满足Solow条件的矩阵的性质

讨论了满足 Solow条件矩阵的几个性质 ,并给出了与此相关的经济意义 .     

市场需求信息不对称下的保兑仓融资风险控制策略

信息不对称风险广泛存在于保兑仓融资过程当中,本文运用Stackelberg博弈模型刻画融资系统成员关系,运用动态规划优化分析方法求解对应博弈均衡策略。总结出需求信息不对称的三种表现形式:信息造假,信息优势及信息隐匿,分析各类信息不对称情形对融资系统所造成影响,并相应提出实现信息显示功能的契约甄别机制。研究表明:零售商可从信息不对称中获取巨大信息优势,但对其他成员造成损害,其中信息隐匿对生产商损害程度更高;二部定价机制可实现信息甄别,但生产商须为之付出信息租金,造成效率损失;而合理参数设定下的二部定价加回购机制有助于进一步改进融资系统及各成员收益,甚至达到次协调状态,最终实现融资成员收益的帕累托改进。本研究对于控制供应链融资中的信息风险、改善融资效率提供了理论依据及决策参考。     

Optimal consumption and investment with insurer default risk

We solve the optimal consumption and investment problem in an incomplete market, where borrowing constraints and insurer default risk are considered jointly. We derive in closed-form the optimal consumption and investment strategies. We find two main results by quantitative analysis. As insurer default risk increases, the proportion of wealth invested in stocks could increase when wealth is small, and decrease when wealth is large. As risk aversion increases, the voluntary annuity demand could increase when insurer default risk is low, and decrease when this risk is high.     

EFFECT OF FORESTLAND AVAILABILITY BY OWNERSHIP TYPE ON LICENSE SALES FOR HUNTING: A SPATIAL APPROACH

Abstract The effect of forestland availability under different ownership types on license sales for hunting in nine Southeastern states is empirically evaluated. An equation that represents license sales for hunting is estimated assuming the sale of hunting licenses in a particular county is related to the characteristics of that county as well as the characteristics and license sales for hunting in its neighboring counties. The positive effects of the amounts of both national and private forestland on license sales reaffirm the potential benefits of maintaining forestland to stimulate hunting. The positive spillover effect of national forests on license sales for hunting suggests that availability and close access to hunting in national forests within neighboring counties are important in supporting hunting license sales in a county. This study contributes to the general understanding of the drivers affecting individuals’ decisions to use natural resources for hunting. Advances in natural resource modeling, specifically the spatial process model and geospatial data used in this research, make it possible to examine the interactions between the spatial dynamics and ownership attributes of the natural system, allowing policy makers to design natural resource management practices that respond to a system characterized by these interactions.     

Optimal quoting of delivery time by a third party logistics provider: The impact of shipment consolidation and temporal pricing schemes

Increased competition in business environments requires that firms provide not only quality but also timely service with minimal cost. Offering a delivery-time guarantee may increase the demand for a product or service, or allow the firm to charge a price premium. This paper investigates the effects of different pricing schemes for a Third Party Logistics (3PL) provider. The 3PL tenders a consolidated load to a carrier that line-hauls over a certain origin–destination lane. In a price- and time-sensitive logistics market, we derive the optimal quotations that should be made for price and delivery-time, with the objective of maximizing the profit rate of the 3PL provider. We propose four easy-to-use temporal pricing schemes, and derive the corresponding optimal length of shipment consolidation cycles and the prices. Depending on the logistics market parameters, we show that charging according to an order’s time of arrival is not necessarily the best pricing scheme. Various managerial insights and numerical examples with sensitivity analysis are provided.     

Liner ship fleet deployment with week-dependent container shipment demand

This paper addresses a practical liner ship fleet deployment problem with week-dependent container shipment demand and transit time constraint, namely, maximum allowable transit time in container routing between a pair of ports. It first uses the space–time network approach to generate practical container routes subject to the transit time constraints. This paper proceeds to formulate the fleet deployment problem based on the practical container routes generated. In view of the intractability of the formulation, two relaxation models providing lower bounds are built: one requires known container shipment demand at the fleet deployment stage, and the other assumes constant container shipment demand over the planning horizon. An efficient global optimization algorithm is subsequently proposed. Extensive numerical experiments on the shipping data of a global liner shipping company demonstrate the applicability of the proposed model and algorithm.     

随机需求模型和多目标规划模型在会议筹备问题中的应用

首先介绍了单时期随机需求模型和多目标规划模型及其求解方法,然后以实例说明了这两种模型在解决大型会议筹备问题中的应用。     

基于混合算法的实时订货信息下的车辆调度优化

实时订货信息下的车辆调度是随机性车辆调度中货物需求量、需求点均不确定的情况下的车辆调度.针对该问题,本文构建了配送总成本最小的目标函数,提出了采用混合算法求解的思路.即以局部搜索法求得初始解,采用遗传算法优化初始解,并在送货时间更新后,利用禁忌搜索法求解速度快的特点改进调度方案,得到订货信息不断更新的条件下的车辆调度方案.通过实例分析,本方法既可解决电子商务条件下实时订货的车辆调度问题,也具有求解结果可靠、求解过程快速的特点.     

生产率、需求率、变质率及损失率均随时间变化的生产库存模型

建立了生产率、需求率、变质率及损失率均随时间变化的生产库存模型,在假定了(I)变质率线性依赖于时间及库存开始点;(II)损失率线性依赖于时间及短缺量拖后供货的结束点的前提下,给出了寻求最优策略的方法,指出了文[10]中不合理的假设,并以实际的例子与已有结果作比较,其结果为生产管理部门的决策提供了理论依据.     

一类时变需求且存货影响销售率的EOQ模型

从实际背景出发,在R AM P型需求和存货影响销售率条件下,讨论了一类以缺货开始的变质性物品的EOQ模型.给出了模型的求解方案及单位时间内平均利润最大化的两个充分条件,并用数值算例进行了验证.