基于演化博弈的制造企业服务创新扩散研究

制造企业服务化是我国实现制造强国的必经之路,本文以“中国制造2025”战略为背景,通过借鉴创新扩散和演化博弈理论,对社会系统中参与服务创新的相关主体进行分析,构建政府与企业之间演化博弈模型,结合并改进Bass经典创新扩散模型,探究政府规制行为对企业服务创新行为演化及扩散的影响,利用Matlab对复制动态方程和扩散模型进行数学推导和数值仿真分析。结果表明:当满足政府的社会总收益大于其调控成本和各项补贴总额且企业选择服务创新策略时收益的额外增加额大于其实际投入时,系统才会演化至政府调控且企业采纳服务创新的稳定状态;适当增加政府对企业的调控力度、投入补贴和税收补贴有助于推进服务创新在系统中的扩散,其中税收补贴的感知能力最强,投入补贴最弱;将抑制系数引入Bass创新扩散模型,构建互补型、竞争型和替代型三种服务创新的扩散模式,其中竞争型扩散符合中国现阶段市场规律,替代性扩散将成为未来制造企业的发展趋势。     

产能约束对闭环供应链回收渠道选择的影响

在制造商存在产能约束下,建立了再制造闭环供应链回收渠道决策的Stackelberg博弈模型,得出了三种回收渠道下的回收率、零售价以及制造商、零售商和供应链的利润,分析了制造商的生产能力对回收渠道决策的影响。研究表明:存在产能约束时,制造商回收渠道中的回收率总是最高的,这与无产能约束时零售商回收渠道中回收率最高的情况明显不同;同时,若废旧产品回收转移支付价格较低,制造商会选择自己回收,此时的零售价最低,制造商、零售商和供应链利润最高;若回收转移支付价格较高,制造商会选择零售商回收,此时的零售价最低,制造商和供应链利润最高。     

信息不对称下混合渠道零售商创新投入的供应链影响研究

通过建立Stackelberg博弈模型,研究了在混合渠道下零售商创新投入对供应链的影响,分析了零售商创新成本系数信息对称和不对称两种情况下各方的决策变量和利润受创新成本系数,制造商对零售商创新信息掌握的不确定性程度,需求转移系数,市场潜力及创新潜力等的影响关系。研究结果发现制造商总能通过信息分享受益,另外得到了零售商愿意分享成本信息以及使得供应链整体受益的条件,这些为制造商信息分享决策提供了依据。最后通过算例分析对结果进行了验证。     

基于熵值Topsis和博弈动力学的空港联盟决策研究

针对空港在面临联盟选择时的决策问题进行了研究,认为众空港在博弈中的收益为不等值,从区域发展、生产要素、需求状况、支撑产业和环境影响五方面建立空港联盟收益的指标体系,将空港网络抽象成小世界网络,结合熵值Topsis和小世界网络博弈动力学建立空港联盟决策算法,并且运用2010年我国25大空港的实证数据进行研究。结论显示空港联盟只能解决空港发展的一时问题,提升自身能力才是重中之重,研究结论具有实际应用意义。     

基于模拟植物生长算法的协作研发网络决策优化模型

在协作研发网络决策中,合理的投资组合可使企业获得理想的收益。企业协作研发网络的投资组合是多方博弈后的结果,利用模拟植物生长算法构建的优化模型可以分析企业在网络中投资组合的博弈过程。通过模拟植物生长算法计算得到的全局最优解和局部最优解是企业协作研发决策投资组合的最优决策集。企业可以根据策略集调整自身的投资方式,制定最优的决策方案。     

Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection

We examine the connections between a novel class of multi-person stopping games with redistribution of payoffs and multi-dimensional reflected BSDEs in discrete- and continuous-time frameworks. Our goal is to provide an essential extension of classic results for two-player stopping games (Dynkin games) to the multi-player framework. We show the link between certain multi-period m$m$-player stopping games and a new kind of m$m$-dimensional reflected BSDEs. The existence and uniqueness of a solution to continuous-time reflected BSDEs are established. Continuous-time redistribution games are constructed with the help of reflected BSDEs and a characterization of the value of such stopping games is provided.     

On the cooperation of recycling operations

This paper addresses two important issues that may affect the operations efficiency in the recycling industry. First, the industry contains many small-scale and inefficient recycling firms, especially in developing countries. Second, the output from recycling a waste product often yields multiple recycled products that cannot all be sold efficiently by a single firm. To address these two issues, this paper examines how different firms can cooperate in their recycling and pricing decisions using cooperative game theory. Recycling operations under both joint and individual productions with different cost structures are considered. Decisions include the quantity of waste product to recycle and the price at which to sell each recycled product on each firm’s market. These decisions can be made jointly by multiple cooperating firms to maximize total profit. We design allocation schemes for maximized total profit to encourage cooperation among all firms. Managerial insights are provided from both environmental and economic perspectives.     

Optimal investment and reinsurance of an insurer with model uncertainty

We introduce a novel approach to optimal investment–reinsurance problems of an insurance company facing model uncertainty via a game theoretic approach. The insurance company invests in a capital market index whose dynamics follow a geometric Brownian motion. The risk process of the company is governed by either a compound Poisson process or its diffusion approximation. The company can also transfer a certain proportion of the insurance risk to a reinsurance company by purchasing reinsurance. The optimal investment–reinsurance problems with model uncertainty are formulated as two-player, zero-sum, stochastic differential games between the insurance company and the market. We provide verification theorems for the Hamilton–Jacobi–Bellman–Isaacs (HJBI) solutions to the optimal investment–reinsurance problems and derive closed-form solutions to the problems.     

Explicit portfolio for unit-linked life insurance contracts with surrender option

Introducing a surrender option in unit-linked life insurance contracts leads to a dependence between the surrender time and the financial market. [J. Barbarin, Risk minimizing strategies for life insurance contracts with surrender option, Tech. rep., University of Louvain-La-Neuve, 2007] used a lot of concepts from credit risk to describe the surrender time in order to hedge such types of contracts. The basic assumption made by Barbarin is that the surrender time is not a stopping time with respect to the financial market.The goal of this article is to make the hedging strategies more explicit by introducing concrete processes for the risky asset and by restricting the hazard process to an absolutely continuous process.First, we assume that the risky asset follows a geometric Brownian motion. This extends the theory of [T. Møller, Risk-minimizing hedging strategies for insurance payment processes, Finance and Stochastics 5 (2001) 419–446], in that the random times of payment are not independent of the financial market. Second, the risky asset follows a Lévy process.For both cases, we assume the payment process contains a continuous payment stream until surrender or maturity and a payment at surrender or at maturity, whichever comes first.