and ethylene are evolved at about 300–400 and 450–550 K, respectively, as decomposition products of TEI on the surface. This result is quite different from that on the GaP(0 0 1)-(2×4) surface. The activation energy of desorption of ethyl radical is estimated to be about 93 kJ/mol. It is suggested that TEI is adsorbed molecularly on the surface at 100 K and that some of TEI molecules are dissociated into C₂H₅ to form P–C₂H₅ bonds at 300 K. The vibration modes related to ethyl group are decreased in intensity at about 300–400 and 450–550 K, which is consistent with the TPD result. The TEI molecules (including mono- and di-ethylindium) are not evolved from the surface. Based on the TPD and HREELS results, the decomposition mechanism of TEI on the GaP(0 0 1)-(2×1) surface is discussed and compared with that on the (2×4) surface.     

Theoretical STM images of alkaline-earth metal adsorbed Si(1 1 1)3 × 2 surfaces

We have performed total-energy calculations to study theoretical scanning tunneling microscopy (STM) images of the Si(1 1 1)3 × 2 surfaces induced by the adsorption of alkaline-earth metals (AEMs). Previously, in a series of works on Ba/Si(1 1 1) system, we have found that the observed Si(1 1 1)3 × 1-Ba LEED phase indeed has a 3 × 2 periodicity with a Ba coverage of 1/6 ML and the HCC substrate structure. Based on results of the Ba case, we proposed that the HCC structure is also adopted for other AEM atoms, which was confirmed by our recent work. In this paper, we mainly report the STM simulations for different AEM systems to compare with existing experimental data. We discuss the difference in the detailed STM images for different AEM adsorbates. Especially, the difference in filled-state images between Mg and other AEM atoms is attributed to the strong Mg-Si interaction.     

Chaotic oscillations and noise transformations in a simple dissipative system with delayed feedback

We analyze the statistical behavior of signals in nonlinear circuits with delayed feedback in the presence of external Markovian noise. For the special class of circuits with intense phase mixing we develop an approach for the computation of the probability distributions and multitime correlation functions based on the random phase approximation. Both Gaussian and Kubo-Andersen models of external noise statistics are analyzed and the existence of the stationary (asymptotic) random process in the long-time limit is shown. We demonstrate that a nonlinear system with chaotic behavior becomes a noise amplifier with specific statistical transformation properties.     

Lagrangean heuristics combined with reoptimization for the 0-1 bidimensional knapsack problem

First, this paper deals with lagrangean heuristics for the 0-1 bidimensional knapsack problem. A projected subgradient algorithm is performed for solving a lagrangean dual of the problem, to improve the convergence of the classical subgradient algorithm. Secondly, a local search is introduced to improve the lower bound on the value of the biknapsack produced by lagrangean heuristics. Thirdly, a variable fixing phase is embedded in the process. Finally, the sequence of 0-1 one-dimensional knapsack instances obtained from the algorithm are solved by using reoptimization techniques in order to reduce the total computational time effort. Computational results are presented.