基于模拟退火算法的混沌经济系统控制方法

经济系统中存在混沌现象已经被许多事实所证实,如何对混沌经济系统进行控制,是人们十分关注的研究课题.本文运用随机性的搜索控制思想,基于模拟退火算法,提出了-种混沌运动控制的新方法,通过计算机的仿真实验说明了该调控方法是非常有效的.     

一类混沌经济模型的控制方法的研究

就经济系统中的一类多参数混沌模型 ,应用微分动力学理论 ,研究了变参数结构反馈控制方法 ,成功地进行了多参数混沌控制 .并讨论小波滤波法 ,成功实现了混沌不稳定周期轨道的稳定控制方法 ,并以具体的财产管理混沌模型为例验证所提出的方法     

中国证券市场的混沌动力学特征研究

证券市场价格行为服从随机游走过程还是混沌动力学过程,一直是近来金融实证研究争论的一个热点.在分析已有研究的基础上,采用特殊的对数线性趋势消除法(简记为LLD)处理数据、使用Rosenstein提出的小数据量算法计算最大李雅普诺夫指数以及其它混沌系统的科学判据,对我国证券市场的混沌动力学结构做出了严谨的分析,结果表明中国股市具有显著的非线性混沌特征,并且阐明了证券市场混沌效应的经济含义与应用价值.这一结论将为研究股票价格行为特征与金融经济学理论提供新的方向.     

MIS的混沌管理研究

MIS系统的混沌管理研究大体上指两个方面:一是将MIS看成是一个混沌系统分析其所应具有的若干混沌特性,二是把混沌理论和方法应用于MIS的管理实践。本文首先介绍了混沌现象的特征及混沌理论的研究内容,并运用混沌理论探讨了MIS系统中的若干混沌特性,这些特性包括:分形性、耗散性、内在随机性以及初值敏感性等,然后分析了混沌理论在MIS中的应用,最后指出了混沌理论在MIS系统中的一些研究方向。     

经济管理混沌模型的控制域研究

在进行混沌控制时,有时要经过很长时间才到达目标轨道,有时甚至不能有效控制,正如 在基于预测的反馈控制中看到的,究其原因一是混沌模型有时有多个不动点,二是混沌轨道的 稠密性. 提出一种等价关系,计算基于概率的动力系统的特征指数,给出混沌经济动力系统的 不稳定周期轨道的有用信息,通过讨论特征指数的符号,选择有效的控制参数,得到相应的控 制参数取值范围,从而得到混沌经济模型中的参数变量的混沌控制域.     

一类微分经济模型的非线性动力分析

本文建立了考虑借贷消费及借贷投资的经济周期模型,对模型的动力学参数进行估计,在此基础上,分析了该系统的分岔和混沌行为,讨论了参数变化时系统动力学响应的变化和转迁规律,研究发现选择合理的宏观调控力度,能够控制借贷消费率及借贷投资率,从而对我国的解决发展起到明显的促进作用。     

混沌时间序列及其在我国GDP（1978-2000）预测中的应用

混沌经济时间序列的预测方法研究是混沌经济非线性动力系统的重要内容。本文利用混沌动力学原理,通过混沌时间序列的相空间重构,运用局域预测方法,建立了预测模型。并用其确立的混沌动力学模型对1978～2000年我国GDP进行了预测。把此预测结果与实际值进行了比较,结果证明误差较小。同时还将此预测结果与用指数平滑法建立的预测模型的预测结果相比,结果表明混沌时间序列建立的模型其短期预测效果更好。     

基于投资竞赛的离散模型的动力学行为分析

首先为同类企业的投资竞赛建立了一个离散非线性动力学模型,然后深入研究了该模型 不动点的稳定性及各种分岔与混沌行为,并分析了系统的非线性动力学性质所表现的经济学意 义. 研究结果表明:随着系统参数的增大,该离散非线性模型通过准周期过渡和倍周期分岔两种 途径通向混沌,并能较好地解释同类企业因竞争而导致经济规模此消彼长的社会经济现象     

中国进出口贸易市场的混沌特性分析

对于经济管理系统混沌的检验,主要体现在证券、期货和外汇市场,由于其他经济领域序列数据的匮乏,传统混沌分析方法的应用受到了限制。本文采用最新的基于小数据样本的临近返回检验,研究中国进出口贸易1989年1月到2003年5月的月度数据序列,发现了混沌的拓扑特征;进一步应用小数据量方法计算最大Lyapunov指数,数值结果同样证实中国进出口贸易市场存在低维混沌,从而佐证了国际贸易市场混沌的存在;实证结果为国际贸易系统模型的建立和预测提供了新的理论依据。     

基于不同预期报价决策的电力市场动态演化及其混沌控制

基于市场参与者不同预期的报价决策方式,提出了考虑输电网约束的电力市场动态模型,即内嵌市场清算优化问题的差分动态模型.该模型刻画出发电方和需求方同时报价的不用决策行为,并准确反映出独立系统调度员ISO的统一市场清算过程,考虑了输电网固有物理特性所赋予电力市场的复杂约束.借助非线性互补函数,对应不同的输电网运行状态:阻塞和不阻塞,分析比较了电力市场处于Nash均衡、周期和混沌的经济表现.针对经济表现差的市场混沌态,提出电力市场状态和参数时滞反馈控制方法,给出电力市场由混沌到Nash均衡的调控措施和手段,从而为有效提高电力市场的经济效益提供了理论依据.     

现代消费者行为的动态系统分析

本文将经典的消费者行为理论和现代流行的消费者行为理论融为一体作为理论框架,建立了消费者行为的动态系统模型,讨论了该系统的动态特性,给出了渐近跟踪使国民经济系统均衡增长且按劳力平均的消费量 C^ 所应采取的闭环控制策略,并给出了同时考虑跟踪 C^ 并使消费者福利最大所应采取的随机最优控制策略。     

面向批量订货和多需求类的生产与库存配给

针对一个面向两个需求类的生产企业,根据客户每次订货是否可分批交货,提出了当客户订货可分割和不可分割时供应商的最优生产和库存配给策略.分析表明,供应商的最优生产控制策略可用一个取决于系统状态的基准库存水平表示,最优的库存配给策略则用一个多层的取决于状态的配给水平向量表示.随后,该结论被推广至包含任意多个需求类的生产系统.数值分析验证了文中最优策略的有效性.     

Integrating Kanban principles in a pharmaceutical campaign production system

Centralised planned campaign production is the predominant production system in process industries. In this study, we investigate whether a decentralised Kanban control system, which has proven to offer advantages in other industries, can be successfully integrated in a campaign production environment. The used research methodology combines model-based and case-study-based elements. Using the example of a pharmaceutical internal five-stage supply chain, we conceive a Kanban concept that integrates campaign formation, develop a discrete-event simulation model and conduct a range of explorative simulation experiments. We find that a Kanban campaign production system is not merely feasible but would also be favourable: throughput times can be reduced without increasing customer lead times. Sensitivity analysis shows that the system’s performance is relatively robust to changes in Kanban key configuration parameters such as number of Kanban cards or campaign size. We conclude by discussing our findings and formulating three propositions that might stimulate future research.     

Performance analysis of a multi-agent scheduling and control system under manufacturing disturbances

This paper is concerned with evaluating the performance of alternative multi-agent approaches to manufacturing planning and control. In order to separate the influence of ‘control algorithm’ from that of ‘control architecture’, a simple local control algorithm is chosen as a common starting point for developing the agent-based system. Two sets of experiments are then reported to evaluate how changes in individual agent characteristics can affect the control system's flexibility and adaptability against disturbances. These experiments show that the manufacturing and control system performance is not affected by architecture if the control algorithm remains fixed, however, altering the characteristics of the control system decision-makers influences both systems’ performance.     

THIRD-PARTY REACTIONS TO EMPLOYEE (MIS)TREATMENT: A JUSTICE PERSPECTIVE

To date, theory and research on organizational justice has tended to focus on the victim’s (i.e. the employee’s) perspective; the third party’s perspective has received relatively little systematic attention. In this chapter we develop a model describing how third parties make fairness judgments about an employee’s (mis)treatment by an organization or its agents (including supervisors and peers). Our model also identifies factors that can predict whether third parties will act on their unfairness perceptions. We identify several distinctions between the victim’s and third party’s perspectives. We conclude by explaining how the third party’s perspective offers numerous opportunities and challenges for research.     

面向CRM的动态质量体系管理数据的模型

以ISO9000质量管理体系为背景,本文详细地分析了企业质量体系管理的信息层次结构与流程,针对质量体系的制定、改版以及质量持续改进,研究了质量体系管理对数据模型的复用性、可引用性与可回朔性的要求,讨论了现有质量管理信息系统的局限性,提出了动态质量体系管理数据模型,给出了模型的结构和功能,总结了所提模型的特点。最后,给出了实例分析。     

Control Premium in Legally Constrained Markets for Corporate Control: The Italian Case (1993–2003)*

We discuss the simple model pioneered by Barclay and Holderness (1989, Journal of Financial Economics 25: 371–395) and recently reproposed by Dyck and Zingales (2004a, Journal of Finance 2, 537–600; 2004b Journal of Applied Corporate Finance 16, 51–72) in order to measure the value of control in countries, like Italy, where transfer of control is regulated by law. We demonstrate that it is possible to broaden the application of B&;H approach to block trades followed by mandatory tender offers and we show the conditions under which we may obtain significant measures of private benefits also when voluntary tender offers are considered. In order to test for our theoretical predictions, we analyse the pricing of 27 control transactions involving the common stock of Italian listed corporations between 1993 and 2003. We find that block-transaction (tender) premium equals on average 8% of the firm’s equity value in the case of pure block-trades, 9% in the case of block trades followed by a mandatory tender offer, while it increases to 18% in the case of voluntary tender offers. The results suggest that, in the case of block trades followed by a mandatory tender offer, the acquirer does not transfer a larger portion of its surplus. This doesn’t take place in the case of voluntary tender offers, in which the raider’s bargaining power collapses. Our estimate of the control premium is sensibly lower than that presented in previous studies based on similar methodologies, providing up-to-date evidence for control stake valuation purposes and for comparison with cross country studies aiming at assessing the quality of rules devoted to minority shareholders’ protection. We also perform a cross-sectional regression analysis of private benefits of control and confirm some of the findings presented in the previous literature: particularly, we find evidence of a positive relation between the magnitude of private benefits of control and the target’s degree of stock-pyramiding. We also find that foreign acquirers and financial investors seem likely to face greater difficulties in extracting private benefits of control.     

多分销中心供应链模型及其牛鞭效应的H∞控制

本文在文^[1]具有一个分销中心供应链模型的基础上,建立了具有多个分销中心的供应链结构模型,采用供应链上游库存与订货偏差波动之和与下游顾客需求偏差波动之比描述牛鞭效应。提出顾客末端需求波动最差条件下H_∞控制方法,以抑制牛鞭效应。这一方法本质就是供应链末端需求波动最差情况下,制定供应链管理的最优决策。并且以一个石油分销系统为对象进行了供应链牛鞭效应的H_∞控制仿真实验。     

Economic manufacturing quantities under conditions of learning and forgetting (EMQ/LaF)

Abstract

Abstract. It has been empirically observed that productivity improves as production continues due to system 'learning’, but that it deteriorates once the activity is stopped due to system 'forgetting’. Both learning and forgetting follow an exponential form with a 'doubling factor’ ranging between 0.75 and 0.98. We review and critique two previously proposed models, correct some minor errors in them, and expand one of them to accommodate a finite horizon. We also propose a new model that is more in harmony with the established learning function, for the determination of the optimal number and size of the lots in the finite and infinite horizon. The methodology used throughout is dynamic programming. We investigate the impact of all three models on the optimal lot sires and their costs, and establish the functional relations between the total cost and the various factors affecting them.     

消费者效用测度与产业需求函数

把概率解释为Ramsey的信念度,商品效用便可赋予von Neumann-Morgenstern效用性质从而得到测度;按二元价值结构的消费偏好特性建立新的需求模型,可导出在严格意义上用于产业分析的非线性需求函数,为解释现代产业组织及竞争行为提供科学依据。