在线设备更新问题的竞争策略及其风险补偿模型

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。     

大型建筑工程项目资源配置模型及策略研究——基于系统动力学的建模和仿真

大型建筑工程项目多类型资源的有效配置,是现阶段项目管理理论与工程管理实践面临的关键问题,特别是在考虑工艺顺序和间歇时间的工作可操作性特点,以及多资源之间反馈影响的情况下。通过整合挣值法和系统动力学理论,在分析资源可用性和工作可操作性之间因果关系的基础上,本文构建了大型建筑工程项目多资源配置的系统动力学模型。以上海市重大工程投资统计数据作为模型参数依据,模型的仿真结果表明:建筑工程项目不同类型资源其配置重要性与系统影响性存在显著差异,在制定资源配置策略时应同时考虑项目运作方式的特征与多资源之间的匹配,资源不匹配则容易导致资源配置系统失去稳态或策略失效。这为进一步研究项目管理中多资源配置提供了理论参考和实践支持。     

基于期望效益的随机检修系统决策模型研究

本文研究了一类带检修退化可修系统的维修策略问题,为提高系统的安全性和可靠性,在系统故障前增加了随机检修,并在此种情况下对维修模型进行了研究。在假定系统检修"修复如旧"、系统逐次故障后的维修时间构成随机递增的几何过程和系统逐次故障后的工作时间构成随机递增的几何过程的情况下,选择系统的故障次数N为更换策略,利用单调的几何过程,求出了系统经长期运行单位时间内的期望效益的表达式.最后通过数值例子对所得结果进行了分析。     

基于复杂网络演化博弈的传统产业集群低碳演化模型研究

本文基于复杂网络演化博弈理论,从微观异质性主体的预期学习和自适应行为特征出发,综合运用随机博弈及博弈学习模型、多主体系统建模等方法,构建了传统产业集群低碳演化模型,并进行了产业低碳策略竞争、涌现和不同演化情景的仿真分析。研究表明,产业集群的复杂网络结构、主体的异质性预期和决策行为对集群低碳策略的涌现有着重要影响;要想在集群内推广应用新的低碳策略,集群异质性主体的低碳偏好、集群复杂网络的外部效应、低碳策略的采用成本和技术兼容性是重要影响因素。     

考虑故障停机的生产控制与维修计划联合决策模型

通过生产控制与维修计划协同决策,降低生产成本。首先描述生产过程,分析各项费用。其次,建立了考虑生产过程失控、故障率和故障停时间的生产过程控制、生产计划优化和维修管理联合优化决策的模型。通过模型求解,联合制定出生产过程检查策略、生产计划（经济生产批量、生产批次）以及维修计划（PM间隔期）,实现单位时间内总费用最低的目标。再次,案例研究,分析生产过程失控、故障率和故障停机时间对于经济生产批量、生产过程检查策略和生产系统维修计划的影响。该模型从理论上解决了生产过程控制、生产计划优化和维修管理联合优化决策难题,对于指导企业制定生产计划和生产系统的检修计划,进而提高产品质量、降低生产成本、确保准时交货都具有指导意义和实用价值。     

具有多阶段任务需求的温备份系统可靠性分析

实际工程中很多系统的任务都具有多个阶段,且不同阶段的外界环境及系统需求均可能发生变化,而工作元件可在任意阶段发生失效,为系统的可靠性分析与建模带来了挑战。为增加系统的可靠性,一种常用的设计方法是配置备份元件。针对多阶段任务下基于需求的温备份系统可靠性建模问题,首先提出了一种基于多值决策图的方法,其次给出了处于不同状态的元件可靠性计算公式,最后通过算例表明该模型适用于具有多阶段任务需求的温备份系统可靠性分析。     

复杂工业系统中人因失误根本原因分析

人因失误是复杂工业系统失效和事故的最重要的原因之一.本文阐述了复杂工业系统中人因事件根本原因分析的基本程序和分析技术以及如何使用E＆CF图来确定根本原因,介绍了如何在根本原因分析基础之上进行失效屏障分析,制定纠正措施.文章以核电厂SG主给水调节阀泄漏人因事件为例进行了说明.     

周转件构成的可修复系统的可靠性分析

系统在运行期间因部件失效而发生故障,进行更换维修后,系统部件的使用时间分布发生变化,系统可靠性指标的值也随之变化,对此情况下系统可靠性分析方法进行了研究。将一定范围内同类部件的整体看作系统,并考察全部由周转件构成的系统,通过对各个时刻系统内部件的使用时间以及维修次数分布建立数学模型,得到了系统可靠度随系统运行时间的增加而减小,系统部件更换率随系统运行时间增加而增加的结论。并通过航空公司的实际数据对结果进行了验证。分析结果为备件采购计划、部件梯次使用计划和维修策略的制订具有重要意义。     

电力市场竞价上网的拍卖机制设计

竞价上网是电力行业实现市场化的基础条件,竞价机制设计是深化市场化改革亟需探讨的议题。基于离散多物品逆向拍卖的理论框架对电力市场竞价上网的交易机制进行建模,在考虑需求状态、市场结构和报价区间等现实情形下刻画出统一价格（UPA）和差别价格（DPA）两种常用竞价机制下发电厂商的均衡报价策略,并从期望收益和生产效率两个视角进行机制比较。结果表明：（1）在低需求状态下,两种机制的市场均衡价格均为未被调用的最高效率发电厂商（机组）的边际成本;在高需求状态下,UPA存在多重纯策略均衡,DPA出现混合策略均衡。（2）在需求确定（较短报价区间）的情形下,DPA比UPA更可能形成更低的均衡价格;在需求不确定（较长报价区间）的情形下,对称发电厂商在两种机制下具有相同的期望收益。（3）两种机制在生产效率方面的比较是不确定的,具体取决于模型参数和UPA多重均衡的选择。本文的研究结论为完善电力竞价上网交易机制和深化电力体制改革提供理论基础和决策借鉴。     

静态市场下考虑重复购买的价格和质保期联合决策

本文研究静态市场下的以质保期和价格为决策变量的最优控制决策问题。考虑了初次购买和重复购买两个过程以及重复购买过程是否受价格影响两种情况。模型中的生产成本考虑了产品生产过程中的学习效应, 质保成本使用了免费维修质保策略并假设产品两次故障之间的时间服从韦伯分布。在完整建模的基础上, 应用最大化原理对基本模型进行了求解, 之后本文给出了一种基本模型的具体应用场景, 并运用Lingo11软件进行了数值试验。最后对主要研究结论进行了应用讨论。     

Reliability Analysis Based on the Losses from Failures

The conventional reliability analysis is based on the premise that increasing the reliability of a system will decrease the losses from failures. On the basis of counterexamples, it is demonstrated that this is valid only if all failures are associated with the same losses. In case of failures associated with different losses, a system with larger reliability is not necessarily characterized by smaller losses from failures. Consequently, a theoretical framework and models are proposed for a reliability analysis, linking reliability and the losses from failures. Equations related to the distributions of the potential losses from failure have been derived. It is argued that the classical risk equation only estimates the average value of the potential losses from failure and does not provide insight into the variability associated with the potential losses. Equations have also been derived for determining the potential and the expected losses from failures for nonrepairable and repairable systems with components arranged in series, with arbitrary life distributions. The equations are also valid for systems/components with multiple mutually exclusive failure modes. The expected losses given failure is a linear combination of the expected losses from failure associated with the separate failure modes scaled by the conditional probabilities with which the failure modes initiate failure. On this basis, an efficient method for simplifying complex reliability block diagrams has been developed. Branches of components arranged in series whose failures are mutually exclusive can be reduced to single components with equivalent hazard rate, downtime, and expected costs associated with intervention and repair. A model for estimating the expected losses from early-life failures has also been developed. For a specified time interval, the expected losses from early-life failures are a sum of the products of the expected number of failures in the specified time intervals covering the early-life failures region and the expected losses given failure characterizing the corresponding time intervals. For complex systems whose components are not logically arranged in series, discrete simulation algorithms and software have been created for determining the losses from failures in terms of expected lost production time, cost of intervention, and cost of replacement. Different system topologies are assessed to determine the effect of modifications of the system topology on the expected losses from failures. It is argued that the reliability allocation in a production system should be done to maximize the profit/value associated with the system. Consequently, a method for setting reliability requirements and reliability allocation maximizing the profit by minimizing the total cost has been developed. Reliability allocation that maximizes the profit in case of a system consisting of blocks arranged in series is achieved by determining for each block individually the reliabilities of the components in the block that minimize the sum of the capital, operation costs, and the expected losses from failures. A Monte Carlo simulation based net present value (NPV) cash-flow model has also been proposed, which has significant advantages to cash-flow models based on the expected value of the losses from failures per time interval. Unlike these models, the proposed model has the capability to reveal the variation of the NPV due to different number of failures occurring during a specified time interval (e.g., during one year). The model also permits tracking the impact of the distribution pattern of failure occurrences and the time dependence of the losses from failures.     

基于时间延迟理论的预防维修模型及案例研究

本文旨在解决设备维修决策过程中预防维修检查数据缺乏情况下如何确定出合理的维修间隔期问题。首先,通过预防维修技术经济分析,提出了有关维修间隔期和总的停机时间之间关系的预防维修模型。其次,根据时间延迟维修理论,利用故障记录数据和预防维修检查数据的估计值,建立了统计模型并用来计算维修间隔期内故障次数的期望值。计算机仿真检验证明统计模型正确后,采用最大拟然法估计有关参数,这些参数包括缺陷发生率、时间延迟分布、检查出缺陷的概率等。最后是案例分析,应用估计参数和预防维修模型,计算出最佳的维修间隔期。     

A dynamic ERP critical failure factors modelling with FCM throughout project lifecycle phases

Implementation of enterprise resource planning systems (ERPs) is a complex and costly task which usually results in serious failures. Numerous factors affect these projects implementation due to their size, complexity and high chance of failure. Therefore, identifying these factors in ERP projects is a critical issue. The majority of previous publications have been conducted in identifying ERP critical success factors (CSFs) rather than critical failure factors (CFFs). In order to help practitioners, this article studies the CFFs in ERP implementation projects. The implications of interdependency among failure factors are also usually overlooked by project managers due to perceived complexity in modelling and analysing influential factors. With this in mind, we have proposed a fuzzy cognitive map (FCM)-based dynamic model of ERP failure factors through project lifecycle phases. The main advantage of FCM lies in them being capable of modelling complex phenomena based on the experts’ perceptions. This tool models uncertainty and related events, imitating human reasoning. Moreover, FCMs enable the developing of forecasting exercises through simulations. Practitioners would thus assess the joint influence of ERP implementation failure factors on project outcomes. The results make known to practitioners which problems will arise if the failure factors are not treated, and how these will impact on the outcomes of projects. Therefore, the proposed approach would help them to manage ERP implementation projects in a more effective and proactive way.     

Proportional Hazards in Information Security

Nonparametric methods can be used to analyze failure times and estimate probability distributions for failures of systems due to successful attacks on confidentiality, integrity, and availability in information security. However, such methods do not take full advantage of supplemental information regarding the configurations of systems in an information infrastructure that is usually also available. One approach, which does take advantage of such information, views the risks of systems failing from various causes as competing risks and determines the correlation coefficients of different treatments to system longevity. Since the times and causes of failure in such studies are usually uncorrelated, the hazards associated with each risk are proportional. By correlating system survival times to the use of specific design enhancements and security countermeasures, as well as to system exposure based on choice of operational functionality, guidance can be obtained for making investments in information security.     

产品竞争的产业演化模型研究

本文以NW模型为基础,建立了产品竞争的产业演化模型,分析由不同企业组成并有新企业持续随机进入的产业的竞争动态,分析产业内各个企业的投资决策、R＆D策略、技术变化、产品创新以及产业特征的其他方面之间的相互作用。仿真结果表明,该模型很好地再现了生产异质产品的产业的演化过程中呈现出来的典型事实。     

The optimal number of suppliers considering the costs of individual supplier failures

This paper utilizes the decision tree approach to determine the optimal number of suppliers in the presence of supplier failure risks. Previous proposed models have considered only two states of nature: all suppliers fail to deliver and not all suppliers fail to deliver. In practice, however, there is clearly a partial loss associated with the failure of any individual supplier. We present models that allow a more realistic decision-making process by taking into consideration the independent risks of individual supplier failures when the probability of failure for each of the suppliers is equal as well as the case where the probability of failure from each of the suppliers is not equal. We also consider various levels of supplier failure probability and possible procurement or operating cost savings gained from using less reliable suppliers. The results indicate that when suppliers are highly reliable, sole sourcing is the lowest cost approach under all experimental conditions. However, as the suppliers become less reliable, additional suppliers may be required to obtain the lowest cost. Finally, it was shown that only in the extreme conditions of unreliable suppliers, high loss to operational cost per supplier, and low ability to mitigate the failure from a partial set of suppliers, having a large number of suppliers is an effective strategy.     

Testing Branching Process Estimators of Cascading Failure with Data from a Simulation of Transmission Line Outages

We suggest a statistical estimator to quantify the propagation of cascading transmission line failures in large blackouts of electric power systems. We use a Galton‐Watson branching process model of cascading failure and the standard Harris estimator of the mean propagation modified to work when the process saturates at a maximum number of components. If the mean number of initial failures and the mean propagation are estimated, then the branching process model predicts the distribution of the total number of failures. We initially test this prediction on failure data generated by a simulation of cascading transmission line outages on two standard test systems. We discuss the effectiveness of the estimator in terms of how many cascades need to be simulated to predict the distribution of the total number of line outages accurately.     

自动生产线的同步维修模型及实例研究

自动生产线故障停机时间长、停机费用高,其原因在于:设备种类多且相关联,存在各设备协同维修的难题。首先,寻求生产线故障时间和检查时间之间的平衡点,建立检查周期与总停机时间之间关系的目标函数。其次,借鉴同步维修的"对故障隐患集中式批处理,减少分散维修的停机时间"思想,以及时间延迟维修理论,建立生产线的同步维修模型,该模型利用生产线每天停机次数、每次停机时间及检查时发现的缺陷数,计算出合理的生产线检查周期,并以此为依据制定维修计划,实现"提高维修批量,减少生产线停机时间"的目标。最后,实例研究。收集某生产线近十年的故障记录数据,在分析生产流程、设备布局、各设备停机影响的基础上,提出对策指导生产线维修管理。     

引入人脸抓拍系统还是升级安检设备？——有限资源下的地铁暴恐防御序贯博弈模型

在有限防御资源约束下,地铁安防部门面临着引进人脸抓拍系统构建二级地铁暴恐防御体系,还是升级原安检系统构建增强型一级地铁暴恐防御系统的选择。本文基于暴恐分子决策的目标价值依赖性和安防部门的接警反应时间不对称性,构建了有限资源下地铁暴恐防御策略选择的序贯博弈模型。得出并分析了双方的四种均衡策略,最后结合北京地铁积水潭站早高峰案例,给出了考虑高峰大客流冲击效应的暴恐防御决策建议。研究发现,当增强型安检系统的准确率过高,或接警反应时间有效率较高时,引进人脸抓拍系统策略占优,且人脸抓拍系统的社会价值对安防部门决策无直接影响。当增强型安检系统的准确率适中,或接警反应时间有效率较低时,第一种情况,在安防部门侧重效率的情况下,人脸抓拍系统的社会价值与安防效率正相关,引进人脸抓拍策略在其社会价值较高时占优;第二种情况,在侧重安全情况下,升级加强原安检系统策略占优,此时,人脸抓拍系统的社会价值对安防部门决策无影响。另外,较高的安检准确率将提升安检厅的乘客淤滞水平、强化高峰大客流对安检厅的冲击效应、削弱高峰大客流对候车厅的冲击效应,并最终拉升暴恐分子直接袭击安检厅的风险。