Mechanism Design with Collusion and Correlation

In a public good environment with positively correlated types, we characterize optimal mechanisms when agents have private information and can enter collusive agreements. First, we prove a weak‐collusion‐proof principle according to which there is no restriction for the principal in offering weak‐collusion‐proof mechanisms. Second, with this principle, we characterize the set of allocations that satisfy individual and coalitional incentive constraints. The optimal weakly collusion‐proof mechanism calls for distortions away from first‐best efficiency obtained without collusion. Allowing collusion restores continuity between the correlated and the uncorrelated environments. When the correlation becomes almost perfect, first‐best efficiency is approached. Finally, the optimal collusion‐proof mechanism is strongly ratifiable.     

Strategyproof Assignment by Hierarchical Exchange

We give a characterization of the set of group‐strategyproof, Pareto‐optimal, and reallocation‐proof allocation rules for the assignment problem, where individuals are assigned at most one indivisible object, without any medium of exchange. Although there are no property rights in the model, the rules satisfying the above criteria imitate a trading procedure with individual endowments, in which individuals exchange objects from their hierarchically determined endowment sets in an iterative manner. In particular, these assignment rules generalize Gale's top trading cycle procedure, the classical rule for the model in which each individual owns an indivisible good.     

基于图的广度搜索的进度生成机制

启发式算法是解决资源受限的项目调度问题的经典方法之一，通常用来生成元启发算法初始解，传统的串行（SSGS）和并行（PSGS）是生成项目调度方案的经典机制，本文基于图的广度优先搜索算法，提出了一种考虑任务节点位置因素的广度生成机制（BSSGS），并验证了算法的效果。借鉴广度搜索算法定义进度生成机制中的当前任务集合C、候选任务集合D以及阶段变量g等，对各任务节点进行层次划分并定义任务调度秩序；结合优先规则选择候选任务j^*并进行资源R_k（t）调度更新，进而生成完整的调度方案；案例分析表明新机制在满足优先规则和资源约束的同时兼顾了任务节点在网络中位置因素，拥有对于局部复杂网络不回避，对关键节点及时调度等明显优势；选择PSPLIB中算例，在不同优先规则下对新机制进行了测试，测试结果表明新的进度生成机制在LPT、SPT、MTS和MIS等优先规则下，在平均最短工期、平均资源利用率及最优调度方案率等方面优于串行和并行进度生成机制，且算法时间复杂度与传统机制相比并未增加，仍为O（J²，K）。     

网上逢低买入拍卖形式下的买方策略

逢低买入是一种新型的基于网络的动态定价方式。这种定价方式将不同的投标人联合起来以便获得数量折扣,它的一个特点就是商品的价格随着中标人数的增加而降低。本文采用独立私有估价假设,建立了一个不完全信息的动态博弈模型来解释在逢低买入机制下的买方的投标策略问题。通过求解发现,对于买方而言,存在一个弱占优策略:投标人投低于他估价的最大被允许投标值,这表明逢低买入拍卖是一种弱激励相容的机制。     

Games Played Through Agents

We introduce a game of complete information with multiple principals and multiple common agents. Each agent makes a decision that can affect the payoffs of all principals. Each principal offers monetary transfers to each agent conditional on the action taken by the agent. We characterize pure‐strategy equilibria and we provide conditions—in terms of game balancedness—for the existence of an equilibrium with an efficient outcome. Games played through agents display a type of strategic inefficiency that is absent when either there is a unique principal or there is a unique agent.     

基于优先权拍卖的产能分配机制研究

本文考虑一个供应商和两个独立零售商构成的供应链系统。当供应商的产能受到约束时，零售商可能会竞争有限的产能。本文提出将“优先分配权”作为一个有价值的标的物进行拍卖，按照出价高低确定优先分配顺序。本文证明了优先权拍卖机制属于共同价值模型，并提出了两类拍卖机制：事先拍卖和事后拍卖。本文证明两类优先权拍卖机制均会促使零售商提交真实的需求作为订单量，并且满足收益等价定理。而就供应商期望利润而言，事后优先权拍卖机制要高于事先优先权拍卖机制。     

连续物料订单分拣完全-并行限定(k=1)轮询控制机理

中国是粮食生产大国和人口大国,粮食问题对于我国经济社会的发展具有举足轻重的影响。现有粮食供应链"层层批发"的流通体制不能满足消费者个性化需求。所以,本文基于客户的个性化需求,应用轮询系统理论来研究面粉、大米等粮食连续物料的订单分拣自动化控制机理。本文根据实际业务需求设定普通订单、优先订单,对优先订单的分拣实行完全服务控制策略,对普通订单分拣实行限定（k=1）服务控制策略,建立完全-并行限定（k=1）的二级优先级订单分拣轮询控制系统模型,确保优先业务订单顾客得到更优质服务,同时保证订单分拣系统的公平性。采用嵌入式Markov链、多维概率母函数和拉式变换求解理论模型,并通过数值计算分析,精确求解其一阶系统特性、二阶系统特性等关键性能参数,从而深入研究连续物料订单分拣的控制机理。     

Ranked Items Auctions and Online Advertisement

We study auctions for a set of commonly‐ranked items where each buyer has unit demand. This setting has promising applications in areas such as keyword auctions in the search engine advertising industry, the sale of quality‐ranked raw materials, etc. An auction mechanism suitable for this setting is the simultaneous pooled auction (SPA), where each bidder simultaneously submits a single bid and is allocated an object based on the rank of his bid among all the bids. We study how to improve the seller's expected revenue by enforcing a reserve price in an SPA. We find that the use of an appropriate reserve price may significantly increase the seller's revenue, especially when the number of items for sale is relatively large compared to the number of participating bidders. One inherent problem in the SPA is that some bidders may incur ex post losses; that is, they pay more than what they value the received objects. We propose a tailored VCG mechanism that generates the same expected revenue as the SPA does, while bidders do not incur any ex post loss. We also discuss the potential applications of this research to keyword auctions.     

工期-质量协调均衡的项目导向型供应链跨组织激励

在假定项目型组织之间平等合作的基础上,从项目价值增值最大化角度,考虑工期-质量目标努力成本关系,构建并剖析工期-质量协调均衡的项目导向型供应链跨组织激励模型,并对模型进行数据模拟和算例分析。结果表明,不论工期-质量目标间努力成本是否存在线性关系,以调整不同控制目标的激励强度为协调手段,实施工期-质量协调激励策略不仅可实现项目导向型供应链项目价值增值的最大化,而且可实现合作双方净收益的帕累托改善,进而使得承包商在工期-质量目标上合理分配资源和努力水平,实现项目工期-质量目标间的协调均衡。     

随机抽样算法在多项目调度中的应用

针对资源约束下的多项目调度问题,扩展了单项目进度生产机制,并在此基础上设计了多项目调度的随机抽样算法。通过对比分析,说明不同的任务优先规则对随机抽样算法具有不同的影响,其中采用MINSLK等优先规则的随机抽样算法能够有效地缩短项目平均工期。与其他多项目调度启发式算法的比较和统计检验,说明随机抽样算法显著优于这些常用的启发式算法。     

Single‐Period Two‐Product Assemble‐to‐Order Systems with a Common Component and Uncertain Demand Patterns

We consider a single‐period assemble‐to‐order system that produces two types of end products to satisfy two independent and stochastic customer orders. Each type of product is used to fulfill a particular customer order and these two products share a common component. Furthermore, one customer may confirm her order before the other one, and the manufacturer needs to make a commitment immediately upon the receipt of each customer order on how many products to be delivered. We propose a model for optimizing the inventory and production decisions under the above ATO environment. We also extend our model to the situation where the manufacturer can fulfill the unsatisfied low‐priority demand using the left‐over inventories after fulfilling the high‐priority demand, in case the low‐priority customer arrives first. Numerical experiments are conducted, which provide some interesting insights on the impact of uncertain demand pattern.     

Combined Pricing and Portfolio Option Procurement

In this paper, we study a single‐product periodic‐review inventory system that faces random and price‐dependent demand. The firm can purchase the product either from option contracts or from the spot market. Different option contracts are offered by a set of suppliers with a two‐part fee structure: a unit reservation cost and a unit exercising cost. The spot market price is random and its realization may affect the subsequent option contract prices. The firm decides the reservation quantity from each supplier and the product selling price at the beginning of each period and the number of options to exercise (inventory replenishment) at the end of the period to maximize the total expected profit over its planning horizon. We show that the optimal inventory replenishment policy is order‐up‐to type with a sequence of decreasing thresholds. We also investigate the optimal option‐reservation policy and the optimal pricing strategy. The optimal reservation quantities and selling price are shown to be both decreasing in the starting inventory level when demand function is additive. Building upon the analytical results, we conduct a numerical study to unveil additional managerial insights. Among other things, we quantify the values of the option contracts and dynamic pricing to the firm and show that they are more significant when the market demand becomes more volatile.     

The Optimality of a Simple Market Mechanism

Strategic behavior in a finite market can cause inefficiency in the allocation, and market mechanisms differ in how successfully they limit this inefficiency. A method for ranking algorithms in computer science is adapted here to rank market mechanisms according to how quickly inefficiency diminishes as the size of the market increases. It is shown that trade at a single market–clearing price in the k–double auction is worst–case asymptotic optimal among all plausible mechanisms: evaluating mechanisms in their least favorable trading environments for each possible size of the market, the k–double auction is shown to force the worst–case inefficiency to zero at the fastest possible rate.     

A comparative analysis of due date based job sequencing rules in a flow shop with multiple processors

The literature on job scheduling recognizes the importance of due date performance criteria such as mean tardiness and maximum tardiness. A number of studies test a large number of sequencing rules for these criteria in job shop and flow shop settings. The object of this present research is to examine the performance of some well-known priority rules in a flow shop with multiple processors. This study investigates the performance of ten priority rules in terms of mean and maximum tardiness. It examines the effects of problem characteristics, such as number of jobs, number of machines stages and number of parallel processors at each stage, and the performance of priority rules using regression analysis. The findings of the study suggest that the primary determinants of tardiness-based criteria are problem characteristics. In addition, both the regression analysis and the analysis of variance provide strong evidence of the strategy-effect. Finally, a detailed performance review of examined priority rules for various problem characteristics is presented.     

Corporate Portfolio Analysis Tools Revisited: Assessing Causes that May Explain Their Scholarly Disdain

While prominent corporate portfolio analysis tools such as the BCG Growth–Share Matrix took centre stage in the field of strategic management from the 1960s to the mid‐1980s, this review of the literature shows that they have since then largely disappeared from the academic agenda, despite their practical relevance and widespread application. There may be two independent reasons for this apparent scholarly disdain: corporate portfolio analysis tools (a) may have been recognized as unsuitable owing to inherent flaws or superior alternative concepts or (b) may have become obsolete because of proof that corporate diversification is inferior to market diversification. Thus, this assessment is based on an extensive review of the most relevant academic literature on corporate portfolio analysis tools and on the constitutive diversification–performance link published in leading management journals over the past five decades. The review reveals that research to date has not produced advanced tools based on an objective criticism of the original matrices, nor has corporate diversification – as a precondition for corporate portfolio analysis – proved to be inferior to market‐based co‐ordination mechanisms. Thus, this literature review constitutes a call for further academic research in the field of corporate portfolio analysis tools as well as corporate diversification.     

面向动态评价的长效机制及其构建研究

事物的动态发展变化催生了对动态评价方法的需求。为解决动态评价中跨阶段动态可比性和对新增阶段的适应性等动态评价长效性需求问题,提出动态评价长效机制的构建原理。通过对数据标准化方式和多种评价方法的特征分析,在分析动态评价过程各环节技术的动态有效性基础上,从数据采集、数据标准化、评价方法的选择与使用等方面,基于线性加权模式下的竞优评析方法,构建了一种面向动态评价的“客观民主式”动态评价长效机制。最后,通过一个实例说明本研究在实际应用上的有效性。面向动态评价的长效评价机制为解决动态评价有效性问题提供了思路,可作为综合评价理论方法的一种有益补充。     

Random Matching Under Dichotomous Preferences

We consider bilateral matching problems where each person views those on the other side of the market as either acceptable or unacceptable: an acceptable mate is preferred to remaining single, and the latter to an unacceptable mate; all acceptable mates are welfare‐wise identical. Using randomization, many efficient and fair matching methods define strategyproof revelation mechanisms. Randomly selecting a priority ordering of the participants is a simple example. Equalizing as much as possible the probability of getting an acceptable mate across all participants stands out for its normative and incentives properties: the profile of probabilities is Lorenz dominant, and the revelation mechanism is groupstrategyproof for each side of the market.     

Supply Performance in Multi‐Echelon Inventory Systems with Intermediate Product Demand: A Perspective on Allocation

In this article, we study the performance of multi‐echelon inventory systems with intermediate, external product demand in one or more upper echelons. This type of problem is of general interest in inventory theory and of particular importance in supply chain systems with both end‐product demand and spare parts (subassemblies) demand. The multi‐echelon inventory system considered here is a combination of assembly and serial stages with direct demand from more than one node. The aspect of multiple sources of demands leads to interesting inventory allocation problems. The demand and capacity at each node are considered stochastic in nature. A fixed supply and manufacturing lead time is used between the stages. We develop mathematical models for these multi‐echelon systems, which describe the inventory dynamics and allow simulation of the system. A simulation‐based inventory optimization approach is developed to search for the best base‐stock levels for these systems. The gradient estimation technique of perturbation analysis is used to derive sample‐path estimators. We consider four allocation schemes: lexicographic with priority to intermediate demand, lexiographic with priority to downstream demand, predetermined proportional allocation, and proportional allocation. Based on the numerical results we find that no single allocation policy is appropriate under all conditions. Depending on the combinations of variability and utilization we identify conditions under which use of certain allocation polices across the supply chain result in lower costs. Further, we determine how selection of an inappropriate allocation policy in the presence of scarce on‐hand inventory could result in downstream nodes facing acute shortages. Consequently we provide insight on why good allocation policies work well under differing sets of operating conditions.     

两阶段生产系统的DEA效率评价模型

数据包络分析(DEA)作为一种数学规划方法,已经被广泛用来评价一个决策单元相对于其它决策单元的效率。经典的DEA模型把决策单元看作一个“黑箱”,对决策单元的内部运行机制不作深入的研究。本文以一个两阶段生产系统为例,从生产系统的内部过程出发,提出一个基于DEA的模型以合理评估该决策单元的相对效率。本文提出的模型实质上是一类特殊的网络DEA模型,其评价原理有别于已有的研究成果,但确实有助于管理者确定生产过程(如供应链)的非有效来源及其效率改进方向。