共查询到18条相似文献,搜索用时 62 毫秒
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可退货在线租赁竞争分析及其风险回报模型 总被引:2,自引:0,他引:2
经典的在线租赁只考虑购买和租赁两种决策行为,当在线租赁方购买设备后,不允许退货。本文假设在线租赁方在选择购买设备后,如果觉得购买设备不划算,可以在任何时候花费一定的代价把设备退还给承租方。通过定义退货费用函数来刻画退货行为,本文提出了可退货在线租赁问题,它是经典在线租赁问题的扩展。利用传统的竞争分析方法设计了该问题的竞争策略,分析了策略的竞争性能,并证明该策略能达到竞争比下界(即是最优竞争策略)。同时,在风险回报竞争分析框架下,进一步讨论了上述问题,得到了给定预期和风险下收益最优的竞争策略。 相似文献
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局内管理决策问题及其竞争策略 总被引:8,自引:0,他引:8
基于优化领域的热点研究方向之一的局内问题与竞争策略理论,将相关概念引入管理决策,提出了局内管理决策及其竞争策略的概念,说明了处理局内管理决策问题的竞争策略和传统方法的区别以及后者的缺陷.构建了利用局内问题及其竞争策略研究局内管理决策问题的理论框架,并介绍了一个具体研究实例. 相似文献
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占线Bahncard问题的风险补偿模型 总被引:2,自引:0,他引:2
Bahncard 是德国 Decutsche Bundesbahn 铁路公司发行的一种优惠卡.这种因预先支付一定资金而在未来获得相应价格折扣的活动已经成为商家的主要价格折扣方式.但消费者选择最优的购买时机却具有较大的困难.因此,基于消费者对未来需求的有限预知,提出了风险补偿模型,应用竞争算法求解模型,得到最优的 TSUM 和 PSUM 策略及其相应的竞争性能比.实例证明所得的结论是对传统竞争算法的推广,最优的 TSUM 和 PSUM 策略具有现实的可行性. 相似文献
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本文基于一种设备在线租赁的基础上,提出了在线设备更新问题。运用传统竞争比方法分别研究了两阶段设备更新问题在有无利率情形下的在线竞争策略,并建立了相应的风险补偿模型,从而在线投资者可以根据自己的风险容忍度和预期选择最优的更新策略。市场利率的引入使得在线设备更新模型更复杂但更贴近于现实中的设备更新问题。最后,通过具体实例进一步说明了市场利率下在线竞争比更小,而且竞争比关于市场利率递减;同时也说明了风险补偿模型中最优约束竞争比要小的多。因此,投资者若考虑到资金的收益及市场风险因素后将会采取更加谨慎稳健的投资策略。 相似文献
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制造商在租赁供应链上为租赁公司提供租赁设备技术升级(或“以旧换新”)促进新技术应用。在租赁市场需求与技术更新速度不确定情形下,租赁公司决策者需要决策是否对设备进行技术更新用于租赁业务以获取更高的出租收益。本文运用在线算法建立租赁公司租赁设备的在线更新模型,分析不同市场情境下最优的确定性在线更新策略。研究发现:新技术设备单位租赁周期收益、更新成本与旧设备单位租赁周期收益影响在线更新策略。租赁公司最优的在线更新策略是:如果制造商提供的新设备单位租赁周期收益小于更新成本,租赁公司一直出租旧设备不进行设备更新,直至制造商提供另外的新技术的单位租赁周期收益不小于更新成本;然后继续出租旧设备直至新设备与旧设备租赁收益之差几乎累积达到更新成本时进行技术更新。本文研究结论对在高度不确定环境下开展经营活动的租赁公司下一步策略选择具有重要的借鉴意义。 相似文献
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报童问题是库存管理中一个重要的模型。对报童问题在不同的目标函数和约束条件下的扩展模型已有了大量的研究。已有研究假设产品的需求分布已知,然而,在实际中完全刻画需求分布信息常常是很困难的,因此,部分信息下的报童模型研究近年越来越受到重视。在竞争比分析方法下,对报童问题进行了讨论,建立概率预期下风险补偿模型用于解决部分信息的报童问题。在确定性预期和基本概率预期下,分别为具有风险偏好的报童设计了最优订购策略,使报童可以根据自己不同的风险容忍度和未来预期选择订购策略。 相似文献
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针对交易者事先仅知道价格波动范围的占线单向交易问题,基于Savage后悔值准则提出了竞争差分析方法,通过引入一个假想的能够控制价格的“对手”将原来的单人决策问题转化为双人零和博弈问题.与竞争比分析相比,竞争差分析由于目标函数的数学形式更简单,因而可以直接采用逆向归纳法求解获得使最大后悔值(竞争差)最小化的稳健的占线交易策略,并找出对于交易者而言所有可能的最糟糕情况,而不必像竞争比分析那样需要事先猜测最优占线策略的特征;此外,数值模拟结果表明,基于竞争差分析的占线算法更节省计算时间,且在解决收益最大化问题时不像竞争比分析那样过于保守,一般具有更好的期望绩效. 相似文献
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The canadian traveller problem and its competitive analysis 总被引:1,自引:0,他引:1
Yinfeng Xu Maolin Hu Bing Su Binhai Zhu Zhijun Zhu 《Journal of Combinatorial Optimization》2009,18(2):195-205
From the online point of view, we study the Canadian Traveller Problem (CTP), in which the traveller knows in advance the
structure of the graph and the costs of all edges. However, some edges may fail and the traveller only observes that upon
reaching an adjacent vertex of the blocked edge. The goal is to find the least-cost route from the source O to the destination D, more precisely, to find an adaptive strategy minimizing the competitive ratio, which compares the performance of this strategy
with that of a hypothetical offline algorithm that knows the entire topology in advance. In this paper, we present two adaptive
strategies—a greedy or myopic strategy and a comparison strategy combining the greedy strategy and the reposition strategy
in which the traveller backtracks to the source every time when he/she sees a failed edge. We prove tight competitive ratios
of 2
k+1−1 and 2k+1 respectively for the two strategies, where k is the number of failed edges in the graph. Finally, we propose an explanation of why the greedy strategy and the comparison
strategy are usually preferred by drivers in an urban traffic environment, based on an argument related to the length of the
second-shortest path in a grid graph.
We would like to acknowledge the support from NSF of China (No. 70525004, No. 70121001 and No. 60736027), and the support
from K.C. Wong Education Foundation, Hong Kong. 相似文献
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Assembly lines are usually constructed as the last stage of the entire production system and efficiency of an assembly line is one of the most important factors which affect the performance of a complex production system. The main purpose of this paper is to mathematically formulate and to provide an insight for modelling the parallel two-sided assembly line balancing problem, where two or more two-sided assembly lines are constructed in parallel to each other. We also propose a new genetic algorithm (GA)-based approach in alternatively to the existing only solution approach in the literature, which is a tabu search algorithm. To the best of our knowledge, this is the first formal presentation of the problem as well as the proposed algorithm is the first attempt to solve the problem with a GA-based approach in the literature. The proposed approach is illustrated with an example to explain the procedures of the algorithm. Test problems are solved and promising results are obtained. Statistical tests are designed to analyse the advantage of line parallelisation in two-sided assembly lines through obtained test results. The response of the overall system to the changes in the cycle times of the parallel lines is also analysed through test problems for the first time in the literature. 相似文献
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异质成本分配模型的公理体系及分配方法 总被引:4,自引:0,他引:4
在建立成本分配问题数学模型的基础上,提出了异质成本分配模型的公理体系,将异质
成本分配规则应满足的公理性质分为基本公理性质、一般公理性质和特殊公理性质三类;通过
案例研究,深入分析了产出规模不变性、需求单调性、比例性和上限性等公理性质的强制性,并
对EANS 方法、Aumann2Shapley 值法、Friedman2Moulin 序列方法和Shapley2Shubik 方法等典型的
异质成本分配方法对公理性质的满足情况进行了全面讨论,通过严格的数学证明,得出了有价
值的结论. 相似文献
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知识管理的风险分析、评估与控制 总被引:19,自引:1,他引:19
从风险角度研究知识管理问题. 首先,分析和总结了影响知识管理成败的因素,指出知识
管理是一个与组织目标、文化、技术、知识资产、组织结构、评估与激励和财务等风险要素相关
联的管理活动;然后利用区间数方法来评估知识管理风险;最后就如何防范和控制知识管理风
险提出全面的策略框架. 相似文献
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Risk Modeling, Assessment, and Management of Lahar Flow Threat 总被引:1,自引:0,他引:1
The 1991 eruption of Mount Pinatubo in the Philippines is considered one of the most violent and destructive volcanic activities in the 20th century. Lahar is the Indonesian term for volcanic ash, and lahar flows resulting from the massive amount of volcanic materials deposited on the mountain's slope posed continued post-eruption threats to the surrounding areas, destroying lives, homes, agricultural products, and infrastructures. Risks of lahar flows were identified immediately after the eruption, with scientific data provided by the Philippine Institute of Volcanology, the U.S. Geological Survey, and other research institutions. However, competing political, economic, and social agendas subordinated the importance of scientific information to policy making. Using systemic risk analysis and management, this article addresses the issues of multiple objectives and the effective integration of scientific techniques into the decision-making process. It provides a modeling framework for identifying, prioritizing, and evaluating policies for managing risk. The major considerations are: (1) applying a holistic approach to risk analysis through hierarchical holographic modeling, (2) applying statistical methods to gain insight into the problem of uncertainty in risk assessment, (3) using multiobjective trade-off analysis to address the issue of multiple decisionmakers and stakeholders in the decision-making process, (4) using the conditional expected value of extreme events to complement and supplement the expected value in quantifying risk, and (5) assessing the impacts of multistage decisions. Numerical examples based on ex post data are formulated to illustrate applications to various problems. The resulting framework from this study can serve as a general baseline model for assessing and managing risks of natural disasters, which the Philippines' lead agency-the National Disaster Coordinating Council (NDCC)-and other related organizations can use for their decision-making processes. 相似文献