震后初期应急物资短缺情景下的定位-路径问题研究

基于公平视角研究震后初期灾区应急物资短缺情景下的定位-路径问题(location-routing problem,LRP),综合考虑灾害级别、灾区应急路网不同程度损毁、需求点易损性与车辆随机行驶时间等因素,以单个需求点的最大损失最小作为应急物资分配的公平性衡量指标、以总配送时间最短作为应急物资配送的效率性衡量指标,在此基础上构建双目标LRP模型,并基于分层序列法思想设计一种二阶段混合启发式求解算法。最后,采用汶川地震之后的帐篷配送数据验证本文方法公平性与效率性兼顾。     

Equilibria of a stationary economy with recursive preferences

We consider an intertemporal stationary economy in discrete time, where agents have recursive preferences. Using dynamic programming, we show that equilibrium consumption trajectories from a capital stock are interior Pareto optima and are characterized by a strictly positive parameter in ^n–1, the set of agents' initial weights. We then exhibit prices that support the Pareto optima and use the Negishi method to characterize the parameters corresponding to equilibria. Finally, we prove the existence of equilibria and show that the number of regular equilibria is odd.     

Consensus reaching via a GDSS with fuzzy majority and clustering of preference profiles

An interactive DSS for consensus reaching is presented. Experts provide their testimonies as fuzzy preference relations. The consensus reaching process is supervised by a moderator (super-expert). A degree of consensus, based on the concept of a fuzzy majority given as a linguistic quantifier is employed. Algorithms of cluster analysis are used to find groups of experts having similar preferences.     

基于条件风险值准则的供应链回购契约协调策略

研究了由具有风险偏好的零售商和风险中性的供应商组成的两级供应链回购契约协调问题.针对具有风险偏好的零售商,考虑了风险中性、风险厌恶和风险喜好三种态度,建立了由风险厌恶程度和悲观系数两个参数描述的基于条件风险值(CVaR)的集成目标决策函数.推导了不同风险偏好态度下的零售商最优订货决策,分析了不同风险偏好参数下的零售商订货决策变化情况.给出了能够完全协调风险偏好零售商和风险中性供应商的供应链回购契约协调机制.最后,进行了数值计算,验证了设计的供应链回购契约协调策略的有效性.结果表明,在给出的回购契约协调机制下,考虑风险偏好情况下的零售商最优订货决策能够保证整个供应链系统实现最优绩效,而供应链成员期望利润却随不同的风险偏好参数而不同.     

A characterization of plurality-like rules based on non-manipulability, restricted efficiency, and anonymity

A society needs to decide which issues (laws, public projects, public facilities, etc.) in an agenda to accept. The decision can be any subset of the agenda but must reflect the preferences of its members, which are assumed to be “separable weak orderings”. We characterize a family of plurality-like rules based on strategy-proofness, restricted efficiency, anonymity, and two weak axioms pertaining to the variable agenda feature of our model, called dummy independence and division indifference. We also characterize a wide spectrum of rules dropping anonymity or restricted efficiency.I am indebted to Dolors Berga, William Thomson, an associate editor, and two anonymous referees for their detailed comments and helpful suggestions. All remaining errors are mine.     

Further results on concordance relations

The purpose of this note is to sharpen the results in an earlier paper [Bouyssou, D., Pirlot, M., 2005. A characterization of concordance relations. European Journal of Operational Research 167 (2), 427–443] giving an axiomatic characterization of concordance relations. We show how the conditions used in this earlier paper can be weakened so as to become independent from the conditions needed to characterize a general conjoint measurement model tolerating intransitive and/or incomplete relations. This leads to a clearer characterization of concordance relations within this general model.     

An Asset Liability Management Model for Casualty Insurers: Complexity Reduction vs. Parameterized Decision Rules

In this paper we study possibilities for complexity reductions in large scale stochastic programming problems with specific reference to the asset liability management (ALM) problem for casualty insurers. We describe a dynamic, stochastic portfolio selection model, within which the casualty insurer maximizes a concave objective function, indicating that the company perceives itself as risk averse. In this context we examine the sensitivity of the solution to the quality and accuracy with which economic uncertainties are represented in the model. We demonstrate a solution method that combines two solution approaches: A truly stochastic, dynamic solution method that requires scenario aggregation, and a solution method based on ex ante decision rules, that allow for a greater number of scenarios. This dynamic/fix mix decision policy, which facilitates a huge number of outcomes, is then compared to a fully dynamic decision policy, requiring fewer outcomes. We present results from solving the model. Basically we find that the insurance company is likely to prefer accurate representation of uncertainties. In order to accomplish this, it will accept to calculate its current portfolio using parameterized decision rules.     

Dominant strategies and restricted ballots with variable electorate

This paper considers dominant (uniformly best) voting strategies in a variable-electorate model for social choice with restricted ballot sets. A voter can have any weak preference order on the alternatives. A voter who partitions the alternatives into three or more indifference classes never has a dominant strategy. The paper specifies conditions on a social choice function that are necessary and sufficient for a voter who partitions the alternatives into two indifference classes to have a dominant strategy.     

Asymmetric probabilistic prospects of Stackelberg players

Alkanet al. (Ref. 1) consider the family of all bimatrix games with ordinal payoffs and conclude that the average leader and follower enjoy symmetric prospects under the Stackelberg solution concept. In contrast, economics lore stresses the asymmetry between leader and follower, the leader generally enjoying the more favored position. We replace the computational analysis of Ref. 1 by a simple probabilistic combinatorial argument. We then impose monotonicity conditions on the player preferences. With this regularity condition, the symmetry between leader and follower breaks down, and most of the resultant advantage accrues to the leader. Thus, the monotonicity largely restores the advantage ascribed by economics folklore to the leader. Our analysis extends to nonordinal payoff matrices.This work was supported by National Science Foundation Grant No. ECS-84-51032.The author thanks A. Alkan for showing him the interesting paradox. He thanks B. Foley, S. Hackman, and K. Calvin for helpful comments. The referee's remarks and suggestions, which improved the paper, are also appreciated.     

Eigenweight vectors and least-distance approximation for revealed preference in pairwise weight ratios

A new eigenweight vector is derived for the data of pairwise weight ratios. The well-known eigenweight vector derived by Saaty is then compared and contrasted in the light of least-distance approximation models. It is shown that the new eigenweight vector commands advantages over Saaty's, including less rigid assumptions on the error terms, robustness of solution, in addition to the fact that the new eigenweight vector can be computed very easily. The reader can construct other types of eigenweight vectors and least-distance approximation models using the framework of this article.Dedicated to G. Leitmann