Simulating the availability of a wire-ropes manufacturing plant

This paper presents a simulation method for estimating the throughput availability of a serially interdependent manufacturing system. The model has the ability to analyse, predict and suggest ways for enhancing the productivity of the system. It can be applied to systems with branching and converging process streams, recycling, and intermediate buffer storages. The model has been implemented in a real-life plant through a personal computer.     

具有电力存储设备的实时需求响应与能量调度

实时需求响应与能量调度是智能电网中调节电力供需平衡的理想手段,其实施必然对用户的用电行为和电网的运行与管理产生深远影响。本文考虑用户具有多个可充、放电的电力存储设备,兼顾供电商发电量平稳的需求,在社会福利最大化模型的基础上,建立一个实时需求响应与能量调度的优化模型。给出模型的对偶问题,在满足强对偶性的前提下,可以通过求解对偶问题得到原问题的最优解,并确定可供用户与供电商参考的实时电价。在对偶问题中,问题可以分解为用户侧和供电侧两类子问题。进而设计分布式实时需求响应算法,并证明了算法的收敛性,供电侧与用户侧通过信息互动求得最优解。仿真结果验证了模型的合理性和算法的可行性。     

基于竞争性信息传播模型的信息失真治理研究

网络谣言是由信息失真产生的不良信息，本文从微博社交网络谣言事件传播演化一般过程出发，研究谣言信息与辟谣信息的竞争传播过程，基于SIR模型进行改进，从系统动力学视角构建谣言信息和辟谣信息的竞争传播模型，并使用Anylogic软件实现模型仿真。实验表明，网民素养较高时，谣言信息的传播规模显著萎缩。节点接触环境中辟谣信息的接触权重较大时，能有效抑制谣言的传播。进而总结了研究的理论意义和实践意义，提出了提高网民素质、对网络节点的接触环境进行调控等网络空间不良信息治理建议。     

动态用户最优配流问题的投影算法研究

本文首先建立了动态用户最优配流问题的变分不等式模型,并对此模型用投影算法来求解.本文中的模型满足Wordrop第一原理要求,所给算法在每一个小时段都能给出路段流入率、流出率及路段流量,从而为行人出行提供可靠的、实时的信息,所给数值实验也说明该模型和算法是可行且有效的.     

研发团队绩效转换过程的定性模拟研究

本文分析了团队绩效的各类影响因素,将其分为结构变量、过程变量和状态变量三类。结构变量决定了群体的潜在绩效,过程变量和状态变量则影响着团队绩效在运行过程中发生的增量和减量。本文运用定性推理技术,建立了研发团队绩效转换过程的定性模拟模型,并提供了模拟结果。     

THE IMPACT OF ALTERNATE DECISION TECHNIQUES ON USER BEHAVIOR

The quantitative disciplines have focused their efforts primarily upon more complete and efficient methods for analyzing decision problems. Almost totally neglected in these efforts is the interplay between a decision technique and its ultimate user. This interface is of crucial importance to the continued success of the decision sciences in organizations. Data are presented to support the contention that decision techniques and their resultant impact on job content interact with psychological variables to cause variation in user satisfaction and performance. These results are similar to the effects hypothesized to occur at blue collar levels in organizations.     

A SIMULATION GAME FOR TEACHING SERVICE‐ORIENTED SUPPLY CHAIN MANAGEMENT: DOES INFORMATION SHARING HELP MANAGERS WITH SERVICE CAPACITY DECISIONS?*

For decades, the Beer Game has taught complex principles of supply chain management in a finished good inventory supply chain. However, services typically cannot hold inventory and can only manage backlogs through capacity adjustments. We propose a simulation game designed to teach service‐oriented supply chain management principles and to test whether managers use them effectively. For example, using a sample of typical student results, we determine that student managers can effectively use end‐user demand information to reduce backlog and capacity adjustment costs. The game can also demonstrate the impact of demand variability and reduced capacity adjustment time and lead times.     

The Production of Several Items in a Single Facility with Linearly Changing Demand Rates

In this paper we extend the ELSP model to allow for linearly changing demand rates over a fixed planning horizon. This extension of the ELSP research provides a model that can be used in coordinating the production and marketing planning activities in a firm. The model allows the user to evaluate the impact of changes in product demand on production costs and customer service. We solve the model using a standard nonlinear programming package (MINOS) and show through examples based on actual production data how the model can be used to support coordinated production and marketing planning.     

A simulation system for corporate planning

This paper describes the structure and use of a general purpose simulation package developed for the interactive construction of dynamic computer-based simulation models. The package consists of a system of computer programs written in the BASIC language for a Digital PDP 11/70 time-sharing computer.The framework upon which the package is based is essentially an amalgamation of the System Dynamics and Input-Output approaches to the modelling of complex organizations. Networks of levels and flows provide the basis for dynamic, modular representation, while matrix algebra features provide the basis for aggregational flexibility and the analysis of multi- product multi-process industrial systems.The package is designed to provide planning managers with the ability to construct flexible models, localized or ‘corporate’, financial or non-financial, without the need for any programming in the conventional sense. A flow diagram of the system to be modelled guides the model builder in responding to computer terminal prompts which determine the model structure as a set of programmed relationships. This in turn gives rise to a further series of prompts at the terminal for the entry of all data pertinent to the model. Model editing and computation then proceeds, with user interaction, if desired, for amendments, monitoring of computations, and report generation.Two specific applications of the package are discussed in the latter part of the paper, and sample output from runs of both of the resultant models is provided.     

基于投影降维技术的期权组合非线性VaR模型

高维期权组合VaR值的计算时间和计算工作量随着市场风险因子维数的增加而迅速增加.为此,引入投影降维技术,用少数几个风险因子来解释高维期权组合总的风险,并结合快速卷积方法,建立了基于投影降维技术的市场风险因子呈厚尾分布情形下的期权组合非线性VaR模型,达到减少计算时间和计算工作量的目的,同时期权组合价值变化的信息又没有太大的损失.数值结果表明,投影降维技术能够达到与快速卷积方法、Monte-Carlo方法差不多的估算精度,而计算效率明显优于快速卷积方法、Monte-Carlo方法,计算时间和计算工作量明显减少.     

双重信息不对称下闭环供应链的激励机制研究

针对废旧电子产品市场中由再制造商、回收商和消费者构成的闭环供应链,研究了再制造商处理回收商回收能力隐匿的逆向选择问题和努力水平隐匿的道德风险问题。运用激励理论研究在双重信息不对称下,再制造商如何设计激励机制引导回收商努力回收废旧电子产品的问题。根据委托代理理论,运用信息甄别原理,考虑回收商回收的所有产品中只有部分产品满足于再制造的条件,构建了委托代理框架下闭环供应链的激励机制模型,并对模型进行求解、分析,讨论了各相关因素对努力程度的影响,并通过数值仿真进一步验证了相关因素对甄别契约参数和双方期望利润的影响。研究结果表明：低能力回收商获得的再制造产品数量的提成系数向下扭曲,只有如实汇报能力类型才能获得保留利润;高回收能力的回收商既获得保留利润,又获得额外的信息租金;再制造商签约高能力者获得的利润高于签约低能力者,随着市场中高能力者比例的增加,签约高能力者使得再制造商获得更多利润。     

Information technology project outcomes: user participation structures and the impact of organization behavior and human resource management issues

Despite considerable research examining user participation in information technology (IT) project implementation, the findings are equivocal concerning how beneficial IT user participation is for project outcomes. Likewise, evidence concerning the management of various forms of user participation is also mixed. This study posits an integrated user participation structure composed of a combination of steering committees, cross-functional teams and project champions performing different functions and supporting each other during the course of project implementation. The study builds a research model that identifies the impact of various organization behavior and human resource management (OB/HRM) issues on the ability of the user participation structure to influence IT project outcomes. It presents the results of field research in the form of nine case studies to identify various OB/HRM factors that can discriminate between different IT project outcomes. The field study leads to a revised research model that emphasizes the role of processes and dynamics within the user participation structure, as well as the role of OB/HRM variables, in influencing the relationship between user participation structures and IT project outcomes.     

灰色Verhulst模型背景值优化的建模方法研究

本文对传统灰色Verhulst模型背景值的误差来源进行分析,对模型的背景值进行优化,以期提高模型的模拟预测精度。基于灰色Verhulst模型时间响应式的Logistic函数形式,文章利用Logistic函数拟合模型中的一阶累加生成序列,经过一系列的数学推导,借助反向累加生成的思想,解出了Logistic函数中的三个参数,得到了灰色Verhulst模型背景值的优化公式,并建立了优化的灰色Verhulst模型。最后分别通过算例和应用实例验证本文的优化效果,结果表明,利用优化的背景值公式可以有效地提高传统灰色Verhulst模型的模拟预测精度。     

SIMULATION AND SEWAGE

Faced with increasing pressures on environmental issues, municipal and industrial planners must incorporate changing technology into planning processes. Conventional approaches to wastewater treatment plant design severely limit the ability of the designer to evaluate alternative design configurations. This paper suggests that computer simulation techniques can provide solutions to many of the problems which confront a designer. A simulation model of a hypothetical sewage treatment plant is described, and some of the design trade-offs that can be evaluated with the model are presented.     

基于SOAR模型的网民群体负面情感建模研究

面向网络舆情演变过程中政府应急响应需求,本文基于SOAR （State,Operator and Result）模型,将网民作为智能体Agent,将网络舆情中网民群体行为转变过程看作相应舆情问题空间中状态随时间的连续转换过程,设计突发事件中网民群体负面情感SOAR Agent模型,包括网民Agent的工作记忆、长期记忆、决策过程、学习机制,构建网民群体行为转换规则库和相应算法。在此基础上,设计仿真实验,结合典型网络舆情事件案例,对政府不同应急措施下微博用户群体行为演变过程进行建模。实证结果表明,基于网民群体负面情感的建模,可以分析和预测在不同网络舆情阶段、不同政府应急响应措施下网民群体的行为决策规律。     

基于多因子LIBOR模型的CMS数字范围债券定价

论文在鞅论和测度变换的基础上，在多因子LIBOR市场模型的框架下，通过二阶变差的方法获得了CMS利率的近似分布，巧妙的解决了CMS利率在LIBOR市场模型下不满足对数正态分布的问题。在此基础上，利用CMS利率的近似概率分布，求解得出CMS范围数字债券的定价，避免了Monte Carlo大数据模拟的情况，在对浮动利率产品进行研究的过程中，论文使用了两种不同的方法进行比较，主要是引理法和Girsanov法，这为投资者的定价过程提供了选择，有利于投资者获得更好的投资回报。     

ANALYSIS OF A PH.D. PROGRAM VIA GERT MODELING AND SIMULATION

This paper presents a model developed for the planning and control of a Ph.D. program in business administration at a major southeastern university. The technique employed was network simulation (GERT-type) which was selected for its capability to incorporate the stochastic nature of the system into the model. Included in the model are all the sequential steps of the Ph.D. program, such as course work, written preliminary exams, oral exams, dissertation and oral defense, as well as the various probabilistic outcomes and feedback loops of the process. The simulation output yields statistical estimates on program duration and probabilities of various outcomes. The model and simulation results can be used by both university administrators and Ph.D. candidates for planning purposes. The model is flexible in that it can be altered to reflect the unique features of Ph.D. programs of most schools.     

电信业务定价决策理论研究

价格竞争是研究定价的影响因素之一.国外多从定量的角度,以成本为基础,通过建模研究电信业务的定价,而国内则多从定性的角度研究电信业务定价的理念、方法.一般来说,在二部制价格模式下,电信业务的固定价格和消费流量价格将影响用户数量和消费流量,最终影响企业的运营收益.本文通过模型分析了二部制价格变化对用户数量、业务流量和考虑了技术升级的影响下的定价策略,从理论上指出了基于收益、规模和业务流量的定价方法,同时指出了根据客户的支付水平和企业发展的需要的定价策略,和细分市场方法.     

价格-数量调节网络交通流演化模型

首次运用经济学非瓦尔拉斯均衡中的价格-数量调节原理和方法,建立网络交通流动态演化模型.假设出行者在路径选择决策时,不但受路径出行时间(价格)的影响,而且还受到路径剩余通行能力(数量)的影响,并将这种路径选择行为形成的稳定交通流模式定义为价格-数量混合调节用户均衡.论文分别建立了价格调节演化模型和数量调节演化模型,进而构建了价格-数量共同调节演化模型,证明了演化模型的稳定状态等价于价格-数量调节用户均衡,且价格调节用户均衡和数量调节用户均衡均为价格-数量调节用户均衡的特例.论文最后以一个简单的测试网络为例对文中建立的演化模型进行了计算分析,结果显示三种演化模型均可较理想地模拟路径流随时间变化的过程,且模型稳定状态分别对应三种用户均衡交通流模式.