Inventory‐Based Dynamic Pricing with Costly Price Adjustment

We study an average‐cost stochastic inventory control problem in which the firm can replenish inventory and adjust the price at anytime. We establish the optimality to change the price from low to high in each replenishment cycle as inventory is depleted. With costly price adjustment, scale economies of inventory replenishment are reflected in the cycle time instead of lot size—An increased fixed ordering cost leads to an extended replenishment cycle but does not necessarily increase the order quantity. A reduced marginal cost of ordering calls for an increased order quantity, as well as speeding up product selling within a cycle. We derive useful properties of the profit function that allows for reducing computational complexity of the problem. For systems requiring short replenishment cycles, the optimal solution can be easily computed by applying these properties. For systems requiring long replenishment cycles, we further consider a relaxed problem that is computational tractable. Under this relaxation, the sum of fixed ordering cost and price adjustment cost is equal to (greater than, less than) the total inventory holding cost within a replenishment cycle when the inventory holding cost is linear (convex, concave) in the stock level. Moreover, under the optimal solution, the time‐average profit is the same across all price segments when the inventory holding cost is accounted properly. Through a numerical study, we demonstrate that inventory‐based dynamic pricing can lead to significant profit improvement compared with static pricing and limited price adjustment can yield a benefit that is close to unlimited price adjustment. To be able to enjoy the benefit of dynamic pricing, however, it is important to appropriately choose inventory levels at which the price is revised.     

贸易开放对中国水环境污染影响的实证研究

文章基于2004-2013年中国31个省市的面板数据,采用动态面板模型和差分GMM估计方法,分别选取化学需氧量排放和氨氮排放作为水环境污染的有机污染物和无机污染物的排放指标,对贸易开放的结构效应引致的中国水环境污染排放进行了实证研究.研究结果表明,经济增长的规模和技术效应是影响水环境污染排放的主要因素,直接结构效应对中国水污染排放的影响不显著,贸易开放的结构效应也在一定程度上加剧了中国水环境污染的排放.通过引入贸易开放的相关交叉项进一步对决定贸易结构效应的比较优势来源进行识别,结果发现,对于中国水环境污染排放并不存在所谓的“污染天堂效应”和“要素禀赋效应”.贸易的结构效应会导致西部经济欠发达地区的水污染排放降低,而对中东部经济相对发达地区,贸易的结构效应会引致其水污染排放量的增大和排放强度的加剧.     

竞争市场中生产与碳交易策略

在碳排放约束下,利用动态古诺模型,分析厂商如何优化产量、交易碳排放权的规模、净化节约额以实现利润最大化的问题,得到相应的均衡量和各阶段最优量,并给出竞争市场中的企业减排策略以及政府的行为和碳排放权价格对企业减排策略的影响,阐述在竞争市场中减排和碳排放权交易的运行机制。研究发现: 双寡头竞争市场中存在均衡状态;在减排率较低时,制造上获得最高利润,而企业追求过高的减排率将会导致过分依赖碳减排市场而获得较低的利润;制造商应该适时低价购入过量碳排放权,而在高价时卖出多余的碳排放权,以充分利用碳排放权市场以增加利润降低成本;制造商的利润会随着政府碳排放权分配系数的增加而增加。     

Inference in Semi‐Parametric Dynamic Models for Repeated Count Data

This paper deals with a longitudinal semi‐parametric regression model in a generalised linear model setup for repeated count data collected from a large number of independent individuals. To accommodate the longitudinal correlations, we consider a dynamic model for repeated counts which has decaying auto‐correlations as the time lag increases between the repeated responses. The semi‐parametric regression function involved in the model contains a specified regression function in some suitable time‐dependent covariates and a non‐parametric function in some other time‐dependent covariates. As far as the inference is concerned, because the non‐parametric function is of secondary interest, we estimate this function consistently using the independence assumption‐based well‐known quasi‐likelihood approach. Next, the proposed longitudinal correlation structure and the estimate of the non‐parametric function are used to develop a semi‐parametric generalised quasi‐likelihood approach for consistent and efficient estimation of the regression effects in the parametric regression function. The finite sample performance of the proposed estimation approach is examined through an intensive simulation study based on both large and small samples. Both balanced and unbalanced cluster sizes are incorporated in the simulation study. The asymptotic performances of the estimators are given. The estimation methodology is illustrated by reanalysing the well‐known health care utilisation data consisting of counts of yearly visits to a physician by 180 individuals for four years and several important primary and secondary covariates.     

不同震级作用下的设备 结构动力相互作用体系地震反应分析

为研究是否考虑设备 结构动力相互作用在不同地震阶段的差别,对建筑结构中常见的设备 结构相互作用体系进行了小震、中震和大震阶段的地震时程反应分析。分析了不同震级作用下考虑相互作用后给结构与设备的地震反应带来的变化。结果表明：考虑设备 结构动力相互作用与不考虑相互作用相比,结构的地震反应有较明显的区别,设备的地震反应有很大的区别,处于完全失真的状态。大震阶段由于设备和结构均进入了弹塑性阶段,刚度等主要参数发生了变化,导致动力相互作用的影响降低。虽然设备质量占结构总地震质量的比例很小,但仍会对结构位移与内力造成较大的影响。     

尾矿库动力响应分析中的边界效应

散射问题中外行波远域能量逸散效应是影响尾矿库坝体动力响应的重要因素。基于ABAQUS二次开发,实现了尾矿砂材料等效线性粘性本构,并且将粘弹性人工边界应用于某平地型尾矿库的动力反应,计算了地震作用下该尾矿坝水平向加速度、水平向位移、大动主应力、动剪应力和整体应变能随时间变化的规律。并与固定边界下尾矿库动力响应进行比较。结果表明：边界类型对地震作用下尾矿库动力响应计算结果有较大的影响,相对固定边界,考虑粘弹性人工边界时,尾矿库坝体动力响应最大值减小了15%～25%,表明地震过程中粘弹性人工边界起到了吸收能量的作用,建议在尾矿库动力反应分析中,应考虑粘弹性人工边界对尾矿库动力响应的影响。     

高强混凝土高温性能研究进展

对近年来高强混凝土高温性能的研究成果进行了综述与分析,包括热工性、高温下和高温后力学性能以及高强高性能混凝土的爆裂性能。其中,高强混凝土热工性能方面的研究成果较少且研究结果离散性较大;高强混凝土力学性能方面的研究主要集中于抗压强度、抗拉强度、变形性能、弹性模量、泊松比、应力 应变关系等,而对高强混凝土结构、构件高温力学性能和温度场分析方面的研究较少;高强高性能混凝土爆裂方面的研究多集中于爆裂规律和爆裂抑制措施,对爆裂机理和微观结构的研究较少。本文分别从3个方面指出了高强混凝土高温性能研究中存在的问题和今后的研究方向,为深入研究高强混凝土的高温性能提供参考。     

基于多元词组和数据流聚类的热点话题动态发现

本文主要通过改进的TF-IDF算法和多元词组动态构建来选择特征关键词,并利用CluStream数据流聚类方法,实现文本主题的动态发现.实验表明,该方法可以较好地发现海量文本信息中不断变化的主题信息,从而达到推荐关联主题、动态监测舆情等目的.     

双电机驱动自同步振动磨动力响应研究

以双电机驱动自同步振动磨为研究对象,对其进行简化处理,建立力学模型。通过对其施加X,y方向的简谐激 振力,建立无阻尼系统强迫振动和有阻尼系统强迫振动的数学模型,在此基础上,确定Rayleigh阻尼的常数α和β,利用 有限元ANSYS软件进行瞬态动力学分析,研究其在动载荷作用下的变形情况。研究结果表明：在工况频率16 Hz下,节 点运动轨迹更接近圆形,距理想粉碎效果的圆形轨迹较近,粉碎效果较好,进入稳定期的时间较快;在共振频率42 Hz 下,节点轨迹振幅更大,进入稳定期较慢,阻尼对振动的衰减作用较强;不同阻尼比对振动的衰减作用成正比关系。因 此,可以通过控制阻尼比等参数获得更有利的研磨效果,提高研磨效率。     

Conditional VAR and Expected Shortfall: A New Functional Approach

We estimate two well-known risk measures, the value-at-risk (VAR) and the expected shortfall, conditionally to a functional variable (i.e., a random variable valued in some semi(pseudo)-metric space). We use nonparametric kernel estimation for constructing estimators of these quantities, under general dependence conditions. Theoretical properties are stated whereas practical aspects are illustrated on simulated data: nonlinear functional and GARCH(1,1) models. Some ideas on bandwidth selection using bootstrap are introduced. Finally, an empirical example is given through data of the S&P 500 time series.