大型超市顾客交费排队系统优化分析

利用排队论方法对成都市某大型超市的收费系统进行了研究,提出了优化收费台数目的数学模型.通过分析对比,证明这个模型是切实可行的.优化的结果表明,此模型可有效地提高工作效率,为企业节约经营成本.这种方法可用于大型商场、医院等收费系统的动态管理.     

考虑碳排放成本的差异化停车券管理研究

给定允许公交车和轿车两种交通模式出行的双模式单起讫点的交通系统,以瓶颈模型为基础,考虑停车位的空间位置分布,提出了两种停车券管理策略: 一是指定车位停车券策略;另一是不定车位停车券策略． 两种形式均可以确保持券用户在停车场停车的权利,但前者进一步限定了轿车停车的位置． 结合动态拥挤收费机制,以最小化系统出行成本和交通系统碳排放成本为目标进行策略优化研究,研究表明停车券管理策略可以消除停车位供给不足导致的停车竞争,降低轿车出行成本． 此外,指定车位停车券和动态拥挤收费的综合实施可以实现系统最优． 为了便于实施,并考虑公众的可接受性,只发放不定车位停车券也可以成为效率比较高的次优方案．     

考虑碳排放成本的差异化停车券管理研究北大核心CSCDCSSCI

给定允许公交车和轿车两种交通模式出行的双模式单起讫点的交通系统,以瓶颈模型为基础,考虑停车位的空间位置分布,提出了两种停车券管理策略:一是指定车位停车券策略;另一是不定车位停车券策略。两种形式均可以确保持券用户在停车场停车的权利,但前者进一步限定了轿车停车的位置。结合动态拥挤收费机制,以最小化系统出行成本和交通系统碳排放成本为目标进行策略优化研究,研究表明停车券管理策略可以消除停车位供给不足导致的停车竞争,降低轿车出行成本。此外,指定车位停车券和动态拥挤收费的综合实施可以实现系统最优。为了便于实施,并考虑公众的可接受性,只发放不定车位停车券也可以成为效率比较高的次优方案。     

基于运用排队论的医院门诊收费窗口配置量化研究

目的:对基于应用排队论的医院门诊收费窗口配置量化进行研究。方法:以五官科收费窗口为例,应用排队论教学模型,分别记录增设窗口前后上午时间段,收费窗口患者队长、平均停留时间、平均等待时间以及正排队和待排队患者平均数等指标,并比较相关指标。结果:收费窗口数量不同,其相关指标也随之变化。结论:应用排队论对医院门诊收费窗口配置量化可进行正确有效设计,使之发挥最佳效益。     

基于均值-超量系统总阻抗的随机拥挤收费模型

文章研究出行需求不确定环境下的拥挤收费问题,采用均值-超量系统总阻抗作为风险评价指标。均值-超量系统总阻抗风险指标,既能够保证系统总阻抗以一定的置信水平α小于决策者的预算,又保证当实际系统总阻抗超过决策者预算时引起的超量延误的均值最小,因此将它作为拥挤收费模型的目标函数能够更加全面地刻画不确定环境下系统总阻抗的分布特征。本文以最小化均值-超量系统总阻抗作为拥挤收费的目标,建立需求不确定条件下的拥挤收费模型。该模型能够更好地反映决策者面对不精确的出行需求数据的风险态度。通过蒙特卡洛模拟的方式将其转化为确定性的模型,降低了求解的复杂性。通过算例分析可得,与期望值模型相比,该模型具有更强的适应性。     

多维动态用户最优出行选择的变分不等式模型

针对出行行为的出行模式,出发时间/路径选择三个方面,建立了基于路段的理想动态用户最优的变分不等式模型,该模型将用户的出行方案制定和实施作为一个整体进行考虑,表明了在满足动态用户最优选择条件下,交通流在出行模式、出发时间和出行路径上取得一致的动态均衡性,通过必要性和充分性的论证,得到了变分不等式模型和动态用户最优出行模式/出发时间/路径选择均衡条件的等价性,对模型解的存在惟一性成立需要满足的条件作了讨论,提出了求解的嵌套对角化算法,在此基础上,使用一个简单算例对模型进行了验证.     

基于连续时间模型的网络视频商业模式选择研究

面对日益增长的网络视频需求,如何选择商业模式,以及如何在不同模式之间进行转换,已经成为网络视频运营商所关注的问题。以网络视频商业模式收费型与免费型为研究对象,考虑用户对视频选择的不确定性和情绪因素,建立连续时间收益模型。利用现代控制理论哈密顿方法,得到收费-免费模式的转换时间点,并确立最优的收费策略和免费策略。研究表明,视频收费价格和嵌入广告量均受视频推出时间和用户体验效用的影响。此外,视频用户对广告的厌恶度也会影响广告嵌入量。研究指出,当网络视频在连续时间内无限期播放时,纯收费模式或纯免费模式为最优策略,即保持单一商业模式可使运营商获利最大。     

平台收费对网上交易市场价格离散的影响

基于搜寻理论,探讨了网上交易平台向卖家和买家收费,对均衡价格水平和离散程度的影响,建立了单期博弈模型．运用最优化理论分别求得了仅向卖家收费和向卖家与买家都收费情况下的买家最优搜寻活动、均衡价格以及价格离散程度．研究表明: 交易平台收费将导致买家减少搜寻活动; 当交易平台仅向卖家收费时,两类卖家均提高定价,而随着收费金额的提高,网上交易市场中价格离散程度降低; 当交易平台向卖家和买家同时收费时,高声誉卖家的定价降低,低声誉卖家的定价提高,市场均衡时,价格离散程度进一步降低,乃至消失．     

节目试看对网络视频运营商市场策略影响研究

随着网络视频运营商收费节目试看的兴起，而节目试看对网络视频运营商诸如市场规模，利润等市场策略的影响所知甚少。本文在考虑网络用户情绪效用情况下，通过构建高质量视频运营商首播节目与后来跟进的低质量视频运营商播出该节目的博弈模型，研究高质量视频运营商首播节目之前提供节目试看对两个运营商收费模式下的节目最优收费价格和免费模式下的最优嵌入广告量以及视频节目提供模式选择的影响。研究表明，高质量视频运营商在节目首播之前提供节目充分试看能够实现节目最优收费价格最高，利润最大，因此节目充分试看是其最优策略；并且低质量运营商在其单位广告收益与用户单位广告"成本"满足一定条件下，高质量运营商提供的节目的充分试看能够减少低质量运营商总利润，因此避免低质量视频运营商搭乘节目试看的顺风车；高质量视频运营商提供节目充分试看情况下，高质量视频运营商只采取收费模式为其最优市场策略，低质量视频运营商采取免费模式为其最优市场策略。本文的研究成果对网络视频运营商日常运营有一定的管理学启示与应用价值。     

基于累积前景理论的出发时间选择SDUO模型

以早高峰工作出行为研究对象,基于累积前景理论建立了一个随机动态用户最优(SDUO)交通分配模型,模型可以同时选择出发时间和出行路径,给出了等价的变分不等式,设计了求解算法并通过算例进行了验证。结果显示,路径及OD对之间的动态出发流量、出发时间选择满意函数均与到达工作地点的价值函数形态相似,绝大多数出行者(96.45%)都能在"可以接受的最早到达时刻"与"工作开始时刻"之间到达。模型拓展了传统出发时间选择模型中"时间窗"的概念和出行者完全理性假设的局限,在有限理性框架下考察出行者的决策行为,模型及算法可以为出行行为分析、动态路径诱导,以及拥挤收费和错时上下班等交通管理措施的制订提供理论依据。     

Analysing Wage Differences between the USA and Germany Using Proportional Hazards Models

We analyse differences between the wage distributions in the USA and Germany in 2001 for both women and men. The empirical analysis is based on the decomposition of differences using Cox's marginal (partial) likelihood. The approach based on rank invariant estimators such as Cox's is borrowed from the literature on failure time data. Donald et al. pioneered this approach in 2000. However, they did not use the full power of the semi‐parametric approach. Instead, they argued for using a piecewise constant hazard rate model. We improve on their work by showing that the semi‐parametric features of Cox's marginal likelihood are as appropriate for the analysis of wage decompositions and as easy to interpret. Moreover, we extend their approach by allowing for non‐linear regression effects. We show empirically that this formulation both increases the flexibility of their approach and improves the discriminatory power between wage regimes.     

WHAT GOOD IS WEALTH WITHOUT HEALTH? THE EFFECT OF HEALTH ON THE MARGINAL UTILITY OF CONSUMPTION

We estimate how the marginal utility of consumption varies with health. To do so, we develop a simple model in which the impact of health on the marginal utility of consumption can be estimated from data on permanent income, health, and utility proxies. We estimate the model using the Health and Retirement Study's panel data on the elderly and near‐elderly, and proxy for utility with measures of subjective well‐being. Across a wide range of alternative specifications and assumptions, we find that the marginal utility of consumption declines as health deteriorates, and we are able to clearly reject the null of no state dependence. Our point estimates indicate that a one‐standard‐deviation increase in the number of chronic diseases is associated with a 10%–25% decline in the marginal utility of consumption relative to this marginal utility when the individual has no chronic diseases. We present some simple, illustrative calibration results that suggest that state dependence of the magnitude we estimate can have a substantial effect on important economic problems such as the optimal level of health insurance benefits and the optimal level of life‐cycle savings.     

动态均值-方差资产组合的有效性:时变风险容忍度视角

尽管均值-方差模型在静态资产组合优化过程中得到广泛运用并证明是有效的,但在动态情景下,均值-方差模型运用于动态资产组合优化过程中的有效性问题引起人们的质疑：一是常风险规避系数的设定不符合事实;二是投资者偏好设定不符合动态情景下的主流效用函数族。鉴于此,本文假设投资者风险容忍度是资产组合投资期与投资者期望收益率的函数,研究动态均值-方差资产组合的有效性问题。基于均值-方差分析框架构建时变风险容忍度下的动态资产组合模型;运用伊藤定理和拉格朗日乘子法获得最优资产组合封闭解;基于二次效用偏好下的动态资产组合,从资产组合策略、夏普率、确定性等价收益率和有效前沿等视角验证动态均值-方差资产组合策略和业绩,并予以实证。结果表明：动态均值-方差资产组合不但具有同等业绩而且体现了其灵活性和风险对冲价值;尽管动态均值-方差资产组合表现出高杠杆性,但其确定性等价收益率较高,且随投资期的增加呈现倒U型趋势;动态均值-方差资产组合的投资期效应显著,强于投资者期望收益率。研究指出,时变风险容忍度下的动态均值-方差资产组合管理和优化策略有效,但在短投资期（低于12个月）和（或）低期望收益率下并不适用。研究不但拓展了均值-方差模型在动态情境下的应用,而且体现了投资者源于心理和（或）其财富变化的投资行为调整。     

Persistent Private Information

This paper studies the design of optimal contracts in dynamic environments where agents have private information that is persistent. In particular, I focus on a continuous‐time version of a benchmark insurance problem where a risk‐averse agent would like to borrow from a risk‐neutral lender to stabilize his utility. The agent privately observes a persistent state variable, typically either income or a taste shock, and he makes reports to the principal. I give verifiable sufficient conditions showing that incentive‐compatible contracts can be written recursively, conditioning on the report and two additional state variables: the agent's promised utility and promised marginal utility of the private state. I then study two examples where the optimal contracts can be solved in closed form, showing how persistence alters the nature of the contract. Unlike the previous discrete‐time models with independent and identically distributed (i.i.d.) private information, the agent's consumption under the contract may grow over time. Furthermore, in my setting the efficiency losses due to private information increase with the persistence of the private information, and the distortions vanish as I approximate an i.i.d. environment.     

Individual Sense of Justice: A Utility Representation

We present an axiomatic model depicting the choice behavior of a self‐interest seeking moral individual over random allocation procedures. Individual preferences are decomposed into a self‐interest component and a component representing the individual's moral value judgment. Each component has a distinct utility representation, and the preference relation depicting the choice behavior is representable by a real‐valued function defined on the components utilities. The utility representing the self‐interest component is linear and the utility representing the individual's moral value judgment is quasi‐concave. The addition of a hexagon condition implies that the utility representing the individual's preference is additively separable in the components utilities.     

RELIABILITY-CONSTRAINED PRICING,CAPACITY, AND QUALITY: AN ILLUSTRATION OF ECONOMIC CONCEPTS TO POSTAL SERVICES

A model is developed from which welfare-optimal prices, capacities, and reliabilities for a service provider are simultaneously determined. Solutions are determined under conditions of stochastic demand subject to a reliability constraint on service quality. Both quality of service provided, as well as price, impact on demand for services rendered. Results indicate that (i) optimal prices are equated to the reliability-constrained marginal costs, (ii) optimal reliabilities require that the marginal benefits of increasing reliability are equated to the marginal costs of doing so, and (iii) optimal capacity allocation involves minimizing the system's expected costs subject to meeting the prespecified reliability constraint for service quality. The model is applied to postal delivery services in light of the growing competition that has emerged in this industry.     

To Preannounce or Not: New Product Development in a Competitive Duopoly Market

In this study, we consider the issue of preannouncing or not preannouncing the development of a new product. Our research is motivated by contrasting views in the literature and varying actions observed in practice. We develop and analyze a game theoretic model that examines the effect of a firm's preannouncement of its product development. Our model is based on a durable goods duopoly market with profit‐maximizing firms. The first firm is an innovator who initially begins developing the product; the second firm is an imitator that begins developing a competing product as soon as it becomes aware of the innovator's product. We assume that consumers are rationally expectant and purchase at most one unit of the product when they have maximum positive utility surplus that is determined by the characteristics of the product, the consumer's marginal utility, and the consumer's discounted utility for future expected products. The innovator firm can release information about its product when it begins developing the product or can guard information about its product until it introduces the product into the market. Our analysis and numerical tests show that, under some conditions, the innovator firm can benefit by preannouncing its product and giving the imitator firm additional time to differentiate its product. We discuss these conditions and their implications for new product development efforts.     

考虑消费者效用与保鲜的生鲜农产品EOQ模型

针对生鲜农产品新鲜度随时间减小的特点,构造受生鲜农产品新鲜度和零售价格影响的消费者时变效用函数,分析了消费者在不同时刻够买生鲜农产品的效用和数量的变化,并基于此建立了消费者偏好影响需求的生鲜农产品EOQ模型;以提高消费者效用为目的,分析了两种不同保鲜情形下零售商的最优订货决策和最优保鲜投入。研究发现,零售商的最优保鲜投入并不能使消费者效用最大化,满足消费者对生鲜农产品新鲜度的要求必须依靠政府的宏观调控。     

一种新的金融动态横截面估计方法——基于中国股票市场条件定价模型评估的应用与扩展

大多数资产定价模型常常用静态横截面回归(the static cross-sectional regression)进行定价表现评估,从而投资组合回报率的时间变化性并不能被时变的风险承载或者(和)时变的风险溢价所解释.本文从经济学的角度,运用一种新的金融动态横截面回归(the dynamic cross-sectional regression),首次考察了基于中国股票市场和美国股票市场的条件资产定价模型的定价表现:股票市场投资组合回报率的时变性是否能被时变的风险溢价所解释.本文发现,短期收益反转和流通市值加权市场换手率为条件变量的条件资本资产定价模型和基于消费的条件资本资产定价模型,能更好的解释中国股票投资组合的回报时变性,其时变性主要来自于时变的风险溢价.另外,本文发现一些拥有持续(persistence)和缓慢变化(slow-moving)特性的条件变量更能够解释横截面投资组合的时变回报.     

Defender–Attacker Games with Asymmetric Player Utilities

The presence of strategic attackers has become an important factor in the security and protection of systems, especially since the 9/11/2001 attacks, and considerable efforts have been dedicated to its study. When defending against the strategic attacker, many existing studies assume that the attacker would seek to minimize the defender's utility, which implies that the defender and attacker have symmetric utilities. However, the attacker's objective is determined by its own valuation of the system and target of the attack, which is not necessarily consistent with the defender's utility. If the attacker unexpectedly targets a different utility, then the defense strategy might no longer be optimal. In particular, the defense strategy could be inferior if the attacker's utility is not known to the defender. This study considers a situation where the defender's utility is the system survivability and the attacker's utility is the expected number of destroyed elements in the system. We investigate possible attack strategies under these two different utilities and compare (a) the conservative defense strategy when the attack utility is unknown to the defender with (b) the optimal defense strategy when the attack utility is known to the defender. We show that the conservative protection strategy is still optimal under asymmetric utilities when the contest intensity is smaller than one.