模糊需求信息条件下风险规避型分销商的库存决策研究

着重研究模糊需求信息条件下风险规避型分销商库存决策问题,利用模糊理论的基本运算规则、扩展原理及Markowitz提出的均值一方差模型建立两类模糊需求信息条件下风险规避型分销商库存决策模型风险规避型分销商在可接受的库存成本基础上追求库存成本方差最小的模型;风险规避型分销商在可接受的库存成本方差基础上追求库存成本最小的模型.并以数值分析的方式来分析模型内在涵义.     

模糊环境下的安全库存研究

模糊集理论广泛用于描述诸如"某产品的市场需求大约为b"这样一类主观估计及语义表达的变量.文章基于可信性理论研究了模糊需求下节点企业的安全库存问题,讨论了顾客服务水平及需求不确定性对安全库存的影响.     

LR型模糊需求下连续盘点库存策略研究

本文研究了LR型模糊需求下缺货需补的连续盘点库存优化问题。基于可信性理论,建立了成本最小化的库存模型和两种服务水平下的库存分析模型,给出了其求解方法,并将成本和服务水平两方面进行综合获得最优库存策略。最后的算例分析,数值比较了不同模型下的库存策略。     

区分仓库与货架库存需求影响效应的零售商库存决策

既往有关库存水平影响需求条件下的库存问题研究中,通常对终端库存水平是否存在货架与零售商仓库库存水平的区别未作深入探讨。本文的研究认为,现实中许多零售商拥有仓库,其现有库存水平包括仓库库存和货架库存两部分,而影响需求的仅为与货架展示能力相关的库存,因此有必要对二者的需求影响效应进行区分。在明确这一区别的前提下,本文首先建立了供应商管理库存情况下库存水平影响需求问题的一般库存模型,给出零售商的最优订货策略;并考虑货架的容量限制,给出零售商启用仓库的判断条件。由于仓库库存仅在能够影响货架展示能力的条件下才能够影响消费需求,本文还进一步讨论了在零售商拥有仓库时,区分货架与仓库的库存水平影响需求条件下的最优库存与订货决策。这对于经营不同特征商品的零售商在进行是否需要拥有仓库,以及拥有仓库条件下的库存决策具有很好的参考价值。     

Excel在企业生产与库存决策中的应用

Excel电子表格软件以其灵活、易用、方便的特点,在企业管理中发挥着重要作用。在生产与库存决策中应用其规划求解的方法,快速建立求解模型,可以使企业管理者减轻劳动强度,并得到及时、准确的企业决策信息。     

原材料价格波动下的库存与生产联合决策

价格波动的情况下如何进行原材料采购,并在产品的生产决策中如何权衡市场需求、产品价格以及采购与库存成本等问题是当前很多企业面临的普遍难题.对此类问题,假定原材料的价格波动服从马尔可夫过程,成品的市场需求为与价格相关的随机变量,进而建立了多周期库存采购与生产联合决策模型,并分析了系统的动态最优策略.模型同时考虑了原材料买进或者卖出决策和成品生产决策.研究结果表明,模型的最优策略,即原材料库存决策与成品生产决策均满足动态基库存策略.同时证明了一系列性质,这些性质展示了原材料价格波动下最优库存策略的特征.数值实验进一步验证了模型的最优策略,并研究了参数变化时最优策略的变化.     

冲击型负荷下的生产存储模型研究

建立了考虑冲击需求、变化生产率的最优生产存储库存策略. 其特点是:把一个生产周 期分为多个生产阶段,各个生产阶段时间可以不同;在每个生产阶段中,允许生产率小于需求 率,允许提前生产;而且,最大生产率要小于最大需求率. 研究发现,为满足冲击需求,提前存储 较多而启动机器数量较少,或提前存储较少而启动机器数量较多,不一定能够取得最佳效益, 要根据存储费用和启动费用共同确定. 在有限生产率的条件下,得出一种寻求最优生产- 库存 策略,为此类库存系统的管理决策提供了理论依据.     

基于似然估计的零售商库存鲁棒均值-风险模型

针对具有风险厌恶的零售商,建立了权衡期望利润和条件风险值（CVaR）的均值-风险库存优化模型,给出了离散需求分布不确定条件下能实现帕累托最优但具有较高保守性和非帕累托最优但具有较低保守性的两种鲁棒对应。针对不确定需求分布,在仅知历史需求样本数据情况下,应用统计推断理论构建了满足一定置信水平的基于似然估计的需求概率分布不确定集。在此基础上,运用拉格朗日对偶理论,将上述两种鲁棒对应模型转化为易于求解的凹优化问题,并证明了其与原问题的等价性。最后,针对实际案例进行了数值计算,分析了不同系统参数和样本规模对零售商最优库存决策及其运作绩效的影响,并给出了零售商期望利润和条件风险值两个目标权衡的帕累托有效前沿。结果表明,采用基于似然估计的鲁棒优化方法得到的零售商库存策略具有良好鲁棒性,能够有效抑制需求分布不确定性对零售商库存绩效的影响。而且,历史需求样本规模越大,鲁棒库存策略下的零售商运作绩效越接近最优情况。进一步,通过对比发现,两种鲁棒对应模型虽然保守性不同,但在最终库存策略上保持一致。     

航材可修件复合泊松需求下的库存决策

文章给出了(S-1,S)库存策略下,航材可修件的需求服从复合泊松分布时的库存供应质量指标及其计算方法,在此基础上建立了库存决策模型,并用边际分析法对算例进行了求解优化,所做分析完善了对航材可修件存储决策的研究.     

考虑多种安全库存策略的选址-库存问题研究

考虑多种安全设置策略的物流网络的选址-库存问题,不仅是选址、订货、运输和库存的集成优化,还需要考虑多种不同的安全库存设置和转运策略。因此,本文深入讨论了二级物流网络中的六种安全库存设置策略,构建了六种考虑不同安全库存设置的选址-库存模型。在考虑集中设置安全库存时,集中安全库存需要通过转载运输实现,因此需要将转载运输成本引入选址-库存模型之中,使新的选址-库存模型更加科学合理。另外,针对六种新的选址-库存模型,提出了基于个体成本差异分配的遗传算法,迭代搜索选址、分配、库存设置策略的优化组合。最后,通过数据实验验证了模型的有效性：（1）安全库存与转载运输之间存在此消彼长的背反关系;（2）安全库存设置和转载运输策略对总成本的影响取决于两种费率权重情况。本文的研究可以为二级物流网络的选址、订货和安全库存策略集成优化决策提供参考依据。     

The Risk Screening for Indoor Air Pollution Chemicals in Japan

In recent years, public health problems caused by indoor air pollution have been drawing strong public concern in Japan. After conducting extensive exposure assessment, governmental agencies have taken effective measures to solve the problem; for instance, "Guidelines for indoor air quality (IAQ)" of 13 chemicals, for example, formaldehyde, toluene, and xylene, has been established. Thousands of chemicals have been identified in the indoor environment. Priority rating of those chemicals, however, was not based on the health risk level. We developed a risk-screening scheme for indoor air pollution chemicals and analyzed the current status of the risk levels of those chemicals in Japan. We researched scientific knowledge of health hazards and exposure surveys of indoor air pollution chemicals in Japan, and classified those chemicals based on the health risk level estimated from the scheme. The risk levels of 93 chemicals were characterized and six chemicals (formaldehyde, acrolein, 1,4-dichlorobenzene, benzene, tetrachloroethylene, and benzo(a)pyrene) were classified in the highest risk category.     

Decision Making Under Risk: A Comparison of Bayesian and Fuzzy Set Methods

A classical decision problem is considered where a decision maker is to choose one of a number of actions each offering different consequences. The outcome from a choice of action is uncertain because it depends on the existing state of Nature. Also, the outcome, once an action and state of Nature are specified, may be a vector or a random vector. The decision maker employs both Bayesian methods and fuzzy set techniques to handle the uncertainties. The decision maker is also allowed to use multiple, possibly conflicting, goals in order to determine his best strategy. The Bayesian method produces a set of undominated strategies to choose from, whereas the fuzzy set technique usually produces a unique optimal strategy.     

违约风险、银行信贷筛选与货币政策非对称效应

本文构建一个包含企业违约风险与银行信贷筛选的动态随机一般均衡模型,研究银行信贷筛选对货币政策宏观经济效应产生的影响。在参数校准的基础上,分析了货币政策冲击的长期效应与短期效应。研究结果显示：(1)无论是基于长期还是短期效应的角度,银行信贷筛选均显著抑制了扩张性货币政策对宏观经济产生的积极影响;(2)基于货币政策冲击的短期效应可以发现,银行信贷筛选降低了扩张性货币政策的实际效应,并且放大了货币政策对通胀的影响;(3)通过比较扩张性与紧缩性货币政策的脉冲响应可以发现,银行信贷筛选导致货币政策的宏观经济效应存在非对称性特征。福利分析的结果表明,相比无银行信贷筛选的情形而言,银行信贷筛选导致了整体社会福利的恶化。     

Landslide Risk Models for Decision Making

This contribution presents a quantitative procedure for landslide risk analysis and zoning considering hazard, exposure (or value of elements at risk), and vulnerability. The method provides the means to obtain landslide risk models (expressing expected damage due to landslides on material elements and economic activities in monetary terms, according to different scenarios and periods) useful to identify areas where mitigation efforts will be most cost effective. It allows identifying priority areas for the implementation of actions to reduce vulnerability (elements) or hazard (processes). The procedure proposed can also be used as a preventive tool, through its application to strategic environmental impact analysis (SEIA) of land-use plans. The underlying hypothesis is that reliable predictions about hazard and risk can be made using models based on a detailed analysis of past landslide occurrences in connection with conditioning factors and data on past damage. The results show that the approach proposed and the hypothesis formulated are essentially correct, providing estimates of the order of magnitude of expected losses for a given time period. Uncertainties, strengths, and shortcomings of the procedure and results obtained are discussed and potential lines of research to improve the models are indicated. Finally, comments and suggestions are provided to generalize this type of analysis.     

Ensuring the Quality of Occupational Safety Risk Assessment

In work environments, the main aim of occupational safety risk assessment (OSRA) is to improve the safety level of an installation or site by either preventing accidents and injuries or minimizing their consequences. To this end, it is of paramount importance to identify all sources of hazards and assess their potential to cause problems in the respective context. If the OSRA process is inadequate and/or not applied effectively, it results in an ineffective safety prevention program and inefficient use of resources. An appropriate OSRA is an essential component of the occupational safety risk management process in industries. In this article, we performed a survey to elicit the relative importance for identified OSRA tasks to enable an in‐depth evaluation of the quality of risk assessments related to occupational safety aspects on industrial sites. The survey involved defining a questionnaire with the most important elements (tasks) for OSRA quality assessment, which was then presented to safety experts in the mining, electrical power production, transportation, and petrochemical industries. With this work, we expect to contribute to the main question of OSRA in industries: “What constitutes a good occupational safety risk assessment?” The results obtained from the questionnaire showed that experts agree with the proposed OSRA process decomposition in steps and tasks (taxonomy) and also with the importance of assigning weights to obtain knowledge about OSRA task relevance. The knowledge gained will enable us, in the near future, to build a framework to evaluate OSRA quality for industrial sites.     

Decision Making Under Uncertainty—An Example for Seismic Risk Management

Decision-making techniques are used to select the "best" alternatives under multiple and often conflicting criteria. Multicriteria decision making (MCDM) necessitates to incorporate uncertainties in the decision-making process. The major thrust of this article is to extend the framework proposed by Yager^{( 1 )} for multiple decisionmakers and fuzzy utilities (payoffs). In addition, the concept of expert credibility factor is introduced. The proposed approach is demonstrated for an example of seismic risk management using a heuristic hierarchical structure. A step-by-step formulation of the proposed approach is illustrated using a hypothetical example and a three-story reinforced concrete building.     

Consumer Evaluations of Food Risk Management Quality in Europe

In developing and implementing appropriate food risk management strategies, it is important to understand how consumers evaluate the quality of food risk management practices. The aim of this study is to model the underlying psychological factors influencing consumer evaluations of food risk management quality using structural equation modeling techniques (SEM), and to examine the extent to which the influence of these factors is country-specific (comparing respondents from Denmark, Germany, Greece, Slovenia, and the United Kingdom). A survey was developed to model the factors that drive consumer evaluations of food risk management practices and their relative importance (n= 2,533 total respondents). The measurement scales included in the structural model were configurally and metrically invariant across countries. Results show that some factors appear to drive perceptions of effective food risk management in all the countries studied, such as proactive consumer protection, which was positively related to consumers' evaluation of food risk management quality, while opaque and reactive risk management was negatively related to perceived food risk management quality. Other factors appeared to apply only in certain countries. For example, skepticism in risk assessment and communication practices was negatively related to food risk management quality, particularly so in the UK. Expertise of food risk managers appeared to be a key factor in consumers' evaluation of food risk management quality in some countries. However, trust in the honesty of food risk managers did not have a significant effect on food risk management quality. From the results, policy implications for food risk management are discussed and important directions for future research are identified.     

Decision Making for Group Risk Reduction: Dealing with Epistemic Uncertainty

Group risk is usually represented by FN curves showing the frequency of different accident sizes for a given activity. Many governments regulate group risk through FN criterion lines, which define the tolerable location of an FN curve. However, to compare different risk reduction alternatives, one must be able to rank FN curves. The two main problems in doing this are that the FN curve contains multiple frequencies, and that there are usually large epistemic uncertainties about the curve. Since the mid 1970s, a number of authors have used the concept of “disutility” to summarize FN curves in which a family of disutility functions was defined with a single parameter controlling the degree of “risk aversion.” Here, we show it to be risk neutral, disaster averse, and insensitive to epistemic uncertainty on accident frequencies. A new approach is outlined that has a number of attractive properties. The formulation allows us to distinguish between risk aversion and disaster aversion, two concepts that have been confused in the literature until now. A two‐parameter family of disutilities generalizing the previous approach is defined, where one parameter controls risk aversion and the other disaster aversion. The family is sensitive to epistemic uncertainties. Such disutilities may, for example, be used to compare the impact of system design changes on group risks, or might form the basis for valuing reductions in group risk in a cost‐benefit analysis.     

Returns Policy and Quality Risk in E‐Business

In this article, we investigate the interplay between returns policy, pricing strategy, and quality risk. We define quality risk as the possibility of product misfit, defect, or unconformity with the consumers’ perception. These notions of quality risks differ in return policy restriction, residual values, and whether it is possible to unambiguously reduce the probability of mismatch. Using a stylized two‐segment market setting, we demonstrate that consumer returns are offered only when the high‐segment consumers incur a higher hassle cost, and both the quality risk and the valuation of the low segment are moderate. Moreover, it is possible to wisely design the returns policy that eliminates all inappropriate returns. Furthermore, the seller with a high‐quality risk may offer a refund that exceeds the selling price, which provides a theoretical ground and specific operating regime for the satisfaction guaranteed policy used in some e‐tailers. In contrast, when the quality risk is relatively low, further improvement on mitigating the quality risk may not necessarily benefit the seller. Finally, we observe that the restocking fee may be non‐monotonic in product quality; thus, a more generous returns policy does not necessarily indicate a lower quality risk.     

考虑不同风险偏好的供应链企业创新投资决策模型

在条件风险值度量准则下,建立了考虑不同风险偏好的供应链创新投资决策模型,并在此基础上分别分析了供应商单独投资和联合投资2种情况下供应链的创新投资水平。给出了联合投资时投资分担比例必须满足的区间,确定了供应商主导和制造商主导下的最优投资分担比例。研究表明:制造商喜好风险可以增加市场中的产品数量,提高供应商创新投资水平;供应商可以通过提升技术创新能力,抵消制造商因为风险规避带来的消极影响。当制造商分担供应商的部分创新投资时,供应商的创新投资水平和制造商的产量均得到了提高,并且供应商主导下确定的最优创新投资分担比例大于制造商主导下确定的最优创新投资分担比例。最后用数值分析验证了模型的有效性。