一种基于不同风险偏好投资多目标决策模型及解法

建立了风险投资的多目标决策模型，分别采用线性加权法、TOPSIS法和密切值法，对不同风险偏好下备选方案进行排序，再用平均值法对上述排序进行综合排序，从而避免单一方法的片面性，较为全面科学地得出最优方案。最后，用一个算例说明了方法的可行性和有效性。     

Using a process-centered approach to minimize the effort of compliance

 The complexity of different quality standards can, in principle, be covered by different approaches and strategies. In-depth process mapping of quality control (QC) work streams was used by the analytical laboratories of Lonza AG to show up the principle differences in being compliant to different quality systems. The results identified two main drivers for all necessary actions: process-related activities and infrastructure-related activities. In addition, a clear indication of the economic impact of these driving forces was gained, which led the laboratories to decide on a process-oriented approach. This approach has the advantage of being able to reflect the different demands of different quality assurance (QA) regulations within the same QC organizational structure. Following the process helps avoid unnecessary efforts in analytical work and represents a very economical approach, at the same time, providing high flexibility to react to different QA or customer demands. Received: 5 July 2002 Accepted: 12 November 2002 Acknowledgements The process-oriented approach resulted from many, very challenging discussions for which I would like to thank the staff of my organization (Analytics & QC), especially, the QA staff and the LIMS team. Presented at Analytica Conference, 23–26 April 2002, Munich, Germany Correspondence to B. Ciommer     

On the poisson output of queueing systems with dependent service times

In this paper a method is stated to conclude that the output of given queueing system is POISSON from the steady-state probabilities and from the behavior of the queueing system at jump epochs, i.e. at epochs when the system state can be changed. The corresponding statement for queueing systems described by Markov processes with denumber-able state space will be generalized to systems which can have arbitrary service time distributions if the steady-state probabilities are insensitive with respect to these distributions.     

时间敏感选项依赖下的基础设施恢复决策研究

突发事件发生后,基础设施之间的恢复依赖为恢复过程带来了严重挑战。为了能够在突发事件后高效而有序的实现基础设施恢复运行,根据相互之间的恢复依赖关系制定合理的恢复决策非常关键。本文基于网络流理论,以累积恢复效能最大化为目标,建立了时间敏感选项依赖下的恢复设计与调度决策混合整数规划模型。然后,讨论了模型在完全中心化、完全分散和信息共享决策环境下的应用方法。最后,通过真实基础设施数据集测试了模型,结果表明:(1)该模型在突发事件后的基础设施恢复决策中具有应用可行性;(2)决策环境显著影响存在恢复依赖的基础设施网络整体累积恢复效能;(3)与完全分散决策环境相比,在信息共享决策环境下独立决策的整体累积恢复效能可以得到大幅提升。     

生产率差异与企业对外直接投资进入模式选择

基于企业异质性视角,借鉴演化博弈理论探究企业通过OFDI“走出去”时的跨国并购方和标的方在全要素生产率上的差异对企业OFDI进入策略选择的影响机制。利用Hotelling模型构造资本密集型企业与劳动密集型企业OFDI进入策略选择博弈模型,讨论两类企业OFDI进入方式决策在并购双方生产率差异变化之下的变迁机理。研究发现:当并购方和被并购方生产率差异较小时,市场达到两类企业都倾向于跨国并购策略的演化稳定状态;当并购双方生产率差异较大时,企业的生产要素密集度及其结构对其OFDI进入模式决策具有重要的作用,知识或技术密集度较高的资本密集型企业与综合实力强势的部分劳动密集型企业采取跨国并购战略,而另一部分劳动密集型企业选择绿地新建方式进入国际市场。即企业OFDI进入策略选择因其所属的行业生产要素密集度及其结构不同而具有差异性。研究结论在一定程度上弥补了现有研究的不足,为以后的研究工作提供一定的理论参考。     

Vulnerability analysis of interdependent infrastructure systems: A methodological framework

Infrastructure systems such as power and water supplies make up the cornerstone of modern society which is essential for the functioning of a society and its economy. They become more and more interconnected and interdependent with the development of scientific technology and social economy. Risk and vulnerability analysis of interdependent infrastructures for security considerations has become an important subject, and some achievements have been made in this area. Since different infrastructure systems have different structural and functional properties, there is no universal all-encompassing ‘silver bullet solution’ to the problem of analyzing the vulnerability associated with interdependent infrastructure systems. So a framework of analysis is required. This paper takes the power and water systems of a major city in China as an example and develops a framework for the analysis of the vulnerability of interdependent infrastructure systems. Four interface design strategies based on distance, betweenness, degree, and clustering coefficient are constructed. Then two types of vulnerability (long-term vulnerability and focused vulnerability) are illustrated and analyzed. Finally, a method for ranking critical components in interdependent infrastructures is given for protection purposes. It is concluded that the framework proposed here is useful for vulnerability analysis of interdependent systems and it will be helpful for the system owners to make better decisions on infrastructure design and protection.     

Ash and Slag Waste as a Secondary Raw Material

In the process of industrial corporation activities a lot of waste, which pollutes the atmosphere, is generated, for example ash and slag. In Tomsk region, by estimates, ash stores occupy about 600 hectares, which contain about 25 million tons by weight. In Russian thermal power-stations ash disposal areas there are about 1.3 billion tons of ash, and only 10% of it is used. That is why this problem is topical enough. In this paper the scheme of producing ash ceramic bricks and complex ash and slag waste processing is shown. Besides, profitability of the project is presented.     

中国出境旅游的外交效应

2000年以来,中国出境旅游高增长、高消费,影响力不断增大,成为国家外交战略的重要内容,外交效应逐渐显现。通过辨析中国出境旅游外交效应的概念、表现形式和结果,基于10个中国主要出境目的国的旅游互动数据,采用DIF-GMM计量经济模型,实证检验了中国出境旅游外交效应。结果表明,中国通过有序推进ADS协议、加强经济援助、举办“旅游年”活动、实施旅游“制裁”,并积极参与国际制度建设等旅游外交行为,促进了与世界各国的友好交往,维护了自身核心利益,提升了外交软实力和国际影响力。国际旅游反作用于国际关系,对国际关系具有显著的正向促进作用,不仅是国际关系的结果,而且是其重要动因之一。中国出境旅游与政治、经济、社会、文化等联动,多方面提升了中国的国际影响力。     

动态环境约束下企业的资本积累

本文讨论动态环境约束下企业的动态投资行为,拓广了文献[4]的结果.为了使讨论的问题更符合实际情况,本文假设政府设定的污染排放上限是与企业的规模大小有关,即假设污染排放上限是生产资本的函数,讨论动态环境约束下企业的最佳动态投资行为,并为政府制定污染排放政策提供依据.     

考虑时滞效应与均值-方差效用的非零和投资与再保险博弈

在考虑时滞效应的影响下研究了非零和随机微分投资与再保险博弈问题.以最大化终端绝对财富和相对财富的均值-方差效用为目标,构建了两个相互竞争的保险公司之间的非零和投资与再保险博弈模型,分别在经典风险模型和近似扩散风险模型下探讨了博弈的Nash均衡策略.借助随机控制理论以及相应的广义Hamilton-Jacobi-Bellm...