基于DEA的两阶段系统中间产品公平设定研究

在由两个子决策单元串联组成的两阶段系统中,公平设定中间产品目标对确保和激励两阶段相互合作以达到整个系统的最佳性能至关重要.数据包络分析(DEA)作为系统绩效评估的一种非参数方法吸引了众多学者的注意;基于此方法,本文提出一个考虑公平关切的两阶段DEA模型用于设定两阶段系统中间产品目标,并证明据此模型获得的设定方案正是一个纳什讨价还价博弈的均衡解.     

Target intermediate products setting in a two-stage system with fairness concern

In a two-stage system with two divisions connected in series, fairly setting the target outputs for the first stage or equivalently the target inputs for the second stage is critical, in order to ensure that the two stages have incentives to collaborate with each other to achieve the best performance of the whole system. Data envelopment analysis (DEA) as a non-parametric approach for efficiency evaluation of multi-input, multi-output systems has drawn a lot of attention. Recently, many two-stage DEA models were developed for studying the internal structures of two-stage systems. However, there was no work studying fair setting of the target intermediate products (or intermediate measures) although unreasonable setting will result in unfairness to the two stages because setting higher (fewer) intermediate measures means that the first (second) stage must make more efforts to achieve the overall production plan. In this paper, a new DEA model taking account of fairness in the setting of the intermediate products is proposed, where the fairness is interpreted based on Nash bargaining game model, in which the two stages negotiate their target efficiencies in the two-stage system based on their individual efficiencies. This approach is illustrated by an empirical application to insurance companies.     

金融监管对商业银行产品创新影响——基于两阶段DEA模型的研究

以金融监管为视角,从银监会政策发布到各商业银行设计理财产品产生收益,其政策效应过程是有衔接分阶段性的。本文运用两阶段的数据包络分析(Data Envelopment Analysis, DEA)方法,将监管环境下银行理财产品的运营过程分为创新产品设计与创新产品市场表现两个阶段,得到了2004年至2014年间我国银行业的创新效率,结果显示第一阶段的银行业产品创新效率和第二阶段的理财产品市场表现效率基本上呈现出正相关的关系,且金融监管对商业银行产品创新的影响效果有一定的滞后性。此外,通过计算出历年银行业创新效率投入指标的改进值,找出了效率非有效的年份与最佳效率的年份在投入产出上的差距,并从监管者的角度和银行操作层面为针对银行产品创新的监管改进提供了政策建议。     

基于好评返现和差评偏好的体验型产品两阶段定价决策研究

假定产品存在发布试销期与正式销售期,在销售商不采取好评返现与采取好评返现两种情形下分别建立考虑消费者差评偏好的两阶段定价决策模型,用KT方法得到相应的最优决策和利润,给出了销售商实施好评返现的条件。基于导函数分析方法与数值仿真技术,分析了好评返现与差评偏好对产品定价、销售商利润和消费者效用的影响,证实了好评返现下消费者重视差评信息的合理性,并针对消费者、平台和销售商提出了对策。研究表明:只有产品质量中等的销售商才会采取好评返现策略,其利润随产品质量的提升而先递增后递减;好评返现提高了销售商第二阶段的市场份额和售价,导致消费者效用损失;消费者越重视差评信息,实施好评返现的高(低)质量产品销售商越多(少),且销售商利润将下降;好评返现扭曲了评价信息的真实性,降低了消费者对在线评价系统的信任度。     

部分中间产出作为最终产品的两阶段合作效率

网络DEA模型研究多个进程和多个子系统的复杂系统的效率度量.针对中间产出无法为第2阶段完全消耗的情形,传统DEA模型对系统效率的评价偏高,已有网络DEA模型则对系统效率的评价偏低.本文提出部分中间产出作为最终产品,进入流通渠道的两阶段效率模型,用来测度两阶段生产过程的真实效率.采用乘积形式描述两阶段合作的特征,给出不同...     

Tactical production and distribution planning with dependency issues on the production process

Tactical production-distribution planning models have attracted a great deal of attention in the past decades. In these models, production and distribution decisions are considered simultaneously such that the combined plans are more advantageous than the plans resolved in a hierarchical planning process. We consider a two-stage production process, where in the first stage raw materials are transformed into continuous resources that feed the discrete production of end products in the second stage. Moreover, the setup times and costs of resources depend on the sequence in which they are processed in the first stage. The minimum scheduling unit is the product family which consists of products sharing common resources and manufacturing processes. Based on different mathematical modelling approaches to the production in the first stage, we develop a sequence-oriented formulation and a product-oriented formulation, and propose decomposition-based heuristics to solve this problem efficiently. By considering these dependencies arising in practical production processes, our model can be applied to various industrial cases, such as the beverage industry or the steel industry. Computation tests on instances from an industrial application are provided at the end of the paper.     

A fair evaluation of certain stage in a two-stage structure: revisiting the typical two-stage DEA approaches

The efficiency of decision processes with a two-stage structure has been studied by some modified versions of Data Envelopment Analysis (DEA) methodology, such as the relational or centralized model, and the non-cooperative model. After revisiting the rationale of the centralized model provided by the literature, we find that some unfairness exist in its efficiency evaluation of certain stage. This unfairness leads to the usual underestimation of the overall efficiency by the centralized model. Furthermore, because the independent DEA model for one stage ignores its relation and coordination with the other stage and the two-stage system, externalities between these members may arise and lead to the seeming contradiction in efficiencies derived by independent DEA models for the stages and the black box system. Therefore, we argue that the efficiency of certain stage in the context of a two-stage structure should be reevaluated instead of simply using the independent DEA model. A sequence of leader-follower procedures, with data adjustment on intermediates, is proposed to eliminate the externalities and to ensure a fair evaluation. We find that, after this data adjustment, the reevaluation of the second stage for a given Decision Making Unit (DMU) yields the same result as obtained by the standard DEA model regarding the two-stage as a black box. Moreover, some explicit relations are established between the black box model, the centralized model, and the non-cooperative model. Two typical examples taken from the literature illustrate our main results. Our findings also imply that more emphasis should be placed on the game theoretic DEA approach to model the efficiency evaluation of two-stage processes.     

考虑消费者参照效应与策略行为的多产品动态定价

在考虑客户同时表现出参照依赖和策略行为的场景下，本文构建了一个垄断厂商两阶段的多产品动态定价模型。该模型将易逝品的销售分为正常价格阶段和促销价格阶段，每个阶段又分为多期。客户分为短视型和策略型，其中策略型客户会根据两个阶段价格的差异和获得商品的概率，决定是在第一阶段和等到第二阶段购买商品。基于随机动态规划的结构属性和超模理论，得到了两个阶段稳态价格的解析解，并且证明最优价格路径是单调且随着初始参照价格变化而变化。最后，通过对两种产品的数值实验，分析了各种参数对最优稳态价格的影响。结果显示，零售商可以采取多产品联合定价策略，即基于商店水平的定价策略，并通过调整核心产品的比重来获得更高的利润。     

Two-stage DEA models with undesirable input-intermediate-outputs

Data envelopment analysis (DEA) is a non-parametric approach for measuring the relative efficiencies of peer decision making units (DMUs). Many studies have examined DEA efficiencies of two-stage systems, where all the outputs from the first stage are the only inputs to the second stage. Although single-stage DEA models with undesirable input-outputs have been extensively studied, there still lacks of more systematical investigation on two-stage DEA with undesirable variables. For instance, depending on its operating model, even whether an intermediate variable is desirable or undesirable can be questionable for a particular two-stage system. Furthermore, most of the existing studies on two-stage systems focus on the case where only the final outputs are undesirable. In this work, we try to systematically examine two-stage DEA models with undesirable input-intermediate-outputs. Particularly, we utilize the free-disposal axioms to construct the production possibility sets (PPS) and the corresponding DEA models with undesirable variables. The proposed models are then used to illustrate some theoretical perspectives by using the data of China׳s listed banks.     

两阶段DEA前沿面投影问题研究——兼对我国上市银行运营绩效进行评价

DEA方法,即数据包络分析方法,是一种用于评价决策单元(Decision Making Units,DMUs)相对有效性的实证方法。近年来DEA方法已经广泛的应用于各行各业的绩效评价中,并发展出两阶段DEA方法。两阶段DEA方法相对于传统DEA方法的优势在于,它不但可以提供被评价对象的总体效率值,还可以分别生成每一阶段的效率值。但正是由于中间要素的存在,按照传统的DEA方法来调整两阶段DEA投入、产出要素的优化过程已不能成功投影在有效前沿面上。本文基于两阶段DEA方法,通过加入"虚拟中间要素"在两阶段DEA中嵌入一个"虚拟阶段",这样不但完善了两阶段DEA的逻辑结构,而且成功的将被评价单元投影到有效前沿面。最后本文应用以上方法对我国上市银行的运营绩效进行了实证分析。实证结果令我们意外的是,国有商业银行运营绩效优于股份制银行。     

Internal resource waste and centralization degree in two-stage systems: An efficiency analysis

Internal resource waste refers to the waste in the intermediate resources between the upstream stage and downstream stage in a production or service system. This study examines a system with a two-stage structure, in which the outputs from the first stage are taken as the inputs for the second stage. Two-stage systems can exist in centralized, decentralized, or mixed organizational modes. In this paper, we propose two-stage DEA models considering a degree of centralization that makes it possible to measure internal resource waste in different system modes. Some managerial insights are tested and verified from the perspective of efficiency analysis. We find that: 1) when there is only one intermediate measure in a centralized two-stage system, internal resource waste can be eliminated completely, and 2) a higher degree of centralization in a two-stage system can lead to less internal resource waste and more expected outputs. Finally, we present a numerical example and two practical real-world examples that illustrate our approach and findings.     

考虑消费者策略行为的供应商产品升级策略

随着科技的发展和市场竞争的加剧，企业不断频繁地进行产品升级更新以应对消费者快速变化的需求；同时，消费者也越来越具有策略性行为，主要表现为跨期选择购买产品的类型和时机。本文考虑消费者策略行为研究供应链上游供应商的最优产品升级策略，分析捆绑、模块化和整合三种产品升级策略中消费者的购买决策和供应链企业的均衡定价决策。研究表明：当消费者耐心程度和升级模块的价值升级系数满足一定条件时，供应商将选择模块化升级策略，相对于捆绑升级策略，将获得更高的利润；而只有当消费者耐心程度较小时，采用整合升级策略相对于其他两种升级策略更有利于提高利润。     

DEA models for extended two-stage network structures

Liang et al. (2008) [1] developed DEA models based upon game approach to decompose efficiency for two-stage network structures where all outputs of the first stage are the only inputs to the second stage. This paper extends Liang et al. (2008) [1] by assuming that the inputs to the second stage include both the outputs from the first stage and additional inputs to the second stage. Two models are proposed to evaluate the performance of this type general two-stage network structures. One is a non-linear centralized model whose global optimal solutions can be estimated using a heuristic search procedure. The other is a non-cooperative model, in which one of the stages is regarded as the leader and the other is the follower. The newly developed models are applied to a case of regional R&D of China.     

消费者短视和以旧换新情形下设计架构与定价策略研究

耐用品的耐用性会抑制了新一代耐用品的销售,企业通常会采用以旧换新政策来激励新一代耐用品的销售。企业有两种产品设计架构策略:一体化架构策略与模块化架构策略,同时企业也有两种定价策略:静态定价策略和动态定价策略。在这种情况下,企业该如何确定产品设计架构和定价策略?在假定两期内消费者是短视情形下,论文建立了消费者与企业博弈模型分析和比较了三种情况。研究发现,无论是静态定价还是动态定价,无论是模块化架构还是一体化架构,购买了第一代产品的消费者都会整体更换成第二代产品;随着第二代核心系统的质量提升,以旧换新促使企业产品架构选择从一体化架构转变为选择模块化架构;当采用动态定价、第二代核心系统质量提升适中和折扣因子高时,企业会选择模块化架构;当企业采用模块化架构时,以旧换新政策会降低模块化产品第二代核心子系统和基础子系统之间的兼容性;如果两代产品之间的质量差距比较大,企业将会选择动态定价策略,反之会选择静态定价策略。     

Measurement of tourist hotels׳ productive efficiency,occupancy, and catering service effectiveness using a modified two-stage DEA model in Taiwan

This study develops a modified two-stage model to evaluate productive efficiency, occupancy, and catering service effectiveness of Taiwan׳s international tourist hotels. The difference between the modified and original two-stage model is that the modified two-stage model allows for multiple efficiencies to be calculated in the unique stage and the concept of intermediate input is introduced.The modified model was tested using 58 Taiwanese international hotels and the results show the modified model offers a more efficient and effective approach in calculating all the efficiencies in a single data envelopment analysis (DEA) implementation as opposed to independent efficiency calculations.     

Product innovation through module dynamics: A case study

The modularity of products is progressing in many industries. This paper uses a case study to analyze the process of integrating personal computer (PC) and numerical control (NC) machine tools, and conceptualizes as module dynamics the product innovation that works in modular products. Module dynamics refers to the process of product innovation that occur in highest-order modules of modular products and that is achieved through a two-stage process of partitioning and integrating modules.     

产品市场纵向差异的两阶段再制造供应链契约协调

针对常规产品与再制品销售市场的纵向差异和常规材料价格随机波动的情况,建立了"制造商-回收商"Stackelberg博弈模型,设计了考虑常规材料价格信息更新的两阶段回收费用共担再制造供应链契约协调机制,证明了两阶段可变契约的效益高于单阶段固定契约。算例分析表明两阶段可变契约的有效性:常规材料价格随机波动幅度越大,两阶段契约的改善程度越高;且协调机制能夠鼓励废旧产品的再制造,实现经济效益与社会效益的双赢。     

考虑顾客缺货反应的多产品两阶段JIT联合订货

为了解决多产品两阶段联合订货决策问题,综合考虑顾客缺货反应及资源限制对订货决策的影响,提出资源限制条件下考虑CRS的多产品两阶段JIT联合订货策略。在此基础上,以零售商收益最大化为目标,建立了多产品两阶段JIT联合订货决策模型,并从初始解生成和殖民地国家革命方式两方面设计了改进的帝国主义竞争算法。从Gruen调查报告中选取三种不同规模的算例验证了模型和算法的适用性和有效性。研究表明：本文提出的考虑顾客缺货反应的多产品两阶段JIT联合订货方法既可以提高零售商的总收益,也能提高顾客的服务水平;当单位库存资源机会收益相近时,同组产品间不会发生替代情况,而当同组产品间的单位库存资源机会收益差距较大,且高于其他产品组的单位库存资源机会收益时,则该产品组便会出现缺货和替代情况,且若该组缺货产品的剩余资源单位机会收益小于其他组产品的单位资源机会收益,则该产品的剩余资源便会转移给其他缺货产品。研究结论可为零售商多产品两阶段JIT联合订货决策提供有益的参考。     

基于患者两阶段医疗服务过程的病床资源优化

随着医疗需求的日益增长，供需不平衡的矛盾日益显著，病床资源短缺已经成为制约医疗服务发展的重要因素之一。针对病床资源供需失衡的问题，本文构建患者两阶段医疗服务过程的病床资源优化模型。考虑患者的医疗服务是一个两阶段串联排队过程，第一阶段是强制治疗阶段，第二阶段是康复阶段。在患者排队系统中，服务台总数固定的前提下，本文利用增补变量方法给出了该排队系统的概率等式，通过求解偏微分方程得出系统的状态概率，并推导出医院拒绝患者的概率、平均康复时间等相关指标。考虑部分患者因病床资源不足而无法入院和康复阶段患者提前出院两种风险因素，本文基于排队指标构建多病种间的病床分配模型，再利用动态规划的求解思路得到病床分配的最优解。最后，本文采用2017年卫生统计数据和模拟数据相结合进行数值分析。研究结果表明与传统单阶段模型相比，两阶段模型对不同病种间病床数差别影响显著，并且患者入院率对病床分配影响较大。进一步，基于数值结果给出了医疗管理建议和研究展望。     

Stage efficiency evaluation in a two-stage network data envelopment analysis model with weight priority

Conventional DEA models treat the entire production system as a black box and ignore its internal structures. To address this issue, many studies have examined the DEA efficiencies of two-stage systems in which all outputs of the first stage are the only inputs to the second stage. Based on game theory, the non-cooperative model and centralized model were developed for such a two-stage network structure. However, for the centralized model with multiple optimal solutions and the non-cooperative model, an assumption is required as to whether the first or second stage should be assigned the absolute priority for optimization. In many cases, certain circumstances might exist in which one stage does not completely dominate the other stage. In this paper, we develop a methodology for assessing the overall and stage efficiencies by considering the different and DMU-specific degree of priority given to the stages. Particularly, the non-cooperative model and the centralized model can be deemed as special cases. Moreover, we compare the proposed approaches with the existing approaches, which indicates that our approaches can greatly reduce the computational burden. Two empirical examples are used to demonstrate the proposed approach.