Inventory constrained maritime routing and scheduling for multi-commodity liquid bulk,Part I: Applications and model

This paper formulates a model for finding a minimum cost routing in a network for a heterogeneous fleet of ships engaged in pickup and delivery of several liquid bulk products. The problem is frequently encountered by maritime chemical transport companies, including oil companies serving an archipelago of islands. The products are assumed to require dedicated compartments in the ship. The problem is to decide how much of each product should be carried by each ship from supply ports to demand ports, subject to the inventory level of each product in each port being maintained between certain levels that are set by the production rates, the consumption rates, and the storage capacities of the various products in each port. This important and challenging inventory constrained multi-ship pickup–delivery problem is formulated as a mixed-integer nonlinear program. We show that the model can be reformulated as an equivalent mixed-integer linear program with special structure. Over 100 test problems are randomly generated and solved using CPLEX 7.5. The results of our numerical experiments illuminate where problem structure can be exploited in order to solve larger instances of the model. Part II of the sequel will deal with new algorithms that take advantage of model properties.     

Controlling adverse effect on work in process inventory while reducing machine setup time

Earlier research has found that the presence of setup time variance can cause an adverse effect on waiting time and inventory as one reduces setup time for a product on a single machine that processes a number of products in a cyclic production system [Sarkar, D., Zangwill, W.I., 1991. Variance effects in cyclic production systems. Management Science 37 (4) 444–453; Zangwill, W.I., 1987. From EOQ towards ZI. Management Science 33 (10) 1209–1223]. This finding validates what other researchers had believed from a rather anecdotal perspective: “variability reduction” is extremely important for improving overall effectiveness of a pull or JIT system [Schonberger, Richard J., 1982. Japanese Manufacturing Techniques: Nine Hidden Lessons in Simplicity. The Free Press, New York]. In this paper, we offer explicit mathematical equations that characterize the variance levels in order to offer exact conditions under which WIP improves or worsens when one reduces setup time.     

基于混沌的三江平原月降水时间序列分析

三江平原是我国最大的淡水沼泽区,近年来降水的减少是导致湿地减少的一个重要的自然因素.别拉洪河是三江平原上比较有代表性的沼泽性河流.以别拉洪水文站的降水序列为例,通过相空间重构,分别计算了序列的关联维、最大Lyapunov指数以及Kolmogorov熵等几个序列特征量.计算表明:三江平原月降水序列中是存在明显的混沌特征的,这为以后建立三江平原月降水的混沌预测模型提供了理论依据.     

企业聘用职业经理人的最优时机及其委托代理模型

认为尽管职业经理人的能力可能更强,但只有当企业规模大于临界规模时,企业才会选择聘用职业经理人.运用实物期权的方法,分析得到了企业聘用职业经理人的最优规模(时机),并基于此建立了最优分成制委托代理模型.分析结果表明,在企业考虑实物期权价值的情况下,增大了聘用职业经理人的临界规模,降低了最优分成比例,提高了代理人的努力水平.结果进一步显示,随着市场不确定性的增大,企业聘用职业经理人的临界规模增大,代理人的努力水平降低,最有分成比例增大.     

SOME COMPARISONS BETWEEN GENERALIZED ORDER STATISTICS

Some stochastic comparisons of generalized order statistics under the right spread order,the location independent riskier order and the total time transform order are investigated in this paper.The underlying distributions and parameters on which generalized order statistics are based are also surveyed to obtain the conditions for increasing the expectations of spacings between the first two generalized order statistics and between the last two generalized order statistics.     

一种时序混合模型的模型选择方法探讨

根据时间序列数据所表现的性质。提出一种新的时序混合模型。并采用一种基于优化的距离来确定成分的个数。并给出了相关的推导．     

一类二维空间中广义Boussinesq水波系统解的渐近性

在二维空间中，讨论了一类Boussinesq水波系统并用初值中出现的小参数的级数形式表示了此系统的确切解，得到了此解的长时间渐近行为按指数衰减．     

飞秒激光脉冲与金属光阴极相互作用

本文从理论上分析了飞秒激光与光阴极相互作用过程，采用双温模型分析了飞秒激光脉冲辐照下金属薄膜的温度效应。通过建立一个简单的光电效应模型，获得了最佳的金属光阴极厚度，通过该模型可以发现，产生的光电流对在飞秒激光脉冲辐照下的电子温度和晶格温度有着很大的依赖关系。     

有源腔模式的有限元数值矩阵计算法

提出了一种计算有源腔模式分布的有限元数值矩阵方法。对腔镜进行基于菲涅耳–基尔霍夫衍射积分定理的有限元划分,利用MATLAB计算出光一次往返的传输矩阵。然后根据自再现理论,求出矩阵的特征值和特征向量。从而确定谐振腔的模式分布,给新型谐振腔的研究带来极大方便。     

连续时间下局部光滑统计量的a.s.收敛速度和边界效应

本文在连续时间场合研究回归函数的非参数估计量之一———局部光滑统计量的性质 .不仅给出其a.s.收敛的一个速度 ,而且证明了该统计量不受边界效应影响的优良性质 ;同时指出了在连续时间的场合 ,估计量中窗宽的选择和样本的轨道性质都对该估计量的性质产生重要的影响